COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, March 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 174,801: 47,064 24,138 11,324 95,281 124,967 153,669 160,429: 21,132 14,372
Old : 111,140: 30,224 22,201 5,621 62,645 72,241 98,490 100,063: 12,650 11,077
Other: 63,661: 21,668 6,765 875 32,636 52,726 55,179 60,366: 8,482 3,295
: : :
: : Changes in Commitments from: March 8, 2011 :
: 1,113: -2,706 -279 362 3,238 -3,062 894 -2,979: 219 4,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 13.8 6.5 54.5 71.5 87.9 91.8: 12.1 8.2
Old : 100.0: 27.2 20.0 5.1 56.4 65.0 88.6 90.0: 11.4 10.0
Other: 100.0: 34.0 10.6 1.4 51.3 82.8 86.7 94.8: 13.3 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 99 63 53 55 61 179 154:
Old : 221: 75 74 33 43 52 138 140:
Other: 154: 58 28 7 47 51 108 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 : 25.1 29.1 37.5 39.6 20.9 19.0 28.8 27.6
Old : 27.7 27.8 40.7 40.9 24.4 26.6 36.9 38.5
Other: 33.7 38.7 45.9 52.4 32.4 36.8 44.5 50.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, March 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,525: 15,723 2,306 362 9,001 25,169 25,086 27,837: 3,439 688
Old : 28,461: 15,714 2,278 360 8,966 25,142 25,040 27,780: 3,421 681
Other: 64: 11 30 0 35 27 46 57: 18 7
: : :
: : Changes in Commitments from: March 8, 2011 :
: -1,837: -1,404 36 -22 178 -1,777 -1,248 -1,763: -589 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 8.1 1.3 31.6 88.2 87.9 97.6: 12.1 2.4
Old : 100.0: 55.2 8.0 1.3 31.5 88.3 88.0 97.6: 12.0 2.4
Other: 100.0: 17.2 46.9 0.0 54.7 42.2 71.9 89.1: 28.1 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 47 20 13 21 23 79 45:
Old : 102: 47 20 13 20 23 78 45:
Other: 10: 3 4 0 2 1 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 27.6 61.6 44.0 77.1 27.6 57.4 43.1 72.9
Old : 27.7 61.6 44.1 77.2 27.7 57.4 43.2 73.0
Other: 68.8 84.4 71.9 89.1 68.8 84.4 71.9 89.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, March 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 162,365: 51,503 22,915 17,208 80,517 116,149 149,228 156,272: 13,137 6,093
Old : 112,032: 49,615 17,714 9,381 41,076 79,459 100,072 106,554: 11,960 5,478
Other: 50,333: 5,170 8,483 4,545 39,441 36,690 49,156 49,718: 1,177 615
: : :
: : Changes in Commitments from: March 8, 2011 :
: -4,807: -5,330 -675 500 2,132 -4,044 -2,698 -4,219: -2,109 -588
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 14.1 10.6 49.6 71.5 91.9 96.2: 8.1 3.8
Old : 100.0: 44.3 15.8 8.4 36.7 70.9 89.3 95.1: 10.7 4.9
Other: 100.0: 10.3 16.9 9.0 78.4 72.9 97.7 98.8: 2.3 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 75 29 31 50 51 145 95:
Old : 168: 73 31 29 42 44 136 87:
Other: 68: 11 9 8 33 39 49 51:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 38.9 39.8 52.0 18.4 21.9 25.6 33.1
Old : 22.0 35.6 33.0 51.7 20.6 33.7 31.0 47.3
Other: 57.0 51.7 72.5 67.7 37.0 32.4 45.6 43.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, March 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 601,818: 183,688 25,116 55,084 295,148 470,378 533,920 550,578: 67,898 51,240
Old : 601,818: 183,688 25,116 55,084 295,148 470,378 533,920 550,578: 67,898 51,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -7,547: -15,530 5,005 2,422 10,957 -22,125 -2,151 -14,698: -5,396 7,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 4.2 9.2 49.0 78.2 88.7 91.5: 11.3 8.5
Old : 100.0: 30.5 4.2 9.2 49.0 78.2 88.7 91.5: 11.3 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 : 224: 75 47 68 78 86 185 172:
Old : 224: 75 47 68 78 86 185 172:
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 : 17.9 26.6 29.4 39.3 15.8 19.8 24.1 29.1
Old : 17.9 26.6 29.4 39.3 15.8 19.8 24.1 29.1
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 - Futures Only, March 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 122,449: 36,663 9,153 10,603 65,281 95,667 112,547 115,423: 9,902 7,026
Old : 104,514: 33,622 9,343 9,081 52,593 79,553 95,296 97,977: 9,218 6,537
Other: 17,935: 4,180 949 383 12,688 16,114 17,251 17,446: 684 489
: : :
: : Changes in Commitments from: March 8, 2011 :
: -6,120: -8,039 -1,415 30 2,174 -6,062 -5,835 -7,447: -285 1,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 7.5 8.7 53.3 78.1 91.9 94.3: 8.1 5.7
Old : 100.0: 32.2 8.9 8.7 50.3 76.1 91.2 93.7: 8.8 6.3
Other: 100.0: 23.3 5.3 2.1 70.7 89.8 96.2 97.3: 3.8 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 121 45 62 110 116 258 201:
Old : 309: 111 52 54 97 113 236 196:
Other: 143: 39 10 9 66 54 107 72:
:----------------------------------------------------------------------------------------------------
: 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 17.9 32.8 30.1 17.3 15.1 28.1 23.9
Old : 19.6 18.3 35.1 30.0 19.6 16.5 33.4 26.5
Other: 43.5 45.1 56.8 64.2 43.2 43.4 55.2 61.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, March 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,147: 25,171 40,665 858 19,547 5,544 45,576 47,067: 5,571 4,080
Old : 51,147: 25,171 40,665 858 19,547 5,544 45,576 47,067: 5,571 4,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: -1,557: -8,632 189 -483 6,875 -849 -2,240 -1,143: 683 -414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 79.5 1.7 38.2 10.8 89.1 92.0: 10.9 8.0
Old : 100.0: 49.2 79.5 1.7 38.2 10.8 89.1 92.0: 10.9 8.0
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 : 108: 36 50 5 11 11 49 65:
Old : 108: 36 50 5 11 11 49 65:
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 : 64.0 46.8 73.6 63.6 63.7 46.8 73.2 63.6
Old : 64.0 46.8 73.6 63.6 63.7 46.8 73.2 63.6
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 - Futures Only, March 15, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 374,138: 20,556 74,927 5,391 328,732 275,627 354,679 355,945: 19,459 18,193
Old : 374,138: 20,556 74,927 5,391 328,732 275,627 354,679 355,945: 19,459 18,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2011 :
: 25,927: -9,552 12,434 3,282 29,322 6,405 23,052 22,121: 2,875 3,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 20.0 1.4 87.9 73.7 94.8 95.1: 5.2 4.9
Old : 100.0: 5.5 20.0 1.4 87.9 73.7 94.8 95.1: 5.2 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 : 259: 33 49 16 107 116 146 175:
Old : 259: 33 49 16 107 116 146 175:
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 : 35.8 15.9 46.5 26.2 32.8 15.9 43.1 24.9
Old : 35.8 15.9 46.5 26.2 32.8 15.9 43.1 24.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2011