COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 205,607: 45,334 29,750 46,050 102,742 112,424 194,126 188,224: 11,480 17,382
Old : 195,358: 44,214 30,190 44,246 96,437 104,361 184,897 178,797: 10,460 16,561
Other: 10,249: 2,442 882 482 6,305 8,063 9,229 9,428: 1,020 821
: : :
: : Changes in Commitments from: December 13, 2011 :
: 1,235: -18 1,860 1,268 -1,843 71 -593 3,200: 1,828 -1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 14.5 22.4 50.0 54.7 94.4 91.5: 5.6 8.5
Old : 100.0: 22.6 15.5 22.6 49.4 53.4 94.6 91.5: 5.4 8.5
Other: 100.0: 23.8 8.6 4.7 61.5 78.7 90.0 92.0: 10.0 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 98 68 81 58 70 185 194:
Old : 247: 101 67 75 56 69 181 189:
Other: 80: 19 16 12 29 31 56 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 : 20.8 15.1 32.0 25.3 15.3 9.9 23.6 16.4
Old : 20.8 15.6 32.4 24.9 16.2 10.3 24.6 16.9
Other: 43.8 57.1 61.0 68.4 42.7 55.4 59.6 66.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 30,324: 11,392 1,384 3,245 12,310 24,339 26,947 28,967: 3,377 1,356
Old : 30,315: 11,392 1,384 3,245 12,307 24,330 26,944 28,958: 3,371 1,356
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -5,539: -1,108 -400 -3,221 -1,085 -1,760 -5,414 -5,381: -125 -158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 4.6 10.7 40.6 80.3 88.9 95.5: 11.1 4.5
Old : 100.0: 37.6 4.6 10.7 40.6 80.3 88.9 95.5: 11.1 4.5
Other: 100.0: 0.0 0.0 0.0 33.3 100.0 33.3 100.0: 66.7 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 35 18 18 30 24 78 48:
Old : 89: 35 18 18 30 24 78 48:
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 : 25.7 67.7 36.1 76.2 24.3 59.1 33.0 66.6
Old : 25.7 67.6 36.1 76.2 24.3 59.1 33.1 66.6
Other: 33.3 100.0 33.3 100.0 33.3 100.0 33.3 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 192,889: 29,181 40,937 39,760 114,158 100,946 183,100 181,643: 9,789 11,246
Old : 169,308: 28,939 46,999 32,471 98,821 78,848 160,231 158,318: 9,076 10,990
Other: 23,581: 6,718 414 813 15,337 22,098 22,868 23,325: 713 256
: : :
: : Changes in Commitments from: December 13, 2011 :
: 543: -1,658 -2,030 2,506 238 -781 1,085 -305: -542 848
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 21.2 20.6 59.2 52.3 94.9 94.2: 5.1 5.8
Old : 100.0: 17.1 27.8 19.2 58.4 46.6 94.6 93.5: 5.4 6.5
Other: 100.0: 28.5 1.8 3.4 65.0 93.7 97.0 98.9: 3.0 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 40 71 39 56 46 123 131:
Old : 180: 39 72 37 56 44 121 129:
Other: 52: 11 4 7 30 22 43 31:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 24.6 40.4 41.5 22.1 16.3 30.2 22.8
Old : 25.3 24.7 42.1 40.5 24.8 17.5 35.4 25.8
Other: 45.6 72.8 63.8 85.5 36.9 71.6 52.2 77.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 724,562: 115,102 60,103 167,910 377,902 416,151 660,913 644,164: 63,649 80,398
Old : 724,562: 115,102 60,103 167,910 377,902 416,151 660,913 644,164: 63,649 80,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -6,868: -6,633 -789 -9,725 8,796 4,243 -7,561 -6,270: 694 -597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 8.3 23.2 52.2 57.4 91.2 88.9: 8.8 11.1
Old : 100.0: 15.9 8.3 23.2 52.2 57.4 91.2 88.9: 8.8 11.1
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 : 224: 73 51 87 84 89 196 191:
Old : 224: 73 51 87 84 89 196 191:
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 : 12.8 12.5 22.4 20.4 11.4 10.0 19.0 15.8
Old : 12.8 12.5 22.4 20.4 11.4 10.0 19.0 15.8
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, December 20, 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 : 142,015: 21,356 21,259 41,601 73,352 70,788 136,309 133,648: 5,706 8,367
Old : 131,884: 21,073 21,174 39,501 65,919 62,987 126,493 123,662: 5,392 8,222
Other: 10,131: 769 571 1,614 7,433 7,801 9,816 9,986: 314 144
: : :
: : Changes in Commitments from: December 13, 2011 :
: 1,779: -1,366 871 1,891 1,928 -1,309 2,453 1,453: -673 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 15.0 29.3 51.7 49.8 96.0 94.1: 4.0 5.9
Old : 100.0: 16.0 16.1 30.0 50.0 47.8 95.9 93.8: 4.1 6.2
Other: 100.0: 7.6 5.6 15.9 73.4 77.0 96.9 98.6: 3.1 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 76 102 104 126 117 258 274:
Old : 321: 75 104 103 124 115 254 272:
Other: 101: 20 13 14 49 36 75 57:
:----------------------------------------------------------------------------------------------------
: 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 : 12.7 13.9 24.1 22.3 11.5 8.5 19.8 13.8
Old : 13.1 13.7 24.9 22.1 12.1 9.2 21.1 14.7
Other: 51.2 56.3 64.0 72.1 48.6 56.0 55.9 66.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 20, 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 : 68,148: 51,854 10,307 1,273 5,676 54,988 58,803 66,567: 9,345 1,581
Old : 68,148: 51,854 10,307 1,273 5,676 54,988 58,803 66,567: 9,345 1,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: 799: 5,132 -292 -432 -4,248 3,074 451 2,350: 348 -1,551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 15.1 1.9 8.3 80.7 86.3 97.7: 13.7 2.3
Old : 100.0: 76.1 15.1 1.9 8.3 80.7 86.3 97.7: 13.7 2.3
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 : 106: 64 14 8 18 11 88 28:
Old : 106: 64 14 8 18 11 88 28:
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 : 50.0 83.4 60.1 92.9 50.0 83.2 59.7 92.1
Old : 50.0 83.4 60.1 92.9 50.0 83.2 59.7 92.1
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, December 20, 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 : 418,197: 13,763 46,458 3,393 386,314 354,157 403,471 404,008: 14,726 14,189
Old : 418,197: 13,763 46,458 3,393 386,314 354,157 403,471 404,008: 14,726 14,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 13, 2011 :
: -49,463: 1,831 -7,629 -2,325 -44,644 -34,448 -45,138 -44,402: -4,325 -5,061
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 11.1 0.8 92.4 84.7 96.5 96.6: 3.5 3.4
Old : 100.0: 3.3 11.1 0.8 92.4 84.7 96.5 96.6: 3.5 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 : 230: 20 42 10 95 101 122 146:
Old : 230: 20 42 10 95 101 122 146:
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 : 34.1 24.5 51.7 35.6 31.1 24.4 47.2 33.8
Old : 34.1 24.5 51.7 35.6 31.1 24.4 47.2 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 23, 2011