COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 316,164: 55,905 8,010 99,719 136,071 196,499 291,695 304,228: 24,469 11,936
Old : 206,270: 35,998 8,858 68,561 87,125 120,439 191,685 197,858: 14,586 8,412
Other: 109,894: 23,312 2,557 27,753 48,946 76,060 100,011 106,370: 9,883 3,524
: : :
: : Changes in Commitments from: February 15, 2011 :
: -10,648: -2,244 682 1,518 -10,111 -11,096 -10,836 -8,896: 188 -1,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 2.5 31.5 43.0 62.2 92.3 96.2: 7.7 3.8
Old : 100.0: 17.5 4.3 33.2 42.2 58.4 92.9 95.9: 7.1 4.1
Other: 100.0: 21.2 2.3 25.3 44.5 69.2 91.0 96.8: 9.0 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 126 41 76 62 66 213 160:
Old : 228: 101 51 63 59 62 186 151:
Other: 151: 65 18 42 51 55 132 100:
:----------------------------------------------------------------------------------------------------
: 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 23.6 32.7 38.1 10.4 12.7 14.5 19.5
Old : 19.9 22.1 33.4 36.4 13.1 16.1 17.6 23.0
Other: 31.4 33.3 43.0 44.9 20.6 21.3 26.9 30.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 35,267: 15,368 494 3,210 12,390 30,400 30,968 34,104: 4,299 1,163
Old : 34,464: 15,262 635 2,813 12,116 29,856 30,191 33,304: 4,273 1,160
Other: 803: 247 0 256 274 544 777 800: 26 3
: : :
: : Changes in Commitments from: February 15, 2011 :
: -2,546: 1,733 -312 -2,662 -2,083 427 -3,013 -2,547: 467 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 1.4 9.1 35.1 86.2 87.8 96.7: 12.2 3.3
Old : 100.0: 44.3 1.8 8.2 35.2 86.6 87.6 96.6: 12.4 3.4
Other: 100.0: 30.8 0.0 31.9 34.1 67.7 96.8 99.6: 3.2 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 65 8 19 25 24 94 47:
Old : 106: 60 13 19 23 24 92 47:
Other: 19: 12 0 7 4 5 16 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 : 21.6 61.6 35.0 75.1 20.9 55.6 34.4 69.1
Old : 22.1 61.5 35.8 75.2 21.4 56.1 35.2 69.8
Other: 64.2 74.8 86.7 94.4 27.9 37.9 33.9 39.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 171,565: 50,914 20,367 21,343 84,599 122,929 156,855 164,639: 14,710 6,926
Old : 119,823: 50,271 14,582 12,099 43,993 86,773 106,363 113,455: 13,460 6,369
Other: 51,742: 4,236 9,377 5,651 40,606 36,156 50,492 51,184: 1,250 558
: : :
: : Changes in Commitments from: February 15, 2011 :
: 3,144: 2,898 77 -1,367 -8 3,057 1,524 1,767: 1,620 1,377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 11.9 12.4 49.3 71.7 91.4 96.0: 8.6 4.0
Old : 100.0: 42.0 12.2 10.1 36.7 72.4 88.8 94.7: 11.2 5.3
Other: 100.0: 8.2 18.1 10.9 78.5 69.9 97.6 98.9: 2.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 85 29 43 52 51 158 103:
Old : 174: 85 29 43 47 46 153 98:
Other: 66: 15 6 13 28 41 47 56:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 38.7 37.5 52.3 18.2 23.2 24.9 34.1
Old : 20.0 38.4 29.6 53.3 19.9 35.8 29.5 49.8
Other: 56.0 53.7 71.6 71.1 37.8 34.5 47.3 45.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 870,241: 171,045 11,294 212,264 405,527 590,826 788,835 814,384: 81,406 55,857
Old : 870,241: 171,045 11,294 212,264 405,527 590,826 788,835 814,384: 81,406 55,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -23,093: 435 -1,267 -539 -19,559 -23,095 -19,663 -24,901: -3,430 1,807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 1.3 24.4 46.6 67.9 90.6 93.6: 9.4 6.4
Old : 100.0: 19.7 1.3 24.4 46.6 67.9 90.6 93.6: 9.4 6.4
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 : 217: 72 46 79 83 90 195 176:
Old : 217: 72 46 79 83 90 195 176:
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 : 13.8 20.2 24.0 31.5 11.6 15.8 17.6 22.8
Old : 13.8 20.2 24.0 31.5 11.6 15.8 17.6 22.8
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, February 22, 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 : 184,523: 45,121 5,964 45,760 84,931 127,543 175,813 179,267: 8,711 5,256
Old : 164,573: 44,739 6,306 41,277 70,539 111,920 156,555 159,503: 8,018 5,070
Other: 19,950: 1,752 1,028 3,113 14,392 15,623 19,258 19,764: 692 186
: : :
: : Changes in Commitments from: February 15, 2011 :
: 5,527: 434 655 6,202 -44 -439 6,592 6,418: -1,065 -891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 3.2 24.8 46.0 69.1 95.3 97.2: 4.7 2.8
Old : 100.0: 27.2 3.8 25.1 42.9 68.0 95.1 96.9: 4.9 3.1
Other: 100.0: 8.8 5.2 15.6 72.1 78.3 96.5 99.1: 3.5 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 152 50 84 121 141 308 244:
Old : 358: 144 54 80 113 140 295 240:
Other: 136: 27 16 19 61 58 95 86:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 19.3 28.4 31.6 11.1 10.8 18.9 17.2
Old : 17.6 20.1 28.8 32.8 12.0 11.5 21.8 18.8
Other: 41.2 40.9 57.4 57.8 38.8 40.2 50.6 51.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 40,668: 25,505 31,399 910 8,261 4,681 34,676 36,990: 5,992 3,678
Old : 40,668: 25,505 31,399 910 8,261 4,681 34,676 36,990: 5,992 3,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: 259: 1,121 1,285 -779 -391 -401 -49 106: 308 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.7 77.2 2.2 20.3 11.5 85.3 91.0: 14.7 9.0
Old : 100.0: 62.7 77.2 2.2 20.3 11.5 85.3 91.0: 14.7 9.0
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 : 100: 39 39 10 13 12 55 59:
Old : 100: 39 39 10 13 12 55 59:
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 : 54.9 52.6 66.9 67.7 53.2 52.6 64.7 67.7
Old : 54.9 52.6 66.9 67.7 53.2 52.6 64.7 67.7
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 22, 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 : 345,593: 31,435 57,757 4,038 289,079 266,585 324,552 328,379: 21,041 17,214
Old : 345,593: 31,435 57,757 4,038 289,079 266,585 324,552 328,379: 21,041 17,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2011 :
: -1,413: 4,066 -3,175 -94 -4,983 2,117 -1,011 -1,152: -403 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 16.7 1.2 83.6 77.1 93.9 95.0: 6.1 5.0
Old : 100.0: 9.1 16.7 1.2 83.6 77.1 93.9 95.0: 6.1 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 : 253: 33 46 11 96 109 136 159:
Old : 253: 33 46 11 96 109 136 159:
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 : 39.8 17.8 51.7 29.0 36.5 17.8 47.9 27.7
Old : 39.8 17.8 51.7 29.0 36.5 17.8 47.9 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 25, 2011