COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 319,395: 46,110 6,881 104,313 145,565 192,925 295,988 304,119: 23,408 15,277
Old : 207,180: 29,542 9,950 70,278 93,098 115,498 192,918 195,726: 14,262 11,455
Other: 112,215: 20,458 822 30,145 52,467 77,427 103,070 108,393: 9,145 3,822
: : :
: : Changes in Commitments from: March 15, 2011 :
: 102: -2,446 -1,417 526 1,234 1,474 -686 583: 788 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 2.2 32.7 45.6 60.4 92.7 95.2: 7.3 4.8
Old : 100.0: 14.3 4.8 33.9 44.9 55.7 93.1 94.5: 6.9 5.5
Other: 100.0: 18.2 0.7 26.9 46.8 69.0 91.9 96.6: 8.1 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 119 48 80 62 69 209 174:
Old : 236: 101 57 67 59 65 187 165:
Other: 152: 69 18 45 51 55 133 105:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 25.1 35.4 38.7 10.6 10.8 14.8 17.2
Old : 23.9 25.9 37.6 38.1 12.0 13.4 16.4 19.6
Other: 28.7 31.4 41.0 42.4 19.1 18.5 26.1 26.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 30,258: 11,025 1,054 3,639 11,969 24,615 26,632 29,307: 3,627 951
Old : 29,350: 11,002 1,124 3,221 11,582 24,067 25,804 28,412: 3,547 939
Other: 908: 102 9 339 387 547 828 895: 80 13
: : :
: : Changes in Commitments from: March 15, 2011 :
: -2,801: -4,785 1 45 1,957 -2,896 -2,783 -2,851: -17 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 3.5 12.0 39.6 81.3 88.0 96.9: 12.0 3.1
Old : 100.0: 37.5 3.8 11.0 39.5 82.0 87.9 96.8: 12.1 3.2
Other: 100.0: 11.2 1.0 37.4 42.6 60.3 91.2 98.6: 8.8 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 43 17 20 26 22 77 51:
Old : 94: 44 16 20 24 22 75 51:
Other: 21: 9 5 10 6 5 20 15:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 56.2 37.7 70.3 24.3 50.8 36.7 64.8
Old : 25.4 56.2 38.9 70.6 25.1 51.6 37.8 66.0
Other: 58.0 71.4 79.9 90.4 17.8 27.9 20.5 28.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 183,730: 47,679 24,745 31,718 90,319 121,508 169,716 177,972: 14,014 5,758
Old : 123,869: 46,270 18,146 19,491 45,175 81,004 110,935 118,641: 12,933 5,228
Other: 59,861: 3,988 9,178 9,648 45,144 40,504 58,781 59,331: 1,081 531
: : :
: : Changes in Commitments from: March 15, 2011 :
: -1,229: -3,642 1,402 1,662 1,195 -2,906 -784 158: -445 -1,388
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 13.5 17.3 49.2 66.1 92.4 96.9: 7.6 3.1
Old : 100.0: 37.4 14.6 15.7 36.5 65.4 89.6 95.8: 10.4 4.2
Other: 100.0: 6.7 15.3 16.1 75.4 67.7 98.2 99.1: 1.8 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 69 32 41 51 51 145 102:
Old : 165: 72 29 39 46 46 140 95:
Other: 72: 9 14 15 37 42 58 59:
:----------------------------------------------------------------------------------------------------
: 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 : 30.6 39.8 39.3 52.2 18.3 23.4 24.1 33.3
Old : 21.3 37.5 30.2 52.5 18.6 31.6 27.2 45.1
Other: 55.5 48.5 68.3 62.2 34.5 29.5 42.7 39.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 810,211: 161,726 15,869 199,819 376,475 541,225 738,020 756,914: 72,191 53,297
Old : 810,211: 161,726 15,869 199,819 376,475 541,225 738,020 756,914: 72,191 53,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -12,615: -14,125 -316 -2,510 6,528 -4,304 -10,107 -7,130: -2,507 -5,484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 2.0 24.7 46.5 66.8 91.1 93.4: 8.9 6.6
Old : 100.0: 20.0 2.0 24.7 46.5 66.8 91.1 93.4: 8.9 6.6
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 : 224: 78 45 84 82 89 200 180:
Old : 224: 78 45 84 82 89 200 180:
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 : 14.3 19.5 25.2 30.2 12.7 13.2 19.5 20.9
Old : 14.3 19.5 25.2 30.2 12.7 13.2 19.5 20.9
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 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 : 183,547: 34,536 6,419 52,371 86,627 117,992 173,534 176,781: 10,013 6,766
Old : 156,997: 33,235 5,578 45,389 69,325 100,023 147,949 150,990: 9,048 6,007
Other: 26,550: 2,077 1,617 6,206 17,302 17,969 25,584 25,792: 966 758
: : :
: : Changes in Commitments from: March 15, 2011 :
: 1,161: 443 -548 2,649 -1,292 76 1,800 2,177: -639 -1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 3.5 28.5 47.2 64.3 94.5 96.3: 5.5 3.7
Old : 100.0: 21.2 3.6 28.9 44.2 63.7 94.2 96.2: 5.8 3.8
Other: 100.0: 7.8 6.1 23.4 65.2 67.7 96.4 97.1: 3.6 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 129 57 91 124 133 295 244:
Old : 336: 125 58 88 115 133 282 240:
Other: 164: 29 28 30 78 69 125 110:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 19.2 29.4 30.8 11.7 10.1 18.8 15.8
Old : 17.8 19.8 29.6 32.0 13.2 10.9 22.3 17.6
Other: 39.3 35.5 52.0 50.5 29.2 29.3 38.3 38.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 53,140: 27,354 40,871 1,273 18,802 5,280 47,430 47,424: 5,710 5,716
Old : 53,140: 27,354 40,871 1,273 18,802 5,280 47,430 47,424: 5,710 5,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: 1,769: 2,165 238 299 -772 -341 1,692 197: 77 1,572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.5 76.9 2.4 35.4 9.9 89.3 89.2: 10.7 10.8
Old : 100.0: 51.5 76.9 2.4 35.4 9.9 89.3 89.2: 10.7 10.8
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 : 118: 41 56 10 12 11 54 76:
Old : 118: 41 56 10 12 11 54 76:
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 : 66.1 37.2 74.6 56.2 65.7 37.2 73.8 56.2
Old : 66.1 37.2 74.6 56.2 65.7 37.2 73.8 56.2
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 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 : 357,735: 25,457 68,540 3,523 311,787 268,402 340,767 340,465: 16,968 17,270
Old : 357,735: 25,457 68,540 3,523 311,787 268,402 340,767 340,465: 16,968 17,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 15, 2011 :
: -18,287: 5,010 -6,633 -2,525 -17,777 -7,864 -15,291 -17,022: -2,995 -1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 19.2 1.0 87.2 75.0 95.3 95.2: 4.7 4.8
Old : 100.0: 7.1 19.2 1.0 87.2 75.0 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 : 245: 23 50 12 96 108 129 160:
Old : 245: 23 50 12 96 108 129 160:
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 : 42.2 16.8 54.0 27.9 38.6 16.3 50.1 26.8
Old : 42.2 16.8 54.0 27.9 38.6 16.3 50.1 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 25, 2011