COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 171,632: 48,555 42,865 15,678 91,069 98,151 155,302 156,694: 16,330 14,938
Old : 139,934: 44,001 43,251 10,105 74,314 73,060 128,420 126,416: 11,514 13,518
Other: 31,698: 9,818 4,878 309 16,755 25,091 26,882 30,278: 4,816 1,420
: : :
: : Changes in Commitments from: February 21, 2012 :
: -805: 723 8,246 -449 -2,588 -9,257 -2,314 -1,460: 1,509 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 25.0 9.1 53.1 57.2 90.5 91.3: 9.5 8.7
Old : 100.0: 31.4 30.9 7.2 53.1 52.2 91.8 90.3: 8.2 9.7
Other: 100.0: 31.0 15.4 1.0 52.9 79.2 84.8 95.5: 15.2 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 72 94 57 49 58 157 177:
Old : 241: 69 94 46 46 52 146 164:
Other: 121: 34 29 9 30 37 70 70:
:----------------------------------------------------------------------------------------------------
: 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 22.5 30.3 33.5 18.8 16.8 29.7 26.7
Old : 21.1 22.0 33.5 32.4 21.0 19.3 32.7 28.4
Other: 27.8 41.9 43.7 59.8 27.6 41.5 43.5 58.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 21,720: 11,818 1,846 244 6,055 18,491 18,117 20,581: 3,603 1,139
Old : 21,686: 11,813 1,841 244 6,042 18,462 18,099 20,547: 3,587 1,139
Other: 34: 5 5 0 13 29 18 34: 16 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -1,124: 108 285 73 143 100 324 458: -1,448 -1,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 8.5 1.1 27.9 85.1 83.4 94.8: 16.6 5.2
Old : 100.0: 54.5 8.5 1.1 27.9 85.1 83.5 94.7: 16.5 5.3
Other: 100.0: 14.7 14.7 0.0 38.2 85.3 52.9 100.0: 47.1 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 38 18 7 21 19 64 39:
Old : 86: 38 18 7 21 19 64 39:
Other: 5: 1 1 0 1 2 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 27.2 71.6 39.1 79.9 27.2 68.5 39.1 76.6
Old : 27.2 71.6 39.1 80.0 27.2 68.6 39.1 76.6
Other: 52.9 100.0 52.9 100.0 52.9 100.0 52.9 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 160,743: 29,630 34,017 17,036 104,382 99,888 151,048 150,941: 9,695 9,802
Old : 119,915: 27,321 41,065 8,135 76,454 61,412 111,910 110,612: 8,005 9,303
Other: 40,828: 10,099 742 1,111 27,928 38,476 39,138 40,329: 1,690 499
: : :
: : Changes in Commitments from: February 21, 2012 :
: -2,289: 1,151 -3,138 -821 -2,975 1,873 -2,645 -2,086: 356 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 21.2 10.6 64.9 62.1 94.0 93.9: 6.0 6.1
Old : 100.0: 22.8 34.2 6.8 63.8 51.2 93.3 92.2: 6.7 7.8
Other: 100.0: 24.7 1.8 2.7 68.4 94.2 95.9 98.8: 4.1 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 44 55 39 48 43 114 116:
Old : 157: 43 53 32 45 39 105 109:
Other: 69: 13 8 8 35 26 52 38:
:----------------------------------------------------------------------------------------------------
: 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 28.0 42.1 45.3 26.0 22.5 35.9 32.8
Old : 30.7 31.7 44.6 45.5 30.7 27.4 41.0 39.6
Other: 41.3 52.5 56.8 73.2 40.8 50.1 55.4 66.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 723,747: 198,170 66,073 69,021 369,686 536,979 636,877 672,073: 86,870 51,674
Old : 723,747: 198,170 66,073 69,021 369,686 536,979 636,877 672,073: 86,870 51,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 24,609: 41,888 -2,996 -6,952 -13,119 50,568 21,817 40,620: 2,792 -16,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 9.1 9.5 51.1 74.2 88.0 92.9: 12.0 7.1
Old : 100.0: 27.4 9.1 9.5 51.1 74.2 88.0 92.9: 12.0 7.1
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: 73 60 54 73 89 179 171:
Old : 228: 73 60 54 73 89 179 171:
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 : 15.1 19.5 27.7 31.3 13.8 16.5 23.6 25.2
Old : 15.1 19.5 27.7 31.3 13.8 16.5 23.6 25.2
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, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 133,823: 36,666 35,076 18,188 70,922 71,911 125,776 125,175: 8,047 8,648
Old : 119,407: 35,632 35,596 15,612 60,653 60,195 111,897 111,403: 7,510 8,004
Other: 14,416: 2,548 994 1,062 10,269 11,716 13,879 13,772: 537 644
: : :
: : Changes in Commitments from: February 21, 2012 :
: 3,847: 2,650 2,420 662 -711 -497 2,601 2,585: 1,246 1,262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 26.2 13.6 53.0 53.7 94.0 93.5: 6.0 6.5
Old : 100.0: 29.8 29.8 13.1 50.8 50.4 93.7 93.3: 6.3 6.7
Other: 100.0: 17.7 6.9 7.4 71.2 81.3 96.3 95.5: 3.7 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 343: 95 103 76 107 109 242 255:
Old : 340: 93 104 72 102 104 234 247:
Other: 116: 20 12 8 56 50 80 67:
:----------------------------------------------------------------------------------------------------
: 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 : 13.7 16.1 26.0 25.3 12.6 10.3 21.8 16.6
Old : 14.9 16.3 27.7 26.4 13.4 12.4 23.7 19.7
Other: 44.1 43.4 61.3 61.7 41.3 42.0 58.4 60.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,598: 37,415 12,022 956 3,730 33,393 42,101 46,371: 6,497 2,227
Old : 48,598: 37,415 12,022 956 3,730 33,393 42,101 46,371: 6,497 2,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: -2,050: -196 3,423 146 273 -5,704 223 -2,135: -2,273 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 24.7 2.0 7.7 68.7 86.6 95.4: 13.4 4.6
Old : 100.0: 77.0 24.7 2.0 7.7 68.7 86.6 95.4: 13.4 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 : 95: 45 24 6 16 12 63 41:
Old : 95: 45 24 6 16 12 63 41:
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 74.9 65.7 82.8 55.3 74.9 65.1 82.8
Old : 55.9 74.9 65.7 82.8 55.3 74.9 65.1 82.8
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, February 28, 2012
-------------------------------------------------------------------------------------------------------------------
: 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 : 409,135: 35,702 39,416 3,798 349,562 350,500 389,062 393,714: 20,073 15,421
Old : 409,135: 35,702 39,416 3,798 349,562 350,500 389,062 393,714: 20,073 15,421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 21, 2012 :
: 138: 2,948 -588 868 -3,311 796 505 1,076: -367 -938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 9.6 0.9 85.4 85.7 95.1 96.2: 4.9 3.8
Old : 100.0: 8.7 9.6 0.9 85.4 85.7 95.1 96.2: 4.9 3.8
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 : 252: 36 42 12 106 103 149 150:
Old : 252: 36 42 12 106 103 149 150:
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 : 33.6 28.5 45.0 38.6 27.0 26.9 37.9 35.8
Old : 33.6 28.5 45.0 38.6 27.0 26.9 37.9 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2012