COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 405,104: 62,898 8,282 134,538 183,715 250,387 381,151 393,207: 23,954 11,897
Old : 305,302: 38,671 8,295 111,806 138,724 176,634 289,200 296,735: 16,102 8,567
Other: 99,802: 26,967 2,728 19,992 44,991 73,753 91,950 96,473: 7,852 3,329
: : :
: : Changes in Commitments from: February 1, 2011 :
: 7,880: -3,822 795 6,310 6,766 2,625 9,254 9,731: -1,374 -1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 2.0 33.2 45.4 61.8 94.1 97.1: 5.9 2.9
Old : 100.0: 12.7 2.7 36.6 45.4 57.9 94.7 97.2: 5.3 2.8
Other: 100.0: 27.0 2.7 20.0 45.1 73.9 92.1 96.7: 7.9 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 137 41 93 64 74 228 184:
Old : 249: 114 53 84 61 68 208 175:
Other: 159: 67 21 35 47 53 131 95:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 22.6 32.1 36.7 8.7 10.2 12.2 15.9
Old : 23.3 21.1 33.7 33.2 9.2 10.8 13.5 16.0
Other: 25.8 39.5 37.4 54.2 17.7 30.9 26.0 41.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 40,597: 16,126 741 5,744 14,535 33,205 36,405 39,689: 4,192 908
Old : 40,498: 16,144 767 5,686 14,492 33,140 36,323 39,593: 4,175 905
Other: 99: 31 23 8 43 65 82 96: 17 3
: : :
: : Changes in Commitments from: February 1, 2011 :
: 852: -270 -67 175 923 916 827 1,024: 25 -172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 1.8 14.1 35.8 81.8 89.7 97.8: 10.3 2.2
Old : 100.0: 39.9 1.9 14.0 35.8 81.8 89.7 97.8: 10.3 2.2
Other: 100.0: 31.6 23.1 7.9 43.3 66.0 82.9 97.0: 17.1 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 64 13 26 34 31 107 63:
Old : 121: 65 13 26 34 31 107 63:
Other: 11: 3 3 2 2 3 6 7:
:----------------------------------------------------------------------------------------------------
: 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 : 20.6 60.4 34.7 72.6 17.9 49.9 30.3 61.6
Old : 20.7 60.4 34.8 72.6 17.9 49.9 30.4 61.6
Other: 77.8 89.3 82.9 97.0 72.9 82.4 75.0 89.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 171,888: 45,481 19,722 22,905 89,072 122,868 157,457 165,495: 14,431 6,394
Old : 123,364: 47,945 16,870 11,880 50,175 88,721 110,000 117,471: 13,365 5,893
Other: 48,524: 3,668 8,984 4,893 38,897 34,147 47,458 48,023: 1,066 501
: : :
: : Changes in Commitments from: February 1, 2011 :
: -17,880: 446 1,469 -16,303 -1,880 -2,959 -17,737 -17,793: -143 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 11.5 13.3 51.8 71.5 91.6 96.3: 8.4 3.7
Old : 100.0: 38.9 13.7 9.6 40.7 71.9 89.2 95.2: 10.8 4.8
Other: 100.0: 7.6 18.5 10.1 80.2 70.4 97.8 99.0: 2.2 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 75 38 45 54 56 156 114:
Old : 179: 75 39 45 53 51 155 109:
Other: 64: 16 5 12 28 39 49 51:
:----------------------------------------------------------------------------------------------------
: 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 : 29.7 40.6 40.3 54.1 17.4 21.5 24.2 32.0
Old : 21.2 40.2 32.1 53.3 19.0 34.3 28.6 46.3
Other: 56.7 57.3 74.8 74.8 37.1 36.3 48.6 47.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 1,056,996: 168,274 5,103 328,463 474,847 668,148 971,585 1,001,714: 85,411 55,282
Old : 1,056,996: 168,274 5,103 328,463 474,847 668,148 971,585 1,001,714: 85,411 55,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -12,156: -9,715 -405 -13,046 18,663 986 -4,099 -12,466: -8,058 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.5 31.1 44.9 63.2 91.9 94.8: 8.1 5.2
Old : 100.0: 15.9 0.5 31.1 44.9 63.2 91.9 94.8: 8.1 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 : 223: 74 47 91 84 95 201 191:
Old : 223: 74 47 91 84 95 201 191:
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 : 12.0 16.5 20.7 26.2 9.2 11.8 14.0 17.9
Old : 12.0 16.5 20.7 26.2 9.2 11.8 14.0 17.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 OPTS ON FUT SPRDS - ICE FUTURES U.S. Code-080736
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 17,139: 212 7,649 2,145 13,317 5,200 15,674 14,993: 1,465 2,146
Old : 17,139: 212 7,649 2,145 13,317 5,200 15,674 14,993: 1,465 2,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -2,478: 116 -898 -743 -1,763 -945 -2,389 -2,585: -89 107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 44.6 12.5 77.7 30.3 91.5 87.5: 8.5 12.5
Old : 100.0: 1.2 44.6 12.5 77.7 30.3 91.5 87.5: 8.5 12.5
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 : 22: 2 8 8 10 8 19 17:
Old : 22: 2 8 8 10 8 19 17:
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 : 70.3 51.5 81.6 69.5 59.0 42.9 62.6 54.2
Old : 70.3 51.5 81.6 69.5 59.0 42.9 62.6 54.2
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, February 8, 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 : 227,003: 43,212 5,736 69,472 102,816 144,397 215,500 219,605: 11,503 7,398
Old : 210,414: 42,942 6,334 65,737 90,905 131,457 199,583 203,528: 10,831 6,886
Other: 16,589: 1,802 933 2,204 11,911 12,940 15,917 16,077: 672 512
: : :
: : Changes in Commitments from: February 1, 2011 :
: 6,673: -2,104 -161 883 5,067 3,307 3,845 4,028: 2,827 2,645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 2.5 30.6 45.3 63.6 94.9 96.7: 5.1 3.3
Old : 100.0: 20.4 3.0 31.2 43.2 62.5 94.9 96.7: 5.1 3.3
Other: 100.0: 10.9 5.6 13.3 71.8 78.0 96.0 96.9: 4.0 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 156 51 104 121 139 316 260:
Old : 359: 152 51 100 115 139 304 258:
Other: 124: 24 16 18 56 51 90 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 : 20.6 21.1 30.4 31.7 8.8 8.9 14.7 13.7
Old : 19.8 21.8 29.4 32.0 9.3 8.8 15.9 14.1
Other: 50.2 43.0 63.2 60.2 46.5 41.1 53.5 52.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 8, 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 : 44,385: 27,141 34,428 902 10,654 4,724 38,698 40,054: 5,687 4,331
Old : 44,385: 27,141 34,428 902 10,654 4,724 38,698 40,054: 5,687 4,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: 1,415: 906 4,676 -7 995 -2,824 1,894 1,846: -478 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 77.6 2.0 24.0 10.6 87.2 90.2: 12.8 9.8
Old : 100.0: 61.1 77.6 2.0 24.0 10.6 87.2 90.2: 12.8 9.8
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 : 112: 43 43 8 15 13 59 64:
Old : 112: 43 43 8 15 13 59 64:
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 : 59.2 52.4 67.3 63.7 58.7 52.4 66.1 63.7
Old : 59.2 52.4 67.3 63.7 58.7 52.4 66.1 63.7
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, February 8, 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 : 333,137: 25,493 49,438 4,663 282,655 262,109 312,812 316,209: 20,325 16,928
Old : 333,137: 25,493 49,438 4,663 282,655 262,109 312,812 316,209: 20,325 16,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 1, 2011 :
: -3,974: -1,360 -1,035 -1,461 -1,448 -2,197 -4,269 -4,693: 295 719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 14.8 1.4 84.8 78.7 93.9 94.9: 6.1 5.1
Old : 100.0: 7.7 14.8 1.4 84.8 78.7 93.9 94.9: 6.1 5.1
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 : 250: 31 45 18 98 107 141 158:
Old : 250: 31 45 18 98 107 141 158:
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 : 40.4 19.2 52.4 30.1 35.3 17.1 46.9 26.8
Old : 40.4 19.2 52.4 30.1 35.3 17.1 46.9 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 11, 2011