COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, March 6, 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 : 176,384: 52,210 43,843 15,632 92,077 101,628 159,919 161,103: 16,465 15,281
Old : 139,723: 46,097 43,629 10,253 71,912 72,326 128,262 126,208: 11,461 13,515
Other: 36,661: 11,256 5,357 236 20,165 29,302 31,657 34,895: 5,004 1,766
: : :
: : Changes in Commitments from: February 28, 2012 :
: 4,752: 3,655 978 -46 1,008 3,477 4,617 4,409: 135 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 24.9 8.9 52.2 57.6 90.7 91.3: 9.3 8.7
Old : 100.0: 33.0 31.2 7.3 51.5 51.8 91.8 90.3: 8.2 9.7
Other: 100.0: 30.7 14.6 0.6 55.0 79.9 86.4 95.2: 13.6 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 81 95 66 53 62 170 191:
Old : 252: 79 94 48 49 52 155 170:
Other: 129: 34 34 10 31 41 73 77:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 22.8 29.6 32.9 18.8 17.3 29.4 26.3
Old : 20.9 21.6 31.9 30.8 20.9 18.3 30.8 26.4
Other: 26.2 42.8 43.5 59.7 26.1 42.4 43.2 58.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, March 6, 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 : 22,848: 12,823 1,779 342 6,242 19,651 19,407 21,772: 3,441 1,076
Old : 22,804: 12,818 1,773 342 6,219 19,613 19,379 21,728: 3,425 1,076
Other: 44: 5 6 0 23 38 28 44: 16 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 1,128: 1,005 -67 98 187 1,160 1,290 1,191: -162 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 7.8 1.5 27.3 86.0 84.9 95.3: 15.1 4.7
Old : 100.0: 56.2 7.8 1.5 27.3 86.0 85.0 95.3: 15.0 4.7
Other: 100.0: 11.4 13.6 0.0 52.3 86.4 63.6 100.0: 36.4 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 43 18 10 21 20 71 41:
Old : 93: 43 18 10 21 20 71 41:
Other: 6: 1 1 0 2 2 3 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 : 25.7 72.0 37.5 80.4 25.7 70.4 37.5 78.1
Old : 25.8 72.0 37.5 80.4 25.8 70.4 37.5 78.2
Other: 63.6 100.0 63.6 100.0 63.6 100.0 63.6 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, March 6, 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 : 169,390: 30,414 36,415 18,640 110,657 103,867 159,711 158,922: 9,679 10,468
Old : 127,523: 27,873 43,142 10,030 81,255 64,465 119,158 117,637: 8,365 9,886
Other: 41,867: 10,045 777 1,106 29,402 39,402 40,553 41,285: 1,314 582
: : :
: : Changes in Commitments from: February 28, 2012 :
: 8,647: 784 2,398 1,604 6,275 3,979 8,663 7,981: -16 666
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 21.5 11.0 65.3 61.3 94.3 93.8: 5.7 6.2
Old : 100.0: 21.9 33.8 7.9 63.7 50.6 93.4 92.2: 6.6 7.8
Other: 100.0: 24.0 1.9 2.6 70.2 94.1 96.9 98.6: 3.1 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 44 57 44 53 45 123 121:
Old : 162: 43 56 35 50 41 112 114:
Other: 74: 19 6 8 34 28 56 39:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 28.5 41.0 45.2 25.4 23.1 34.9 32.7
Old : 29.1 32.3 42.7 45.3 28.5 28.1 38.3 39.1
Other: 41.8 51.1 55.8 71.9 41.4 48.5 54.8 65.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, March 6, 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 : 720,785: 192,718 64,097 77,220 364,927 525,095 634,865 666,412: 85,920 54,373
Old : 720,785: 192,718 64,097 77,220 364,927 525,095 634,865 666,412: 85,920 54,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -2,962: -5,452 -1,976 8,199 -4,759 -11,884 -2,012 -5,661: -950 2,699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 8.9 10.7 50.6 72.9 88.1 92.5: 11.9 7.5
Old : 100.0: 26.7 8.9 10.7 50.6 72.9 88.1 92.5: 11.9 7.5
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 : 226: 72 56 58 73 88 177 173:
Old : 226: 72 56 58 73 88 177 173:
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 : 14.8 18.3 27.7 29.7 14.1 15.3 24.2 24.8
Old : 14.8 18.3 27.7 29.7 14.1 15.3 24.2 24.8
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 6, 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 : 139,102: 37,674 36,219 20,277 73,308 73,282 131,259 129,778: 7,843 9,324
Old : 123,738: 37,144 36,704 16,917 62,357 61,328 116,418 114,949: 7,320 8,789
Other: 15,364: 2,594 1,579 1,296 10,951 11,954 14,841 14,829: 523 535
: : :
: : Changes in Commitments from: February 28, 2012 :
: 5,279: 1,008 1,143 2,089 2,386 1,371 5,483 4,603: -204 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 26.0 14.6 52.7 52.7 94.4 93.3: 5.6 6.7
Old : 100.0: 30.0 29.7 13.7 50.4 49.6 94.1 92.9: 5.9 7.1
Other: 100.0: 16.9 10.3 8.4 71.3 77.8 96.6 96.5: 3.4 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 98 107 88 113 109 258 267:
Old : 351: 99 109 81 107 103 247 258:
Other: 132: 20 18 16 61 54 93 79:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 15.5 26.0 24.5 12.2 10.2 21.3 16.0
Old : 15.0 15.7 27.4 25.6 12.9 11.3 23.0 18.6
Other: 46.6 39.9 62.1 56.5 44.2 38.2 59.6 54.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, March 6, 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 : 52,985: 38,397 10,681 2,210 4,699 38,729 45,306 51,620: 7,679 1,365
Old : 52,985: 38,397 10,681 2,210 4,699 38,729 45,306 51,620: 7,679 1,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 4,387: 982 -1,341 1,254 969 5,336 3,205 5,249: 1,182 -862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 20.2 4.2 8.9 73.1 85.5 97.4: 14.5 2.6
Old : 100.0: 72.5 20.2 4.2 8.9 73.1 85.5 97.4: 14.5 2.6
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 : 101: 58 17 4 18 10 79 29:
Old : 101: 58 17 4 18 10 79 29:
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 : 50.4 78.3 60.3 90.2 50.4 78.3 58.0 88.0
Old : 50.4 78.3 60.3 90.2 50.4 78.3 58.0 88.0
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 6, 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 : 416,621: 33,378 42,197 3,139 358,952 356,076 395,469 401,412: 21,152 15,209
Old : 416,621: 33,378 42,197 3,139 358,952 356,076 395,469 401,412: 21,152 15,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 7,486: -2,324 2,781 -659 9,390 5,576 6,407 7,698: 1,079 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 10.1 0.8 86.2 85.5 94.9 96.3: 5.1 3.7
Old : 100.0: 8.0 10.1 0.8 86.2 85.5 94.9 96.3: 5.1 3.7
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: 36 43 11 101 106 143 154:
Old : 248: 36 43 11 101 106 143 154:
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 : 35.0 28.6 46.1 38.5 28.0 26.6 39.0 35.4
Old : 35.0 28.6 46.1 38.5 28.0 26.6 39.0 35.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2012