COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 213,857: 46,398 30,164 40,830 111,283 127,840 198,511 198,834: 15,346 15,022
Old : 180,004: 42,042 33,181 31,562 95,257 102,117 168,860 166,859: 11,143 13,145
Other: 33,853: 10,503 3,131 3,121 16,026 25,724 29,651 31,975: 4,202 1,878
: : :
: : Changes in Commitments from: February 14, 2012 :
: -15,950: -501 691 -2,793 -11,773 -12,558 -15,067 -14,661: -883 -1,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 14.1 19.1 52.0 59.8 92.8 93.0: 7.2 7.0
Old : 100.0: 23.4 18.4 17.5 52.9 56.7 93.8 92.7: 6.2 7.3
Other: 100.0: 31.0 9.2 9.2 47.3 76.0 87.6 94.5: 12.4 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 78 94 77 61 68 185 196:
Old : 253: 77 94 66 58 64 174 186:
Other: 129: 37 33 27 33 45 89 86:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 25.3 29.1 34.8 14.9 17.0 24.0 24.3
Old : 20.3 25.0 31.4 33.9 16.3 18.4 25.8 25.1
Other: 24.3 40.4 40.6 56.0 24.2 39.6 40.4 54.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 27,316: 11,272 579 3,136 7,475 20,478 21,884 24,193: 5,433 3,123
Old : 27,282: 11,272 579 3,131 7,462 20,449 21,866 24,159: 5,417 3,123
Other: 34: 5 5 0 13 29 18 34: 16 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -6,712: -604 -16 -4,308 -3,348 -3,913 -8,260 -8,236: 1,548 1,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 2.1 11.5 27.4 75.0 80.1 88.6: 19.9 11.4
Old : 100.0: 41.3 2.1 11.5 27.4 75.0 80.1 88.6: 19.9 11.4
Other: 100.0: 14.7 14.7 0.0 38.2 85.3 52.9 100.0: 47.1 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 46 14 19 23 19 76 45:
Old : 89: 47 13 19 23 19 76 45:
Other: 5: 1 1 0 1 2 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 59.8 31.2 70.9 18.9 52.1 28.6 61.4
Old : 20.9 59.8 31.3 70.9 18.9 52.1 28.5 61.4
Other: 52.9 100.0 52.9 100.0 52.9 100.0 52.9 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 173,970: 27,181 35,943 26,471 110,595 101,188 164,248 163,601: 9,722 10,368
Old : 132,676: 25,557 43,244 15,623 83,051 63,815 124,230 122,681: 8,446 9,995
Other: 41,294: 9,559 633 2,914 27,545 37,373 40,018 40,920: 1,276 374
: : :
: : Changes in Commitments from: February 14, 2012 :
: 737: -84 -3,966 2,734 -3,084 1,277 -434 45: 1,172 692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 20.7 15.2 63.6 58.2 94.4 94.0: 5.6 6.0
Old : 100.0: 19.3 32.6 11.8 62.6 48.1 93.6 92.5: 6.4 7.5
Other: 100.0: 23.1 1.5 7.1 66.7 90.5 96.9 99.1: 3.1 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 39 63 43 50 45 114 127:
Old : 161: 34 65 38 49 42 107 122:
Other: 68: 18 6 12 33 25 53 41:
:----------------------------------------------------------------------------------------------------
: 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 : 26.7 24.8 39.8 40.5 24.1 18.6 33.0 28.1
Old : 28.9 27.1 42.0 40.2 28.5 21.2 37.9 32.7
Other: 39.7 49.4 54.5 70.3 37.5 48.4 51.4 65.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 818,229: 159,513 47,027 154,077 415,624 542,706 729,214 743,809: 89,014 74,419
Old : 818,229: 159,513 47,027 154,077 415,624 542,706 729,214 743,809: 89,014 74,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -57,788: 14,420 2,749 -39,919 -44,983 -14,206 -70,482 -51,376: 12,694 -6,412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 5.7 18.8 50.8 66.3 89.1 90.9: 10.9 9.1
Old : 100.0: 19.5 5.7 18.8 50.8 66.3 89.1 90.9: 10.9 9.1
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 : 228: 77 51 78 84 94 201 186:
Old : 228: 77 51 78 84 94 201 186:
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 : 14.5 16.7 25.7 26.1 12.0 11.4 19.7 18.5
Old : 14.5 16.7 25.7 26.1 12.0 11.4 19.7 18.5
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, February 21, 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 : 169,846: 29,301 32,966 46,409 86,544 82,475 162,255 161,851: 7,591 7,995
Old : 151,615: 29,038 33,451 40,751 74,727 69,868 144,515 144,071: 7,100 7,545
Other: 18,231: 1,659 911 4,263 11,818 12,607 17,740 17,780: 491 451
: : :
: : Changes in Commitments from: February 14, 2012 :
: 3,111: 400 2,673 2,617 -250 -1,856 2,767 3,435: 343 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 19.4 27.3 51.0 48.6 95.5 95.3: 4.5 4.7
Old : 100.0: 19.2 22.1 26.9 49.3 46.1 95.3 95.0: 4.7 5.0
Other: 100.0: 9.1 5.0 23.4 64.8 69.2 97.3 97.5: 2.7 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 91 125 105 115 117 264 296:
Old : 354: 95 121 102 112 115 257 293:
Other: 127: 19 21 26 59 55 94 87:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 14.2 23.5 23.0 10.0 7.9 18.4 12.7
Old : 13.9 14.8 25.1 23.8 10.7 8.8 20.1 14.4
Other: 33.9 34.8 50.5 50.9 31.9 33.3 44.3 46.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 21, 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 : 51,145: 37,618 8,517 1,066 3,561 39,347 42,246 48,930: 8,899 2,215
Old : 51,145: 37,618 8,517 1,066 3,561 39,347 42,246 48,930: 8,899 2,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: -1,331: -716 -1,898 -89 -589 157 -1,394 -1,830: 62 499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 16.7 2.1 7.0 76.9 82.6 95.7: 17.4 4.3
Old : 100.0: 73.6 16.7 2.1 7.0 76.9 82.6 95.7: 17.4 4.3
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 : 95: 48 24 7 13 12 66 39:
Old : 95: 48 24 7 13 12 66 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 : 52.1 76.7 61.5 84.3 51.9 76.7 61.0 84.1
Old : 52.1 76.7 61.5 84.3 51.9 76.7 61.0 84.1
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, February 21, 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 : 411,474: 32,750 40,330 3,363 354,596 350,880 390,708 394,573: 20,765 16,900
Old : 411,474: 32,750 40,330 3,363 354,596 350,880 390,708 394,573: 20,765 16,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 14, 2012 :
: 5,625: 484 378 -37 4,991 5,694 5,438 6,035: 186 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.8 0.8 86.2 85.3 95.0 95.9: 5.0 4.1
Old : 100.0: 8.0 9.8 0.8 86.2 85.3 95.0 95.9: 5.0 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 : 252: 37 41 14 105 103 153 147:
Old : 252: 37 41 14 105 103 153 147:
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 29.3 45.2 39.0 26.4 26.8 37.5 35.3
Old : 33.9 29.3 45.2 39.0 26.4 26.8 37.5 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 24, 2012