COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 275,250: 73,367 7,084 63,940 117,238 194,273 254,546 265,297: 20,704 9,953
Old : 210,394: 63,164 8,378 44,006 85,966 149,911 193,136 202,295: 17,258 8,099
Other: 64,856: 12,983 1,486 17,154 31,273 44,362 61,410 63,002: 3,447 1,854
: : :
: : Changes in Commitments from: March 9, 2010 :
: 1,880: 1,995 -415 1,069 -354 1,454 2,710 2,108: -830 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 2.6 23.2 42.6 70.6 92.5 96.4: 7.5 3.6
Old : 100.0: 30.0 4.0 20.9 40.9 71.3 91.8 96.2: 8.2 3.8
Other: 100.0: 20.0 2.3 26.4 48.2 68.4 94.7 97.1: 5.3 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 150 22 71 67 67 239 147:
Old : 256: 133 37 57 56 64 212 140:
Other: 134: 55 13 29 47 50 114 82:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 32.9 28.4 45.6 13.0 24.0 20.4 33.7
Old : 15.4 37.4 26.7 50.6 14.6 33.0 23.2 42.5
Other: 28.5 27.5 42.1 42.7 26.4 23.7 34.8 36.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,757: 19,764 1,310 9,466 14,646 36,242 43,876 47,018: 4,882 1,739
Old : 46,859: 19,679 1,228 8,904 13,455 35,080 42,038 45,211: 4,821 1,647
Other: 1,899: 130 127 517 1,191 1,162 1,838 1,807: 61 92
: : :
: : Changes in Commitments from: March 9, 2010 :
: 2,565: 570 17 1,588 498 909 2,657 2,514: -92 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 2.7 19.4 30.0 74.3 90.0 96.4: 10.0 3.6
Old : 100.0: 42.0 2.6 19.0 28.7 74.9 89.7 96.5: 10.3 3.5
Other: 100.0: 6.9 6.7 27.2 62.7 61.2 96.8 95.1: 3.2 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 62 14 28 27 24 104 53:
Old : 113: 63 13 28 27 24 104 53:
Other: 19: 3 10 11 1 6 14 17:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 58.1 35.1 71.1 15.3 44.8 24.8 53.8
Old : 21.7 59.6 33.7 71.8 15.9 48.3 25.8 56.6
Other: 76.1 64.3 88.5 79.6 49.5 41.9 49.5 46.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 141,050: 38,558 18,342 25,803 69,180 88,988 133,541 133,133: 7,509 7,918
Old : 110,884: 44,200 16,861 15,234 44,492 71,222 103,926 103,317: 6,958 7,567
Other: 30,166: 3,270 10,392 1,658 24,687 17,766 29,615 29,815: 551 351
: : :
: : Changes in Commitments from: March 9, 2010 :
: 2,614: 1,936 2,908 423 983 55 3,341 3,386: -728 -772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 13.0 18.3 49.0 63.1 94.7 94.4: 5.3 5.6
Old : 100.0: 39.9 15.2 13.7 40.1 64.2 93.7 93.2: 6.3 6.8
Other: 100.0: 10.8 34.4 5.5 81.8 58.9 98.2 98.8: 1.8 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 45 40 43 56 54 129 113:
Old : 155: 50 36 42 54 49 127 107:
Other: 64: 11 11 14 31 27 51 44:
:----------------------------------------------------------------------------------------------------
: 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 29.8 46.1 43.4 28.2 18.9 34.7 29.1
Old : 33.6 30.6 47.5 42.9 31.5 27.4 43.8 37.8
Other: 52.8 53.3 71.8 69.5 38.0 49.8 56.9 58.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,029,086: 172,919 22,005 247,695 543,375 706,815 963,990 976,515: 65,096 52,571
Old : 1,029,086: 172,919 22,005 247,695 543,375 706,815 963,990 976,515: 65,096 52,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 34,099: 10,481 -545 17,575 9,027 16,061 37,082 33,092: -2,983 1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 2.1 24.1 52.8 68.7 93.7 94.9: 6.3 5.1
Old : 100.0: 16.8 2.1 24.1 52.8 68.7 93.7 94.9: 6.3 5.1
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 : 234: 84 42 86 87 90 211 182:
Old : 234: 84 42 86 87 90 211 182:
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 : 19.4 18.3 28.7 33.8 11.9 15.1 17.6 24.1
Old : 19.4 18.3 28.7 33.8 11.9 15.1 17.6 24.1
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 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 152,708: 29,646 20,578 36,792 77,352 87,714 143,790 145,084: 8,919 7,625
Old : 131,686: 29,391 24,011 25,931 68,067 74,959 123,388 124,900: 8,298 6,786
Other: 21,022: 5,905 2,217 5,211 9,285 12,756 20,401 20,184: 621 839
: : :
: : Changes in Commitments from: March 9, 2010 :
: -2,789: 699 500 -1,977 48 -31 -1,230 -1,507: -1,559 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 13.5 24.1 50.7 57.4 94.2 95.0: 5.8 5.0
Old : 100.0: 22.3 18.2 19.7 51.7 56.9 93.7 94.8: 6.3 5.2
Other: 100.0: 28.1 10.5 24.8 44.2 60.7 97.0 96.0: 3.0 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 122 82 94 119 114 283 252:
Old : 343: 117 86 91 116 108 278 243:
Other: 132: 27 18 26 44 69 82 102:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 19.3 33.4 31.1 16.1 15.2 26.7 23.5
Old : 20.7 19.2 35.9 30.7 18.3 18.3 31.5 28.1
Other: 40.4 34.5 60.7 48.1 38.2 21.3 47.5 30.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,078: 34,574 5,781 2,836 6,090 37,370 43,499 45,987: 4,579 2,091
Old : 48,078: 34,574 5,781 2,836 6,090 37,370 43,499 45,987: 4,579 2,091
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: -11,410: -5,950 1,287 -1,811 -2,552 -10,534 -10,314 -11,058: -1,096 -352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 12.0 5.9 12.7 77.7 90.5 95.7: 9.5 4.3
Old : 100.0: 71.9 12.0 5.9 12.7 77.7 90.5 95.7: 9.5 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 : 80: 36 27 6 12 9 51 40:
Old : 80: 36 27 6 12 9 51 40:
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 : 60.4 77.7 75.3 84.9 59.7 70.2 65.6 74.6
Old : 60.4 77.7 75.3 84.9 59.7 70.2 65.6 74.6
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, March 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 425,481: 43,327 105,503 9,818 354,510 290,948 407,656 406,269: 17,825 19,212
Old : 425,481: 43,327 105,503 9,818 354,510 290,948 407,656 406,269: 17,825 19,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2010 :
: 16,688: 822 13,925 5,002 13,258 1,903 19,082 20,830: -2,393 -4,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 24.8 2.3 83.3 68.4 95.8 95.5: 4.2 4.5
Old : 100.0: 10.2 24.8 2.3 83.3 68.4 95.8 95.5: 4.2 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 : 253: 36 49 20 110 106 160 162:
Old : 253: 36 49 20 110 106 160 162:
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 : 33.0 17.1 44.2 29.7 30.8 17.1 40.1 28.5
Old : 33.0 17.1 44.2 29.7 30.8 17.1 40.1 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 19, 2010