COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 217,935: 47,003 38,674 42,641 111,269 120,839 200,913 202,155: 17,022 15,780
Old : 181,276: 41,773 40,129 34,134 93,242 92,893 169,150 167,156: 12,126 14,120
Other: 36,659: 9,948 3,264 3,788 18,026 27,946 31,763 34,999: 4,896 1,660
: : :
: : Changes in Commitments from: February 21, 2012 :
: 4,078: 605 8,510 1,811 -14 -7,001 2,402 3,320: 1,676 758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 17.7 19.6 51.1 55.4 92.2 92.8: 7.8 7.2
Old : 100.0: 23.0 22.1 18.8 51.4 51.2 93.3 92.2: 6.7 7.8
Other: 100.0: 27.1 8.9 10.3 49.2 76.2 86.6 95.5: 13.4 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 85 92 79 61 66 185 202:
Old : 254: 80 93 70 57 62 173 191:
Other: 132: 45 26 27 36 45 93 87:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 21.5 28.4 30.9 14.5 13.2 23.4 20.9
Old : 19.7 20.4 30.4 29.8 16.0 16.2 25.3 23.2
Other: 24.3 37.2 38.1 54.6 23.8 35.2 37.6 52.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 26,652: 11,343 629 3,743 7,790 20,950 22,876 25,322: 3,776 1,330
Old : 26,618: 11,343 629 3,738 7,777 20,921 22,858 25,288: 3,760 1,330
Other: 34: 5 5 0 13 29 18 34: 16 -0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -664: 71 50 607 314 472 993 1,129: -1,657 -1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 2.4 14.0 29.2 78.6 85.8 95.0: 14.2 5.0
Old : 100.0: 42.6 2.4 14.0 29.2 78.6 85.9 95.0: 14.1 5.0
Other: 100.0: 14.7 14.7 0.0 38.2 85.3 52.9 100.0: 47.1 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 48 12 18 24 21 76 47:
Old : 90: 48 12 18 24 21 76 47:
Other: 5: 1 1 0 1 2 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 65.6 35.6 75.6 22.2 57.7 31.9 64.0
Old : 24.9 65.6 35.6 75.6 22.2 57.7 31.9 64.0
Other: 52.9 100.0 52.9 100.0 52.9 100.0 52.9 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 171,622: 28,500 33,245 25,295 107,694 102,854 161,489 161,394: 10,133 10,228
Old : 129,184: 26,703 40,505 14,820 79,223 64,151 120,745 119,475: 8,439 9,709
Other: 42,438: 9,513 456 2,760 28,471 38,703 40,744 41,919: 1,693 519
: : :
: : Changes in Commitments from: February 21, 2012 :
: -2,348: 1,319 -2,698 -1,176 -2,901 1,666 -2,758 -2,208: 411 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 19.4 14.7 62.8 59.9 94.1 94.0: 5.9 6.0
Old : 100.0: 20.7 31.4 11.5 61.3 49.7 93.5 92.5: 6.5 7.5
Other: 100.0: 22.4 1.1 6.5 67.1 91.2 96.0 98.8: 4.0 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 46 55 43 48 45 117 121:
Old : 159: 45 54 40 47 41 113 115:
Other: 69: 14 7 12 35 27 53 42:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 26.4 39.6 42.9 24.3 20.9 33.6 30.5
Old : 28.6 29.6 41.6 42.5 28.4 25.2 37.9 36.6
Other: 39.7 50.7 54.7 70.6 39.3 48.2 53.3 64.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 862,411: 201,415 42,268 157,479 411,421 603,834 770,315 803,581: 92,096 58,830
Old : 862,411: 201,415 42,268 157,479 411,421 603,834 770,315 803,581: 92,096 58,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 44,182: 41,902 -4,758 3,402 -4,203 61,128 41,100 59,771: 3,082 -15,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 4.9 18.3 47.7 70.0 89.3 93.2: 10.7 6.8
Old : 100.0: 23.4 4.9 18.3 47.7 70.0 89.3 93.2: 10.7 6.8
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 : 235: 86 51 76 83 93 209 181:
Old : 235: 86 51 76 83 93 209 181:
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 : 12.8 17.5 23.9 27.9 11.5 14.4 19.7 21.7
Old : 12.8 17.5 23.9 27.9 11.5 14.4 19.7 21.7
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, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 181,316: 31,569 35,218 52,761 88,206 84,023 172,536 172,002: 8,780 9,315
Old : 159,802: 31,100 35,888 45,368 75,140 69,918 151,608 151,175: 8,194 8,627
Other: 21,514: 1,861 721 6,002 13,066 14,104 20,928 20,827: 586 687
: : :
: : Changes in Commitments from: February 21, 2012 :
: 11,470: 2,268 2,252 6,352 1,661 1,547 10,281 10,151: 1,189 1,319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 19.4 29.1 48.6 46.3 95.2 94.9: 4.8 5.1
Old : 100.0: 19.5 22.5 28.4 47.0 43.8 94.9 94.6: 5.1 5.4
Other: 100.0: 8.6 3.3 27.9 60.7 65.6 97.3 96.8: 2.7 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 364: 96 122 108 119 122 272 301:
Old : 359: 97 118 106 116 119 265 297:
Other: 126: 21 18 26 59 55 94 86:
:----------------------------------------------------------------------------------------------------
: 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 : 13.3 14.6 23.8 23.4 9.3 7.5 17.4 12.1
Old : 13.5 14.6 24.8 23.6 10.1 9.1 19.2 14.6
Other: 30.8 30.3 46.8 48.2 27.8 28.1 39.2 42.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,113: 37,466 12,054 1,146 3,889 33,624 42,501 46,824: 6,612 2,289
Old : 49,113: 37,466 12,054 1,146 3,889 33,624 42,501 46,824: 6,612 2,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -2,033: -152 3,538 79 328 -5,724 255 -2,106: -2,288 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 24.5 2.3 7.9 68.5 86.5 95.3: 13.5 4.7
Old : 100.0: 76.3 24.5 2.3 7.9 68.5 86.5 95.3: 13.5 4.7
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 : 96: 45 25 7 16 12 63 43:
Old : 96: 45 25 7 16 12 63 43:
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 : 55.4 74.1 65.1 81.9 54.7 74.1 64.3 81.9
Old : 55.4 74.1 65.1 81.9 54.7 74.1 64.3 81.9
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, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 411,744: 35,699 39,680 4,286 351,332 351,767 391,317 395,733: 20,427 16,011
Old : 411,744: 35,699 39,680 4,286 351,332 351,767 391,317 395,733: 20,427 16,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 270: 2,950 -650 923 -3,264 887 609 1,160: -339 -890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 9.6 1.0 85.3 85.4 95.0 96.1: 5.0 3.9
Old : 100.0: 8.7 9.6 1.0 85.3 85.4 95.0 96.1: 5.0 3.9
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 : 252: 36 42 16 108 105 155 152:
Old : 252: 36 42 16 108 105 155 152:
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 : 33.4 28.4 44.7 38.4 26.8 26.8 37.7 35.5
Old : 33.4 28.4 44.7 38.4 26.8 26.8 37.7 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2012