COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 316,831: 51,204 9,887 102,208 141,317 192,388 294,729 304,483: 22,101 12,347
Old : 206,467: 31,314 10,979 69,294 92,886 117,499 193,495 197,772: 12,972 8,695
Other: 110,364: 24,176 3,194 28,628 48,431 74,889 101,235 106,711: 9,129 3,653
: : :
: : Changes in Commitments from: March 1, 2011 :
: -1,296: -1,159 1,272 -2,005 1,199 -1,230 -1,966 -1,963: 670 668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 3.1 32.3 44.6 60.7 93.0 96.1: 7.0 3.9
Old : 100.0: 15.2 5.3 33.6 45.0 56.9 93.7 95.8: 6.3 4.2
Other: 100.0: 21.9 2.9 25.9 43.9 67.9 91.7 96.7: 8.3 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 115 51 75 62 67 208 164:
Old : 227: 89 62 64 57 63 179 157:
Other: 160: 67 24 39 54 57 138 103:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 24.0 33.5 38.0 10.1 11.7 14.2 18.4
Old : 21.4 23.7 35.4 37.6 13.2 15.1 17.7 21.7
Other: 29.1 31.2 40.7 42.8 19.5 19.5 25.8 27.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 34,846: 17,187 707 3,749 9,700 29,415 30,636 33,871: 4,210 975
Old : 34,050: 17,118 860 3,329 9,417 28,889 29,864 33,078: 4,186 972
Other: 796: 221 0 268 283 526 772 793: 24 2
: : :
: : Changes in Commitments from: March 1, 2011 :
: -382: 1,081 129 359 -1,748 -831 -308 -343: -74 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 2.0 10.8 27.8 84.4 87.9 97.2: 12.1 2.8
Old : 100.0: 50.3 2.5 9.8 27.7 84.8 87.7 97.1: 12.3 2.9
Other: 100.0: 27.8 0.0 33.6 35.6 66.1 97.0 99.7: 3.0 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 69 9 21 24 25 98 51:
Old : 113: 63 15 21 22 25 96 51:
Other: 20: 13 0 7 4 5 17 12:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 59.1 36.6 72.6 22.7 53.5 35.4 67.1
Old : 23.4 59.0 37.5 72.8 23.2 54.0 36.2 67.8
Other: 63.6 73.7 86.8 94.3 25.5 35.0 31.4 36.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 186,048: 56,972 22,501 28,014 84,461 127,775 169,447 178,291: 16,601 7,757
Old : 131,867: 55,324 17,297 17,400 43,835 90,007 116,559 124,703: 15,309 7,164
Other: 54,181: 4,472 8,028 7,792 40,626 37,768 52,889 53,588: 1,292 593
: : :
: : Changes in Commitments from: March 1, 2011 :
: 6,106: 3,851 1,198 3,029 -1,623 1,613 5,257 5,841: 849 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 12.1 15.1 45.4 68.7 91.1 95.8: 8.9 4.2
Old : 100.0: 42.0 13.1 13.2 33.2 68.3 88.4 94.6: 11.6 5.4
Other: 100.0: 8.3 14.8 14.4 75.0 69.7 97.6 98.9: 2.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 93 34 43 51 49 165 107:
Old : 188: 93 35 42 45 46 159 103:
Other: 72: 12 12 14 33 41 54 58:
:----------------------------------------------------------------------------------------------------
: 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 : 27.9 38.5 37.0 51.3 17.1 22.3 23.5 32.4
Old : 19.8 35.7 29.5 50.6 18.4 32.6 27.5 45.0
Other: 55.8 50.9 70.3 66.4 34.3 29.7 42.2 39.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 856,178: 199,371 11,488 211,890 362,799 579,508 774,060 802,886: 82,119 53,292
Old : 856,178: 199,371 11,488 211,890 362,799 579,508 774,060 802,886: 82,119 53,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 21,987: 24,562 628 -930 -10,901 18,309 12,731 18,008: 9,255 3,979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 1.3 24.7 42.4 67.7 90.4 93.8: 9.6 6.2
Old : 100.0: 23.3 1.3 24.7 42.4 67.7 90.4 93.8: 9.6 6.2
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: 83 44 88 77 88 199 182:
Old : 224: 83 44 88 77 88 199 182:
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 : 13.5 20.4 23.1 31.1 11.8 15.5 18.5 22.9
Old : 13.5 20.4 23.1 31.1 11.8 15.5 18.5 22.9
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 with Delta-adjusted Options and Futures Combined, March 8, 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 : 194,354: 42,690 7,756 53,025 87,629 126,578 183,345 187,359: 11,010 6,996
Old : 169,701: 41,618 7,171 46,769 70,959 109,139 159,346 163,079: 10,356 6,623
Other: 24,653: 2,004 1,517 5,324 16,670 17,439 23,999 24,280: 654 373
: : :
: : Changes in Commitments from: March 1, 2011 :
: 15,331: 2,592 797 5,382 5,125 7,371 13,099 13,549: 2,232 1,782
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 4.0 27.3 45.1 65.1 94.3 96.4: 5.7 3.6
Old : 100.0: 24.5 4.2 27.6 41.8 64.3 93.9 96.1: 6.1 3.9
Other: 100.0: 8.1 6.2 21.6 67.6 70.7 97.3 98.5: 2.7 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 152 55 94 120 136 313 248:
Old : 362: 146 59 89 112 136 300 245:
Other: 145: 25 23 25 70 58 108 93:
:----------------------------------------------------------------------------------------------------
: 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 19.1 28.8 31.3 11.0 10.1 18.4 15.7
Old : 17.3 19.6 28.2 32.0 12.0 10.8 21.3 17.3
Other: 41.9 37.6 55.6 53.6 31.9 31.3 41.5 41.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 8, 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 : 52,872: 33,820 40,448 1,424 12,688 6,456 47,932 48,328: 4,940 4,544
Old : 52,872: 33,820 40,448 1,424 12,688 6,456 47,932 48,328: 4,940 4,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 6,026: 4,270 4,069 540 960 1,296 5,770 5,904: 256 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.0 76.5 2.7 24.0 12.2 90.7 91.4: 9.3 8.6
Old : 100.0: 64.0 76.5 2.7 24.0 12.2 90.7 91.4: 9.3 8.6
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 : 113: 39 48 9 16 13 58 69:
Old : 113: 39 48 9 16 13 58 69:
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 : 55.9 49.0 69.7 66.2 55.6 49.0 68.9 64.1
Old : 55.9 49.0 69.7 66.2 55.6 49.0 68.9 64.1
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 8, 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 : 350,118: 29,862 62,680 2,879 300,450 269,733 333,191 335,293: 16,926 14,825
Old : 350,118: 29,862 62,680 2,879 300,450 269,733 333,191 335,293: 16,926 14,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 1, 2011 :
: 4,416: 5,404 3,620 40 2,762 3,474 8,207 7,135: -3,791 -2,718
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 17.9 0.8 85.8 77.0 95.2 95.8: 4.8 4.2
Old : 100.0: 8.5 17.9 0.8 85.8 77.0 95.2 95.8: 4.8 4.2
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 : 257: 35 42 15 98 116 143 164:
Old : 257: 35 42 15 98 116 143 164:
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 : 36.8 16.8 47.7 27.8 33.2 16.4 44.1 25.5
Old : 36.8 16.8 47.7 27.8 33.2 16.4 44.1 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 11, 2011