COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 327,205: 53,599 5,359 86,386 166,925 224,013 306,911 315,758: 20,294 11,446
Old : 278,718: 43,335 5,987 77,009 141,212 186,048 261,556 269,044: 17,162 9,674
Other: 48,487: 11,625 733 8,016 25,714 37,965 45,355 46,714: 3,132 1,773
: : :
: : Changes in Commitments from: November 16, 2010 :
: -3,801: -3,060 -838 4,290 -4,712 -6,609 -3,482 -3,156: -319 -645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 1.6 26.4 51.0 68.5 93.8 96.5: 6.2 3.5
Old : 100.0: 15.5 2.1 27.6 50.7 66.8 93.8 96.5: 6.2 3.5
Other: 100.0: 24.0 1.5 16.5 53.0 78.3 93.5 96.3: 6.5 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 117 35 68 67 73 212 151:
Old : 227: 107 38 67 66 71 203 149:
Other: 110: 28 24 23 37 45 84 73:
:----------------------------------------------------------------------------------------------------
: 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 28.5 34.2 41.6 10.0 12.2 14.7 18.3
Old : 24.9 27.6 35.9 40.3 11.3 14.3 16.6 21.3
Other: 35.6 45.1 46.7 58.0 24.7 33.5 32.5 43.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 37,142: 15,208 436 6,010 12,352 30,103 33,570 36,549: 3,572 593
Old : 37,119: 15,208 436 6,010 12,346 30,082 33,564 36,528: 3,555 591
Other: 23: 0 0 0 6 21 6 21: 17 2
: : :
: : Changes in Commitments from: November 16, 2010 :
: 325: -195 -52 191 179 540 176 680: 149 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 1.2 16.2 33.3 81.0 90.4 98.4: 9.6 1.6
Old : 100.0: 41.0 1.2 16.2 33.3 81.0 90.4 98.4: 9.6 1.6
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 : 107: 55 12 22 30 30 94 56:
Old : 107: 55 12 22 30 30 94 56:
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 : 24.0 60.2 36.8 73.2 23.0 52.5 33.9 64.2
Old : 24.0 60.2 36.9 73.2 23.0 52.5 33.9 64.1
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 23, 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 : 137,381: 34,597 34,731 16,305 77,432 79,035 128,334 130,071: 9,047 7,310
Old : 112,047: 32,487 39,429 9,872 61,027 55,731 103,386 105,032: 8,661 7,015
Other: 25,334: 6,840 32 1,703 16,405 23,305 24,948 25,039: 386 295
: : :
: : Changes in Commitments from: November 16, 2010 :
: -2,625: 2,294 -5,302 477 -6,267 2,796 -3,496 -2,029: 871 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 25.3 11.9 56.4 57.5 93.4 94.7: 6.6 5.3
Old : 100.0: 29.0 35.2 8.8 54.5 49.7 92.3 93.7: 7.7 6.3
Other: 100.0: 27.0 0.1 6.7 64.8 92.0 98.5 98.8: 1.5 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 49 50 35 52 53 120 120:
Old : 162: 47 52 35 50 50 118 117:
Other: 49: 8 5 7 23 29 35 37:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 30.2 40.6 46.7 21.9 23.7 30.1 32.9
Old : 23.7 26.9 35.1 43.2 22.3 22.2 31.9 33.9
Other: 60.1 64.8 79.7 78.8 49.3 52.3 62.2 61.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 942,668: 153,293 15,621 302,668 409,813 572,317 865,774 890,605: 76,894 52,063
Old : 942,668: 153,293 15,621 302,668 409,813 572,317 865,774 890,605: 76,894 52,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 16,751: -3,341 347 17,363 7,096 2,852 21,118 20,562: -4,367 -3,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 1.7 32.1 43.5 60.7 91.8 94.5: 8.2 5.5
Old : 100.0: 16.3 1.7 32.1 43.5 60.7 91.8 94.5: 8.2 5.5
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 : 216: 81 38 83 82 87 195 177:
Old : 216: 81 38 83 82 87 195 177:
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 : 11.6 17.3 20.0 28.3 8.5 13.6 14.0 20.7
Old : 11.6 17.3 20.0 28.3 8.5 13.6 14.0 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, November 23, 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 : 180,798: 42,229 7,040 45,609 85,200 122,264 173,037 174,912: 7,761 5,886
Old : 173,499: 42,340 7,838 44,298 79,282 115,549 165,920 167,685: 7,579 5,814
Other: 7,299: 942 255 258 5,918 6,715 7,117 7,227: 182 72
: : :
: : Changes in Commitments from: November 16, 2010 :
: 546: 704 198 -595 -1,004 -530 -894 -927: 1,440 1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 3.9 25.2 47.1 67.6 95.7 96.7: 4.3 3.3
Old : 100.0: 24.4 4.5 25.5 45.7 66.6 95.6 96.6: 4.4 3.4
Other: 100.0: 12.9 3.5 3.5 81.1 92.0 97.5 99.0: 2.5 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 132 63 82 111 135 285 240:
Old : 350: 132 63 81 109 134 282 239:
Other: 66: 11 7 10 24 33 39 46:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 18.8 32.3 29.3 14.2 10.8 21.8 18.2
Old : 18.5 19.5 30.9 29.9 14.8 11.1 23.1 18.8
Other: 79.0 78.6 86.5 87.3 78.3 78.5 85.7 85.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 34,670: 22,207 10,193 1,445 5,909 19,867 29,560 31,505: 5,109 3,165
Old : 34,670: 22,207 10,193 1,445 5,909 19,867 29,560 31,505: 5,109 3,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 1,002: 813 -631 -23 212 1,835 1,002 1,181: -1 -179
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 29.4 4.2 17.0 57.3 85.3 90.9: 14.7 9.1
Old : 100.0: 64.1 29.4 4.2 17.0 57.3 85.3 90.9: 14.7 9.1
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 : 81: 39 23 8 13 9 54 39:
Old : 81: 39 23 8 13 9 54 39:
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 : 53.8 65.9 64.5 76.1 52.4 65.9 60.7 75.5
Old : 53.8 65.9 64.5 76.1 52.4 65.9 60.7 75.5
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 23, 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 : 406,532: 36,277 73,594 5,301 344,284 312,116 385,862 391,011: 20,670 15,521
Old : 406,532: 36,277 73,594 5,301 344,284 312,116 385,862 391,011: 20,670 15,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 16, 2010 :
: 4,742: 1,583 -6,531 1,797 -527 10,826 2,852 6,092: 1,890 -1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 18.1 1.3 84.7 76.8 94.9 96.2: 5.1 3.8
Old : 100.0: 8.9 18.1 1.3 84.7 76.8 94.9 96.2: 5.1 3.8
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 : 259: 30 53 16 105 105 148 161:
Old : 259: 30 53 16 105 105 148 161:
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 19.3 53.3 29.9 41.6 19.3 52.7 29.9
Old : 42.1 19.3 53.3 29.9 41.6 19.3 52.7 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2010