COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 292,030: 43,075 10,083 95,158 133,132 173,090 271,365 278,330: 20,666 13,700
Old : 155,411: 23,381 13,215 47,329 75,282 86,259 145,991 146,803: 9,420 8,608
Other: 136,619: 25,147 2,321 42,376 57,851 86,831 125,373 131,528: 11,246 5,092
: : :
: : Changes in Commitments from: April 19, 2011 :
: -14,590: -424 256 -2,154 -11,782 -12,266 -14,360 -14,164: -231 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 3.5 32.6 45.6 59.3 92.9 95.3: 7.1 4.7
Old : 100.0: 15.0 8.5 30.5 48.4 55.5 93.9 94.5: 6.1 5.5
Other: 100.0: 18.4 1.7 31.0 42.3 63.6 91.8 96.3: 8.2 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 106 50 74 62 70 196 167:
Old : 210: 77 60 54 51 59 151 150:
Other: 174: 72 30 46 57 60 152 113:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 25.3 35.3 38.0 9.4 11.4 13.8 17.2
Old : 26.1 29.5 38.3 40.5 14.1 16.8 21.9 24.3
Other: 26.4 27.9 37.4 39.3 16.2 16.9 22.5 24.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 33,568: 13,872 387 4,525 10,961 27,443 29,357 32,355: 4,210 1,213
Old : 32,261: 13,812 543 3,922 10,437 26,593 28,170 31,058: 4,091 1,203
Other: 1,307: 217 0 446 524 850 1,187 1,296: 119 11
: : :
: : Changes in Commitments from: April 19, 2011 :
: -253: -558 -96 253 -105 -515 -410 -358: 157 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 1.2 13.5 32.7 81.8 87.5 96.4: 12.5 3.6
Old : 100.0: 42.8 1.7 12.2 32.4 82.4 87.3 96.3: 12.7 3.7
Other: 100.0: 16.6 0.0 34.1 40.1 65.1 90.9 99.2: 9.1 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 58 8 17 26 23 89 43:
Old : 100: 54 12 17 24 23 87 43:
Other: 23: 14 1 12 7 5 22 17:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 59.8 35.6 71.1 23.5 55.9 35.1 65.9
Old : 25.1 59.7 37.1 70.8 24.5 56.8 36.5 67.2
Other: 50.3 76.9 72.8 92.3 22.7 41.7 29.4 41.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 181,047: 47,274 33,338 25,208 97,447 115,823 169,929 174,369: 11,119 6,678
Old : 111,118: 43,200 28,087 10,856 47,430 66,331 101,487 105,274: 9,631 5,844
Other: 69,930: 6,663 7,841 11,762 50,017 49,492 68,442 69,095: 1,488 835
: : :
: : Changes in Commitments from: April 19, 2011 :
: 1,748: 848 1,038 441 372 381 1,661 1,860: 87 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 18.4 13.9 53.8 64.0 93.9 96.3: 6.1 3.7
Old : 100.0: 38.9 25.3 9.8 42.7 59.7 91.3 94.7: 8.7 5.3
Other: 100.0: 9.5 11.2 16.8 71.5 70.8 97.9 98.8: 2.1 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 61 45 41 52 49 139 110:
Old : 162: 59 44 36 44 37 126 96:
Other: 81: 15 16 15 40 42 65 64:
:----------------------------------------------------------------------------------------------------
: 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 : 29.2 37.5 39.2 49.6 20.6 23.5 28.2 33.3
Old : 21.9 33.9 32.5 49.5 21.4 30.1 31.6 44.9
Other: 49.7 45.2 63.5 60.1 29.7 26.9 39.3 39.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 753,555: 159,549 40,687 135,264 391,399 511,722 686,212 687,672: 67,343 65,883
Old : 753,555: 159,549 40,687 135,264 391,399 511,722 686,212 687,672: 67,343 65,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: -16,314: -544 983 -4,068 -9,245 -11,081 -13,856 -14,165: -2,458 -2,149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 5.4 18.0 51.9 67.9 91.1 91.3: 8.9 8.7
Old : 100.0: 21.2 5.4 18.0 51.9 67.9 91.1 91.3: 8.9 8.7
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 : 219: 80 39 79 86 88 196 177:
Old : 219: 80 39 79 86 88 196 177:
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 : 14.8 19.1 26.5 33.2 13.5 15.2 22.1 24.6
Old : 14.8 19.1 26.5 33.2 13.5 15.2 22.1 24.6
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 26, 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 : 173,862: 42,260 6,881 43,092 79,322 118,919 164,674 168,892: 9,188 4,970
Old : 136,042: 38,873 5,152 33,109 55,987 93,487 127,970 131,747: 8,072 4,295
Other: 37,820: 4,291 2,634 9,079 23,335 25,432 36,705 37,145: 1,115 675
: : :
: : Changes in Commitments from: April 19, 2011 :
: 1,839: 1,185 1,099 1,459 -1,152 -334 1,493 2,225: 347 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 4.0 24.8 45.6 68.4 94.7 97.1: 5.3 2.9
Old : 100.0: 28.6 3.8 24.3 41.2 68.7 94.1 96.8: 5.9 3.2
Other: 100.0: 11.3 7.0 24.0 61.7 67.2 97.1 98.2: 2.9 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 371: 153 56 93 128 145 320 259:
Old : 360: 144 56 84 119 141 301 247:
Other: 195: 45 29 36 78 93 138 143:
:----------------------------------------------------------------------------------------------------
: 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 : 14.3 18.9 25.6 31.5 11.8 11.8 20.0 18.5
Old : 14.6 19.6 26.7 32.5 13.4 16.3 23.8 24.8
Other: 33.3 28.8 45.8 44.4 22.7 20.8 32.4 29.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 26, 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 : 52,972: 25,926 34,284 1,726 17,150 11,938 44,802 47,948: 8,171 5,025
Old : 52,972: 25,926 34,284 1,726 17,150 11,938 44,802 47,948: 8,171 5,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 1,803: 3,066 1,089 45 -950 172 2,161 1,306: -359 497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 64.7 3.3 32.4 22.5 84.6 90.5: 15.4 9.5
Old : 100.0: 48.9 64.7 3.3 32.4 22.5 84.6 90.5: 15.4 9.5
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 : 141: 44 70 15 10 19 62 97:
Old : 141: 44 70 15 10 19 62 97:
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 : 66.3 34.1 72.0 49.4 65.7 34.1 70.9 49.4
Old : 66.3 34.1 72.0 49.4 65.7 34.1 70.9 49.4
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 26, 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 : 395,078: 25,588 80,631 2,634 347,133 295,302 375,354 378,567: 19,724 16,512
Old : 395,078: 25,588 80,631 2,634 347,133 295,302 375,354 378,567: 19,724 16,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 19, 2011 :
: 12,721: 9,104 2,917 75 6,022 10,213 15,201 13,206: -2,479 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 20.4 0.7 87.9 74.7 95.0 95.8: 5.0 4.2
Old : 100.0: 6.5 20.4 0.7 87.9 74.7 95.0 95.8: 5.0 4.2
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 : 275: 37 49 15 110 117 158 170:
Old : 275: 37 49 15 110 117 158 170:
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 : 42.1 15.0 53.1 25.0 37.3 14.6 47.9 24.2
Old : 42.1 15.0 53.1 25.0 37.3 14.6 47.9 24.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 29, 2011