COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 242,706: 50,950 44,334 52,933 119,558 128,521 223,442 225,788: 19,264 16,918
Old : 190,935: 46,160 45,429 40,342 90,985 90,906 177,486 176,677: 13,449 14,258
Other: 51,771: 12,027 6,141 5,355 28,573 37,615 45,955 49,111: 5,816 2,660
: : :
: : Changes in Commitments from: March 6, 2012 :
: 12,052: 1,611 6,087 4,433 4,167 796 10,212 11,316: 1,841 736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 18.3 21.8 49.3 53.0 92.1 93.0: 7.9 7.0
Old : 100.0: 24.2 23.8 21.1 47.7 47.6 93.0 92.5: 7.0 7.5
Other: 100.0: 23.2 11.9 10.3 55.2 72.7 88.8 94.9: 11.2 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 91 96 90 63 72 198 219:
Old : 267: 94 92 75 58 65 182 203:
Other: 150: 45 37 28 39 52 103 98:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 21.3 28.8 30.5 14.9 12.8 22.9 19.3
Old : 19.5 21.1 30.1 29.3 15.5 15.0 22.8 20.8
Other: 22.3 35.4 38.7 51.0 22.1 33.8 37.2 49.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 28,493: 12,348 779 4,081 8,699 22,309 25,128 27,168: 3,365 1,324
Old : 28,424: 12,362 776 4,062 8,651 22,262 25,075 27,100: 3,349 1,323
Other: 69: 5 21 0 48 47 53 68: 16 1
: : :
: : Changes in Commitments from: March 6, 2012 :
: -156: 88 72 -177 104 -124 15 -230: -171 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 2.7 14.3 30.5 78.3 88.2 95.4: 11.8 4.6
Old : 100.0: 43.5 2.7 14.3 30.4 78.3 88.2 95.3: 11.8 4.7
Other: 100.0: 7.2 30.4 0.0 69.6 68.1 76.8 98.6: 23.2 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 46 19 20 27 21 85 48:
Old : 97: 47 18 20 27 21 85 48:
Other: 6: 1 1 0 2 2 3 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 : 24.4 65.8 34.8 75.2 20.5 56.7 30.2 62.0
Old : 24.5 65.8 34.7 75.3 20.6 56.7 30.1 62.0
Other: 76.8 98.6 76.8 98.6 76.8 98.6 76.8 98.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 183,825: 29,509 33,421 31,346 111,225 108,688 172,080 173,455: 11,745 10,369
Old : 137,067: 27,868 41,922 17,719 81,161 67,498 126,747 127,139: 10,321 9,928
Other: 46,757: 10,863 721 4,405 30,065 41,190 45,333 46,316: 1,424 441
: : :
: : Changes in Commitments from: March 6, 2012 :
: 3,756: 172 -2,355 4,720 -2,727 1,917 2,166 4,282: 1,591 -526
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 18.2 17.1 60.5 59.1 93.6 94.4: 6.4 5.6
Old : 100.0: 20.3 30.6 12.9 59.2 49.2 92.5 92.8: 7.5 7.2
Other: 100.0: 23.2 1.5 9.4 64.3 88.1 97.0 99.1: 3.0 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 52 57 52 53 49 131 136:
Old : 172: 47 62 45 51 46 123 130:
Other: 80: 22 8 16 36 29 62 49:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 26.0 37.7 42.2 22.3 20.4 31.4 29.3
Old : 26.4 29.0 39.1 41.1 24.9 24.1 33.8 34.4
Other: 38.1 47.9 51.1 66.7 37.8 46.7 50.0 62.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 844,244: 164,410 41,254 167,520 425,607 569,713 757,538 778,488: 86,707 65,757
Old : 844,244: 164,410 41,254 167,520 425,607 569,713 757,538 778,488: 86,707 65,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -12,993: -28,660 -2,805 3,807 16,770 -18,968 -8,083 -17,967: -4,909 4,974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 4.9 19.8 50.4 67.5 89.7 92.2: 10.3 7.8
Old : 100.0: 19.5 4.9 19.8 50.4 67.5 89.7 92.2: 10.3 7.8
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 : 223: 81 46 79 82 90 198 181:
Old : 223: 81 46 79 82 90 198 181:
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 : 13.1 15.6 23.9 25.9 11.6 12.8 19.5 20.4
Old : 13.1 15.6 23.9 25.9 11.6 12.8 19.5 20.4
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, March 13, 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 : 206,471: 30,001 38,720 69,023 98,256 88,969 197,280 196,712: 9,191 9,759
Old : 178,750: 30,660 39,249 57,826 81,732 72,527 170,217 169,601: 8,533 9,149
Other: 27,721: 1,887 2,017 8,651 16,524 16,443 27,063 27,111: 658 610
: : :
: : Changes in Commitments from: March 6, 2012 :
: 13,688: -1,388 1,846 8,861 5,911 3,098 13,384 13,805: 304 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 18.8 33.4 47.6 43.1 95.5 95.3: 4.5 4.7
Old : 100.0: 17.2 22.0 32.3 45.7 40.6 95.2 94.9: 4.8 5.1
Other: 100.0: 6.8 7.3 31.2 59.6 59.3 97.6 97.8: 2.4 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 377: 110 115 126 129 120 297 314:
Old : 373: 110 115 119 122 117 285 306:
Other: 158: 24 28 32 75 64 119 108:
:----------------------------------------------------------------------------------------------------
: 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 : 13.4 14.9 23.7 24.0 8.3 6.8 14.9 10.9
Old : 13.0 14.5 23.7 23.5 8.8 7.9 16.2 12.7
Other: 32.0 24.9 47.6 42.9 28.0 20.5 37.2 32.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 13, 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 : 63,369: 46,576 12,309 3,021 4,826 46,312 54,423 61,642: 8,946 1,727
Old : 63,369: 46,576 12,309 3,021 4,826 46,312 54,423 61,642: 8,946 1,727
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 9,613: 7,955 1,916 409 88 7,040 8,452 9,365: 1,161 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 19.4 4.8 7.6 73.1 85.9 97.3: 14.1 2.7
Old : 100.0: 73.5 19.4 4.8 7.6 73.1 85.9 97.3: 14.1 2.7
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 : 102: 58 15 9 21 12 85 31:
Old : 102: 58 15 9 21 12 85 31:
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 : 44.1 76.4 55.1 90.1 44.1 76.4 54.0 87.5
Old : 44.1 76.4 55.1 90.1 44.1 76.4 54.0 87.5
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, March 13, 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 : 461,614: 35,135 47,361 8,033 395,179 388,103 438,348 443,497: 23,266 18,117
Old : 461,614: 35,135 47,361 8,033 395,179 388,103 438,348 443,497: 23,266 18,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 42,160: 1,758 4,822 4,346 34,459 30,392 40,563 39,561: 1,596 2,599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 10.3 1.7 85.6 84.1 95.0 96.1: 5.0 3.9
Old : 100.0: 7.6 10.3 1.7 85.6 84.1 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 : 244: 34 38 23 109 114 159 161:
Old : 244: 34 38 23 109 114 159 161:
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 : 30.8 26.1 43.4 35.4 25.0 23.5 35.2 31.4
Old : 30.8 26.1 43.4 35.4 25.0 23.5 35.2 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2012