COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 383,620: 61,315 7,264 123,557 174,884 240,159 359,756 370,980: 23,864 12,640
Old : 295,287: 39,689 7,403 103,912 134,915 174,355 278,515 285,670: 16,771 9,616
Other: 88,333: 24,385 2,620 16,886 39,970 65,804 81,240 85,310: 7,093 3,024
: : :
: : Changes in Commitments from: January 18, 2011 :
: 26,350: 3,265 -74 15,268 6,638 10,803 25,171 25,998: 1,179 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 1.9 32.2 45.6 62.6 93.8 96.7: 6.2 3.3
Old : 100.0: 13.4 2.5 35.2 45.7 59.0 94.3 96.7: 5.7 3.3
Other: 100.0: 27.6 3.0 19.1 45.2 74.5 92.0 96.6: 8.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 136 43 90 66 72 231 179:
Old : 253: 112 58 82 65 68 216 171:
Other: 146: 60 19 36 43 49 118 91:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 23.3 31.5 37.4 7.7 10.7 11.0 16.5
Old : 23.7 21.6 33.7 33.8 9.8 11.7 13.7 17.3
Other: 27.0 40.8 38.1 55.0 18.4 32.1 27.2 42.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 40,265: 17,312 1,001 5,332 13,527 32,947 36,171 39,281: 4,094 984
Old : 40,206: 17,312 1,037 5,297 13,521 32,890 36,130 39,224: 4,076 982
Other: 59: 35 0 0 6 57 41 57: 18 2
: : :
: : Changes in Commitments from: January 18, 2011 :
: -1,754: 352 188 -433 -1,525 -1,435 -1,605 -1,681: -148 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 2.5 13.2 33.6 81.8 89.8 97.6: 10.2 2.4
Old : 100.0: 43.1 2.6 13.2 33.6 81.8 89.9 97.6: 10.1 2.4
Other: 100.0: 59.5 0.0 0.0 10.1 96.6 69.6 96.6: 30.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 120: 60 21 25 30 29 105 60:
Old : 120: 60 21 25 30 29 105 60:
Other: 5: 2 0 0 1 2 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 58.7 38.3 70.7 19.7 46.0 30.9 57.5
Old : 26.0 58.7 38.4 70.7 19.7 46.0 30.9 57.4
Other: 69.6 96.6 69.6 96.6 69.6 96.6 69.6 96.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 173,958: 42,911 19,525 31,436 89,677 119,463 164,024 170,425: 9,934 3,533
Old : 136,540: 42,643 21,645 23,571 61,177 88,269 127,391 133,485: 9,149 3,055
Other: 37,418: 3,179 791 4,955 28,499 31,194 36,633 36,940: 785 478
: : :
: : Changes in Commitments from: January 18, 2011 :
: 16,299: -350 -7,773 9,060 8,242 18,484 16,952 19,771: -653 -3,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 11.2 18.1 51.6 68.7 94.3 98.0: 5.7 2.0
Old : 100.0: 31.2 15.9 17.3 44.8 64.6 93.3 97.8: 6.7 2.2
Other: 100.0: 8.5 2.1 13.2 76.2 83.4 97.9 98.7: 2.1 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 74 44 51 52 54 158 120:
Old : 182: 73 45 51 50 49 156 115:
Other: 59: 13 6 12 26 36 44 49:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 36.8 36.1 49.2 16.5 21.3 23.7 30.8
Old : 20.0 36.1 30.9 48.4 17.4 28.9 26.4 38.8
Other: 58.6 48.2 75.1 69.4 36.7 30.2 44.0 39.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 1,017,632: 161,864 5,032 326,652 445,202 631,833 933,719 963,517: 83,914 54,115
Old : 1,017,632: 161,864 5,032 326,652 445,202 631,833 933,719 963,517: 83,914 54,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: -4,685: 1,534 -740 -3,132 -1,597 -239 -3,196 -4,111: -1,489 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.5 32.1 43.7 62.1 91.8 94.7: 8.2 5.3
Old : 100.0: 15.9 0.5 32.1 43.7 62.1 91.8 94.7: 8.2 5.3
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 : 219: 73 42 87 87 95 198 188:
Old : 219: 73 42 87 87 95 198 188:
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 : 11.4 17.5 20.1 27.6 9.0 12.6 14.2 19.6
Old : 11.4 17.5 20.1 27.6 9.0 12.6 14.2 19.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 OPTS ON FUT SPRDS - ICE FUTURES U.S. Code-080736
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 19,622: 0 8,558 2,841 15,455 5,968 18,295 17,367: 1,326 2,255
Old : 19,622: 0 8,558 2,841 15,455 5,968 18,295 17,367: 1,326 2,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 43.6 14.5 78.8 30.4 93.2 88.5: 6.8 11.5
Old : 100.0: 0.0 43.6 14.5 78.8 30.4 93.2 88.5: 6.8 11.5
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 : 21: 0 9 8 10 8 18 17:
Old : 21: 0 9 8 10 8 18 17:
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 : 67.0 46.3 78.5 67.8 52.1 38.5 58.9 50.0
Old : 67.0 46.3 78.5 67.8 52.1 38.5 58.9 50.0
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, January 25, 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 : 203,504: 39,889 5,375 59,339 94,814 131,972 194,042 196,685: 9,462 6,819
Old : 191,213: 39,558 5,969 56,487 86,227 122,199 182,272 184,655: 8,941 6,557
Other: 12,291: 1,636 711 1,547 8,587 9,772 11,770 12,030: 521 262
: : :
: : Changes in Commitments from: January 18, 2011 :
: -1,861: -4,808 130 1,323 3,225 -2,343 -259 -890: -1,602 -971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 2.6 29.2 46.6 64.8 95.4 96.6: 4.6 3.4
Old : 100.0: 20.7 3.1 29.5 45.1 63.9 95.3 96.6: 4.7 3.4
Other: 100.0: 13.3 5.8 12.6 69.9 79.5 95.8 97.9: 4.2 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 356: 141 53 97 124 137 306 253:
Old : 353: 140 52 95 122 137 301 251:
Other: 108: 21 15 16 47 43 76 66:
:----------------------------------------------------------------------------------------------------
: 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 21.6 30.8 31.7 9.5 9.2 15.6 14.6
Old : 19.9 22.7 29.4 32.3 9.9 8.9 16.8 14.8
Other: 55.2 54.8 66.1 67.2 52.8 54.8 58.9 64.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 25, 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 : 39,751: 24,307 22,839 955 8,574 11,331 33,836 35,125: 5,915 4,626
Old : 39,751: 24,307 22,839 955 8,574 11,331 33,836 35,125: 5,915 4,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 6,398: 4,081 7,841 149 1,610 -2,534 5,840 5,456: 559 943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 57.5 2.4 21.6 28.5 85.1 88.4: 14.9 11.6
Old : 100.0: 61.1 57.5 2.4 21.6 28.5 85.1 88.4: 14.9 11.6
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 : 100: 38 39 6 13 13 51 58:
Old : 100: 38 39 6 13 13 51 58:
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 : 54.4 51.0 64.3 66.1 53.9 51.0 63.2 66.1
Old : 54.4 51.0 64.3 66.1 53.9 51.0 63.2 66.1
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, January 25, 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 : 332,056: 18,605 49,112 4,600 287,855 262,279 311,060 315,991: 20,996 16,064
Old : 332,056: 18,605 49,112 4,600 287,855 262,279 311,060 315,991: 20,996 16,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 18, 2011 :
: 7,332: 1,010 -1,807 977 4,415 9,741 6,402 8,911: 930 -1,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 14.8 1.4 86.7 79.0 93.7 95.2: 6.3 4.8
Old : 100.0: 5.6 14.8 1.4 86.7 79.0 93.7 95.2: 6.3 4.8
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 : 242: 33 42 14 95 101 137 148:
Old : 242: 33 42 14 95 101 137 148:
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 : 38.9 19.5 52.0 31.1 33.8 18.1 46.4 28.5
Old : 38.9 19.5 52.0 31.1 33.8 18.1 46.4 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 28, 2011