COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 246,139: 57,611 43,574 49,205 120,462 136,098 227,278 228,877: 18,861 17,262
Old : 153,306: 44,250 39,934 24,991 72,621 75,305 141,863 140,231: 11,444 13,076
Other: 92,833: 21,501 11,780 16,073 47,840 60,792 85,415 88,646: 7,418 4,186
: : :
: : Changes in Commitments from: April 10, 2012 :
: -10,035: 1,538 2,416 -7,596 -512 -4,027 -6,571 -9,207: -3,464 -828
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 17.7 20.0 48.9 55.3 92.3 93.0: 7.7 7.0
Old : 100.0: 28.9 26.0 16.3 47.4 49.1 92.5 91.5: 7.5 8.5
Other: 100.0: 23.2 12.7 17.3 51.5 65.5 92.0 95.5: 8.0 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 269: 105 80 89 70 70 212 205:
Old : 256: 100 77 66 64 60 189 178:
Other: 185: 63 44 42 48 58 136 119:
:----------------------------------------------------------------------------------------------------
: 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 : 15.1 24.1 27.4 35.4 14.1 17.0 23.5 24.1
Old : 17.4 24.2 28.3 33.6 15.2 19.8 23.9 28.1
Other: 18.5 33.5 32.5 46.9 18.0 31.7 30.5 43.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 26,912: 9,126 2,366 5,108 10,230 17,795 24,463 25,268: 2,449 1,644
Old : 24,938: 9,163 2,359 4,193 9,165 16,766 22,521 23,318: 2,417 1,620
Other: 1,974: 54 99 823 1,065 1,029 1,942 1,951: 32 24
: : :
: : Changes in Commitments from: April 10, 2012 :
: 1,659: -122 503 1,116 1,084 229 2,077 1,847: -419 -188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 8.8 19.0 38.0 66.1 90.9 93.9: 9.1 6.1
Old : 100.0: 36.7 9.5 16.8 36.7 67.2 90.3 93.5: 9.7 6.5
Other: 100.0: 2.7 5.0 41.7 54.0 52.1 98.4 98.8: 1.6 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 32 25 20 26 21 67 57:
Old : 87: 31 25 20 26 21 66 57:
Other: 22: 4 8 9 10 3 21 13:
:----------------------------------------------------------------------------------------------------
: 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 56.9 37.3 70.3 24.4 51.2 35.6 60.1
Old : 25.6 57.3 38.0 70.7 24.9 53.2 37.0 62.8
Other: 66.7 77.1 86.5 95.0 26.2 29.6 29.5 30.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 186,560: 27,670 44,950 32,257 117,190 98,288 177,116 175,495: 9,443 11,065
Old : 124,408: 26,740 46,091 15,386 75,019 52,723 117,145 114,200: 7,263 10,208
Other: 62,152: 9,195 7,124 8,606 42,171 45,565 59,971 61,295: 2,181 857
: : :
: : Changes in Commitments from: April 10, 2012 :
: -4,073: -409 593 -1,761 561 -515 -1,609 -1,684: -2,464 -2,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 24.1 17.3 62.8 52.7 94.9 94.1: 5.1 5.9
Old : 100.0: 21.5 37.0 12.4 60.3 42.4 94.2 91.8: 5.8 8.2
Other: 100.0: 14.8 11.5 13.8 67.9 73.3 96.5 98.6: 3.5 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 47 82 39 55 43 132 136:
Old : 189: 48 80 32 53 36 123 126:
Other: 87: 18 15 15 39 31 66 52:
:----------------------------------------------------------------------------------------------------
: 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 24.0 39.4 37.9 24.2 17.9 32.8 26.2
Old : 27.4 21.4 41.6 33.2 25.4 18.7 36.8 28.2
Other: 35.6 43.9 52.4 64.4 35.3 39.1 51.3 56.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 849,367: 191,205 81,862 137,749 437,669 557,282 766,622 776,892: 82,745 72,475
Old : 849,367: 191,205 81,862 137,749 437,669 557,282 766,622 776,892: 82,745 72,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -26,200: -2,404 30,839 -23,982 12,979 -32,547 -13,407 -25,690: -12,793 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 9.6 16.2 51.5 65.6 90.3 91.5: 9.7 8.5
Old : 100.0: 22.5 9.6 16.2 51.5 65.6 90.3 91.5: 9.7 8.5
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 : 231: 76 60 81 81 90 204 185:
Old : 231: 76 60 81 81 90 204 185:
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 : 13.1 15.2 23.3 26.2 12.3 12.5 20.9 21.7
Old : 13.1 15.2 23.3 26.2 12.3 12.5 20.9 21.7
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 17, 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 : 206,422: 28,921 40,743 67,317 103,036 90,797 199,274 198,857: 7,148 7,564
Old : 159,226: 32,899 41,323 45,447 74,572 65,494 152,918 152,264: 6,309 6,962
Other: 47,196: 2,672 6,070 15,220 28,464 25,303 46,356 46,593: 839 602
: : :
: : Changes in Commitments from: April 10, 2012 :
: -26,552: -3,485 479 -13,848 -8,604 -12,354 -25,937 -25,723: -616 -830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 19.7 32.6 49.9 44.0 96.5 96.3: 3.5 3.7
Old : 100.0: 20.7 26.0 28.5 46.8 41.1 96.0 95.6: 4.0 4.4
Other: 100.0: 5.7 12.9 32.2 60.3 53.6 98.2 98.7: 1.8 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 99 115 122 128 115 292 300:
Old : 365: 110 106 104 122 106 274 280:
Other: 192: 32 51 46 81 75 148 140:
:----------------------------------------------------------------------------------------------------
: 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 : 11.8 15.1 22.0 25.4 8.7 8.7 15.4 14.1
Old : 12.5 15.0 22.5 26.1 9.9 11.2 17.8 18.0
Other: 21.5 18.5 37.3 32.5 20.4 12.7 27.3 20.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 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 : 46,000: 30,309 13,039 568 5,649 30,541 36,526 44,148: 9,474 1,852
Old : 46,000: 30,309 13,039 568 5,649 30,541 36,526 44,148: 9,474 1,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -892: -1,688 -264 -9 -204 -635 -1,901 -909: 1,009 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.9 28.3 1.2 12.3 66.4 79.4 96.0: 20.6 4.0
Old : 100.0: 65.9 28.3 1.2 12.3 66.4 79.4 96.0: 20.6 4.0
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 : 96: 52 17 6 19 11 75 31:
Old : 96: 52 17 6 19 11 75 31:
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 : 42.9 77.3 51.9 87.3 42.9 77.3 51.9 87.1
Old : 42.9 77.3 51.9 87.3 42.9 77.3 51.9 87.1
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, April 17, 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 : 394,028: 25,603 54,524 3,198 338,100 316,881 366,901 374,603: 27,128 19,426
Old : 394,028: 25,603 54,524 3,198 338,100 316,881 366,901 374,603: 27,128 19,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2012 :
: -4,984: 1,048 -1,093 -890 -5,235 -2,137 -5,077 -4,120: 93 -864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 13.8 0.8 85.8 80.4 93.1 95.1: 6.9 4.9
Old : 100.0: 6.5 13.8 0.8 85.8 80.4 93.1 95.1: 6.9 4.9
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 : 241: 37 42 15 96 95 145 140:
Old : 241: 37 42 15 96 95 145 140:
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 : 35.7 29.4 46.9 40.7 33.2 28.8 44.5 40.0
Old : 35.7 29.4 46.9 40.7 33.2 28.8 44.5 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2012