COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 330,688: 47,035 9,060 96,705 163,600 209,940 307,339 315,704: 23,349 14,984
Old : 195,241: 26,811 11,579 49,921 104,879 123,504 181,611 185,004: 13,630 10,238
Other: 135,447: 24,544 1,801 42,463 58,721 86,436 125,728 130,700: 9,718 4,746
: : :
: : Changes in Commitments from: April 5, 2011 :
: -14,967: 636 -33 -17,558 1,104 3,947 -15,818 -13,644: 851 -1,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 2.7 29.2 49.5 63.5 92.9 95.5: 7.1 4.5
Old : 100.0: 13.7 5.9 25.6 53.7 63.3 93.0 94.8: 7.0 5.2
Other: 100.0: 18.1 1.3 31.4 43.4 63.8 92.8 96.5: 7.2 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 118 52 79 62 69 209 172:
Old : 226: 98 53 64 55 63 172 161:
Other: 172: 75 25 46 57 57 152 109:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 30.8 39.3 42.6 9.3 10.7 12.7 16.0
Old : 32.7 36.8 43.1 46.9 9.6 13.9 14.0 19.3
Other: 27.8 29.0 39.3 40.1 17.3 17.2 23.8 24.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,018: 12,826 469 5,366 10,949 26,124 29,141 31,959: 3,877 1,059
Old : 31,999: 12,800 584 4,900 10,508 25,466 28,207 30,949: 3,792 1,050
Other: 1,019: 144 3 348 441 658 933 1,009: 85 9
: : :
: : Changes in Commitments from: April 5, 2011 :
: 1,420: 1,461 -54 523 -740 1,077 1,244 1,546: 175 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 1.4 16.3 33.2 79.1 88.3 96.8: 11.7 3.2
Old : 100.0: 40.0 1.8 15.3 32.8 79.6 88.2 96.7: 11.8 3.3
Other: 100.0: 14.1 0.3 34.2 43.3 64.6 91.6 99.1: 8.4 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 56 14 20 26 26 89 53:
Old : 106: 54 16 20 24 26 87 53:
Other: 22: 11 3 10 7 5 21 15:
:----------------------------------------------------------------------------------------------------
: 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 56.1 35.4 67.6 23.5 53.2 35.1 63.8
Old : 24.5 56.0 36.5 67.4 24.2 53.9 36.2 64.8
Other: 54.3 75.3 76.9 92.2 21.8 35.9 27.2 36.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 184,172: 45,541 30,032 27,504 99,161 118,970 172,207 176,507: 11,965 7,665
Old : 116,943: 42,522 22,775 13,834 49,865 73,273 106,220 109,882: 10,723 7,061
Other: 67,228: 5,506 9,743 11,185 49,296 45,697 65,986 66,625: 1,242 603
: : :
: : Changes in Commitments from: April 5, 2011 :
: -6,162: 1,078 2,454 -3,619 -2,875 -5,328 -5,416 -6,494: -746 332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 16.3 14.9 53.8 64.6 93.5 95.8: 6.5 4.2
Old : 100.0: 36.4 19.5 11.8 42.6 62.7 90.8 94.0: 9.2 6.0
Other: 100.0: 8.2 14.5 16.6 73.3 68.0 98.2 99.1: 1.8 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 54 44 44 58 55 141 116:
Old : 162: 57 41 40 50 44 129 104:
Other: 81: 13 18 17 40 42 64 67:
:----------------------------------------------------------------------------------------------------
: 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 : 31.0 37.7 41.3 51.3 20.9 22.4 28.4 33.1
Old : 22.8 35.2 32.8 51.4 22.4 32.2 31.5 44.2
Other: 51.5 46.9 65.4 61.1 32.5 29.4 42.5 39.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 854,752: 169,437 27,481 208,679 400,801 547,196 778,917 783,357: 75,834 71,395
Old : 854,752: 169,437 27,481 208,679 400,801 547,196 778,917 783,357: 75,834 71,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 1,832: -3,009 12,940 -9,198 19,752 -8,147 7,545 -4,405: -5,713 6,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 3.2 24.4 46.9 64.0 91.1 91.6: 8.9 8.4
Old : 100.0: 19.8 3.2 24.4 46.9 64.0 91.1 91.6: 8.9 8.4
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 : 229: 84 43 85 89 91 209 184:
Old : 229: 84 43 85 89 91 209 184:
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 : 13.6 17.3 24.1 28.6 12.0 12.9 19.3 20.3
Old : 13.6 17.3 24.1 28.6 12.0 12.9 19.3 20.3
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 12, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 170,392: 35,456 6,084 39,961 86,387 118,170 161,805 164,215: 8,588 6,177
Old : 136,924: 33,546 4,532 30,606 65,083 96,302 129,235 131,440: 7,690 5,484
Other: 33,468: 2,521 2,163 8,745 21,304 21,868 32,570 32,775: 898 693
: : :
: : Changes in Commitments from: April 5, 2011 :
: -21,291: 2,217 -1,311 -20,058 -4,253 -787 -22,094 -22,155: 803 864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 3.6 23.5 50.7 69.4 95.0 96.4: 5.0 3.6
Old : 100.0: 24.5 3.3 22.4 47.5 70.3 94.4 96.0: 5.6 4.0
Other: 100.0: 7.5 6.5 26.1 63.7 65.3 97.3 97.9: 2.7 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 326: 121 54 89 114 132 276 241:
Old : 318: 115 53 86 111 130 269 233:
Other: 173: 32 28 32 75 81 124 124:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 18.9 29.0 30.4 12.4 11.1 20.2 17.4
Old : 16.7 19.3 29.3 30.8 14.0 13.1 23.9 20.7
Other: 35.4 30.0 47.2 45.9 24.4 22.2 33.6 31.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 12, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 50,870: 25,898 35,577 1,498 17,893 8,350 45,289 45,425: 5,581 5,445
Old : 50,870: 25,898 35,577 1,498 17,893 8,350 45,289 45,425: 5,581 5,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: -90: 1,509 -454 23 -1,152 526 380 95: -470 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 69.9 2.9 35.2 16.4 89.0 89.3: 11.0 10.7
Old : 100.0: 50.9 69.9 2.9 35.2 16.4 89.0 89.3: 11.0 10.7
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 : 134: 41 66 15 9 19 55 96:
Old : 134: 41 66 15 9 19 55 96:
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 : 67.4 38.1 75.5 50.7 66.9 38.1 75.0 50.6
Old : 67.4 38.1 75.5 50.7 66.9 38.1 75.0 50.6
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 12, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 373,213: 34,488 72,523 3,958 313,886 279,848 352,332 356,329: 20,881 16,884
Old : 373,213: 34,488 72,523 3,958 313,886 279,848 352,332 356,329: 20,881 16,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 5, 2011 :
: 3,682: -3,398 -1,766 104 3,952 5,494 658 3,831: 3,024 -149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 19.4 1.1 84.1 75.0 94.4 95.5: 5.6 4.5
Old : 100.0: 9.2 19.4 1.1 84.1 75.0 94.4 95.5: 5.6 4.5
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 : 270: 42 48 18 105 111 156 168:
Old : 270: 42 48 18 105 111 156 168:
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 : 41.0 16.0 50.2 26.7 35.5 15.5 44.4 25.7
Old : 41.0 16.0 50.2 26.7 35.5 15.5 44.4 25.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 15, 2011