COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 230,653: 49,339 38,247 48,500 115,391 127,724 213,230 214,471: 17,423 16,182
Old : 187,244: 42,543 39,399 39,100 93,275 94,610 174,918 173,108: 12,326 14,135
Other: 43,410: 11,482 3,534 4,714 22,117 33,115 38,312 41,363: 5,098 2,047
: : :
: : Changes in Commitments from: February 28, 2012 :
: 12,718: 2,336 -428 5,859 4,122 6,885 12,317 12,316: 401 402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 16.6 21.0 50.0 55.4 92.4 93.0: 7.6 7.0
Old : 100.0: 22.7 21.0 20.9 49.8 50.5 93.4 92.5: 6.6 7.5
Other: 100.0: 26.4 8.1 10.9 50.9 76.3 88.3 95.3: 11.7 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 88 99 87 64 69 197 214:
Old : 264: 87 96 76 59 63 183 200:
Other: 140: 44 33 27 36 49 95 94:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 22.1 28.7 31.8 14.7 14.1 23.1 21.1
Old : 19.7 21.8 30.6 30.3 16.3 15.6 23.9 21.7
Other: 22.9 36.8 38.0 53.7 22.3 34.8 36.7 51.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 28,649: 12,260 707 4,258 8,595 22,433 25,113 27,398: 3,536 1,250
Old : 28,605: 12,261 707 4,252 8,572 22,395 25,085 27,354: 3,520 1,250
Other: 44: 5 6 0 23 38 28 44: 16 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 1,996: 917 77 515 805 1,483 2,237 2,076: -240 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 2.5 14.9 30.0 78.3 87.7 95.6: 12.3 4.4
Old : 100.0: 42.9 2.5 14.9 30.0 78.3 87.7 95.6: 12.3 4.4
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 : 97: 49 16 20 27 23 85 50:
Old : 97: 49 16 20 27 23 85 50:
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 : 24.1 65.4 34.6 75.2 20.5 57.0 29.9 62.5
Old : 24.1 65.4 34.6 75.2 20.5 57.0 29.9 62.5
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 with Delta-adjusted Options and Futures Combined, 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 : 180,068: 29,336 35,776 26,625 113,952 106,772 169,914 169,173: 10,154 10,895
Old : 136,584: 27,196 42,557 16,575 83,976 67,158 127,747 126,290: 8,837 10,294
Other: 43,484: 9,495 573 2,696 29,976 39,614 42,167 42,883: 1,317 601
: : :
: : Changes in Commitments from: February 28, 2012 :
: 8,446: 836 2,531 1,330 6,259 3,918 8,425 7,779: 21 667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 19.9 14.8 63.3 59.3 94.4 93.9: 5.6 6.1
Old : 100.0: 19.9 31.2 12.1 61.5 49.2 93.5 92.5: 6.5 7.5
Other: 100.0: 21.8 1.3 6.2 68.9 91.1 97.0 98.6: 3.0 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 168: 44 60 48 53 47 126 127:
Old : 165: 43 59 42 52 43 119 121:
Other: 74: 18 7 12 35 29 58 43:
:----------------------------------------------------------------------------------------------------
: 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 : 25.6 27.0 38.7 42.9 23.9 21.6 32.8 30.6
Old : 27.2 30.4 40.0 42.5 26.6 26.0 35.7 36.4
Other: 40.3 49.3 53.8 69.4 39.9 46.6 52.8 62.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 857,237: 193,070 44,060 163,714 408,837 588,682 765,621 796,455: 91,616 60,782
Old : 857,237: 193,070 44,060 163,714 408,837 588,682 765,621 796,455: 91,616 60,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: -5,174: -8,345 1,791 6,235 -2,584 -15,152 -4,694 -7,126: -480 1,952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 5.1 19.1 47.7 68.7 89.3 92.9: 10.7 7.1
Old : 100.0: 22.5 5.1 19.1 47.7 68.7 89.3 92.9: 10.7 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 : 231: 90 42 80 82 92 205 183:
Old : 231: 90 42 80 82 92 205 183:
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 : 12.8 16.3 23.9 26.6 11.8 13.2 20.3 21.3
Old : 12.8 16.3 23.9 26.6 11.8 13.2 20.3 21.3
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, 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 : 192,783: 31,389 36,874 60,162 92,345 85,871 183,896 182,907: 8,887 9,876
Old : 169,581: 31,091 37,454 51,528 78,659 71,301 161,278 160,283: 8,303 9,298
Other: 23,202: 1,934 1,056 6,998 13,686 14,570 22,618 22,624: 584 579
: : :
: : Changes in Commitments from: February 28, 2012 :
: 11,467: -180 1,656 7,401 4,140 1,848 11,360 10,905: 107 562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 19.1 31.2 47.9 44.5 95.4 94.9: 4.6 5.1
Old : 100.0: 18.3 22.1 30.4 46.4 42.0 95.1 94.5: 4.9 5.5
Other: 100.0: 8.3 4.6 30.2 59.0 62.8 97.5 97.5: 2.5 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 104 124 117 123 120 284 312:
Old : 372: 107 122 114 118 117 275 308:
Other: 142: 20 26 30 65 59 106 96:
:----------------------------------------------------------------------------------------------------
: 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 : 13.1 14.6 24.1 23.2 8.8 7.4 16.7 11.7
Old : 13.4 14.4 25.0 22.8 9.6 8.4 18.2 13.7
Other: 32.2 29.0 48.1 47.5 29.1 25.6 38.9 40.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 53,756: 38,621 10,393 2,612 4,738 39,271 45,971 52,276: 7,785 1,480
Old : 53,756: 38,621 10,393 2,612 4,738 39,271 45,971 52,276: 7,785 1,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 4,644: 1,155 -1,662 1,467 849 5,648 3,471 5,453: 1,173 -809
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 19.3 4.9 8.8 73.1 85.5 97.2: 14.5 2.8
Old : 100.0: 71.8 19.3 4.9 8.8 73.1 85.5 97.2: 14.5 2.8
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 : 102: 59 17 6 18 10 81 30:
Old : 102: 59 17 6 18 10 81 30:
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 : 49.7 77.2 59.8 89.2 49.7 77.2 57.2 86.7
Old : 49.7 77.2 59.8 89.2 49.7 77.2 57.2 86.7
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, 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 : 419,454: 33,377 42,539 3,687 360,720 357,711 397,784 403,937: 21,670 15,518
Old : 419,454: 33,377 42,539 3,687 360,720 357,711 397,784 403,937: 21,670 15,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 28, 2012 :
: 7,711: -2,323 2,858 -598 9,388 5,944 6,467 8,204: 1,244 -493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 10.1 0.9 86.0 85.3 94.8 96.3: 5.2 3.7
Old : 100.0: 8.0 10.1 0.9 86.0 85.3 94.8 96.3: 5.2 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 : 249: 36 43 16 103 110 149 159:
Old : 249: 36 43 16 103 110 149 159:
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 : 34.8 28.4 45.8 38.2 27.8 26.4 38.7 35.2
Old : 34.8 28.4 45.8 38.2 27.8 26.4 38.7 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2012