COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 365,971: 58,556 6,872 108,353 179,784 239,519 346,693 354,744: 19,278 11,227
Old : 302,593: 42,877 5,578 95,680 148,483 192,677 287,040 293,934: 15,554 8,659
Other: 63,378: 16,845 2,461 11,507 31,301 46,843 59,653 60,810: 3,725 2,568
: : :
: : Changes in Commitments from: December 7, 2010 :
: 15,263: 1,295 1,469 9,611 5,248 4,811 16,155 15,891: -892 -629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 1.9 29.6 49.1 65.4 94.7 96.9: 5.3 3.1
Old : 100.0: 14.2 1.8 31.6 49.1 63.7 94.9 97.1: 5.1 2.9
Other: 100.0: 26.6 3.9 18.2 49.4 73.9 94.1 95.9: 5.9 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 237: 126 31 78 64 66 212 156:
Old : 226: 113 33 74 62 63 200 150:
Other: 118: 44 17 26 42 42 95 76:
:----------------------------------------------------------------------------------------------------
: 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 : 22.9 28.0 33.2 41.0 8.8 12.0 13.0 18.0
Old : 24.4 27.3 35.1 39.3 10.1 13.3 14.9 19.2
Other: 32.2 42.8 44.6 56.8 24.6 32.7 31.5 42.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 42,018: 16,033 331 8,258 13,549 32,732 37,840 41,321: 4,178 697
Old : 41,961: 16,033 365 8,225 13,543 32,677 37,801 41,267: 4,161 695
Other: 56: 33 0 0 6 54 39 54: 17 2
: : :
: : Changes in Commitments from: December 7, 2010 :
: 1,312: -589 -52 966 799 647 1,176 1,560: 136 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 0.8 19.7 32.2 77.9 90.1 98.3: 9.9 1.7
Old : 100.0: 38.2 0.9 19.6 32.3 77.9 90.1 98.3: 9.9 1.7
Other: 100.0: 59.3 0.0 0.0 10.6 96.5 69.9 96.5: 30.1 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 58 13 25 32 32 102 59:
Old : 111: 58 13 25 32 32 102 59:
Other: 5: 2 0 0 1 2 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 55.6 35.2 68.0 19.4 46.2 29.5 57.3
Old : 23.0 55.6 35.2 67.9 19.4 46.2 29.6 57.3
Other: 69.9 96.5 69.9 96.5 69.9 96.5 69.9 96.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 146,877: 39,608 27,905 18,607 78,836 93,637 137,051 140,150: 9,827 6,727
Old : 118,473: 36,913 32,526 12,175 60,184 67,452 109,271 112,152: 9,202 6,321
Other: 28,404: 7,317 2 1,810 18,652 26,186 27,780 27,998: 625 407
: : :
: : Changes in Commitments from: December 7, 2010 :
: 391: -1,069 -2,804 -282 1,739 3,192 388 105: 3 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 19.0 12.7 53.7 63.8 93.3 95.4: 6.7 4.6
Old : 100.0: 31.2 27.5 10.3 50.8 56.9 92.2 94.7: 7.8 5.3
Other: 100.0: 25.8 0.0 6.4 65.7 92.2 97.8 98.6: 2.2 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 60 46 42 52 57 134 125:
Old : 172: 59 48 42 52 53 134 121:
Other: 49: 11 3 10 25 31 39 41:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 30.9 38.5 46.6 20.3 24.6 28.5 34.1
Old : 22.3 28.1 33.4 44.1 20.8 22.9 30.3 34.2
Other: 56.0 60.0 75.3 77.7 45.2 47.3 56.6 60.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 985,279: 155,619 11,126 323,124 421,143 596,372 899,886 930,622: 85,393 54,657
Old : 985,279: 155,619 11,126 323,124 421,143 596,372 899,886 930,622: 85,393 54,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 34,765: 1,155 -2,596 17,716 8,715 16,463 27,586 31,583: 7,180 3,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 1.1 32.8 42.7 60.5 91.3 94.5: 8.7 5.5
Old : 100.0: 15.8 1.1 32.8 42.7 60.5 91.3 94.5: 8.7 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 : 212: 83 31 81 83 87 195 172:
Old : 212: 83 31 81 83 87 195 172:
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 : 11.3 16.9 19.9 28.0 8.1 12.5 13.1 19.6
Old : 11.3 16.9 19.9 28.0 8.1 12.5 13.1 19.6
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, December 14, 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 : 185,357: 44,215 6,006 46,799 84,892 126,218 175,906 179,023: 9,451 6,335
Old : 177,560: 44,172 6,808 45,390 78,896 119,157 168,458 171,355: 9,102 6,205
Other: 7,798: 1,067 221 386 5,996 7,061 7,448 7,668: 349 130
: : :
: : Changes in Commitments from: December 7, 2010 :
: 4,857: 1,986 250 642 1,403 3,523 4,031 4,415: 825 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 3.2 25.2 45.8 68.1 94.9 96.6: 5.1 3.4
Old : 100.0: 24.9 3.8 25.6 44.4 67.1 94.9 96.5: 5.1 3.5
Other: 100.0: 13.7 2.8 4.9 76.9 90.5 95.5 98.3: 4.5 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 145 64 87 114 135 304 243:
Old : 365: 145 64 87 111 134 301 242:
Other: 73: 15 7 10 26 37 46 49:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 19.6 31.2 30.1 13.5 10.5 20.6 17.4
Old : 18.0 20.5 29.9 30.7 14.0 10.6 22.0 17.9
Other: 74.1 75.7 82.1 84.4 73.2 75.6 80.3 82.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 14, 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 : 25,567: 16,310 11,181 1,049 4,441 11,073 21,800 23,303: 3,766 2,264
Old : 25,567: 16,310 11,181 1,049 4,441 11,073 21,800 23,303: 3,766 2,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: -9,840: -3,695 593 -1,044 -3,147 -8,495 -7,886 -8,946: -1,954 -894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.8 43.7 4.1 17.4 43.3 85.3 91.1: 14.7 8.9
Old : 100.0: 63.8 43.7 4.1 17.4 43.3 85.3 91.1: 14.7 8.9
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 : 69: 25 27 9 11 7 41 39:
Old : 69: 25 27 9 11 7 41 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 : 63.4 57.9 69.9 69.2 60.6 57.9 65.3 67.5
Old : 63.4 57.9 69.9 69.2 60.6 57.9 65.3 67.5
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, December 14, 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 : 422,321: 34,845 48,100 11,870 354,852 345,820 401,567 405,790: 20,754 16,531
Old : 422,321: 34,845 48,100 11,870 354,852 345,820 401,567 405,790: 20,754 16,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 7, 2010 :
: 15,884: -4,403 -10,984 7,537 10,170 19,038 13,305 15,592: 2,579 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 11.4 2.8 84.0 81.9 95.1 96.1: 4.9 3.9
Old : 100.0: 8.3 11.4 2.8 84.0 81.9 95.1 96.1: 4.9 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 : 249: 33 44 19 106 110 152 160:
Old : 249: 33 44 19 106 110 152 160:
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 : 37.9 16.1 49.5 27.6 35.2 16.1 46.4 26.7
Old : 37.9 16.1 49.5 27.6 35.2 16.1 46.4 26.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 17, 2010