COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 262,904: 42,351 16,237 80,440 127,139 149,923 249,930 246,600: 12,974 16,305
Old : 256,286: 40,897 16,533 79,569 123,719 144,277 244,185 240,379: 12,101 15,906
Other: 6,618: 2,037 287 288 3,421 5,646 5,745 6,220: 873 398
: : :
: : Changes in Commitments from: October 25, 2011 :
: 274: 507 -3,773 -2,736 1,812 8,073 -417 1,564: 691 -1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 6.2 30.6 48.4 57.0 95.1 93.8: 4.9 6.2
Old : 100.0: 16.0 6.5 31.0 48.3 56.3 95.3 93.8: 4.7 6.2
Other: 100.0: 30.8 4.3 4.3 51.7 85.3 86.8 94.0: 13.2 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 111 52 93 65 76 207 194:
Old : 251: 112 51 91 64 75 205 192:
Other: 74: 20 9 12 23 35 48 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 : 19.8 20.0 31.3 31.6 10.8 6.9 15.6 12.1
Old : 19.8 20.3 31.4 31.4 10.9 7.0 15.8 12.5
Other: 38.3 55.4 58.3 69.6 35.2 51.7 52.4 62.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 34,801: 12,963 596 6,325 12,012 26,829 31,299 33,750: 3,502 1,051
Old : 34,795: 12,963 596 6,325 12,012 26,823 31,299 33,744: 3,496 1,051
Other: 6: 0 0 0 0 6 0 6: 6 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 932: 1,612 238 -56 -1,020 416 536 598: 395 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 1.7 18.2 34.5 77.1 89.9 97.0: 10.1 3.0
Old : 100.0: 37.3 1.7 18.2 34.5 77.1 90.0 97.0: 10.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 100.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 41 18 16 26 23 81 43:
Old : 94: 41 18 16 26 23 81 43:
Other: 1: 0 0 0 0 1 0 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 : 21.6 63.1 31.7 74.6 19.1 58.2 27.8 65.0
Old : 21.6 63.1 31.7 74.6 19.1 58.2 27.8 65.0
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 247,989: 29,870 37,211 67,171 141,074 134,054 238,115 238,436: 9,874 9,553
Old : 230,712: 28,942 42,151 61,865 130,475 117,277 221,282 221,293: 9,430 9,419
Other: 17,277: 5,869 1 365 10,599 16,777 16,833 17,143: 444 134
: : :
: : Changes in Commitments from: October 25, 2011 :
: 3,299: -1,053 -6,880 3,591 1,107 8,477 3,645 5,188: -346 -1,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 15.0 27.1 56.9 54.1 96.0 96.1: 4.0 3.9
Old : 100.0: 12.5 18.3 26.8 56.6 50.8 95.9 95.9: 4.1 4.1
Other: 100.0: 34.0 0.0 2.1 61.3 97.1 97.4 99.2: 2.6 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 187: 55 60 51 54 56 132 149:
Old : 187: 53 62 50 53 55 130 148:
Other: 43: 10 1 3 24 18 35 21:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 25.4 44.1 41.1 16.8 13.2 23.8 18.9
Old : 27.5 25.9 45.1 39.7 17.2 14.2 26.2 20.9
Other: 54.9 75.1 74.6 91.1 42.5 72.8 58.5 77.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 694,589: 149,073 24,734 165,279 311,494 439,847 625,846 629,860: 68,744 64,730
Old : 694,589: 149,073 24,734 165,279 311,494 439,847 625,846 629,860: 68,744 64,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -11,136: -5,207 4,017 -564 -2,064 -13,488 -7,836 -10,035: -3,300 -1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 3.6 23.8 44.8 63.3 90.1 90.7: 9.9 9.3
Old : 100.0: 21.5 3.6 23.8 44.8 63.3 90.1 90.7: 9.9 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 : 228: 75 55 84 82 90 204 183:
Old : 228: 75 55 84 82 90 204 183:
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 : 14.0 15.2 23.4 24.5 12.4 13.2 19.7 20.0
Old : 14.0 15.2 23.4 24.5 12.4 13.2 19.7 20.0
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, November 1, 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 : 189,177: 19,467 16,512 67,740 95,067 97,677 182,274 181,929: 6,903 7,248
Old : 184,393: 19,284 16,149 66,480 92,077 94,688 177,842 177,317: 6,551 7,076
Other: 4,784: 490 670 953 2,989 2,989 4,432 4,612: 352 172
: : :
: : Changes in Commitments from: October 25, 2011 :
: 276: -2,469 1,653 619 1,404 -3,112 -446 -841: 721 1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 8.7 35.8 50.3 51.6 96.4 96.2: 3.6 3.8
Old : 100.0: 10.5 8.8 36.1 49.9 51.4 96.4 96.2: 3.6 3.8
Other: 100.0: 10.2 14.0 19.9 62.5 62.5 92.6 96.4: 7.4 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 100 84 125 116 117 273 277:
Old : 325: 101 85 125 115 117 272 277:
Other: 74: 12 10 14 39 26 57 45:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 19.1 28.3 30.1 9.4 7.2 16.0 11.4
Old : 17.8 19.3 28.5 30.5 9.5 7.6 16.3 11.6
Other: 34.7 50.9 54.6 69.8 32.6 50.1 46.4 60.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 1, 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 : 64,324: 37,840 13,956 1,040 17,995 44,794 56,876 59,790: 7,449 4,534
Old : 64,324: 37,840 13,956 1,040 17,995 44,794 56,876 59,790: 7,449 4,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -163: -5,707 2,571 212 7,339 -4,758 1,845 -1,975: -2,008 1,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 21.7 1.6 28.0 69.6 88.4 93.0: 11.6 7.0
Old : 100.0: 58.8 21.7 1.6 28.0 69.6 88.4 93.0: 11.6 7.0
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 : 94: 45 24 9 13 14 62 45:
Old : 94: 45 24 9 13 14 62 45:
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 : 61.3 77.9 71.4 82.8 61.2 77.1 70.6 82.0
Old : 61.3 77.9 71.4 82.8 61.2 77.1 70.6 82.0
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 1, 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 : 458,025: 8,772 65,609 3,738 425,659 368,567 438,169 437,914: 19,857 20,112
Old : 458,025: 8,772 65,609 3,738 425,659 368,567 438,169 437,914: 19,857 20,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -3,403: 982 -2,049 -887 -6,714 -863 -6,619 -3,799: 3,216 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 14.3 0.8 92.9 80.5 95.7 95.6: 4.3 4.4
Old : 100.0: 1.9 14.3 0.8 92.9 80.5 95.7 95.6: 4.3 4.4
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 : 238: 20 44 14 106 105 136 153:
Old : 238: 20 44 14 106 105 136 153:
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 : 38.8 23.5 55.1 35.4 38.8 22.4 51.5 32.0
Old : 38.8 23.5 55.1 35.4 38.8 22.4 51.5 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2011