COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 449,411: 71,370 7,087 134,591 220,574 293,060 426,535 434,738: 22,875 14,672
Old : 423,791: 63,530 7,091 132,270 206,858 270,869 402,657 410,229: 21,134 13,562
Other: 25,620: 8,067 222 2,095 13,716 22,192 23,878 24,509: 1,742 1,111
: : :
: : Changes in Commitments from: October 26, 2010 :
: 6,781: -227 432 3,314 4,081 4,348 7,168 8,094: -387 -1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 1.6 29.9 49.1 65.2 94.9 96.7: 5.1 3.3
Old : 100.0: 15.0 1.7 31.2 48.8 63.9 95.0 96.8: 5.0 3.2
Other: 100.0: 31.5 0.9 8.2 53.5 86.6 93.2 95.7: 6.8 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 149 42 99 69 83 251 196:
Old : 280: 142 46 97 66 82 244 194:
Other: 94: 33 7 17 30 41 69 60:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 27.9 31.8 39.8 7.6 14.0 11.2 18.6
Old : 22.7 27.1 32.6 39.0 7.4 12.1 11.2 17.4
Other: 33.8 51.0 48.4 64.4 31.3 44.2 44.1 57.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,081: 15,109 653 5,639 11,699 28,972 32,447 35,264: 3,634 817
Old : 36,058: 15,109 653 5,639 11,693 28,951 32,441 35,243: 3,617 815
Other: 23: 0 0 0 6 21 6 21: 17 2
: : :
: : Changes in Commitments from: October 26, 2010 :
: 3,609: 1,238 39 971 751 2,648 2,960 3,657: 649 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 1.8 15.6 32.4 80.3 89.9 97.7: 10.1 2.3
Old : 100.0: 41.9 1.8 15.6 32.4 80.3 90.0 97.7: 10.0 2.3
Other: 100.0: 0.0 0.0 0.0 26.1 91.3 26.1 91.3: 73.9 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 56 12 22 28 27 93 52:
Old : 105: 56 12 22 28 27 93 52:
Other: 2: 0 0 0 1 1 1 1:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 60.5 37.9 72.6 22.9 51.3 33.5 61.4
Old : 24.6 60.5 37.9 72.6 22.9 51.2 33.5 61.4
Other: 26.1 91.3 26.1 91.3 26.1 91.3 26.1 91.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 157,044: 28,499 37,014 23,022 97,262 91,390 148,783 151,425: 8,262 5,619
Old : 131,776: 28,349 43,569 14,681 80,895 68,163 123,925 126,413: 7,851 5,362
Other: 25,269: 6,717 11 1,774 16,367 23,227 24,858 25,012: 411 257
: : :
: : Changes in Commitments from: October 26, 2010 :
: 5,469: -1,782 -670 175 7,022 5,135 5,416 4,640: 53 829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 23.6 14.7 61.9 58.2 94.7 96.4: 5.3 3.6
Old : 100.0: 21.5 33.1 11.1 61.4 51.7 94.0 95.9: 6.0 4.1
Other: 100.0: 26.6 0.0 7.0 64.8 91.9 98.4 99.0: 1.6 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 56 53 47 58 55 134 139:
Old : 174: 55 54 47 58 50 134 134:
Other: 40: 5 5 7 20 27 29 35:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 30.5 36.8 45.0 15.4 19.8 22.2 28.4
Old : 22.1 29.8 31.4 44.5 18.0 19.8 25.7 30.9
Other: 62.2 59.9 81.3 79.8 37.0 43.4 47.3 49.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 948,145: 170,975 5,664 273,772 412,755 617,198 857,503 896,634: 90,642 51,510
Old : 948,145: 170,975 5,664 273,772 412,755 617,198 857,503 896,634: 90,642 51,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 47,072: 5,201 326 22,281 17,573 25,766 45,055 48,372: 2,017 -1,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.6 28.9 43.5 65.1 90.4 94.6: 9.6 5.4
Old : 100.0: 18.0 0.6 28.9 43.5 65.1 90.4 94.6: 9.6 5.4
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 : 220: 95 27 81 81 87 198 174:
Old : 220: 95 27 81 81 87 198 174:
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 : 10.7 20.7 19.5 33.3 8.3 16.7 13.3 25.1
Old : 10.7 20.7 19.5 33.3 8.3 16.7 13.3 25.1
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, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 222,883: 51,230 8,237 71,399 90,018 135,727 212,648 215,363: 10,235 7,520
Old : 219,345: 51,264 9,045 70,201 87,825 132,661 209,290 211,907: 10,055 7,438
Other: 3,538: 902 127 263 2,193 3,066 3,358 3,456: 180 82
: : :
: : Changes in Commitments from: October 26, 2010 :
: -2,900: -901 -1,525 -2,728 492 1,754 -3,138 -2,500: 238 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 3.7 32.0 40.4 60.9 95.4 96.6: 4.6 3.4
Old : 100.0: 23.4 4.1 32.0 40.0 60.5 95.4 96.6: 4.6 3.4
Other: 100.0: 25.5 3.6 7.4 62.0 86.6 94.9 97.7: 5.1 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 148 79 107 120 147 326 279:
Old : 392: 150 77 106 119 145 324 277:
Other: 62: 9 7 9 22 33 36 44:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 20.5 30.9 30.4 11.4 9.4 18.7 15.8
Old : 20.0 20.8 31.3 30.4 11.6 9.1 18.9 15.3
Other: 64.2 65.3 79.5 77.6 63.3 64.4 75.9 72.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,847: 27,959 19,951 968 7,212 16,449 36,139 37,369: 4,708 3,478
Old : 40,847: 27,959 19,951 968 7,212 16,449 36,139 37,369: 4,708 3,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: 1,694: 3,964 1,767 -91 -2,294 8 1,579 1,684: 115 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 48.8 2.4 17.7 40.3 88.5 91.5: 11.5 8.5
Old : 100.0: 68.4 48.8 2.4 17.7 40.3 88.5 91.5: 11.5 8.5
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 : 89: 33 35 6 11 13 45 54:
Old : 89: 33 35 6 11 13 45 54:
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 : 60.6 51.5 71.2 69.7 60.1 51.5 69.6 69.7
Old : 60.6 51.5 71.2 69.7 60.1 51.5 69.6 69.7
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, November 2, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 401,244: 46,495 74,145 3,694 332,474 307,814 382,663 385,653: 18,580 15,591
Old : 401,244: 46,495 74,145 3,694 332,474 307,814 382,663 385,653: 18,580 15,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 26, 2010 :
: -2,758: 3,483 -3,710 -267 -6,732 519 -3,516 -3,458: 758 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 18.5 0.9 82.9 76.7 95.4 96.1: 4.6 3.9
Old : 100.0: 11.6 18.5 0.9 82.9 76.7 95.4 96.1: 4.6 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 : 251: 31 53 14 96 104 139 159:
Old : 251: 31 53 14 96 104 139 159:
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 : 42.1 20.2 53.5 31.2 41.6 20.2 53.1 31.2
Old : 42.1 20.2 53.5 31.2 41.6 20.2 53.1 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 5, 2010