COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 367,637: 57,764 6,875 108,894 179,599 240,137 346,257 355,906: 21,380 11,731
Old : 293,697: 40,639 5,746 94,737 141,925 184,408 277,300 284,891: 16,397 8,806
Other: 73,940: 18,807 2,811 12,475 37,674 55,729 68,956 71,015: 4,983 2,925
: : :
: : Changes in Commitments from: December 28, 2010 :
: 5,722: -457 -698 244 5,211 5,349 4,997 4,895: 725 827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 1.9 29.6 48.9 65.3 94.2 96.8: 5.8 3.2
Old : 100.0: 13.8 2.0 32.3 48.3 62.8 94.4 97.0: 5.6 3.0
Other: 100.0: 25.4 3.8 16.9 51.0 75.4 93.3 96.0: 6.7 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 129 29 81 62 68 211 159:
Old : 228: 117 34 75 59 65 198 153:
Other: 118: 48 12 27 39 44 92 78:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 26.8 34.2 40.0 8.9 11.2 12.8 16.9
Old : 24.5 25.8 35.4 37.4 11.3 14.7 16.5 20.5
Other: 34.7 43.9 47.1 57.3 26.7 32.6 34.0 42.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,614: 15,812 597 5,312 15,147 33,891 36,272 39,800: 4,342 814
Old : 40,553: 15,805 626 5,282 15,141 33,833 36,228 39,741: 4,325 812
Other: 60: 37 0 0 6 58 43 58: 17 2
: : :
: : Changes in Commitments from: December 28, 2010 :
: 3,565: 1,041 185 368 2,052 3,084 3,460 3,637: 104 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 1.5 13.1 37.3 83.4 89.3 98.0: 10.7 2.0
Old : 100.0: 39.0 1.5 13.0 37.3 83.4 89.3 98.0: 10.7 2.0
Other: 100.0: 61.8 0.0 0.0 10.0 96.7 71.8 96.7: 28.2 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 63 15 26 30 27 103 58:
Old : 115: 63 15 26 30 27 103 58:
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 : 25.8 61.6 39.2 73.3 19.5 48.7 31.0 60.1
Old : 25.8 61.7 39.3 73.3 19.5 48.7 31.0 60.1
Other: 71.8 96.7 71.8 96.7 71.8 96.7 71.8 96.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 155,402: 43,870 27,491 20,353 80,856 101,484 145,079 149,328: 10,323 6,074
Old : 124,031: 38,745 30,625 15,040 60,517 72,560 114,302 118,225: 9,728 5,805
Other: 31,372: 8,331 71 2,107 20,339 28,924 30,777 31,103: 595 269
: : :
: : Changes in Commitments from: December 28, 2010 :
: 3,850: 2,304 984 -138 1,895 2,271 4,061 3,117: -211 733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 17.7 13.1 52.0 65.3 93.4 96.1: 6.6 3.9
Old : 100.0: 31.2 24.7 12.1 48.8 58.5 92.2 95.3: 7.8 4.7
Other: 100.0: 26.6 0.2 6.7 64.8 92.2 98.1 99.1: 1.9 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 59 50 47 52 53 138 128:
Old : 176: 59 51 47 51 47 137 122:
Other: 54: 11 5 11 26 34 42 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 : 27.3 32.3 37.9 47.7 19.3 24.0 27.2 33.8
Old : 22.7 31.1 32.8 45.6 18.3 23.5 27.4 33.8
Other: 50.9 60.1 70.0 76.4 41.2 45.0 53.0 57.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,015,284: 166,516 4,990 334,356 428,128 619,190 929,000 958,536: 86,283 56,748
Old : 1,015,284: 166,516 4,990 334,356 428,128 619,190 929,000 958,536: 86,283 56,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: -20,500: -5,428 -990 -8,096 2,628 -8,778 -10,896 -17,864: -9,604 -2,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 0.5 32.9 42.2 61.0 91.5 94.4: 8.5 5.6
Old : 100.0: 16.4 0.5 32.9 42.2 61.0 91.5 94.4: 8.5 5.6
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 : 213: 67 44 82 84 91 193 179:
Old : 213: 67 44 82 84 91 193 179:
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 : 11.1 16.6 19.5 26.7 8.0 11.9 13.4 19.0
Old : 11.1 16.6 19.5 26.7 8.0 11.9 13.4 19.0
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 205,615: 44,643 5,109 59,984 91,205 133,627 195,831 198,720: 9,784 6,895
Old : 196,665: 44,701 6,174 58,028 84,568 125,724 187,297 189,926: 9,367 6,739
Other: 8,950: 1,373 367 524 6,637 7,902 8,534 8,794: 416 157
: : :
: : Changes in Commitments from: December 28, 2010 :
: -697: -129 203 -818 -380 -1,094 -1,328 -1,709: 631 1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 2.5 29.2 44.4 65.0 95.2 96.6: 4.8 3.4
Old : 100.0: 22.7 3.1 29.5 43.0 63.9 95.2 96.6: 4.8 3.4
Other: 100.0: 15.3 4.1 5.9 74.2 88.3 95.4 98.3: 4.6 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 146 57 93 122 132 312 243:
Old : 361: 145 58 93 120 131 310 242:
Other: 88: 19 6 11 34 43 57 56:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 19.7 30.2 30.2 12.6 9.6 19.3 16.1
Old : 18.4 20.5 29.1 30.9 13.1 10.2 20.5 16.9
Other: 66.7 68.6 75.1 79.2 64.9 68.4 73.3 77.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 28,106: 18,598 19,870 901 4,439 4,709 23,939 25,481: 4,167 2,625
Old : 28,106: 18,598 19,870 901 4,439 4,709 23,939 25,481: 4,167 2,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 1,312: 2,564 8,455 135 -922 -7,645 1,777 946: -465 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 70.7 3.2 15.8 16.8 85.2 90.7: 14.8 9.3
Old : 100.0: 66.2 70.7 3.2 15.8 16.8 85.2 90.7: 14.8 9.3
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 : 86: 26 38 9 11 13 42 56:
Old : 86: 26 38 9 11 13 42 56:
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 : 64.9 48.4 70.7 65.6 61.9 48.4 66.9 64.7
Old : 64.9 48.4 70.7 65.6 61.9 48.4 66.9 64.7
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, January 4, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 318,405: 23,925 44,332 5,617 269,712 253,508 299,254 303,457: 19,151 14,948
Old : 318,405: 23,925 44,332 5,617 269,712 253,508 299,254 303,457: 19,151 14,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 28, 2010 :
: 6,221: 679 -1,322 1,168 4,402 5,682 6,250 5,528: -28 693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 13.9 1.8 84.7 79.6 94.0 95.3: 6.0 4.7
Old : 100.0: 7.5 13.9 1.8 84.7 79.6 94.0 95.3: 6.0 4.7
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 : 234: 30 40 11 95 96 133 139:
Old : 234: 30 40 11 95 96 133 139:
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 : 36.1 19.7 49.0 32.4 32.5 18.8 44.0 30.1
Old : 36.1 19.7 49.0 32.4 32.5 18.8 44.0 30.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2011