COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 326,310: 44,557 8,046 109,486 150,641 193,358 304,684 310,889: 21,626 15,421
Old : 210,324: 28,500 11,763 71,497 97,300 115,920 197,297 199,180: 13,027 11,144
Other: 115,986: 20,657 883 33,389 53,341 77,438 107,387 111,709: 8,598 4,276
: : :
: : Changes in Commitments from: March 22, 2011 :
: 6,915: -1,553 1,164 5,173 5,076 433 8,696 6,771: -1,782 144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 2.5 33.6 46.2 59.3 93.4 95.3: 6.6 4.7
Old : 100.0: 13.6 5.6 34.0 46.3 55.1 93.8 94.7: 6.2 5.3
Other: 100.0: 17.8 0.8 28.8 46.0 66.8 92.6 96.3: 7.4 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 114 56 89 65 70 217 184:
Old : 245: 94 69 76 62 66 195 176:
Other: 155: 60 27 45 52 56 135 105:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 25.4 35.9 38.7 10.4 10.2 14.6 16.2
Old : 26.6 27.5 38.8 39.1 10.8 13.1 15.4 19.2
Other: 28.3 30.1 41.3 41.6 18.8 17.8 25.7 25.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 30,446: 10,859 727 4,267 11,613 24,188 26,740 29,183: 3,706 1,264
Old : 29,498: 10,849 795 3,829 11,204 23,624 25,882 28,247: 3,616 1,251
Other: 948: 87 9 362 409 565 858 935: 90 13
: : :
: : Changes in Commitments from: March 22, 2011 :
: 188: -165 -327 629 -356 -427 108 -125: 80 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 2.4 14.0 38.1 79.4 87.8 95.8: 12.2 4.2
Old : 100.0: 36.8 2.7 13.0 38.0 80.1 87.7 95.8: 12.3 4.2
Other: 100.0: 9.1 0.9 38.2 43.2 59.6 90.5 98.7: 9.5 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 37 17 23 26 24 73 55:
Old : 90: 38 16 23 24 24 71 55:
Other: 21: 9 5 10 6 5 20 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 : 24.6 55.3 36.9 68.4 24.5 51.3 36.8 64.3
Old : 25.4 55.2 38.1 68.7 25.3 52.1 38.0 65.6
Other: 57.5 73.1 78.9 91.1 18.3 28.4 20.4 29.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 191,244: 47,245 27,120 34,185 95,631 122,936 177,061 184,241: 14,183 7,003
Old : 129,986: 46,311 20,510 21,110 49,566 81,946 116,987 123,566: 12,999 6,419
Other: 61,258: 3,953 9,629 10,056 46,065 40,989 60,074 60,675: 1,184 583
: : :
: : Changes in Commitments from: March 22, 2011 :
: 7,514: -434 2,374 2,467 5,312 1,428 7,345 6,269: 169 1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 14.2 17.9 50.0 64.3 92.6 96.3: 7.4 3.7
Old : 100.0: 35.6 15.8 16.2 38.1 63.0 90.0 95.1: 10.0 4.9
Other: 100.0: 6.5 15.7 16.4 75.2 66.9 98.1 99.0: 1.9 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 73 32 44 54 54 150 111:
Old : 171: 75 30 43 46 48 142 104:
Other: 71: 7 14 15 39 42 60 58:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 38.8 39.5 50.7 17.9 22.8 23.9 32.7
Old : 20.8 36.3 30.1 50.9 17.9 30.0 26.1 43.2
Other: 54.9 47.8 67.5 61.6 34.2 29.9 43.2 39.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 813,737: 167,510 15,594 196,719 375,050 543,725 739,280 756,037: 74,458 57,700
Old : 813,737: 167,510 15,594 196,719 375,050 543,725 739,280 756,037: 74,458 57,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 3,526: 5,785 -276 -3,100 -1,425 2,499 1,260 -876: 2,266 4,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 1.9 24.2 46.1 66.8 90.8 92.9: 9.2 7.1
Old : 100.0: 20.6 1.9 24.2 46.1 66.8 90.8 92.9: 9.2 7.1
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 : 227: 74 52 88 83 89 205 182:
Old : 227: 74 52 88 83 89 205 182:
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 : 14.1 19.3 25.0 30.6 12.7 13.5 19.7 21.2
Old : 14.1 19.3 25.0 30.6 12.7 13.5 19.7 21.2
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 29, 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 : 183,884: 31,637 6,919 55,123 87,751 115,376 174,511 177,419: 9,372 6,465
Old : 156,070: 30,356 5,932 47,847 69,140 96,370 147,343 150,150: 8,727 5,920
Other: 27,814: 1,943 1,648 6,614 18,611 19,006 27,169 27,269: 646 545
: : :
: : Changes in Commitments from: March 22, 2011 :
: 337: -2,899 500 2,753 1,124 -2,615 978 637: -641 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 3.8 30.0 47.7 62.7 94.9 96.5: 5.1 3.5
Old : 100.0: 19.5 3.8 30.7 44.3 61.7 94.4 96.2: 5.6 3.8
Other: 100.0: 7.0 5.9 23.8 66.9 68.3 97.7 98.0: 2.3 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 117 72 98 120 132 288 254:
Old : 333: 115 69 92 113 131 274 249:
Other: 166: 34 27 27 77 72 124 113:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 18.6 29.3 30.6 11.9 10.0 18.7 15.8
Old : 17.0 19.2 29.2 31.1 12.9 11.2 21.9 17.7
Other: 39.2 35.1 51.9 50.5 28.1 28.2 38.3 37.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 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 : 53,402: 27,417 41,266 1,330 18,740 5,170 47,486 47,766: 5,916 5,636
Old : 53,402: 27,417 41,266 1,330 18,740 5,170 47,486 47,766: 5,916 5,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 262: 62 395 57 -63 -110 56 342: 206 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.3 77.3 2.5 35.1 9.7 88.9 89.4: 11.1 10.6
Old : 100.0: 51.3 77.3 2.5 35.1 9.7 88.9 89.4: 11.1 10.6
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 : 122: 45 55 13 11 12 60 77:
Old : 122: 45 55 13 11 12 60 77:
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 : 66.0 40.7 74.3 56.4 65.5 40.7 73.4 56.4
Old : 66.0 40.7 74.3 56.4 65.5 40.7 73.4 56.4
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 29, 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 : 369,257: 38,648 69,703 3,619 307,652 279,513 349,919 352,835: 19,338 16,422
Old : 369,257: 38,648 69,703 3,619 307,652 279,513 349,919 352,835: 19,338 16,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 11,522: 13,191 1,163 96 -4,135 11,111 9,152 12,370: 2,370 -848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 18.9 1.0 83.3 75.7 94.8 95.6: 5.2 4.4
Old : 100.0: 10.5 18.9 1.0 83.3 75.7 94.8 95.6: 5.2 4.4
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 : 249: 28 43 16 98 113 137 161:
Old : 249: 28 43 16 98 113 137 161:
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 : 41.2 16.4 51.7 27.2 37.4 15.7 47.9 26.0
Old : 41.2 16.4 51.7 27.2 37.4 15.7 47.9 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2011