COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 256,174: 56,073 41,158 56,801 120,974 140,125 233,849 238,084: 22,325 18,090
Old : 176,470: 44,971 40,225 36,441 81,618 84,947 163,029 161,613: 13,440 14,857
Other: 79,704: 20,208 10,039 11,255 39,356 55,177 70,819 76,472: 8,885 3,232
: : :
: : Changes in Commitments from: April 3, 2012 :
: -319: -2,826 7,646 1,286 -954 -11,442 -2,493 -2,510: 2,174 2,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 16.1 22.2 47.2 54.7 91.3 92.9: 8.7 7.1
Old : 100.0: 25.5 22.8 20.6 46.3 48.1 92.4 91.6: 7.6 8.4
Other: 100.0: 25.4 12.6 14.1 49.4 69.2 88.9 95.9: 11.1 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 114 75 96 68 68 221 205:
Old : 265: 108 76 78 66 63 204 189:
Other: 175: 63 40 37 43 54 127 110:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 23.4 28.7 33.2 14.1 15.9 21.8 22.5
Old : 20.0 22.2 29.7 31.5 15.5 16.8 22.3 23.6
Other: 19.6 35.2 33.0 48.9 19.0 33.9 32.3 46.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 25,254: 9,248 1,863 3,992 9,146 17,566 22,386 23,421: 2,868 1,833
Old : 24,720: 9,295 1,849 3,754 8,831 17,314 21,881 22,918: 2,840 1,803
Other: 533: 47 108 144 315 251 505 504: 28 30
: : :
: : Changes in Commitments from: April 3, 2012 :
: 223: -575 817 343 896 -1,195 664 -35: -442 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 7.4 15.8 36.2 69.6 88.6 92.7: 11.4 7.3
Old : 100.0: 37.6 7.5 15.2 35.7 70.0 88.5 92.7: 11.5 7.3
Other: 100.0: 8.7 20.3 27.0 59.0 47.1 94.7 94.4: 5.3 5.6
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 35 19 23 26 21 70 54:
Old : 83: 34 19 23 26 21 69 54:
Other: 15: 5 3 5 7 2 15 7:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 59.5 37.3 71.1 25.2 56.0 36.8 64.0
Old : 25.2 59.8 37.3 71.3 25.2 56.3 37.1 64.5
Other: 59.9 83.0 83.3 94.4 53.3 63.1 62.0 63.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 190,633: 28,078 44,357 34,018 116,629 98,803 178,726 177,179: 11,907 13,454
Old : 131,291: 27,349 45,772 18,642 75,187 54,287 121,178 118,701: 10,113 12,591
Other: 59,341: 9,010 6,866 7,096 41,442 44,516 57,548 58,478: 1,794 863
: : :
: : Changes in Commitments from: April 3, 2012 :
: -1,511: -389 6,132 -3,748 3,169 -3,886 -968 -1,502: -543 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 23.3 17.8 61.2 51.8 93.8 92.9: 6.2 7.1
Old : 100.0: 20.8 34.9 14.2 57.3 41.3 92.3 90.4: 7.7 9.6
Other: 100.0: 15.2 11.6 12.0 69.8 75.0 97.0 98.5: 3.0 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 49 79 46 59 50 133 151:
Old : 190: 51 76 39 59 47 127 145:
Other: 83: 14 13 16 39 31 63 51:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 23.9 37.7 37.3 23.1 17.1 31.5 24.4
Old : 23.9 20.9 39.4 33.0 22.8 17.5 33.6 26.5
Other: 37.1 44.8 52.8 65.6 36.8 39.6 52.4 57.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 875,567: 193,609 51,022 161,731 424,690 589,829 780,030 802,583: 95,538 72,985
Old : 875,567: 193,609 51,022 161,731 424,690 589,829 780,030 802,583: 95,538 72,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: -5,981: 6,235 2,998 3,067 -10,978 -14,992 -1,677 -8,927: -4,304 2,946
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 5.8 18.5 48.5 67.4 89.1 91.7: 10.9 8.3
Old : 100.0: 22.1 5.8 18.5 48.5 67.4 89.1 91.7: 10.9 8.3
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: 86 47 84 86 91 215 183:
Old : 231: 86 47 84 86 91 215 183:
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 : 12.6 14.7 22.6 25.5 11.9 12.9 20.1 20.7
Old : 12.6 14.7 22.6 25.5 11.9 12.9 20.1 20.7
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 with Delta-adjusted Options and Futures Combined, April 10, 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 : 232,974: 32,406 40,264 81,165 111,640 103,151 225,211 224,580: 7,764 8,394
Old : 189,560: 35,439 40,917 61,782 85,255 78,956 182,476 181,655: 7,084 7,905
Other: 43,414: 2,430 4,810 13,920 26,384 24,195 42,735 42,925: 680 489
: : :
: : Changes in Commitments from: April 3, 2012 :
: 3,423: 970 1,731 296 2,827 2,315 4,094 4,343: -671 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 17.3 34.8 47.9 44.3 96.7 96.4: 3.3 3.6
Old : 100.0: 18.7 21.6 32.6 45.0 41.7 96.3 95.8: 3.7 4.2
Other: 100.0: 5.6 11.1 32.1 60.8 55.7 98.4 98.9: 1.6 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 109 113 129 129 123 301 316:
Old : 375: 120 107 120 123 118 289 304:
Other: 189: 28 50 45 82 72 145 134:
:----------------------------------------------------------------------------------------------------
: 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 : 13.0 14.8 23.1 25.1 7.6 7.4 13.6 11.9
Old : 12.6 15.2 22.5 25.3 8.3 9.3 15.1 14.8
Other: 23.0 19.9 38.5 34.6 19.3 14.1 27.5 21.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 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 : 46,892: 31,997 13,303 577 5,853 31,176 38,427 45,056: 8,465 1,836
Old : 46,892: 31,997 13,303 577 5,853 31,176 38,427 45,056: 8,465 1,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 1,715: 1,921 2,048 -599 -85 868 1,237 2,318: 478 -603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 28.4 1.2 12.5 66.5 81.9 96.1: 18.1 3.9
Old : 100.0: 68.2 28.4 1.2 12.5 66.5 81.9 96.1: 18.1 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 : 102: 55 22 5 17 11 77 34:
Old : 102: 55 22 5 17 11 77 34:
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 : 45.1 74.9 53.6 85.9 45.1 74.9 53.6 85.8
Old : 45.1 74.9 53.6 85.9 45.1 74.9 53.6 85.8
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, April 10, 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 : 399,012: 24,555 55,616 4,088 343,335 319,018 371,978 378,722: 27,035 20,290
Old : 399,012: 24,555 55,616 4,088 343,335 319,018 371,978 378,722: 27,035 20,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2012 :
: 17,258: -3,909 7,979 -1,007 15,295 4,195 10,379 11,166: 6,879 6,092
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 13.9 1.0 86.0 80.0 93.2 94.9: 6.8 5.1
Old : 100.0: 6.2 13.9 1.0 86.0 80.0 93.2 94.9: 6.8 5.1
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 : 243: 32 47 15 98 98 143 147:
Old : 243: 32 47 15 98 98 143 147:
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 : 34.8 29.2 47.0 39.7 32.9 28.6 45.1 39.0
Old : 34.8 29.2 47.0 39.7 32.9 28.6 45.1 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2012