COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 284,058: 74,380 6,130 66,032 122,121 201,428 262,533 273,590: 21,525 10,469
Old : 216,315: 64,261 7,420 45,712 89,356 154,662 199,329 207,794: 16,986 8,521
Other: 67,743: 13,134 1,725 17,305 32,765 46,765 63,204 65,795: 4,539 1,948
: : :
: : Changes in Commitments from: March 16, 2010 :
: 8,808: 1,013 -954 2,092 4,883 7,154 7,987 8,292: 820 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 2.2 23.2 43.0 70.9 92.4 96.3: 7.6 3.7
Old : 100.0: 29.7 3.4 21.1 41.3 71.5 92.1 96.1: 7.9 3.9
Other: 100.0: 19.4 2.5 25.5 48.4 69.0 93.3 97.1: 6.7 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 149 23 67 65 67 234 143:
Old : 251: 134 33 54 55 63 208 136:
Other: 129: 56 12 30 44 50 110 83:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 34.0 28.0 46.7 12.8 24.9 20.0 34.4
Old : 15.3 38.4 26.2 51.9 14.3 34.1 23.1 43.3
Other: 28.4 27.6 41.7 42.5 26.7 23.9 35.4 36.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 46,525: 19,200 1,283 8,740 14,800 35,122 42,741 45,145: 3,785 1,380
Old : 44,645: 19,134 1,183 8,184 13,598 33,941 40,916 43,308: 3,729 1,337
Other: 1,880: 131 165 491 1,202 1,181 1,824 1,837: 56 43
: : :
: : Changes in Commitments from: March 16, 2010 :
: -2,232: -564 -26 -726 155 -1,120 -1,135 -1,873: -1,097 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 2.8 18.8 31.8 75.5 91.9 97.0: 8.1 3.0
Old : 100.0: 42.9 2.6 18.3 30.5 76.0 91.6 97.0: 8.4 3.0
Other: 100.0: 7.0 8.8 26.1 63.9 62.8 97.0 97.7: 3.0 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 57 16 29 29 26 102 57:
Old : 113: 60 13 29 29 26 102 57:
Other: 22: 2 11 11 2 8 15 19:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 58.5 36.1 70.8 16.2 44.8 26.2 54.4
Old : 22.7 60.3 34.9 71.5 16.9 48.7 27.3 57.4
Other: 74.1 62.0 87.0 78.8 53.2 44.0 53.2 49.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 143,622: 39,874 17,602 25,463 70,267 92,822 135,604 135,887: 8,018 7,735
Old : 111,220: 44,066 15,104 15,438 44,213 73,440 103,717 103,982: 7,503 7,238
Other: 32,402: 3,927 10,617 1,906 26,054 19,382 31,887 31,905: 515 497
: : :
: : Changes in Commitments from: March 16, 2010 :
: 2,572: 1,316 -740 -340 1,087 3,834 2,063 2,754: 509 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 12.3 17.7 48.9 64.6 94.4 94.6: 5.6 5.4
Old : 100.0: 39.6 13.6 13.9 39.8 66.0 93.3 93.5: 6.7 6.5
Other: 100.0: 12.1 32.8 5.9 80.4 59.8 98.4 98.5: 1.6 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 49 41 46 55 54 131 119:
Old : 160: 54 38 44 53 49 128 113:
Other: 65: 12 12 14 29 28 50 45:
:----------------------------------------------------------------------------------------------------
: 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 : 30.5 30.8 45.6 45.0 28.4 19.1 34.8 30.8
Old : 33.0 31.9 46.9 44.4 30.8 28.4 42.5 38.6
Other: 51.4 52.1 70.5 68.4 37.7 49.5 56.7 57.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 1,002,939: 173,785 29,911 254,155 506,382 660,845 934,322 944,911: 68,617 58,028
Old : 1,002,939: 173,785 29,911 254,155 506,382 660,845 934,322 944,911: 68,617 58,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -26,146: 866 7,907 6,460 -36,993 -45,970 -29,668 -31,604: 3,522 5,457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 3.0 25.3 50.5 65.9 93.2 94.2: 6.8 5.8
Old : 100.0: 17.3 3.0 25.3 50.5 65.9 93.2 94.2: 6.8 5.8
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 : 243: 76 56 88 91 89 217 187:
Old : 243: 76 56 88 91 89 217 187:
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 : 16.1 18.2 25.8 31.8 9.3 13.8 15.1 21.8
Old : 16.1 18.2 25.8 31.8 9.3 13.8 15.1 21.8
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 23, 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 : 156,028: 30,799 17,767 38,956 76,936 91,384 146,690 148,107: 9,337 7,921
Old : 133,183: 30,779 21,331 26,981 66,735 77,640 124,495 125,952: 8,688 7,231
Other: 22,845: 6,266 2,684 5,728 10,201 13,743 22,195 22,155: 650 689
: : :
: : Changes in Commitments from: March 16, 2010 :
: 3,319: 1,153 -2,810 2,164 -416 3,669 2,900 3,023: 419 296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 11.4 25.0 49.3 58.6 94.0 94.9: 6.0 5.1
Old : 100.0: 23.1 16.0 20.3 50.1 58.3 93.5 94.6: 6.5 5.4
Other: 100.0: 27.4 11.7 25.1 44.7 60.2 97.2 97.0: 2.8 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 355: 127 79 103 121 117 296 259:
Old : 352: 124 85 101 119 112 293 252:
Other: 139: 27 23 29 44 70 85 108:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 18.9 32.2 30.8 16.0 15.5 25.8 23.5
Old : 19.5 19.0 34.8 30.4 18.4 18.5 30.9 28.4
Other: 38.6 35.0 57.3 48.5 35.3 21.0 47.7 29.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 52,804: 38,369 6,100 2,836 6,321 41,548 47,526 50,485: 5,278 2,319
Old : 52,804: 38,369 6,100 2,836 6,321 41,548 47,526 50,485: 5,278 2,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: 4,726: 3,796 319 -0 231 4,179 4,027 4,498: 699 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 11.6 5.4 12.0 78.7 90.0 95.6: 10.0 4.4
Old : 100.0: 72.7 11.6 5.4 12.0 78.7 90.0 95.6: 10.0 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 : 88: 42 31 7 10 9 56 44:
Old : 88: 42 31 7 10 9 56 44:
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 : 60.1 78.5 72.4 84.5 59.1 70.9 65.4 75.5
Old : 60.1 78.5 72.4 84.5 59.1 70.9 65.4 75.5
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 23, 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 : 377,362: 43,313 96,351 4,947 311,663 258,274 359,923 359,572: 17,439 17,790
Old : 377,362: 43,313 96,351 4,947 311,663 258,274 359,923 359,572: 17,439 17,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2010 :
: -48,119: -15 -9,152 -4,871 -42,848 -32,674 -47,733 -46,696: -386 -1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 25.5 1.3 82.6 68.4 95.4 95.3: 4.6 4.7
Old : 100.0: 11.5 25.5 1.3 82.6 68.4 95.4 95.3: 4.6 4.7
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 : 245: 35 48 18 99 96 146 150:
Old : 245: 35 48 18 99 96 146 150:
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 : 35.1 18.9 45.9 31.2 33.4 18.9 42.6 30.8
Old : 35.1 18.9 45.9 31.2 33.4 18.9 42.6 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 26, 2010