COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, March 22, 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 : 176,065: 43,426 22,656 13,118 97,833 127,241 154,377 163,015: 21,688 13,050
Old : 113,538: 29,402 22,131 6,667 64,366 74,813 100,435 103,611: 13,103 9,927
Other: 62,527: 19,407 5,908 1,068 33,467 52,428 53,942 59,404: 8,585 3,123
: : :
: : Changes in Commitments from: March 15, 2011 :
: 1,264: -3,638 -1,482 1,794 2,552 2,274 708 2,586: 556 -1,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 12.9 7.5 55.6 72.3 87.7 92.6: 12.3 7.4
Old : 100.0: 25.9 19.5 5.9 56.7 65.9 88.5 91.3: 11.5 8.7
Other: 100.0: 31.0 9.4 1.7 53.5 83.8 86.3 95.0: 13.7 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 92 62 56 52 59 176 151:
Old : 220: 75 70 34 41 51 140 135:
Other: 144: 51 28 11 44 48 102 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 : 26.6 30.1 38.9 40.4 21.5 18.3 29.3 27.6
Old : 28.5 28.5 42.6 42.0 22.9 25.2 35.4 36.7
Other: 35.3 39.3 47.6 53.3 33.7 37.4 46.1 51.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, March 22, 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 : 24,989: 11,007 1,682 268 10,330 22,250 21,605 24,200: 3,384 789
Old : 24,830: 11,004 1,651 248 10,274 22,154 21,526 24,053: 3,304 777
Other: 159: 21 49 2 56 96 79 147: 80 12
: : :
: : Changes in Commitments from: March 15, 2011 :
: -3,536: -4,716 -624 -94 1,329 -2,919 -3,481 -3,637: -55 101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 6.7 1.1 41.3 89.0 86.5 96.8: 13.5 3.2
Old : 100.0: 44.3 6.6 1.0 41.4 89.2 86.7 96.9: 13.3 3.1
Other: 100.0: 13.2 30.8 1.3 35.2 60.4 49.7 92.5: 50.3 7.5
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 40 18 12 23 20 69 44:
Old : 92: 40 18 11 22 20 68 43:
Other: 13: 4 5 1 3 1 7 7:
:----------------------------------------------------------------------------------------------------
: 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 : 29.4 60.4 44.9 77.4 29.4 57.1 44.4 73.4
Old : 29.6 60.4 45.2 77.5 29.6 57.1 44.7 73.6
Other: 42.1 86.8 49.7 92.5 40.9 86.8 48.4 91.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, March 22, 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 : 160,158: 48,037 23,924 19,065 80,272 112,284 147,374 155,273: 12,784 4,885
Old : 109,878: 46,168 19,355 10,592 41,387 75,555 98,147 105,502: 11,731 4,376
Other: 50,280: 5,622 8,322 4,720 38,885 36,729 49,227 49,771: 1,053 509
: : :
: : Changes in Commitments from: March 15, 2011 :
: -2,207: -3,466 1,009 1,857 -245 -3,865 -1,854 -999: -353 -1,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 14.9 11.9 50.1 70.1 92.0 96.9: 8.0 3.1
Old : 100.0: 42.0 17.6 9.6 37.7 68.8 89.3 96.0: 10.7 4.0
Other: 100.0: 11.2 16.6 9.4 77.3 73.0 97.9 99.0: 2.1 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 72 27 31 51 50 141 93:
Old : 163: 70 29 27 44 43 132 84:
Other: 70: 15 7 9 35 39 53 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 : 31.3 40.8 41.2 54.6 18.8 23.5 25.4 34.8
Old : 23.8 38.4 33.7 54.9 21.0 34.7 30.6 48.7
Other: 56.8 50.7 72.0 66.6 37.9 34.2 46.4 45.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, March 22, 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 : 590,210: 169,185 27,068 52,307 304,096 464,679 525,588 544,054: 64,622 46,156
Old : 590,210: 169,185 27,068 52,307 304,096 464,679 525,588 544,054: 64,622 46,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -11,608: -14,503 1,952 -2,777 8,948 -5,699 -8,332 -6,524: -3,276 -5,084
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 4.6 8.9 51.5 78.7 89.1 92.2: 10.9 7.8
Old : 100.0: 28.7 4.6 8.9 51.5 78.7 89.1 92.2: 10.9 7.8
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 : 220: 75 44 69 78 84 184 169:
Old : 220: 75 44 69 78 84 184 169:
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 : 18.5 25.3 30.8 38.4 16.6 18.0 25.1 27.9
Old : 18.5 25.3 30.8 38.4 16.6 18.0 25.1 27.9
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 22, 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 : 121,437: 37,038 9,648 11,049 64,069 94,787 112,156 115,484: 9,281 5,953
Old : 103,041: 34,070 9,519 9,626 50,937 78,620 94,633 97,765: 8,408 5,276
Other: 18,396: 3,920 1,081 471 13,132 16,167 17,523 17,719: 873 677
: : :
: : Changes in Commitments from: March 15, 2011 :
: -1,012: 375 495 446 -1,212 -880 -391 61: -621 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 7.9 9.1 52.8 78.1 92.4 95.1: 7.6 4.9
Old : 100.0: 33.1 9.2 9.3 49.4 76.3 91.8 94.9: 8.2 5.1
Other: 100.0: 21.3 5.9 2.6 71.4 87.9 95.3 96.3: 4.7 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 123 46 67 108 119 262 209:
Old : 313: 113 55 59 97 114 242 201:
Other: 148: 40 12 10 69 58 112 78:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 18.2 32.8 30.5 17.8 14.9 28.5 23.8
Old : 20.3 18.6 35.1 30.7 20.3 16.6 34.1 26.1
Other: 42.2 44.4 56.1 61.3 41.9 43.2 54.8 59.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, March 22, 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 : 52,822: 27,308 40,917 1,110 18,757 5,147 47,175 47,174: 5,647 5,648
Old : 52,822: 27,308 40,917 1,110 18,757 5,147 47,175 47,174: 5,647 5,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 1,675: 2,137 252 252 -790 -397 1,599 107: 76 1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.7 77.5 2.1 35.5 9.7 89.3 89.3: 10.7 10.7
Old : 100.0: 51.7 77.5 2.1 35.5 9.7 89.3 89.3: 10.7 10.7
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 : 116: 40 54 7 12 10 53 71:
Old : 116: 40 54 7 12 10 53 71:
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 : 66.3 37.5 74.8 56.6 66.0 37.5 74.2 56.6
Old : 66.3 37.5 74.8 56.6 66.0 37.5 74.2 56.6
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 22, 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 : 356,618: 25,382 68,101 3,355 311,209 268,140 339,946 339,596: 16,672 17,022
Old : 356,618: 25,382 68,101 3,355 311,209 268,140 339,946 339,596: 16,672 17,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -17,520: 4,826 -6,826 -2,036 -17,523 -7,487 -14,733 -16,349: -2,787 -1,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 19.1 0.9 87.3 75.2 95.3 95.2: 4.7 4.8
Old : 100.0: 7.1 19.1 0.9 87.3 75.2 95.3 95.2: 4.7 4.8
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: 23 48 8 93 107 122 157:
Old : 243: 23 48 8 93 107 122 157:
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 : 42.3 16.8 54.2 28.0 38.7 16.4 50.2 26.9
Old : 42.3 16.8 54.2 28.0 38.7 16.4 50.2 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2011