COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 254,040
COMMITMENTS
56,911 39,741 57,810 118,253 140,123 232,974 237,674 21,067 16,366
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 2,783)
5,864 -5,243 877 -4,860 8,463 1,881 4,098 903 -1,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 15.6 22.8 46.5 55.2 91.7 93.6 8.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
102 84 97 67 69 217 209
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,418
COMMITMENTS
10,400 833 3,557 8,149 19,709 22,106 24,098 3,312 1,320
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -2,058)
-1,691 283 -104 -248 -2,131 -2,044 -1,952 -14 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 3.3 14.0 32.1 77.5 87.0 94.8 13.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
44 15 21 26 19 76 49
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 186,209
COMMITMENTS
29,590 33,342 36,367 108,437 105,285 174,393 174,994 11,815 11,215
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 4,931)
1,584 -655 4,173 -2,236 1,286 3,521 4,804 1,411 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 17.9 19.5 58.2 56.5 93.7 94.0 6.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
49 65 57 53 48 137 139
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 894,283
COMMITMENTS
201,094 44,363 164,824 427,738 616,577 793,656 825,764 100,627 68,519
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 7,676)
9,458 6,564 -8,612 4,868 8,856 5,714 6,807 1,962 869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 5.0 18.4 47.8 68.9 88.7 92.3 11.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
84 47 82 81 90 206 181
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 224,024
COMMITMENTS
31,612 40,167 76,908 106,994 97,317 215,514 214,391 8,510 9,633
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: 3,603)
608 -1,057 1,270 2,314 4,015 4,192 4,228 -589 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 17.9 34.3 47.8 43.4 96.2 95.7 3.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
118 111 136 129 125 308 327
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 52,459
COMMITMENTS
39,066 9,205 908 3,853 40,290 43,827 50,404 8,633 2,056
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -8,516)
-7,700 -1,640 38 -315 -7,457 -7,977 -9,058 -539 543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.5 17.5 1.7 7.3 76.8 83.5 96.1 16.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
52 18 7 14 10 70 32
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 374,511
COMMITMENTS
32,159 46,389 3,738 317,984 310,509 353,881 360,635 20,631 13,876
CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST: -3,741)
4,681 -3,699 557 -9,771 -1,050 -4,534 -4,193 792 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 12.4 1.0 84.9 82.9 94.5 96.3 5.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
38 41 14 95 103 144 147
Updated March 30, 2012