COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, March 27, 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 : 189,215: 56,279 46,898 22,472 90,332 104,521 169,083 173,891: 20,132 15,324
Old : 135,333: 52,271 46,956 11,003 58,931 64,500 122,205 122,459: 13,128 12,874
Other: 53,882: 15,069 11,003 408 31,401 40,021 46,878 51,432: 7,004 2,450
: : :
: : Changes in Commitments from: March 20, 2012 :
: 491: 1,731 -4,342 2,613 -4,619 3,625 -275 1,896: 766 -1,405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 24.8 11.9 47.7 55.2 89.4 91.9: 10.6 8.1
Old : 100.0: 38.6 34.7 8.1 43.5 47.7 90.3 90.5: 9.7 9.5
Other: 100.0: 28.0 20.4 0.8 58.3 74.3 87.0 95.5: 13.0 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 86 90 78 55 61 187 190:
Old : 255: 83 93 55 50 50 169 164:
Other: 154: 46 39 10 34 48 87 91:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 22.5 27.8 31.5 17.1 17.7 26.7 26.7
Old : 18.1 19.9 28.8 29.6 18.1 18.0 28.2 26.8
Other: 25.9 39.5 42.9 56.3 25.9 38.9 42.8 55.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, March 27, 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 : 20,768: 10,812 1,736 397 6,411 17,467 17,620 19,600: 3,148 1,168
Old : 20,535: 10,798 1,694 381 6,225 17,320 17,404 19,395: 3,131 1,140
Other: 233: 30 58 0 186 147 216 205: 17 28
: : :
: : Changes in Commitments from: March 20, 2012 :
: -1,643: -1,894 278 110 177 -1,954 -1,607 -1,566: -36 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.1 8.4 1.9 30.9 84.1 84.8 94.4: 15.2 5.6
Old : 100.0: 52.6 8.2 1.9 30.3 84.3 84.8 94.4: 15.2 5.6
Other: 100.0: 12.9 24.9 0.0 79.8 63.1 92.7 88.0: 7.3 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 41 14 11 22 15 69 34:
Old : 85: 41 14 11 21 15 68 34:
Other: 11: 3 1 0 7 1 10 2:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 73.8 41.0 82.4 28.4 72.1 41.0 80.2
Old : 28.5 73.9 41.2 82.6 28.5 72.4 41.2 80.6
Other: 67.0 88.0 86.7 88.0 67.0 83.7 86.7 83.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, March 27, 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 : 171,898: 31,111 34,285 24,664 104,744 102,229 160,519 161,178: 11,379 10,720
Old : 120,759: 28,412 37,078 13,283 69,294 60,650 110,989 111,011: 9,770 9,748
Other: 51,139: 10,717 5,225 3,363 35,450 41,579 49,530 50,167: 1,609 972
: : :
: : Changes in Commitments from: March 20, 2012 :
: 3,492: 1,759 -761 2,865 -2,617 1,188 2,007 3,292: 1,485 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 19.9 14.3 60.9 59.5 93.4 93.8: 6.6 6.2
Old : 100.0: 23.5 30.7 11.0 57.4 50.2 91.9 91.9: 8.1 8.1
Other: 100.0: 21.0 10.2 6.6 69.3 81.3 96.9 98.1: 3.1 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 48 61 50 53 46 132 132:
Old : 173: 46 62 42 49 42 121 124:
Other: 78: 19 10 11 37 29 59 47:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 27.0 39.1 42.3 24.3 22.0 33.6 31.7
Old : 25.1 26.0 39.1 39.9 24.5 22.8 34.6 32.8
Other: 39.2 46.1 54.3 68.4 38.9 41.4 53.9 61.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, March 27, 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 : 746,727: 199,828 64,519 72,712 379,340 548,668 651,880 685,899: 94,847 60,828
Old : 746,727: 199,828 64,519 72,712 379,340 548,668 651,880 685,899: 94,847 60,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 8,078: 8,966 -699 -4,911 2,047 13,375 6,102 7,765: 1,976 313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 8.6 9.7 50.8 73.5 87.3 91.9: 12.7 8.1
Old : 100.0: 26.8 8.6 9.7 50.8 73.5 87.3 91.9: 12.7 8.1
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 : 225: 73 55 63 72 86 180 172:
Old : 225: 73 55 63 72 86 180 172:
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 : 14.4 18.1 26.2 29.9 13.3 15.6 23.0 24.6
Old : 14.4 18.1 26.2 29.9 13.3 15.6 23.0 24.6
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 27, 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 : 154,900: 40,041 40,991 23,849 83,502 81,186 147,392 146,026: 7,508 8,874
Old : 132,314: 41,023 41,984 17,430 67,003 64,832 125,456 124,246: 6,858 8,068
Other: 22,586: 3,541 3,530 1,896 16,499 16,354 21,936 21,780: 650 806
: : :
: : Changes in Commitments from: March 20, 2012 :
: -655: 23 -484 -1,359 1,268 1,972 -68 129: -587 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 26.5 15.4 53.9 52.4 95.2 94.3: 4.8 5.7
Old : 100.0: 31.0 31.7 13.2 50.6 49.0 94.8 93.9: 5.2 6.1
Other: 100.0: 15.7 15.6 8.4 73.0 72.4 97.1 96.4: 2.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 105 99 99 115 116 270 282:
Old : 365: 107 102 86 110 107 261 263:
Other: 161: 28 28 22 72 61 115 101:
:----------------------------------------------------------------------------------------------------
: 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 : 13.5 16.8 24.5 25.8 11.2 10.0 19.8 16.7
Old : 13.6 17.2 24.3 27.7 12.0 12.0 21.5 20.1
Other: 36.9 27.8 50.3 45.3 34.7 23.1 46.3 36.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, March 27, 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 : 51,926: 39,088 9,457 514 3,779 39,940 43,381 49,911: 8,545 2,015
Old : 51,926: 39,088 9,457 514 3,779 39,940 43,381 49,911: 8,545 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -8,622: -7,716 -1,653 12 -374 -7,504 -8,078 -9,145: -544 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.3 18.2 1.0 7.3 76.9 83.5 96.1: 16.5 3.9
Old : 100.0: 75.3 18.2 1.0 7.3 76.9 83.5 96.1: 16.5 3.9
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 : 92: 52 18 3 14 10 67 31:
Old : 92: 52 18 3 14 10 67 31:
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 : 51.6 80.1 60.4 87.9 51.6 80.1 60.4 87.9
Old : 51.6 80.1 60.4 87.9 51.6 80.1 60.4 87.9
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 27, 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 : 372,204: 32,133 45,731 3,575 316,211 309,565 351,919 358,871: 20,285 13,333
Old : 372,204: 32,133 45,731 3,575 316,211 309,565 351,919 358,871: 20,285 13,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -3,767: 4,677 -3,691 540 -9,869 -1,066 -4,652 -4,217: 885 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 12.3 1.0 85.0 83.2 94.6 96.4: 5.4 3.6
Old : 100.0: 8.6 12.3 1.0 85.0 83.2 94.6 96.4: 5.4 3.6
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 : 246: 38 41 10 92 102 137 146:
Old : 246: 38 41 10 92 102 137 146:
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 : 33.3 28.8 45.2 39.0 31.4 28.7 43.1 38.4
Old : 33.3 28.8 45.2 39.0 31.4 28.7 43.1 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2012