COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 276,886: 68,125 6,775 64,553 124,067 194,954 256,745 266,282: 20,141 10,604
Old : 206,790: 57,881 7,977 43,663 89,716 146,722 191,260 198,362: 15,530 8,428
Other: 70,096: 13,410 1,964 17,724 34,350 48,232 65,485 67,920: 4,611 2,176
: : :
: : Changes in Commitments from: March 23, 2010 :
: -7,172: -6,255 645 -1,479 1,946 -6,474 -5,788 -7,307: -1,384 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 2.4 23.3 44.8 70.4 92.7 96.2: 7.3 3.8
Old : 100.0: 28.0 3.9 21.1 43.4 71.0 92.5 95.9: 7.5 4.1
Other: 100.0: 19.1 2.8 25.3 49.0 68.8 93.4 96.9: 6.6 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 139 27 68 66 67 230 147:
Old : 246: 119 41 55 57 63 202 139:
Other: 131: 61 11 28 45 49 113 81:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 33.2 29.4 46.0 13.4 23.0 20.2 32.4
Old : 16.3 37.8 28.1 51.5 15.1 32.1 23.8 41.1
Other: 27.8 26.7 40.9 41.6 26.0 23.1 35.4 35.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 42,500: 15,614 1,131 8,066 15,426 31,808 39,107 41,005: 3,393 1,494
Old : 40,576: 15,551 1,077 7,444 14,236 30,609 37,231 39,129: 3,345 1,447
Other: 1,924: 159 150 527 1,190 1,200 1,876 1,876: 48 47
: : :
: : Changes in Commitments from: March 23, 2010 :
: -4,025: -3,586 -152 -673 626 -3,314 -3,634 -4,140: -391 114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 2.7 19.0 36.3 74.8 92.0 96.5: 8.0 3.5
Old : 100.0: 38.3 2.7 18.3 35.1 75.4 91.8 96.4: 8.2 3.6
Other: 100.0: 8.3 7.8 27.4 61.9 62.4 97.5 97.5: 2.5 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 46 14 29 31 24 91 55:
Old : 99: 48 12 29 31 24 91 55:
Other: 25: 4 10 12 4 8 18 20:
:----------------------------------------------------------------------------------------------------
: 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 : 24.4 57.5 37.6 70.1 18.3 45.3 29.5 55.6
Old : 22.8 59.3 36.4 70.8 19.2 49.5 30.9 59.0
Other: 71.0 61.5 85.3 78.1 49.5 42.8 51.7 47.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 146,096: 40,766 18,324 26,008 70,461 94,263 137,235 138,595: 8,861 7,502
Old : 111,059: 44,522 15,768 15,911 42,365 72,453 102,797 104,132: 8,262 6,927
Other: 35,037: 4,343 10,654 1,999 28,096 21,810 34,438 34,463: 599 574
: : :
: : Changes in Commitments from: March 23, 2010 :
: 2,474: 892 721 545 194 1,441 1,631 2,707: 843 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 12.5 17.8 48.2 64.5 93.9 94.9: 6.1 5.1
Old : 100.0: 40.1 14.2 14.3 38.1 65.2 92.6 93.8: 7.4 6.2
Other: 100.0: 12.4 30.4 5.7 80.2 62.2 98.3 98.4: 1.7 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 54 35 51 50 53 131 119:
Old : 155: 52 38 49 48 47 128 111:
Other: 69: 17 9 14 31 28 53 46:
:----------------------------------------------------------------------------------------------------
: 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 : 30.4 31.1 46.0 45.7 28.5 19.1 34.7 31.2
Old : 32.8 31.8 47.1 44.7 30.3 27.5 41.4 37.4
Other: 50.3 49.6 71.2 67.1 38.4 47.6 58.6 59.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 1,002,594: 176,732 25,960 278,184 483,798 642,542 938,715 946,687: 63,879 55,907
Old : 1,002,594: 176,732 25,960 278,184 483,798 642,542 938,715 946,687: 63,879 55,907
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -345: 2,947 -3,952 24,030 -22,584 -18,303 4,393 1,775: -4,738 -2,121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 2.6 27.7 48.3 64.1 93.6 94.4: 6.4 5.6
Old : 100.0: 17.6 2.6 27.7 48.3 64.1 93.6 94.4: 6.4 5.6
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 : 244: 74 60 95 90 91 217 197:
Old : 244: 74 60 95 90 91 217 197:
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 : 12.6 17.4 22.6 29.6 8.7 11.6 14.2 19.3
Old : 12.6 17.4 22.6 29.6 8.7 11.6 14.2 19.3
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 30, 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 : 164,559: 35,365 13,515 42,134 76,856 100,686 154,356 156,335: 10,203 8,224
Old : 139,059: 34,742 17,267 29,955 64,979 84,433 129,676 131,656: 9,382 7,403
Other: 25,500: 6,656 2,280 6,146 11,877 16,253 24,679 24,679: 821 821
: : :
: : Changes in Commitments from: March 23, 2010 :
: 8,531: 4,567 -4,253 3,178 -79 9,303 7,665 8,228: 866 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 8.2 25.6 46.7 61.2 93.8 95.0: 6.2 5.0
Old : 100.0: 25.0 12.4 21.5 46.7 60.7 93.3 94.7: 6.7 5.3
Other: 100.0: 26.1 8.9 24.1 46.6 63.7 96.8 96.8: 3.2 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 135 81 107 117 121 306 263:
Old : 364: 135 84 104 116 115 303 255:
Other: 152: 29 26 35 52 74 99 117:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 19.8 31.5 31.4 15.4 15.5 24.4 22.8
Old : 19.0 19.7 33.5 32.2 17.4 18.2 28.7 27.8
Other: 38.8 33.3 56.3 45.2 32.4 17.9 45.2 26.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 30, 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 : 61,950: 46,012 10,724 2,819 7,300 46,764 56,131 60,306: 5,819 1,644
Old : 61,950: 46,012 10,724 2,819 7,300 46,764 56,131 60,306: 5,819 1,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: 9,146: 7,643 4,624 -17 979 5,215 8,605 9,822: 541 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 17.3 4.6 11.8 75.5 90.6 97.3: 9.4 2.7
Old : 100.0: 74.3 17.3 4.6 11.8 75.5 90.6 97.3: 9.4 2.7
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 : 91: 48 24 6 14 8 67 35:
Old : 91: 48 24 6 14 8 67 35:
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 : 58.6 78.7 69.3 87.1 58.3 73.9 64.4 79.7
Old : 58.6 78.7 69.3 87.1 58.3 73.9 64.4 79.7
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 30, 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 : 375,971: 35,744 96,742 4,649 315,877 256,792 356,270 358,182: 19,701 17,789
Old : 375,971: 35,744 96,742 4,649 315,877 256,792 356,270 358,182: 19,701 17,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 23, 2010 :
: -1,391: -7,569 390 -299 4,215 -1,482 -3,653 -1,390: 2,262 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 25.7 1.2 84.0 68.3 94.8 95.3: 5.2 4.7
Old : 100.0: 9.5 25.7 1.2 84.0 68.3 94.8 95.3: 5.2 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 : 243: 36 45 16 103 94 148 146:
Old : 243: 36 45 16 103 94 148 146:
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 : 36.0 17.2 46.6 29.6 33.9 17.2 42.9 29.6
Old : 36.0 17.2 46.6 29.6 33.9 17.2 42.9 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 2, 2010