COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 251,257: 51,047 44,984 56,933 123,113 131,660 231,093 233,576: 20,164 17,681
Old : 192,756: 46,657 45,900 41,334 91,030 90,765 179,022 178,000: 13,734 14,756
Other: 58,501: 13,435 8,129 6,553 32,083 40,894 52,071 55,576: 6,430 2,924
: : :
: : Changes in Commitments from: March 13, 2012 :
: 8,551: 97 650 4,000 3,555 3,139 7,651 7,788: 900 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 17.9 22.7 49.0 52.4 92.0 93.0: 8.0 7.0
Old : 100.0: 24.2 23.8 21.4 47.2 47.1 92.9 92.3: 7.1 7.7
Other: 100.0: 23.0 13.9 11.2 54.8 69.9 89.0 95.0: 11.0 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 92 99 91 66 70 208 217:
Old : 274: 89 101 73 60 64 190 199:
Other: 160: 53 35 30 40 55 109 104:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 20.6 28.6 29.7 13.9 11.9 21.6 18.5
Old : 19.6 20.4 29.9 28.2 14.5 14.2 21.7 20.2
Other: 22.8 33.6 38.1 49.6 22.7 32.2 36.6 47.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 27,476: 12,092 550 3,661 8,397 21,840 24,150 26,051: 3,326 1,425
Old : 27,372: 12,109 546 3,624 8,329 21,778 24,062 25,948: 3,310 1,424
Other: 104: 10 32 9 68 61 88 103: 16 1
: : :
: : Changes in Commitments from: March 13, 2012 :
: -1,017: -256 -229 -420 -302 -469 -978 -1,118: -39 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 2.0 13.3 30.6 79.5 87.9 94.8: 12.1 5.2
Old : 100.0: 44.2 2.0 13.2 30.4 79.6 87.9 94.8: 12.1 5.2
Other: 100.0: 9.6 30.8 9.1 65.9 59.2 84.6 99.0: 15.4 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 47 14 20 27 19 82 45:
Old : 92: 48 13 20 27 19 82 45:
Other: 10: 1 2 1 5 3 7 5:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 67.8 34.5 77.0 21.6 60.1 31.5 65.6
Old : 24.2 67.8 34.5 77.1 21.6 60.1 31.4 65.7
Other: 65.5 90.0 84.6 99.0 61.1 80.9 66.5 80.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 181,278: 28,006 33,997 32,194 110,673 103,999 170,873 170,189: 10,405 11,088
Old : 130,305: 26,505 38,205 19,078 75,894 62,556 121,476 119,839: 8,829 10,467
Other: 50,973: 9,172 3,462 5,446 34,779 41,443 49,397 50,351: 1,576 622
: : :
: : Changes in Commitments from: March 13, 2012 :
: -2,547: -1,503 576 848 -552 -4,689 -1,207 -3,266: -1,340 719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 18.8 17.8 61.1 57.4 94.3 93.9: 5.7 6.1
Old : 100.0: 20.3 29.3 14.6 58.2 48.0 93.2 92.0: 6.8 8.0
Other: 100.0: 18.0 6.8 10.7 68.2 81.3 96.9 98.8: 3.1 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 43 62 47 54 52 126 134:
Old : 168: 40 62 41 53 49 119 128:
Other: 79: 17 11 14 36 31 60 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 : 24.8 24.5 38.2 39.6 23.4 19.2 32.8 28.0
Old : 25.1 23.9 37.9 36.5 23.8 20.1 33.1 29.1
Other: 38.5 43.9 53.7 65.4 38.1 42.0 52.8 59.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 886,607: 191,636 37,800 173,436 422,870 607,721 787,942 818,957: 98,665 67,650
Old : 886,607: 191,636 37,800 173,436 422,870 607,721 787,942 818,957: 98,665 67,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: 42,363: 27,226 -3,455 5,916 -2,737 38,008 30,404 40,469: 11,958 1,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 4.3 19.6 47.7 68.5 88.9 92.4: 11.1 7.6
Old : 100.0: 21.6 4.3 19.6 47.7 68.5 88.9 92.4: 11.1 7.6
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 : 232: 96 40 84 82 90 209 184:
Old : 232: 96 40 84 82 90 209 184:
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 : 12.7 15.8 22.9 26.3 11.3 13.2 18.7 21.0
Old : 12.7 15.8 22.9 26.3 11.3 13.2 18.7 21.0
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 20, 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 : 220,422: 31,004 41,224 75,638 104,680 93,302 211,322 210,164: 9,099 10,258
Old : 188,717: 32,650 41,936 62,078 85,588 75,189 180,316 179,203: 8,400 9,514
Other: 31,705: 1,842 2,777 10,071 19,093 18,113 31,006 30,961: 699 744
: : :
: : Changes in Commitments from: March 13, 2012 :
: 13,951: 1,003 2,504 6,615 6,424 4,333 14,042 13,452: -92 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 18.7 34.3 47.5 42.3 95.9 95.3: 4.1 4.7
Old : 100.0: 17.3 22.2 32.9 45.4 39.8 95.5 95.0: 4.5 5.0
Other: 100.0: 5.8 8.8 31.8 60.2 57.1 97.8 97.7: 2.2 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 112 119 130 128 118 304 315:
Old : 379: 116 115 124 123 113 293 306:
Other: 169: 24 39 36 81 67 131 117:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 14.5 23.0 24.2 8.3 7.1 14.5 11.3
Old : 12.6 14.3 23.3 24.0 8.5 8.4 15.5 13.5
Other: 29.6 22.7 45.9 39.6 27.3 17.9 35.3 28.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 20, 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 : 60,975: 46,765 10,845 870 4,168 47,747 51,804 59,462: 9,171 1,513
Old : 60,975: 46,765 10,845 870 4,168 47,747 51,804 59,462: 9,171 1,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -2,394: 189 -1,464 -2,151 -658 1,435 -2,619 -2,180: 226 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 17.8 1.4 6.8 78.3 85.0 97.5: 15.0 2.5
Old : 100.0: 76.7 17.8 1.4 6.8 78.3 85.0 97.5: 15.0 2.5
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 : 94: 56 14 7 17 9 77 27:
Old : 94: 56 14 7 17 9 77 27:
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 : 47.4 81.4 58.6 92.2 47.4 81.2 58.6 91.7
Old : 47.4 81.4 58.6 92.2 47.4 81.2 58.6 91.7
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 20, 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 : 378,253: 27,478 50,088 3,181 327,755 311,559 358,414 364,828: 19,838 13,424
Old : 378,253: 27,478 50,088 3,181 327,755 311,559 358,414 364,828: 19,838 13,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 13, 2012 :
: -83,362: -7,657 2,727 -4,852 -67,424 -76,544 -79,933 -78,669: -3,428 -4,693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 13.2 0.8 86.6 82.4 94.8 96.5: 5.2 3.5
Old : 100.0: 7.3 13.2 0.8 86.6 82.4 94.8 96.5: 5.2 3.5
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 : 239: 37 39 16 95 98 144 141:
Old : 239: 37 39 16 95 98 144 141:
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 : 33.2 28.6 45.5 38.6 31.0 28.5 43.3 38.2
Old : 33.2 28.6 45.5 38.6 31.0 28.5 43.3 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 23, 2012