COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, March 13, 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 : 182,548: 54,284 49,973 17,018 92,805 99,559 164,107 166,550: 18,441 15,998
Old : 138,751: 50,122 49,230 9,381 66,562 66,527 126,065 125,138: 12,686 13,613
Other: 43,797: 11,659 8,240 140 26,243 33,032 38,042 41,412: 5,755 2,385
: : :
: : Changes in Commitments from: March 6, 2012 :
: 6,164: 2,074 6,130 1,386 728 -2,069 4,188 5,447: 1,976 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 27.4 9.3 50.8 54.5 89.9 91.2: 10.1 8.8
Old : 100.0: 36.1 35.5 6.8 48.0 47.9 90.9 90.2: 9.1 9.8
Other: 100.0: 26.6 18.8 0.3 59.9 75.4 86.9 94.6: 13.1 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 77 100 70 53 64 170 199:
Old : 253: 75 100 48 48 54 153 174:
Other: 139: 38 36 8 34 43 78 81:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 21.3 30.1 30.8 18.5 15.3 28.7 24.1
Old : 20.5 19.9 32.4 28.6 20.0 18.0 30.5 25.8
Other: 25.8 41.1 44.1 56.6 25.8 40.6 44.0 56.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, March 13, 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 : 22,707: 12,978 1,590 345 6,166 19,625 19,489 21,560: 3,218 1,147
Old : 22,638: 12,973 1,569 345 6,118 19,578 19,436 21,492: 3,202 1,146
Other: 69: 5 21 0 48 47 53 68: 16 1
: : :
: : Changes in Commitments from: March 6, 2012 :
: -141: 155 -189 3 -76 -26 82 -212: -223 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 7.0 1.5 27.2 86.4 85.8 94.9: 14.2 5.1
Old : 100.0: 57.3 6.9 1.5 27.0 86.5 85.9 94.9: 14.1 5.1
Other: 100.0: 7.2 30.4 0.0 69.6 68.1 76.8 98.6: 23.2 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 45 16 11 22 18 73 39:
Old : 93: 45 16 11 22 18 73 39:
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 : 25.8 72.7 37.8 81.1 25.8 71.3 37.8 78.7
Old : 25.9 72.8 37.8 81.2 25.9 71.4 37.8 78.7
Other: 76.8 98.6 76.8 98.6 76.8 98.6 76.8 98.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, March 13, 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 : 172,125: 30,206 34,036 22,619 108,006 105,565 160,831 162,220: 11,294 9,905
Old : 127,810: 27,939 42,198 11,522 78,475 64,606 117,936 118,326: 9,874 9,484
Other: 44,315: 11,332 903 2,032 29,531 40,959 42,895 43,894: 1,420 421
: : :
: : Changes in Commitments from: March 6, 2012 :
: 2,735: -208 -2,379 3,979 -2,651 1,698 1,120 3,298: 1,615 -563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 19.8 13.1 62.7 61.3 93.4 94.2: 6.6 5.8
Old : 100.0: 21.9 33.0 9.0 61.4 50.5 92.3 92.6: 7.7 7.4
Other: 100.0: 25.6 2.0 4.6 66.6 92.4 96.8 99.0: 3.2 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 49 57 48 53 46 128 129:
Old : 169: 46 60 36 50 43 116 121:
Other: 80: 23 7 13 34 28 59 46:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 27.4 40.1 44.6 23.8 22.0 33.6 31.4
Old : 28.2 30.8 41.8 43.8 26.8 26.0 36.3 37.1
Other: 40.2 50.4 53.6 70.2 39.8 49.3 52.8 65.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, March 13, 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 : 706,083: 165,434 60,405 80,008 379,615 506,567 625,057 646,980: 81,026 59,103
Old : 706,083: 165,434 60,405 80,008 379,615 506,567 625,057 646,980: 81,026 59,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: -14,702: -27,284 -3,692 2,788 14,688 -18,528 -9,808 -19,432: -4,894 4,730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 8.6 11.3 53.8 71.7 88.5 91.6: 11.5 8.4
Old : 100.0: 23.4 8.6 11.3 53.8 71.7 88.5 91.6: 11.5 8.4
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 : 216: 66 56 58 73 86 171 169:
Old : 216: 66 56 58 73 86 171 169:
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 : 15.2 17.5 27.7 28.9 13.9 15.0 23.4 23.7
Old : 15.2 17.5 27.7 28.9 13.9 15.0 23.4 23.7
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 13, 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 : 147,387: 37,348 38,479 23,515 78,332 76,284 139,195 138,278: 8,192 9,109
Old : 128,685: 37,896 39,218 18,336 64,838 62,567 121,070 120,121: 7,615 8,564
Other: 18,702: 2,796 2,605 1,835 13,494 13,717 18,125 18,157: 577 545
: : :
: : Changes in Commitments from: March 6, 2012 :
: 8,285: -326 2,260 3,238 5,024 3,002 7,936 8,500: 349 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 26.1 16.0 53.1 51.8 94.4 93.8: 5.6 6.2
Old : 100.0: 29.4 30.5 14.2 50.4 48.6 94.1 93.3: 5.9 6.7
Other: 100.0: 15.0 13.9 9.8 72.2 73.3 96.9 97.1: 3.1 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 106 100 91 119 111 271 268:
Old : 354: 104 105 81 111 104 259 254:
Other: 145: 22 21 15 66 60 100 89:
:----------------------------------------------------------------------------------------------------
: 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 16.0 25.4 25.2 11.7 9.7 20.5 15.4
Old : 14.4 16.2 25.8 26.7 12.3 11.1 21.9 18.2
Other: 44.2 32.8 58.9 49.1 42.0 29.3 56.3 44.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, March 13, 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 : 62,925: 46,630 12,586 2,625 4,800 46,016 54,055 61,227: 8,870 1,698
Old : 62,925: 46,630 12,586 2,625 4,800 46,016 54,055 61,227: 8,870 1,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 9,940: 8,233 1,905 415 101 7,287 8,749 9,607: 1,191 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 20.0 4.2 7.6 73.1 85.9 97.3: 14.1 2.7
Old : 100.0: 74.1 20.0 4.2 7.6 73.1 85.9 97.3: 14.1 2.7
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 : 102: 59 14 6 21 11 84 28:
Old : 102: 59 14 6 21 11 84 28:
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 : 44.4 76.9 55.5 90.7 44.4 76.9 54.4 88.4
Old : 44.4 76.9 55.5 90.7 44.4 76.9 54.4 88.4
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 13, 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 : 458,679: 35,083 47,048 7,467 393,234 386,687 435,784 441,202: 22,895 17,477
Old : 458,679: 35,083 47,048 7,467 393,234 386,687 435,784 441,202: 22,895 17,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 6, 2012 :
: 42,058: 1,705 4,851 4,328 34,282 30,611 40,315 39,790: 1,743 2,268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 10.3 1.6 85.7 84.3 95.0 96.2: 5.0 3.8
Old : 100.0: 7.6 10.3 1.6 85.7 84.3 95.0 96.2: 5.0 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 : 243: 34 38 18 108 111 154 157:
Old : 243: 34 38 18 108 111 154 157:
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 : 31.0 26.3 43.7 35.6 25.1 23.7 35.5 31.6
Old : 31.0 26.3 43.7 35.6 25.1 23.7 35.5 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 16, 2012