COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 256,493: 58,899 33,512 55,515 121,928 151,567 236,342 240,594: 20,152 15,900
Old : 182,680: 51,139 35,819 34,987 84,048 98,947 170,174 169,753: 12,506 12,927
Other: 73,813: 18,958 8,891 9,331 37,880 52,620 66,168 70,841: 7,646 2,973
: : :
: : Changes in Commitments from: March 27, 2012 :
: 2,453: 1,988 -6,229 -2,295 3,675 11,444 3,368 2,920: -915 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 13.1 21.6 47.5 59.1 92.1 93.8: 7.9 6.2
Old : 100.0: 28.0 19.6 19.2 46.0 54.2 93.2 92.9: 6.8 7.1
Other: 100.0: 25.7 12.0 12.6 51.3 71.3 89.6 96.0: 10.4 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 105 79 104 69 72 228 209:
Old : 269: 100 86 84 66 65 210 192:
Other: 171: 65 35 33 40 57 123 107:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 24.6 28.1 34.7 12.3 17.2 19.7 23.7
Old : 18.1 24.2 28.4 34.0 12.2 17.0 19.3 23.1
Other: 21.0 36.1 34.3 50.5 20.4 34.2 33.4 48.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 25,031: 9,822 1,046 3,649 8,250 18,761 21,722 23,456: 3,309 1,575
Old : 24,582: 9,878 1,045 3,432 7,978 18,571 21,289 23,048: 3,293 1,534
Other: 449: 35 92 126 272 190 433 408: 16 41
: : :
: : Changes in Commitments from: March 27, 2012 :
: -387: -578 213 92 101 -948 -384 -642: -3 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 4.2 14.6 33.0 74.9 86.8 93.7: 13.2 6.3
Old : 100.0: 40.2 4.3 14.0 32.5 75.5 86.6 93.8: 13.4 6.2
Other: 100.0: 7.7 20.5 28.1 60.6 42.3 96.4 90.9: 3.6 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 41 16 21 27 20 75 50:
Old : 88: 42 15 21 27 20 75 50:
Other: 14: 4 3 5 7 2 14 7:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 65.2 34.9 75.5 23.6 60.6 34.4 67.3
Old : 24.0 65.6 34.9 75.8 23.9 61.1 34.6 67.9
Other: 62.7 83.6 85.0 90.9 51.7 58.5 62.5 58.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 192,144: 28,468 38,225 37,766 113,460 102,689 179,694 178,681: 12,450 13,463
Old : 135,657: 26,323 38,254 24,044 74,619 60,631 124,987 122,929: 10,670 12,727
Other: 56,488: 9,030 6,857 6,837 38,841 42,058 54,708 55,752: 1,780 736
: : :
: : Changes in Commitments from: March 27, 2012 :
: 5,935: -1,122 4,884 1,400 5,024 -2,596 5,301 3,687: 634 2,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 19.9 19.7 59.0 53.4 93.5 93.0: 6.5 7.0
Old : 100.0: 19.4 28.2 17.7 55.0 44.7 92.1 90.6: 7.9 9.4
Other: 100.0: 16.0 12.1 12.1 68.8 74.5 96.8 98.7: 3.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 46 75 53 56 48 135 149:
Old : 185: 51 69 49 54 44 128 143:
Other: 83: 16 14 19 38 30 66 52:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 23.4 35.9 36.6 22.4 17.9 30.7 25.5
Old : 22.5 22.0 34.9 32.4 21.6 18.5 31.4 26.1
Other: 37.9 44.9 53.3 65.1 37.6 39.6 52.7 57.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 881,548: 187,374 48,024 158,664 435,668 604,821 781,706 811,510: 99,842 70,039
Old : 881,548: 187,374 48,024 158,664 435,668 604,821 781,706 811,510: 99,842 70,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -12,735: -13,720 3,661 -6,160 7,930 -11,755 -11,950 -14,254: -785 1,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 5.4 18.0 49.4 68.6 88.7 92.1: 11.3 7.9
Old : 100.0: 21.3 5.4 18.0 49.4 68.6 88.7 92.1: 11.3 7.9
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 : 228: 86 44 81 84 91 208 181:
Old : 228: 86 44 81 84 91 208 181:
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 : 13.2 14.6 23.6 25.3 11.5 12.9 19.4 20.5
Old : 13.2 14.6 23.6 25.3 11.5 12.9 19.4 20.5
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 3, 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 : 229,551: 31,436 38,533 80,868 108,812 100,836 221,117 220,237: 8,435 9,314
Old : 189,967: 34,183 39,669 62,807 85,040 78,698 182,030 181,174: 7,937 8,793
Other: 39,584: 2,221 3,832 13,093 23,773 22,138 39,087 39,062: 497 522
: : :
: : Changes in Commitments from: March 27, 2012 :
: 5,527: -176 -1,634 3,960 1,818 3,519 5,603 5,845: -76 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.8 35.2 47.4 43.9 96.3 95.9: 3.7 4.1
Old : 100.0: 18.0 20.9 33.1 44.8 41.4 95.8 95.4: 4.2 4.6
Other: 100.0: 5.6 9.7 33.1 60.1 55.9 98.7 98.7: 1.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 111 117 131 128 124 303 324:
Old : 382: 112 117 126 123 120 293 316:
Other: 179: 33 37 43 76 71 132 132:
:----------------------------------------------------------------------------------------------------
: 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 14.5 23.0 24.8 7.8 7.0 14.0 11.4
Old : 12.2 14.6 22.9 24.3 8.3 8.7 15.2 14.0
Other: 25.7 21.0 41.9 36.4 22.0 14.9 29.4 23.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 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 : 45,177: 30,076 11,255 1,176 5,938 30,308 37,190 42,738: 7,987 2,438
Old : 45,177: 30,076 11,255 1,176 5,938 30,308 37,190 42,738: 7,987 2,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: -7,283: -8,990 2,049 268 2,085 -9,982 -6,637 -7,665: -646 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.6 24.9 2.6 13.1 67.1 82.3 94.6: 17.7 5.4
Old : 100.0: 66.6 24.9 2.6 13.1 67.1 82.3 94.6: 17.7 5.4
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 : 97: 51 24 10 16 8 71 39:
Old : 97: 51 24 10 16 8 71 39:
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 : 45.8 76.5 56.9 83.4 45.8 76.5 56.1 83.2
Old : 45.8 76.5 56.9 83.4 45.8 76.5 56.1 83.2
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 3, 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 : 381,755: 28,464 47,637 5,095 328,040 314,824 361,599 367,556: 20,156 14,199
Old : 381,755: 28,464 47,637 5,095 328,040 314,824 361,599 367,556: 20,156 14,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 27, 2012 :
: 7,244: -3,695 1,249 1,357 10,056 4,315 7,718 6,921: -475 323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 12.5 1.3 85.9 82.5 94.7 96.3: 5.3 3.7
Old : 100.0: 7.5 12.5 1.3 85.9 82.5 94.7 96.3: 5.3 3.7
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 : 249: 42 40 15 97 99 152 141:
Old : 249: 42 40 15 97 99 152 141:
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 : 33.9 28.9 46.0 39.4 31.9 28.3 44.0 38.8
Old : 33.9 28.9 46.0 39.4 31.9 28.3 44.0 38.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 6, 2012