COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 251,257
COMMITMENTS
51,047 44,984 56,933 123,113 131,660 231,093 233,576 20,164 17,681
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 8,551)
97 650 4,000 3,555 3,139 7,651 7,788 900 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 17.9 22.7 49.0 52.4 92.0 93.0 8.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
92 99 91 66 70 208 217
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,476
COMMITMENTS
12,092 550 3,661 8,397 21,840 24,150 26,051 3,326 1,425
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -1,017)
-256 -229 -420 -302 -469 -978 -1,118 -39 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.0 2.0 13.3 30.6 79.5 87.9 94.8 12.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
47 14 20 27 19 82 45
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 181,278
COMMITMENTS
28,006 33,997 32,194 110,673 103,999 170,873 170,189 10,405 11,088
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -2,547)
-1,503 576 848 -552 -4,689 -1,207 -3,266 -1,340 719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 18.8 17.8 61.1 57.4 94.3 93.9 5.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
43 62 47 54 52 126 134
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 886,607
COMMITMENTS
191,636 37,800 173,436 422,870 607,721 787,942 818,957 98,665 67,650
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 42,363)
27,226 -3,455 5,916 -2,737 38,008 30,404 40,469 11,958 1,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 4.3 19.6 47.7 68.5 88.9 92.4 11.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
96 40 84 82 90 209 184
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 220,422
COMMITMENTS
31,004 41,224 75,638 104,680 93,302 211,322 210,164 9,099 10,258
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: 13,951)
1,003 2,504 6,615 6,424 4,333 14,042 13,452 -92 499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 18.7 34.3 47.5 42.3 95.9 95.3 4.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
112 119 130 128 118 304 315
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 60,975
COMMITMENTS
46,765 10,845 870 4,168 47,747 51,804 59,462 9,171 1,513
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -2,394)
189 -1,464 -2,151 -658 1,435 -2,619 -2,180 226 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.7 17.8 1.4 6.8 78.3 85.0 97.5 15.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
56 14 7 17 9 77 27
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 378,253
COMMITMENTS
27,478 50,088 3,181 327,755 311,559 358,414 364,828 19,838 13,424
CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST: -83,362)
-7,657 2,727 -4,852 -67,424 -76,544 -79,933 -78,669 -3,428 -4,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 13.2 0.8 86.6 82.4 94.8 96.5 5.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
37 39 16 95 98 144 141
Updated March 23, 2012