COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 206,507: 44,927 30,556 46,980 101,747 112,308 193,654 189,844: 12,853 16,663
Old : 196,222: 43,731 31,075 45,107 95,601 104,221 184,439 180,404: 11,782 15,818
Other: 10,286: 2,561 846 508 6,146 8,087 9,215 9,441: 1,070 845
: : :
: : Changes in Commitments from: December 20, 2011 :
: 901: -407 806 930 -995 -116 -472 1,620: 1,373 -719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 14.8 22.7 49.3 54.4 93.8 91.9: 6.2 8.1
Old : 100.0: 22.3 15.8 23.0 48.7 53.1 94.0 91.9: 6.0 8.1
Other: 100.0: 24.9 8.2 4.9 59.8 78.6 89.6 91.8: 10.4 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 95 71 78 59 69 184 192:
Old : 246: 99 69 72 57 68 180 187:
Other: 81: 18 17 13 29 32 57 52:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 14.9 31.5 24.9 14.6 9.7 22.8 16.1
Old : 20.3 15.3 32.0 24.5 15.5 10.2 23.9 16.6
Other: 44.1 57.0 62.2 68.4 43.4 56.4 60.8 67.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 30,478: 11,531 1,378 3,399 12,276 24,537 27,206 29,314: 3,272 1,164
Old : 30,469: 11,531 1,378 3,399 12,273 24,528 27,203 29,305: 3,266 1,164
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 154: 139 -6 154 -34 198 259 346: -105 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 4.5 11.2 40.3 80.5 89.3 96.2: 10.7 3.8
Old : 100.0: 37.8 4.5 11.2 40.3 80.5 89.3 96.2: 10.7 3.8
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 : 91: 40 14 17 29 25 78 47:
Old : 91: 40 14 17 29 25 78 47:
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 : 25.5 67.6 36.3 77.0 23.8 58.6 32.5 66.6
Old : 25.5 67.6 36.3 77.0 23.8 58.5 32.5 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 27, 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 : 192,416: 28,465 39,023 39,857 114,181 102,051 182,504 180,931: 9,913 11,485
Old : 168,357: 28,194 45,424 32,026 98,762 79,471 158,982 156,920: 9,375 11,437
Other: 24,059: 7,079 407 1,023 15,419 22,580 23,522 24,011: 537 48
: : :
: : Changes in Commitments from: December 20, 2011 :
: -473: -716 -1,914 97 23 1,105 -596 -712: 123 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 20.3 20.7 59.3 53.0 94.8 94.0: 5.2 6.0
Old : 100.0: 16.7 27.0 19.0 58.7 47.2 94.4 93.2: 5.6 6.8
Other: 100.0: 29.4 1.7 4.3 64.1 93.9 97.8 99.8: 2.2 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 39 63 41 55 48 121 129:
Old : 174: 34 69 39 55 45 119 126:
Other: 55: 16 2 10 30 22 47 33:
:----------------------------------------------------------------------------------------------------
: 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 25.4 38.9 42.3 21.5 17.4 30.9 24.5
Old : 24.7 25.6 41.0 41.3 24.3 18.7 36.1 27.2
Other: 44.7 72.3 62.9 85.2 36.2 71.1 52.0 78.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 729,754: 115,092 63,170 169,243 380,683 418,794 665,018 651,207: 64,737 78,547
Old : 729,754: 115,092 63,170 169,243 380,683 418,794 665,018 651,207: 64,737 78,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: 5,192: -10 3,067 1,333 2,781 2,643 4,105 7,043: 1,087 -1,851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 8.7 23.2 52.2 57.4 91.1 89.2: 8.9 10.8
Old : 100.0: 15.8 8.7 23.2 52.2 57.4 91.1 89.2: 8.9 10.8
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 : 227: 71 56 86 85 92 198 194:
Old : 227: 71 56 86 85 92 198 194:
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 22.7 20.4 11.4 10.0 18.9 15.8
Old : 12.8 12.5 22.7 20.4 11.4 10.0 18.9 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 27, 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 : 143,559: 21,738 21,655 42,125 73,640 71,849 137,504 135,629: 6,055 7,930
Old : 133,303: 21,426 21,566 40,014 66,111 63,926 127,550 125,506: 5,753 7,797
Other: 10,256: 782 557 1,642 7,530 7,923 9,954 10,123: 302 133
: : :
: : Changes in Commitments from: December 20, 2011 :
: 1,544: 382 396 524 288 1,061 1,195 1,980: 349 -437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 15.1 29.3 51.3 50.0 95.8 94.5: 4.2 5.5
Old : 100.0: 16.1 16.2 30.0 49.6 48.0 95.7 94.2: 4.3 5.8
Other: 100.0: 7.6 5.4 16.0 73.4 77.3 97.1 98.7: 2.9 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 81 96 105 125 115 257 271:
Old : 319: 79 98 104 123 113 253 269:
Other: 101: 18 14 14 49 37 74 58:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 13.8 23.7 21.7 11.3 8.6 19.4 14.3
Old : 12.9 13.6 24.6 21.5 12.0 9.1 20.5 15.1
Other: 51.3 55.7 64.2 72.3 48.4 55.3 55.7 66.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 27, 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 : 65,705: 52,262 9,117 1,263 5,708 53,562 59,233 63,942: 6,472 1,763
Old : 65,705: 52,262 9,117 1,263 5,708 53,562 59,233 63,942: 6,472 1,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -2,443: 408 -1,189 -9 32 -1,426 430 -2,625: -2,873 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 13.9 1.9 8.7 81.5 90.1 97.3: 9.9 2.7
Old : 100.0: 79.5 13.9 1.9 8.7 81.5 90.1 97.3: 9.9 2.7
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 : 110: 68 12 7 19 12 92 27:
Old : 110: 68 12 7 19 12 92 27:
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 : 51.4 81.3 62.6 91.0 51.4 81.2 62.2 90.2
Old : 51.4 81.3 62.6 91.0 51.4 81.2 62.2 90.2
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 27, 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 : 410,463: 11,341 43,617 2,611 380,834 348,998 394,787 395,227: 15,676 15,236
Old : 410,463: 11,341 43,617 2,611 380,834 348,998 394,787 395,227: 15,676 15,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 20, 2011 :
: -7,734: -2,422 -2,840 -782 -5,480 -5,159 -8,684 -8,781: 950 1,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 10.6 0.6 92.8 85.0 96.2 96.3: 3.8 3.7
Old : 100.0: 2.8 10.6 0.6 92.8 85.0 96.2 96.3: 3.8 3.7
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 : 221: 15 38 9 93 104 115 144:
Old : 221: 15 38 9 93 104 115 144:
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 : 33.8 24.9 51.2 36.0 31.1 24.9 46.6 34.2
Old : 33.8 24.9 51.2 36.0 31.1 24.9 46.6 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 30, 2011