COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 350,709: 57,261 5,404 98,741 174,536 234,708 330,538 338,853: 20,171 11,856
Old : 292,981: 43,687 5,316 87,222 145,093 191,088 276,001 283,625: 16,979 9,355
Other: 57,728: 14,858 1,372 10,235 29,443 43,621 54,537 55,228: 3,191 2,500
: : :
: : Changes in Commitments from: November 30, 2010 :
: 16,919: 1,724 620 7,921 7,667 7,862 17,312 16,403: -393 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 1.5 28.2 49.8 66.9 94.2 96.6: 5.8 3.4
Old : 100.0: 14.9 1.8 29.8 49.5 65.2 94.2 96.8: 5.8 3.2
Other: 100.0: 25.7 2.4 17.7 51.0 75.6 94.5 95.7: 5.5 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 119 32 73 68 70 214 151:
Old : 225: 110 33 68 66 68 203 146:
Other: 114: 41 16 25 42 43 93 74:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 28.3 33.6 41.6 8.9 11.2 13.3 17.2
Old : 24.8 27.5 35.7 39.9 10.4 13.2 15.3 19.6
Other: 34.3 43.8 46.6 57.1 25.1 31.7 32.3 40.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,706: 16,622 383 7,293 12,750 32,085 36,664 39,761: 4,042 945
Old : 40,683: 16,622 383 7,293 12,744 32,064 36,658 39,740: 4,025 943
Other: 23: 0 0 0 6 21 6 21: 17 2
: : :
: : Changes in Commitments from: November 30, 2010 :
: 4,022: 2,139 -491 1,328 -105 2,921 3,363 3,758: 660 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 0.9 17.9 31.3 78.8 90.1 97.7: 9.9 2.3
Old : 100.0: 40.9 0.9 17.9 31.3 78.8 90.1 97.7: 9.9 2.3
Other: 100.0: 0.0 0.0 0.0 26.1 91.3 26.1 91.3: 73.9 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 55 12 19 32 31 97 52:
Old : 106: 55 12 19 32 31 97 52:
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 : 21.3 57.9 34.3 70.6 19.6 50.0 31.2 60.8
Old : 21.3 57.9 34.3 70.6 19.6 50.0 31.2 60.8
Other: 26.1 91.3 26.1 91.3 26.1 91.3 26.1 91.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 146,487: 40,677 30,710 18,889 77,097 90,446 136,663 140,045: 9,824 6,442
Old : 118,739: 37,625 34,872 13,015 58,832 64,701 109,472 112,588: 9,268 6,152
Other: 27,747: 7,232 19 1,694 18,265 25,745 27,191 27,457: 556 290
: : :
: : Changes in Commitments from: November 30, 2010 :
: 7,151: 6,036 -4,472 2,092 -1,311 10,289 6,817 7,909: 334 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 21.0 12.9 52.6 61.7 93.3 95.6: 6.7 4.4
Old : 100.0: 31.7 29.4 11.0 49.5 54.5 92.2 94.8: 7.8 5.2
Other: 100.0: 26.1 0.1 6.1 65.8 92.8 98.0 99.0: 2.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 57 49 43 52 54 134 123:
Old : 172: 54 53 43 51 50 133 119:
Other: 49: 13 2 9 23 31 37 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 : 26.1 30.9 37.5 46.3 20.7 25.7 29.2 35.4
Old : 21.3 27.9 32.4 43.2 21.2 24.5 30.9 35.3
Other: 56.5 61.1 76.1 78.6 45.7 48.4 57.4 61.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 950,513: 154,464 13,721 305,408 412,429 579,909 872,300 899,039: 78,213 51,474
Old : 950,513: 154,464 13,721 305,408 412,429 579,909 872,300 899,039: 78,213 51,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 14,319: -186 -69 4,255 2,938 7,646 7,007 11,833: 7,312 2,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 1.4 32.1 43.4 61.0 91.8 94.6: 8.2 5.4
Old : 100.0: 16.3 1.4 32.1 43.4 61.0 91.8 94.6: 8.2 5.4
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 : 211: 75 40 81 81 85 191 172:
Old : 211: 75 40 81 81 85 191 172:
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 : 11.3 16.9 20.0 28.1 8.2 12.6 13.3 20.0
Old : 11.3 16.9 20.0 28.1 8.2 12.6 13.3 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, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 180,501: 42,229 5,756 46,157 83,489 122,695 171,875 174,608: 8,626 5,893
Old : 172,935: 42,228 6,545 44,821 77,559 115,816 164,607 167,182: 8,328 5,752
Other: 7,566: 1,012 222 325 5,931 6,878 7,268 7,425: 298 141
: : :
: : Changes in Commitments from: November 30, 2010 :
: 4,698: 1,892 -1,229 1,637 -18 3,965 3,510 4,372: 1,188 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 3.2 25.6 46.3 68.0 95.2 96.7: 4.8 3.3
Old : 100.0: 24.4 3.8 25.9 44.8 67.0 95.2 96.7: 4.8 3.3
Other: 100.0: 13.4 2.9 4.3 78.4 90.9 96.1 98.1: 3.9 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 137 68 91 117 137 303 249:
Old : 362: 138 67 91 115 136 301 248:
Other: 71: 14 7 9 25 36 43 48:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 20.0 32.0 30.5 13.8 10.6 21.0 18.1
Old : 18.3 20.9 30.7 31.1 14.3 11.1 22.5 18.7
Other: 76.2 76.9 83.9 85.5 75.3 76.8 82.4 83.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 35,407: 20,005 10,587 2,093 7,588 19,568 29,686 32,249: 5,721 3,158
Old : 35,407: 20,005 10,587 2,093 7,588 19,568 29,686 32,249: 5,721 3,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: -115: 333 1,197 -50 -794 -1,365 -511 -218: 396 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.5 29.9 5.9 21.4 55.3 83.8 91.1: 16.2 8.9
Old : 100.0: 56.5 29.9 5.9 21.4 55.3 83.8 91.1: 16.2 8.9
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 : 68: 28 20 10 14 9 46 37:
Old : 68: 28 20 10 14 9 46 37:
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 : 58.0 68.5 67.1 76.5 55.8 67.9 62.0 74.3
Old : 58.0 68.5 67.1 76.5 55.8 67.9 62.0 74.3
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 7, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 406,437: 39,248 59,084 4,333 344,682 326,782 388,262 390,199: 18,175 16,238
Old : 406,437: 39,248 59,084 4,333 344,682 326,782 388,262 390,199: 18,175 16,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 30, 2010 :
: 4,630: 452 -6,216 947 2,845 7,246 4,244 1,977: 386 2,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 14.5 1.1 84.8 80.4 95.5 96.0: 4.5 4.0
Old : 100.0: 9.7 14.5 1.1 84.8 80.4 95.5 96.0: 4.5 4.0
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 : 258: 33 49 14 105 108 148 161:
Old : 258: 33 49 14 105 108 148 161:
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 : 40.7 19.1 53.0 29.5 40.3 19.1 51.7 29.5
Old : 40.7 19.1 53.0 29.5 40.3 19.1 51.7 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 10, 2010