COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 306,621: 43,499 9,827 97,312 144,914 185,356 285,724 292,495: 20,896 14,126
Old : 171,468: 24,201 13,118 49,476 87,286 99,633 160,963 162,227: 10,505 9,240
Other: 135,153: 24,956 2,366 42,178 57,628 85,723 124,762 130,267: 10,391 4,886
: : :
: : Changes in Commitments from: April 12, 2011 :
: -24,067: -3,536 767 607 -18,686 -24,584 -21,615 -23,209: -2,453 -858
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 3.2 31.7 47.3 60.5 93.2 95.4: 6.8 4.6
Old : 100.0: 14.1 7.7 28.9 50.9 58.1 93.9 94.6: 6.1 5.4
Other: 100.0: 18.5 1.8 31.2 42.6 63.4 92.3 96.4: 7.7 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 100 64 79 63 70 203 174:
Old : 220: 79 66 58 54 63 159 161:
Other: 174: 67 35 47 58 59 154 112:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.7 27.7 37.1 39.5 9.1 10.2 13.4 15.9
Old : 29.3 31.8 41.4 42.7 12.3 13.9 19.6 21.2
Other: 26.5 28.2 37.9 39.5 16.1 16.9 22.4 23.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 33,821: 14,430 482 4,272 11,065 27,958 29,767 32,712: 4,053 1,109
Old : 32,691: 14,374 635 3,791 10,559 27,167 28,724 31,594: 3,967 1,097
Other: 1,129: 209 0 327 506 791 1,043 1,118: 86 11
: : :
: : Changes in Commitments from: April 12, 2011 :
: 803: 1,604 13 -1,094 116 1,834 626 753: 176 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 1.4 12.6 32.7 82.7 88.0 96.7: 12.0 3.3
Old : 100.0: 44.0 1.9 11.6 32.3 83.1 87.9 96.6: 12.1 3.4
Other: 100.0: 18.5 0.0 29.0 44.8 70.0 92.3 99.0: 7.7 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 62 9 18 26 25 91 49:
Old : 105: 58 13 18 24 25 89 49:
Other: 22: 13 1 10 7 5 21 15:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.5 61.6 35.0 72.3 23.2 58.2 34.7 68.1
Old : 24.3 61.4 36.2 71.9 24.0 59.0 35.9 69.2
Other: 51.6 78.8 77.5 93.3 27.3 45.7 36.8 45.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 179,299: 46,425 32,300 24,767 97,076 115,442 168,268 172,509: 11,031 6,790
Old : 109,592: 42,455 26,229 10,832 46,704 66,590 99,992 103,650: 9,600 5,941
Other: 69,708: 6,334 8,435 11,571 50,371 48,853 68,276 68,859: 1,431 849
: : :
: : Changes in Commitments from: April 12, 2011 :
: -4,872: 884 2,268 -2,737 -2,085 -3,528 -3,939 -3,997: -934 -875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 18.0 13.8 54.1 64.4 93.8 96.2: 6.2 3.8
Old : 100.0: 38.7 23.9 9.9 42.6 60.8 91.2 94.6: 8.8 5.4
Other: 100.0: 9.1 12.1 16.6 72.3 70.1 97.9 98.8: 2.1 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 59 44 40 54 51 137 112:
Old : 162: 57 43 35 46 39 123 99:
Other: 81: 14 17 16 40 42 65 65:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 36.7 40.1 49.4 21.4 22.7 29.2 33.1
Old : 23.0 33.8 33.9 48.5 22.7 30.1 32.8 43.8
Other: 50.1 45.8 63.9 60.4 31.2 28.1 40.7 39.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 769,869: 160,093 39,704 139,331 400,644 522,802 700,068 701,838: 69,800 68,031
Old : 769,869: 160,093 39,704 139,331 400,644 522,802 700,068 701,838: 69,800 68,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: -84,883: -9,344 12,223 -69,348 -157 -24,394 -78,849 -81,519: -6,034 -3,364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 5.2 18.1 52.0 67.9 90.9 91.2: 9.1 8.8
Old : 100.0: 20.8 5.2 18.1 52.0 67.9 90.9 91.2: 9.1 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 81 39 78 90 88 202 175:
Old : 220: 81 39 78 90 88 202 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.4 19.3 26.1 33.1 13.1 14.9 21.8 24.2
Old : 14.4 19.3 26.1 33.1 13.1 14.9 21.8 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 172,023: 41,075 5,782 41,633 80,474 119,253 163,182 166,667: 8,841 5,355
Old : 134,631: 38,049 4,033 31,582 57,306 94,322 126,937 129,937: 7,693 4,694
Other: 37,392: 3,712 2,435 9,364 23,168 24,931 36,244 36,730: 1,148 662
: : :
: : Changes in Commitments from: April 12, 2011 :
: 1,630: 5,618 -302 1,671 -5,913 1,083 1,377 2,452: 253 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.4 24.2 46.8 69.3 94.9 96.9: 5.1 3.1
Old : 100.0: 28.3 3.0 23.5 42.6 70.1 94.3 96.5: 5.7 3.5
Other: 100.0: 9.9 6.5 25.0 62.0 66.7 96.9 98.2: 3.1 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 149 51 90 124 143 307 255:
Old : 349: 140 51 85 116 139 291 244:
Other: 188: 37 29 34 80 90 136 136:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.5 18.8 26.0 31.8 12.1 11.8 20.0 18.2
Old : 14.7 20.0 26.6 32.5 13.8 16.7 23.9 24.1
Other: 33.8 28.9 46.7 45.1 23.2 21.3 33.3 29.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 51,170: 22,861 33,195 1,680 18,099 11,767 42,640 46,642: 8,529 4,528
Old : 51,170: 22,861 33,195 1,680 18,099 11,767 42,640 46,642: 8,529 4,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 299: -3,037 -2,382 182 206 3,417 -2,649 1,217: 2,948 -917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 64.9 3.3 35.4 23.0 83.3 91.2: 16.7 8.8
Old : 100.0: 44.7 64.9 3.3 35.4 23.0 83.3 91.2: 16.7 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 37 62 13 11 17 54 87:
Old : 126: 37 62 13 11 17 54 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 36.4 72.1 51.2 64.5 36.4 70.8 51.2
Old : 65.2 36.4 72.1 51.2 64.5 36.4 70.8 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 382,357: 16,484 77,714 2,559 341,111 285,089 360,153 365,361: 22,203 16,996
Old : 382,357: 16,484 77,714 2,559 341,111 285,089 360,153 365,361: 22,203 16,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2011 :
: 9,144: -18,004 5,191 -1,399 27,225 5,241 7,821 9,032: 1,322 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 20.3 0.7 89.2 74.6 94.2 95.6: 5.8 4.4
Old : 100.0: 4.3 20.3 0.7 89.2 74.6 94.2 95.6: 5.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 32 49 16 108 113 149 169:
Old : 266: 32 49 16 108 113 149 169:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 15.2 54.3 25.9 38.3 15.2 49.1 25.2
Old : 43.3 15.2 54.3 25.9 38.3 15.2 49.1 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2011