COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 333,790: 55,536 4,783 90,821 166,869 226,846 313,226 322,450: 20,564 11,339
Old : 280,851: 43,841 5,489 80,341 139,668 185,889 263,850 271,719: 17,001 9,132
Other: 52,938: 12,992 591 9,183 27,201 40,957 49,376 50,731: 3,562 2,207
: : :
: : Changes in Commitments from: November 23, 2010 :
: 6,585: 1,937 -576 4,435 -57 2,833 6,315 6,692: 270 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 1.4 27.2 50.0 68.0 93.8 96.6: 6.2 3.4
Old : 100.0: 15.6 2.0 28.6 49.7 66.2 93.9 96.7: 6.1 3.3
Other: 100.0: 24.5 1.1 17.3 51.4 77.4 93.3 95.8: 6.7 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 119 29 68 67 70 211 147:
Old : 226: 110 34 67 65 67 204 144:
Other: 108: 33 17 23 41 44 87 71:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 28.7 33.9 42.1 9.5 12.0 14.0 18.3
Old : 24.7 28.0 35.8 40.8 10.9 14.1 16.0 21.1
Other: 33.2 43.9 44.8 57.2 22.8 31.9 29.5 41.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 36,684: 14,482 875 5,965 12,854 29,163 33,301 36,003: 3,382 681
Old : 36,661: 14,482 875 5,965 12,848 29,142 33,295 35,982: 3,365 679
Other: 23: 0 0 0 6 21 6 21: 17 2
: : :
: : Changes in Commitments from: November 23, 2010 :
: -458: -726 438 -45 502 -940 -269 -546: -189 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 2.4 16.3 35.0 79.5 90.8 98.1: 9.2 1.9
Old : 100.0: 39.5 2.4 16.3 35.0 79.5 90.8 98.1: 9.2 1.9
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: 51 17 21 31 30 93 58:
Old : 107: 51 17 21 31 30 93 58:
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 : 23.2 58.5 36.9 71.5 22.4 50.7 34.4 62.5
Old : 23.2 58.5 36.9 71.5 22.5 50.7 34.4 62.5
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 30, 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 : 139,335: 34,641 35,182 16,797 78,408 80,157 129,846 132,136: 9,489 7,199
Old : 113,352: 32,595 40,186 10,031 61,678 56,192 104,305 106,410: 9,047 6,942
Other: 25,983: 7,087 37 1,724 16,730 23,964 25,541 25,726: 442 257
: : :
: : Changes in Commitments from: November 23, 2010 :
: 1,955: 44 451 493 976 1,121 1,512 2,065: 442 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 25.2 12.1 56.3 57.5 93.2 94.8: 6.8 5.2
Old : 100.0: 28.8 35.5 8.8 54.4 49.6 92.0 93.9: 8.0 6.1
Other: 100.0: 27.3 0.1 6.6 64.4 92.2 98.3 99.0: 1.7 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 52 49 37 54 54 126 122:
Old : 166: 51 51 37 52 51 124 119:
Other: 51: 10 4 8 24 31 37 40:
:----------------------------------------------------------------------------------------------------
: 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 : 27.6 30.3 39.7 46.4 21.8 24.0 30.0 33.0
Old : 23.6 26.7 34.9 42.5 22.3 22.6 32.0 33.5
Other: 58.3 65.3 77.7 79.0 47.9 53.0 60.3 61.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 936,194: 154,649 13,790 301,153 409,491 572,263 865,294 887,207: 70,900 48,988
Old : 936,194: 154,649 13,790 301,153 409,491 572,263 865,294 887,207: 70,900 48,988
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -6,474: 1,356 -1,831 -1,514 -323 -54 -480 -3,398: -5,994 -3,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 1.5 32.2 43.7 61.1 92.4 94.8: 7.6 5.2
Old : 100.0: 16.5 1.5 32.2 43.7 61.1 92.4 94.8: 7.6 5.2
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 : 210: 77 38 83 80 86 191 174:
Old : 210: 77 38 83 80 86 191 174:
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 : 11.7 16.6 20.3 27.6 8.5 12.6 14.0 20.3
Old : 11.7 16.6 20.3 27.6 8.5 12.6 14.0 20.3
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 30, 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 : 175,803: 40,337 6,986 44,520 83,507 118,730 168,365 170,236: 7,438 5,567
Old : 168,373: 40,338 7,750 43,240 77,567 111,928 161,144 162,917: 7,228 5,455
Other: 7,431: 982 218 299 5,940 6,802 7,221 7,318: 210 112
: : :
: : Changes in Commitments from: November 23, 2010 :
: -4,995: -1,892 -54 -1,088 -1,692 -3,534 -4,673 -4,677: -323 -319
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 4.0 25.3 47.5 67.5 95.8 96.8: 4.2 3.2
Old : 100.0: 24.0 4.6 25.7 46.1 66.5 95.7 96.8: 4.3 3.2
Other: 100.0: 13.2 2.9 4.0 79.9 91.5 97.2 98.5: 2.8 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 132 64 88 113 133 289 245:
Old : 350: 134 62 87 111 132 286 244:
Other: 68: 10 9 9 23 36 39 48:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 19.2 32.7 29.5 14.3 10.8 21.7 18.1
Old : 18.7 20.0 31.3 30.2 14.9 11.4 23.2 18.9
Other: 77.6 77.5 85.7 85.9 76.7 77.4 84.3 83.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 30, 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 : 35,522: 19,672 9,390 2,144 8,381 20,933 30,197 32,467: 5,325 3,055
Old : 35,522: 19,672 9,390 2,144 8,381 20,933 30,197 32,467: 5,325 3,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: 852: -2,535 -802 699 2,473 1,066 637 963: 216 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 26.4 6.0 23.6 58.9 85.0 91.4: 15.0 8.6
Old : 100.0: 55.4 26.4 6.0 23.6 58.9 85.0 91.4: 15.0 8.6
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 : 69: 33 17 7 12 10 48 32:
Old : 69: 33 17 7 12 10 48 32:
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 : 51.0 69.9 62.8 78.0 49.4 69.9 58.9 76.7
Old : 51.0 69.9 62.8 78.0 49.4 69.9 58.9 76.7
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 30, 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 : 401,807: 38,796 65,300 3,386 341,837 319,536 384,018 388,222: 17,789 13,585
Old : 401,807: 38,796 65,300 3,386 341,837 319,536 384,018 388,222: 17,789 13,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 23, 2010 :
: -4,725: 2,519 -8,294 -1,915 -2,447 7,420 -1,844 -2,789: -2,881 -1,936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 16.3 0.8 85.1 79.5 95.6 96.6: 4.4 3.4
Old : 100.0: 9.7 16.3 0.8 85.1 79.5 95.6 96.6: 4.4 3.4
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 : 256: 35 47 16 104 105 151 156:
Old : 256: 35 47 16 104 105 151 156:
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 : 41.8 19.4 53.5 30.4 41.1 19.4 52.8 30.4
Old : 41.8 19.4 53.5 30.4 41.1 19.4 52.8 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 3, 2010