COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 259,549: 42,759 19,038 66,842 131,240 150,029 240,841 235,909: 18,708 23,640
Old : 251,755: 41,453 19,430 65,816 126,610 143,325 233,878 228,570: 17,878 23,185
Other: 7,794: 1,995 297 337 4,631 6,704 6,963 7,339: 831 455
: : :
: : Changes in Commitments from: November 1, 2011 :
: -3,355: 408 2,802 -13,599 4,101 106 -9,089 -10,690: 5,735 7,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 7.3 25.8 50.6 57.8 92.8 90.9: 7.2 9.1
Old : 100.0: 16.5 7.7 26.1 50.3 56.9 92.9 90.8: 7.1 9.2
Other: 100.0: 25.6 3.8 4.3 59.4 86.0 89.3 94.2: 10.7 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 108 61 89 67 76 204 201:
Old : 256: 110 59 87 66 74 202 198:
Other: 75: 21 8 11 23 37 47 53:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 19.3 31.5 31.6 11.6 7.5 17.5 13.0
Old : 19.3 19.7 31.6 31.3 11.8 8.0 17.8 13.6
Other: 43.2 58.4 61.3 71.6 41.1 55.4 57.1 65.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 35,260: 13,411 561 5,455 12,045 27,286 30,911 33,301: 4,349 1,959
Old : 35,254: 13,411 561 5,455 12,045 27,280 30,911 33,295: 4,343 1,959
Other: 6: 0 0 0 0 6 0 6: 6 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: 459: 449 -35 -870 33 457 -389 -449: 847 907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 1.6 15.5 34.2 77.4 87.7 94.4: 12.3 5.6
Old : 100.0: 38.0 1.6 15.5 34.2 77.4 87.7 94.4: 12.3 5.6
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: 44 15 12 26 22 79 40:
Old : 94: 44 15 12 26 22 79 40:
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 : 22.0 62.8 32.9 74.6 17.9 56.7 26.4 63.3
Old : 22.0 62.8 32.9 74.5 17.9 56.7 26.4 63.3
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 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 : 198,952: 31,893 33,698 37,933 118,830 115,775 188,656 187,406: 10,296 11,546
Old : 180,492: 30,234 38,074 33,235 107,104 97,968 170,573 169,277: 9,919 11,214
Other: 18,461: 6,036 0 322 11,726 17,806 18,084 18,129: 377 332
: : :
: : Changes in Commitments from: November 1, 2011 :
: -49,037: 2,022 -3,513 -29,238 -22,244 -18,279 -49,459 -51,030: 422 1,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 16.9 19.1 59.7 58.2 94.8 94.2: 5.2 5.8
Old : 100.0: 16.8 21.1 18.4 59.3 54.3 94.5 93.8: 5.5 6.2
Other: 100.0: 32.7 0.0 1.7 63.5 96.5 98.0 98.2: 2.0 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 40 70 42 56 54 125 140:
Old : 181: 39 71 41 55 53 123 139:
Other: 41: 7 1 3 25 19 33 22:
:----------------------------------------------------------------------------------------------------
: 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 : 27.9 27.7 44.7 43.3 20.8 17.3 29.7 24.9
Old : 28.0 26.7 45.6 40.5 21.4 18.6 32.8 27.3
Other: 53.3 75.4 72.4 90.8 43.7 75.4 59.6 80.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 682,842: 141,144 26,828 150,993 314,251 432,444 606,388 610,265: 76,453 72,577
Old : 682,842: 141,144 26,828 150,993 314,251 432,444 606,388 610,265: 76,453 72,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -11,748: -7,929 2,094 -14,285 2,757 -7,403 -19,458 -19,595: 7,710 7,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 3.9 22.1 46.0 63.3 88.8 89.4: 11.2 10.6
Old : 100.0: 20.7 3.9 22.1 46.0 63.3 88.8 89.4: 11.2 10.6
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 : 226: 82 46 83 84 87 204 179:
Old : 226: 82 46 83 84 87 204 179:
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 : 14.2 15.3 23.7 24.9 12.7 12.8 20.4 20.2
Old : 14.2 15.3 23.7 24.9 12.7 12.8 20.4 20.2
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, November 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 : 177,744: 19,534 16,728 55,295 91,778 92,227 166,607 164,250: 11,137 13,495
Old : 173,050: 19,340 16,581 53,943 89,329 89,249 162,612 159,774: 10,438 13,276
Other: 4,694: 622 574 924 2,450 2,977 3,996 4,475: 698 218
: : :
: : Changes in Commitments from: November 1, 2011 :
: -11,433: 67 216 -12,445 -3,289 -5,451 -15,667 -17,679: 4,234 6,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 9.4 31.1 51.6 51.9 93.7 92.4: 6.3 7.6
Old : 100.0: 11.2 9.6 31.2 51.6 51.6 94.0 92.3: 6.0 7.7
Other: 100.0: 13.3 12.2 19.7 52.2 63.4 85.1 95.3: 14.9 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 85 82 112 110 113 250 259:
Old : 300: 85 84 112 109 112 249 258:
Other: 74: 12 9 12 39 25 58 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 : 17.3 18.1 28.5 29.2 9.8 6.6 16.7 11.1
Old : 17.4 18.4 28.7 29.6 9.8 6.9 16.9 11.3
Other: 30.0 52.9 48.7 71.9 27.0 52.2 36.7 58.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 60,328: 35,366 13,278 768 18,089 43,520 54,223 57,566: 6,105 2,762
Old : 60,328: 35,366 13,278 768 18,089 43,520 54,223 57,566: 6,105 2,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -3,997: -2,474 -678 -272 94 -1,274 -2,653 -2,224: -1,344 -1,772
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 22.0 1.3 30.0 72.1 89.9 95.4: 10.1 4.6
Old : 100.0: 58.6 22.0 1.3 30.0 72.1 89.9 95.4: 10.1 4.6
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 : 98: 50 24 8 15 12 67 43:
Old : 98: 50 24 8 15 12 67 43:
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 : 63.0 79.8 72.1 87.6 62.9 78.9 71.5 86.7
Old : 63.0 79.8 72.1 87.6 62.9 78.9 71.5 86.7
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 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 : 447,552: 7,011 62,812 3,909 420,134 361,913 431,055 428,634: 16,497 18,918
Old : 447,552: 7,011 62,812 3,909 420,134 361,913 431,055 428,634: 16,497 18,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2011 :
: -10,473: -1,761 -2,797 172 -5,525 -6,654 -7,114 -9,280: -3,359 -1,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 14.0 0.9 93.9 80.9 96.3 95.8: 3.7 4.2
Old : 100.0: 1.6 14.0 0.9 93.9 80.9 96.3 95.8: 3.7 4.2
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 : 237: 18 45 14 106 107 135 155:
Old : 237: 18 45 14 106 107 135 155:
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 : 37.8 23.8 56.3 35.1 37.8 22.2 51.3 31.5
Old : 37.8 23.8 56.3 35.1 37.8 22.2 51.3 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2011