COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, March 29, 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 : 182,719: 43,608 23,541 16,461 102,462 129,555 162,531 169,557: 20,188 13,162
Old : 116,746: 28,962 23,719 7,683 68,111 75,753 104,756 107,155: 11,990 9,591
Other: 65,973: 21,505 6,681 1,919 34,351 53,802 57,775 62,402: 8,198 3,571
: : :
: : Changes in Commitments from: March 22, 2011 :
: 6,654: 182 885 3,343 4,629 2,314 8,154 6,542: -1,500 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 12.9 9.0 56.1 70.9 89.0 92.8: 11.0 7.2
Old : 100.0: 24.8 20.3 6.6 58.3 64.9 89.7 91.8: 10.3 8.2
Other: 100.0: 32.6 10.1 2.9 52.1 81.6 87.6 94.6: 12.4 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 93 68 67 55 60 186 165:
Old : 232: 75 78 44 44 54 148 151:
Other: 149: 55 26 15 45 49 107 85:
:----------------------------------------------------------------------------------------------------
: 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 : 28.8 31.0 39.6 41.4 21.4 17.7 29.0 26.8
Old : 32.4 30.8 44.4 42.9 22.6 24.2 34.4 35.3
Other: 34.0 39.1 45.9 53.3 32.6 36.8 44.4 50.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, March 29, 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 : 24,663: 10,840 2,034 317 10,011 21,225 21,168 23,576: 3,495 1,087
Old : 24,494: 10,837 2,003 297 9,955 21,119 21,089 23,419: 3,405 1,075
Other: 169: 21 49 2 56 106 79 157: 90 12
: : :
: : Changes in Commitments from: March 22, 2011 :
: -326: -167 352 49 -319 -1,025 -437 -624: 111 298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 8.2 1.3 40.6 86.1 85.8 95.6: 14.2 4.4
Old : 100.0: 44.2 8.2 1.2 40.6 86.2 86.1 95.6: 13.9 4.4
Other: 100.0: 12.4 29.0 1.2 33.1 62.7 46.7 92.9: 53.3 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 32 20 15 23 19 64 46:
Old : 88: 32 20 14 22 19 62 46:
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 : 30.2 58.3 45.4 74.4 30.2 56.7 45.4 72.5
Old : 30.4 58.3 45.7 74.5 30.4 56.6 45.7 72.6
Other: 39.6 87.6 46.7 92.9 38.5 87.6 45.6 91.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, March 29, 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 : 165,028: 47,903 25,230 19,871 84,302 113,796 152,076 158,897: 12,952 6,131
Old : 113,777: 45,878 20,642 11,152 44,939 76,416 101,969 108,210: 11,808 5,567
Other: 51,251: 5,978 8,541 4,766 39,363 37,380 50,107 50,687: 1,144 564
: : :
: : Changes in Commitments from: March 22, 2011 :
: 4,870: -134 1,306 806 4,030 1,512 4,702 3,624: 168 1,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 15.3 12.0 51.1 69.0 92.2 96.3: 7.8 3.7
Old : 100.0: 40.3 18.1 9.8 39.5 67.2 89.6 95.1: 10.4 4.9
Other: 100.0: 11.7 16.7 9.3 76.8 72.9 97.8 98.9: 2.2 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 73 30 34 54 53 147 101:
Old : 169: 70 33 31 45 47 136 94:
Other: 69: 15 5 9 38 39 56 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 : 30.4 39.4 40.7 52.8 18.4 22.9 25.3 34.4
Old : 23.5 36.3 33.8 52.7 20.4 34.2 30.1 47.9
Other: 56.3 50.6 71.0 67.1 37.5 35.3 47.0 47.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, March 29, 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 : 595,022: 172,747 26,443 51,675 303,485 466,403 527,907 544,521: 67,115 50,501
Old : 595,022: 172,747 26,443 51,675 303,485 466,403 527,907 544,521: 67,115 50,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 4,812: 3,562 -625 -632 -611 1,724 2,319 467: 2,493 4,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 4.4 8.7 51.0 78.4 88.7 91.5: 11.3 8.5
Old : 100.0: 29.0 4.4 8.7 51.0 78.4 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 : 223: 77 45 69 78 82 187 166:
Old : 223: 77 45 69 78 82 187 166:
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 : 18.7 25.1 30.6 38.8 16.8 18.4 25.5 28.3
Old : 18.7 25.1 30.6 38.8 16.8 18.4 25.5 28.3
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 - Futures Only, March 29, 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 : 121,346: 34,188 10,252 13,532 64,982 91,658 112,702 115,442: 8,644 5,904
Old : 102,036: 31,060 9,846 12,198 50,689 74,566 93,947 96,610: 8,089 5,426
Other: 19,310: 3,869 1,147 593 14,293 17,092 18,755 18,832: 555 478
: : :
: : Changes in Commitments from: March 22, 2011 :
: -91: -2,850 604 2,483 913 -3,129 546 -42: -637 -49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 8.4 11.2 53.6 75.5 92.9 95.1: 7.1 4.9
Old : 100.0: 30.4 9.6 12.0 49.7 73.1 92.1 94.7: 7.9 5.3
Other: 100.0: 20.0 5.9 3.1 74.0 88.5 97.1 97.5: 2.9 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 116 57 64 104 119 250 214:
Old : 309: 105 64 56 93 114 229 206:
Other: 151: 42 13 7 65 63 108 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 : 19.0 18.1 32.6 29.6 18.1 14.8 28.6 23.5
Old : 19.9 18.9 33.7 29.4 19.9 16.6 33.7 26.3
Other: 40.6 45.0 55.4 61.3 40.2 41.5 54.9 57.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, March 29, 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 : 52,915: 27,421 41,334 967 18,686 5,031 47,074 47,332: 5,841 5,583
Old : 52,915: 27,421 41,334 967 18,686 5,031 47,074 47,332: 5,841 5,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 93: 113 417 -143 -71 -116 -101 158: 194 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 78.1 1.8 35.3 9.5 89.0 89.4: 11.0 10.6
Old : 100.0: 51.8 78.1 1.8 35.3 9.5 89.0 89.4: 11.0 10.6
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 : 118: 44 52 6 11 11 57 68:
Old : 118: 44 52 6 11 11 57 68:
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 : 66.4 41.0 74.8 56.9 66.1 41.0 74.1 56.9
Old : 66.4 41.0 74.8 56.9 66.1 41.0 74.1 56.9
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 29, 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 : 367,989: 38,558 69,317 3,368 306,947 279,200 348,873 351,885: 19,116 16,104
Old : 367,989: 38,558 69,317 3,368 306,947 279,200 348,873 351,885: 19,116 16,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2011 :
: 11,371: 13,176 1,216 13 -4,262 11,060 8,927 12,289: 2,444 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 18.8 0.9 83.4 75.9 94.8 95.6: 5.2 4.4
Old : 100.0: 10.5 18.8 0.9 83.4 75.9 94.8 95.6: 5.2 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 : 248: 29 41 10 95 113 130 158:
Old : 248: 29 41 10 95 113 130 158:
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 : 41.3 16.4 51.9 27.3 37.6 15.8 48.1 26.1
Old : 41.3 16.4 51.9 27.3 37.6 15.8 48.1 26.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2011