COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 247,473: 61,091 36,771 55,008 113,538 140,236 229,636 232,014: 17,836 15,458
Old : 140,365: 45,380 34,300 22,364 62,479 72,905 130,222 129,569: 10,142 10,796
Other: 107,108: 24,934 11,694 23,420 51,059 67,331 99,414 102,445: 7,694 4,663
: : :
: : Changes in Commitments from: April 17, 2012 :
: 1,334: 3,480 -6,804 5,803 -6,924 4,139 2,359 3,137: -1,025 -1,804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 14.9 22.2 45.9 56.7 92.8 93.8: 7.2 6.2
Old : 100.0: 32.3 24.4 15.9 44.5 51.9 92.8 92.3: 7.2 7.7
Other: 100.0: 23.3 10.9 21.9 47.7 62.9 92.8 95.6: 7.2 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 113 75 92 66 69 220 198:
Old : 256: 102 75 61 57 58 183 170:
Other: 195: 75 43 45 49 58 148 122:
:----------------------------------------------------------------------------------------------------
: 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 : 14.2 23.9 26.1 35.8 13.1 18.6 21.9 25.6
Old : 15.6 24.8 26.9 34.4 13.8 21.9 22.9 30.4
Other: 18.4 31.7 31.7 45.0 15.6 28.7 26.7 39.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 25,993: 9,153 2,541 4,192 10,038 17,203 23,384 23,937: 2,609 2,057
Old : 23,651: 9,194 2,529 3,053 8,847 16,039 21,094 21,621: 2,557 2,030
Other: 2,343: 72 125 1,027 1,191 1,164 2,290 2,316: 52 27
: : :
: : Changes in Commitments from: April 17, 2012 :
: -919: 28 176 -915 -192 -592 -1,079 -1,331: 160 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 9.8 16.1 38.6 66.2 90.0 92.1: 10.0 7.9
Old : 100.0: 38.9 10.7 12.9 37.4 67.8 89.2 91.4: 10.8 8.6
Other: 100.0: 3.1 5.3 43.9 50.8 49.7 97.8 98.9: 2.2 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 24 28 16 22 17 58 49:
Old : 79: 25 26 16 22 17 57 49:
Other: 23: 8 6 11 9 3 23 14:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 58.5 38.4 71.2 25.6 51.0 37.5 60.0
Old : 26.6 59.3 39.7 70.9 26.6 53.8 39.7 63.5
Other: 66.4 77.4 86.1 94.7 25.0 29.4 28.1 29.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 189,960: 26,852 41,424 34,883 117,878 103,062 179,613 179,370: 10,346 10,590
Old : 121,812: 24,828 42,883 16,781 71,914 52,252 113,522 111,916: 8,289 9,896
Other: 68,148: 9,973 6,490 10,153 45,964 50,810 66,091 67,454: 2,057 695
: : :
: : Changes in Commitments from: April 17, 2012 :
: 3,400: -817 -3,526 2,626 689 4,775 2,497 3,875: 903 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 21.8 18.4 62.1 54.3 94.6 94.4: 5.4 5.6
Old : 100.0: 20.4 35.2 13.8 59.0 42.9 93.2 91.9: 6.8 8.1
Other: 100.0: 14.6 9.5 14.9 67.4 74.6 97.0 99.0: 3.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 50 74 50 55 46 140 137:
Old : 185: 49 74 42 53 40 130 128:
Other: 94: 24 16 21 38 32 71 60:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 24.1 39.3 38.4 23.1 18.6 32.7 27.2
Old : 27.6 22.5 41.5 34.0 25.3 19.6 36.8 29.7
Other: 34.6 39.5 50.9 59.6 31.1 33.6 46.3 51.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 863,138: 182,537 95,521 149,511 452,955 538,516 785,003 783,549: 78,135 79,590
Old : 863,138: 182,537 95,521 149,511 452,955 538,516 785,003 783,549: 78,135 79,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 13,771: -8,668 13,660 11,762 15,286 -18,766 18,381 6,656: -4,610 7,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 11.1 17.3 52.5 62.4 90.9 90.8: 9.1 9.2
Old : 100.0: 21.1 11.1 17.3 52.5 62.4 90.9 90.8: 9.1 9.2
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 : 234: 78 59 87 85 90 211 190:
Old : 234: 78 59 87 85 90 211 190:
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 14.7 22.8 25.3 11.9 12.0 20.7 20.1
Old : 12.8 14.7 22.8 25.3 11.9 12.0 20.7 20.1
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 24, 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 : 209,539: 31,590 40,296 68,071 102,610 93,465 202,270 201,832: 7,269 7,707
Old : 158,063: 34,564 40,586 44,529 72,567 65,909 151,660 151,023: 6,403 7,039
Other: 51,477: 3,385 6,070 17,183 30,042 27,556 50,611 50,809: 866 668
: : :
: : Changes in Commitments from: April 17, 2012 :
: 3,117: 2,668 -447 754 -426 2,668 2,996 2,974: 121 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 19.2 32.5 49.0 44.6 96.5 96.3: 3.5 3.7
Old : 100.0: 21.9 25.7 28.2 45.9 41.7 95.9 95.5: 4.1 4.5
Other: 100.0: 6.6 11.8 33.4 58.4 53.5 98.3 98.7: 1.7 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 107 111 123 131 130 298 313:
Old : 370: 110 109 106 123 124 275 298:
Other: 201: 41 46 48 86 79 158 145:
:----------------------------------------------------------------------------------------------------
: 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 : 11.5 14.6 21.8 24.9 8.5 8.5 14.9 13.9
Old : 12.1 14.3 22.3 25.3 9.9 11.0 17.6 18.1
Other: 20.7 18.1 36.9 31.8 19.0 11.8 26.0 18.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 43,473: 26,603 10,657 1,259 6,303 28,656 34,165 40,572: 9,308 2,901
Old : 43,473: 26,603 10,657 1,259 6,303 28,656 34,165 40,572: 9,308 2,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: -2,526: -3,707 -2,382 692 655 -1,885 -2,360 -3,576: -166 1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.2 24.5 2.9 14.5 65.9 78.6 93.3: 21.4 6.7
Old : 100.0: 61.2 24.5 2.9 14.5 65.9 78.6 93.3: 21.4 6.7
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 : 98: 52 19 8 18 13 73 38:
Old : 98: 52 19 8 18 13 73 38:
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 : 44.2 77.2 52.8 82.5 44.0 77.2 50.8 82.0
Old : 44.2 77.2 52.8 82.5 44.0 77.2 50.8 82.0
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 24, 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 : 411,399: 23,216 59,354 6,090 363,358 329,082 392,664 394,526: 18,735 16,872
Old : 411,399: 23,216 59,354 6,090 363,358 329,082 392,664 394,526: 18,735 16,872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2012 :
: 17,370: -2,387 4,830 2,892 25,258 12,201 25,763 19,924: -8,393 -2,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 14.4 1.5 88.3 80.0 95.4 95.9: 4.6 4.1
Old : 100.0: 5.6 14.4 1.5 88.3 80.0 95.4 95.9: 4.6 4.1
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 : 248: 33 47 16 102 98 147 149:
Old : 248: 33 47 16 102 98 147 149:
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 : 35.3 29.2 47.3 40.4 32.5 28.5 44.6 39.5
Old : 35.3 29.2 47.3 40.4 32.5 28.5 44.6 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2012