COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 345,655: 46,399 9,092 114,263 162,496 205,993 323,157 329,348: 22,498 16,308
Old : 219,381: 27,771 12,847 70,619 108,065 124,784 206,455 208,251: 12,925 11,130
Other: 126,274: 23,350 968 38,921 54,431 81,208 116,702 121,097: 9,573 5,177
: : :
: : Changes in Commitments from: March 29, 2011 :
: 19,345: 1,841 1,047 4,777 11,855 12,635 18,473 18,458: 872 887
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 2.6 33.1 47.0 59.6 93.5 95.3: 6.5 4.7
Old : 100.0: 12.7 5.9 32.2 49.3 56.9 94.1 94.9: 5.9 5.1
Other: 100.0: 18.5 0.8 30.8 43.1 64.3 92.4 95.9: 7.6 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 123 55 90 65 73 222 188:
Old : 244: 98 65 75 61 69 191 180:
Other: 161: 69 23 46 54 57 143 106:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 26.9 37.9 40.1 9.6 10.4 13.3 15.3
Old : 28.7 31.1 40.3 42.5 9.5 12.7 14.6 17.6
Other: 27.9 28.2 39.6 39.3 18.8 18.0 25.2 25.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 31,598: 11,365 524 4,843 11,689 25,047 27,896 30,413: 3,702 1,185
Old : 30,609: 11,345 611 4,395 11,237 24,430 26,977 29,435: 3,632 1,174
Other: 989: 113 6 355 452 617 919 978: 70 11
: : :
: : Changes in Commitments from: March 29, 2011 :
: 1,152: 505 -203 575 76 859 1,157 1,231: -5 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.0 1.7 15.3 37.0 79.3 88.3 96.2: 11.7 3.8
Old : 100.0: 37.1 2.0 14.4 36.7 79.8 88.1 96.2: 11.9 3.8
Other: 100.0: 11.4 0.6 35.9 45.7 62.4 92.9 98.8: 7.1 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 52 10 20 26 26 80 54:
Old : 98: 49 13 20 24 26 78 54:
Other: 22: 9 5 10 7 5 21 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 : 23.8 55.6 35.9 67.9 23.6 51.6 35.6 63.3
Old : 24.6 55.4 37.0 67.6 24.4 52.3 36.8 64.4
Other: 55.5 74.1 78.5 91.7 21.9 32.5 25.6 32.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 190,334: 44,464 27,578 31,123 102,036 124,299 177,623 183,000: 12,711 7,333
Old : 124,791: 42,695 20,419 17,549 53,153 80,187 113,396 118,155: 11,395 6,636
Other: 65,542: 4,389 9,778 10,955 48,883 44,112 64,227 64,845: 1,316 697
: : :
: : Changes in Commitments from: March 29, 2011 :
: -910: -2,781 458 -3,062 6,405 1,363 562 -1,240: -1,472 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 14.5 16.4 53.6 65.3 93.3 96.1: 6.7 3.9
Old : 100.0: 34.2 16.4 14.1 42.6 64.3 90.9 94.7: 9.1 5.3
Other: 100.0: 6.7 14.9 16.7 74.6 67.3 98.0 98.9: 2.0 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 62 41 43 55 55 143 116:
Old : 167: 65 37 41 48 46 134 106:
Other: 73: 7 15 15 42 42 62 60:
:----------------------------------------------------------------------------------------------------
: 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 : 30.1 36.4 41.4 50.1 19.3 21.2 26.1 31.6
Old : 22.1 32.9 32.0 50.1 20.0 30.6 28.2 42.2
Other: 52.2 47.3 66.3 61.1 32.9 29.2 42.6 38.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 852,919: 172,445 14,541 217,877 381,050 555,343 771,372 787,762: 81,547 65,158
Old : 852,919: 172,445 14,541 217,877 381,050 555,343 771,372 787,762: 81,547 65,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 39,182: 4,935 -1,052 21,158 5,999 11,619 32,092 31,724: 7,090 7,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 1.7 25.5 44.7 65.1 90.4 92.4: 9.6 7.6
Old : 100.0: 20.2 1.7 25.5 44.7 65.1 90.4 92.4: 9.6 7.6
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 : 228: 78 48 89 85 90 207 185:
Old : 228: 78 48 89 85 90 207 185:
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 : 13.4 18.6 23.6 29.5 12.1 13.4 18.8 21.4
Old : 13.4 18.6 23.6 29.5 12.1 13.4 18.8 21.4
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, April 5, 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 : 191,684: 33,239 7,395 60,019 90,640 118,956 183,899 186,371: 7,785 5,313
Old : 160,192: 31,738 6,278 51,021 70,534 98,226 153,293 155,524: 6,899 4,667
Other: 31,492: 2,216 1,832 8,284 20,106 20,730 30,606 30,846: 886 646
: : :
: : Changes in Commitments from: March 29, 2011 :
: 7,800: 1,602 476 4,896 2,889 3,580 9,387 8,952: -1,587 -1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 3.9 31.3 47.3 62.1 95.9 97.2: 4.1 2.8
Old : 100.0: 19.8 3.9 31.8 44.0 61.3 95.7 97.1: 4.3 2.9
Other: 100.0: 7.0 5.8 26.3 63.8 65.8 97.2 97.9: 2.8 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 119 74 105 123 139 295 270:
Old : 345: 116 70 101 119 138 286 265:
Other: 173: 32 32 31 76 78 126 123:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 18.4 28.7 30.0 11.2 9.8 17.9 15.1
Old : 16.8 18.6 28.4 30.3 12.2 11.1 20.8 17.0
Other: 37.2 32.0 49.8 47.7 25.7 24.7 34.9 33.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 5, 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 : 50,960: 24,389 36,031 1,476 19,045 7,823 44,909 45,330: 6,051 5,630
Old : 50,960: 24,389 36,031 1,476 19,045 7,823 44,909 45,330: 6,051 5,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: -2,442: -3,028 -5,235 146 305 2,653 -2,577 -2,436: 135 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 70.7 2.9 37.4 15.4 88.1 89.0: 11.9 11.0
Old : 100.0: 47.9 70.7 2.9 37.4 15.4 88.1 89.0: 11.9 11.0
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 : 121: 38 56 14 12 16 57 80:
Old : 121: 38 56 14 12 16 57 80:
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 : 64.7 42.3 74.1 56.3 64.2 42.3 73.6 56.3
Old : 64.7 42.3 74.1 56.3 64.2 42.3 73.6 56.3
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, April 5, 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 : 369,531: 37,886 74,289 3,854 309,934 274,354 351,674 352,498: 17,857 17,033
Old : 369,531: 37,886 74,289 3,854 309,934 274,354 351,674 352,498: 17,857 17,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 29, 2011 :
: 274: -762 4,586 235 2,282 -5,158 1,755 -337: -1,481 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 20.1 1.0 83.9 74.2 95.2 95.4: 4.8 4.6
Old : 100.0: 10.3 20.1 1.0 83.9 74.2 95.2 95.4: 4.8 4.6
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 : 262: 32 49 17 104 112 147 167:
Old : 262: 32 49 17 104 112 147 167:
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 : 40.6 15.4 49.5 25.8 37.9 15.4 46.7 25.6
Old : 40.6 15.4 49.5 25.8 37.9 15.4 46.7 25.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 8, 2011