COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 326,812: 58,149 7,329 98,201 146,182 207,595 302,531 313,125: 24,281 13,688
Old : 218,819: 37,311 8,118 69,248 97,082 131,200 203,642 208,567: 15,177 10,252
Other: 107,994: 23,749 2,123 26,041 49,100 76,395 98,890 104,558: 9,104 3,436
: : :
: : Changes in Commitments from: February 8, 2011 :
: -78,292: -4,749 -954 -36,337 -37,533 -42,792 -78,619 -80,083: 327 1,791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 2.2 30.0 44.7 63.5 92.6 95.8: 7.4 4.2
Old : 100.0: 17.1 3.7 31.6 44.4 60.0 93.1 95.3: 6.9 4.7
Other: 100.0: 22.0 2.0 24.1 45.5 70.7 91.6 96.8: 8.4 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 131 36 79 62 70 217 165:
Old : 237: 109 48 68 57 67 193 159:
Other: 153: 71 12 36 51 53 133 92:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 23.1 32.7 36.6 11.4 11.9 15.1 18.7
Old : 20.5 20.2 33.6 33.4 11.2 13.7 16.3 20.5
Other: 29.2 34.8 40.3 47.1 19.9 24.9 26.6 34.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 37,813: 13,635 806 5,873 14,473 29,972 33,981 36,651: 3,832 1,162
Old : 37,270: 13,618 997 5,538 14,302 29,576 33,459 36,111: 3,811 1,159
Other: 543: 207 0 144 171 396 522 540: 21 3
: : :
: : Changes in Commitments from: February 8, 2011 :
: -2,784: -2,491 66 129 -62 -3,233 -2,424 -3,038: -360 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 2.1 15.5 38.3 79.3 89.9 96.9: 10.1 3.1
Old : 100.0: 36.5 2.7 14.9 38.4 79.4 89.8 96.9: 10.2 3.1
Other: 100.0: 38.2 0.0 26.5 31.4 73.0 96.1 99.4: 3.9 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 52 18 24 34 30 99 59:
Old : 111: 49 21 24 34 30 99 59:
Other: 20: 13 0 7 4 5 17 12:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 57.7 32.8 70.8 18.4 48.5 30.4 61.0
Old : 18.7 57.6 33.0 70.7 18.7 48.6 30.9 61.1
Other: 58.3 75.1 83.1 93.5 34.4 48.0 42.4 49.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 168,421: 48,016 20,290 22,709 84,607 119,872 155,331 162,872: 13,090 5,549
Old : 117,486: 50,366 16,478 11,025 44,230 84,889 105,621 112,391: 11,865 5,095
Other: 50,935: 4,031 10,194 5,303 40,377 34,983 49,710 50,481: 1,224 454
: : :
: : Changes in Commitments from: February 8, 2011 :
: -3,467: 2,535 568 -195 -4,465 -2,996 -2,126 -2,623: -1,341 -844
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 12.0 13.5 50.2 71.2 92.2 96.7: 7.8 3.3
Old : 100.0: 42.9 14.0 9.4 37.6 72.3 89.9 95.7: 10.1 4.3
Other: 100.0: 7.9 20.0 10.4 79.3 68.7 97.6 99.1: 2.4 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 82 40 46 51 53 159 115:
Old : 184: 79 44 46 47 47 155 109:
Other: 65: 18 4 13 27 39 49 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 : 30.1 40.6 40.1 54.1 18.4 21.9 25.3 32.7
Old : 21.9 40.1 32.0 53.7 20.5 36.2 30.6 49.2
Other: 55.5 56.2 73.2 73.6 38.2 37.1 49.2 48.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 893,334: 170,610 12,560 212,803 425,086 613,921 808,498 839,284: 84,836 54,050
Old : 893,334: 170,610 12,560 212,803 425,086 613,921 808,498 839,284: 84,836 54,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -163,662: 2,336 7,457 -115,661 -49,761 -54,227 -163,087 -162,430: -575 -1,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 1.4 23.8 47.6 68.7 90.5 93.9: 9.5 6.1
Old : 100.0: 19.1 1.4 23.8 47.6 68.7 90.5 93.9: 9.5 6.1
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 : 219: 74 42 80 90 94 202 179:
Old : 219: 74 42 80 90 94 202 179:
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 : 13.3 19.8 23.1 30.2 10.8 15.3 16.3 22.5
Old : 13.3 19.8 23.1 30.2 10.8 15.3 16.3 22.5
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, February 15, 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 : 178,996: 44,687 5,309 39,558 84,975 127,982 169,221 172,849: 9,776 6,147
Old : 161,492: 44,416 5,799 35,624 72,327 114,099 152,366 155,522: 9,126 5,970
Other: 17,504: 1,785 1,024 2,420 12,649 13,883 16,854 17,327: 650 177
: : :
: : Changes in Commitments from: February 8, 2011 :
: -48,007: 1,475 -427 -29,914 -17,841 -16,415 -46,280 -46,756: -1,727 -1,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 3.0 22.1 47.5 71.5 94.5 96.6: 5.5 3.4
Old : 100.0: 27.5 3.6 22.1 44.8 70.7 94.3 96.3: 5.7 3.7
Other: 100.0: 10.2 5.9 13.8 72.3 79.3 96.3 99.0: 3.7 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 353: 149 49 83 116 137 298 239:
Old : 349: 141 54 78 107 136 284 234:
Other: 134: 24 17 20 62 56 94 85:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 19.1 28.9 31.5 11.4 11.7 19.2 17.9
Old : 17.3 19.6 28.6 32.7 12.2 11.8 22.1 19.3
Other: 46.7 40.4 59.1 58.7 44.0 39.5 50.3 50.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 40,409: 24,384 30,113 1,690 8,651 5,082 34,725 36,885: 5,684 3,525
Old : 40,409: 24,384 30,113 1,690 8,651 5,082 34,725 36,885: 5,684 3,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: -3,976: -2,757 -4,315 788 -2,003 358 -3,973 -3,170: -3 -806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 74.5 4.2 21.4 12.6 85.9 91.3: 14.1 8.7
Old : 100.0: 60.3 74.5 4.2 21.4 12.6 85.9 91.3: 14.1 8.7
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 : 100: 35 41 9 16 11 55 58:
Old : 100: 35 41 9 16 11 55 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 : 54.2 51.1 63.1 66.8 53.7 49.5 61.3 65.2
Old : 54.2 51.1 63.1 66.8 53.7 49.5 61.3 65.2
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, February 15, 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 : 347,007: 27,369 60,931 4,133 294,062 264,468 325,563 329,532: 21,444 17,475
Old : 347,007: 27,369 60,931 4,133 294,062 264,468 325,563 329,532: 21,444 17,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2011 :
: 13,870: 1,875 11,494 -531 11,406 2,359 12,751 13,322: 1,119 547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 17.6 1.2 84.7 76.2 93.8 95.0: 6.2 5.0
Old : 100.0: 7.9 17.6 1.2 84.7 76.2 93.8 95.0: 6.2 5.0
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 : 254: 33 46 15 99 108 140 161:
Old : 254: 33 46 15 99 108 140 161:
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 : 40.2 17.5 51.7 28.4 36.1 16.4 47.3 26.3
Old : 40.2 17.5 51.7 28.4 36.1 16.4 47.3 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2011