COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 254,040: 56,911 39,741 57,810 118,253 140,123 232,974 237,674: 21,067 16,366
Old : 188,531: 51,031 42,295 39,597 83,944 93,111 174,572 175,004: 13,959 13,528
Other: 65,509: 15,823 7,389 8,270 34,309 47,012 58,402 62,670: 7,107 2,839
: : :
: : Changes in Commitments from: March 20, 2012 :
: 2,783: 5,864 -5,243 877 -4,860 8,463 1,881 4,098: 903 -1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 15.6 22.8 46.5 55.2 91.7 93.6: 8.3 6.4
Old : 100.0: 27.1 22.4 21.0 44.5 49.4 92.6 92.8: 7.4 7.2
Other: 100.0: 24.2 11.3 12.6 52.4 71.8 89.2 95.7: 10.8 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 102 84 97 67 69 217 209:
Old : 271: 94 93 80 63 63 202 193:
Other: 164: 60 33 32 39 56 113 107:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 22.2 26.5 32.0 12.7 15.1 20.1 21.9
Old : 17.6 22.0 27.7 30.6 13.1 15.8 20.4 22.2
Other: 21.7 34.7 36.0 50.4 21.3 33.2 35.2 47.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 25,418: 10,400 833 3,557 8,149 19,709 22,106 24,098: 3,312 1,320
Old : 25,110: 10,440 831 3,444 7,931 19,543 21,815 23,818: 3,295 1,292
Other: 308: 16 57 57 218 166 291 280: 17 28
: : :
: : Changes in Commitments from: March 20, 2012 :
: -2,058: -1,691 283 -104 -248 -2,131 -2,044 -1,952: -14 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 3.3 14.0 32.1 77.5 87.0 94.8: 13.0 5.2
Old : 100.0: 41.6 3.3 13.7 31.6 77.8 86.9 94.9: 13.1 5.1
Other: 100.0: 5.2 18.6 18.4 70.8 53.9 94.5 90.9: 5.5 9.1
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 44 15 21 26 19 76 49:
Old : 90: 44 15 21 26 19 76 49:
Other: 12: 3 2 4 7 2 12 6:
:----------------------------------------------------------------------------------------------------
: 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 : 23.3 67.8 34.4 77.5 23.2 62.1 33.8 68.2
Old : 23.5 68.0 34.4 77.3 23.3 62.4 33.8 68.5
Other: 63.6 86.6 83.7 90.9 58.1 66.3 69.8 66.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 186,209: 29,590 33,342 36,367 108,437 105,285 174,393 174,994: 11,815 11,215
Old : 132,035: 27,885 36,844 21,539 72,408 63,428 121,833 121,811: 10,203 10,224
Other: 54,174: 9,864 4,657 6,668 36,029 41,857 52,561 53,182: 1,613 991
: : :
: : Changes in Commitments from: March 20, 2012 :
: 4,931: 1,584 -655 4,173 -2,236 1,286 3,521 4,804: 1,411 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 17.9 19.5 58.2 56.5 93.7 94.0: 6.3 6.0
Old : 100.0: 21.1 27.9 16.3 54.8 48.0 92.3 92.3: 7.7 7.7
Other: 100.0: 18.2 8.6 12.3 66.5 77.3 97.0 98.2: 3.0 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 49 65 57 53 48 137 139:
Old : 176: 47 65 52 50 44 128 133:
Other: 78: 17 12 15 37 30 61 50:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 25.4 36.4 39.8 22.5 19.7 31.1 28.7
Old : 23.1 24.5 36.4 37.2 22.4 20.5 31.7 29.6
Other: 37.0 43.6 52.0 64.7 36.7 38.1 50.9 56.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 894,283: 201,094 44,363 164,824 427,738 616,577 793,656 825,764: 100,627 68,519
Old : 894,283: 201,094 44,363 164,824 427,738 616,577 793,656 825,764: 100,627 68,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: 7,676: 9,458 6,564 -8,612 4,868 8,856 5,714 6,807: 1,962 869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 5.0 18.4 47.8 68.9 88.7 92.3: 11.3 7.7
Old : 100.0: 22.5 5.0 18.4 47.8 68.9 88.7 92.3: 11.3 7.7
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 : 229: 84 47 82 81 90 206 181:
Old : 229: 84 47 82 81 90 206 181:
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 : 12.2 15.8 22.5 26.5 11.2 13.3 19.3 21.1
Old : 12.2 15.8 22.5 26.5 11.2 13.3 19.3 21.1
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 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 : 224,024: 31,612 40,167 76,908 106,994 97,317 215,514 214,391: 8,510 9,633
Old : 187,962: 33,816 41,267 60,978 85,388 76,930 180,183 179,175: 7,779 8,787
Other: 36,062: 2,118 3,222 11,607 21,606 20,387 35,331 35,216: 731 846
: : :
: : Changes in Commitments from: March 20, 2012 :
: 3,603: 608 -1,057 1,270 2,314 4,015 4,192 4,228: -589 -625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 17.9 34.3 47.8 43.4 96.2 95.7: 3.8 4.3
Old : 100.0: 18.0 22.0 32.4 45.4 40.9 95.9 95.3: 4.1 4.7
Other: 100.0: 5.9 8.9 32.2 59.9 56.5 98.0 97.7: 2.0 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 391: 118 111 136 129 125 308 327:
Old : 386: 117 112 129 124 120 298 316:
Other: 177: 26 40 42 82 66 137 123:
:----------------------------------------------------------------------------------------------------
: 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 : 12.4 14.4 22.6 24.4 8.2 6.9 14.5 11.6
Old : 12.0 14.4 22.6 24.0 8.4 8.5 15.6 14.0
Other: 27.2 22.0 43.2 38.3 24.5 16.0 31.9 25.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 52,459: 39,066 9,205 908 3,853 40,290 43,827 50,404: 8,633 2,056
Old : 52,459: 39,066 9,205 908 3,853 40,290 43,827 50,404: 8,633 2,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -8,516: -7,700 -1,640 38 -315 -7,457 -7,977 -9,058: -539 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 17.5 1.7 7.3 76.8 83.5 96.1: 16.5 3.9
Old : 100.0: 74.5 17.5 1.7 7.3 76.8 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 7 14 10 70 32:
Old : 92: 52 18 7 14 10 70 32:
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 : 51.1 79.3 59.8 87.2 51.1 79.3 59.8 86.7
Old : 51.1 79.3 59.8 87.2 51.1 79.3 59.8 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 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 : 374,511: 32,159 46,389 3,738 317,984 310,509 353,881 360,635: 20,631 13,876
Old : 374,511: 32,159 46,389 3,738 317,984 310,509 353,881 360,635: 20,631 13,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 20, 2012 :
: -3,741: 4,681 -3,699 557 -9,771 -1,050 -4,534 -4,193: 792 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 12.4 1.0 84.9 82.9 94.5 96.3: 5.5 3.7
Old : 100.0: 8.6 12.4 1.0 84.9 82.9 94.5 96.3: 5.5 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 : 246: 38 41 14 95 103 144 147:
Old : 246: 38 41 14 95 103 144 147:
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 : 33.1 28.6 44.9 38.8 31.3 28.5 42.8 38.2
Old : 33.1 28.6 44.9 38.8 31.3 28.5 42.8 38.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 30, 2012