COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 182,300: 40,439 23,884 37,974 94,114 104,777 172,527 166,636: 9,773 15,664
Old : 173,447: 39,170 24,327 36,686 88,656 97,286 164,512 158,299: 8,935 15,148
Other: 8,853: 2,114 402 443 5,458 7,492 8,015 8,336: 838 517
: : :
: : Changes in Commitments from: November 15, 2011 :
: 1,997: -2,039 7,211 5,350 1,613 -10,291 4,924 2,269: -2,927 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 13.1 20.8 51.6 57.5 94.6 91.4: 5.4 8.6
Old : 100.0: 22.6 14.0 21.2 51.1 56.1 94.8 91.3: 5.2 8.7
Other: 100.0: 23.9 4.5 5.0 61.6 84.6 90.5 94.2: 9.5 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 100 62 77 57 72 185 185:
Old : 244: 100 63 72 55 71 181 181:
Other: 78: 22 9 13 26 37 50 57:
:----------------------------------------------------------------------------------------------------
: 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 17.3 31.6 27.7 17.7 14.3 26.0 21.9
Old : 20.8 17.9 32.7 27.4 18.3 15.8 27.1 23.7
Other: 44.7 58.0 60.3 68.8 44.0 55.0 59.3 64.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 37,700: 14,233 699 7,452 12,244 28,446 33,930 36,597: 3,770 1,103
Old : 37,694: 14,233 699 7,452 12,244 28,440 33,930 36,591: 3,764 1,103
Other: 6: 0 0 0 0 6 0 6: 6 -0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 3,197: 1,447 -172 1,159 385 2,246 2,991 3,233: 206 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 1.9 19.8 32.5 75.5 90.0 97.1: 10.0 2.9
Old : 100.0: 37.8 1.9 19.8 32.5 75.4 90.0 97.1: 10.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 100.0 0.0 100.0: 100.0 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 54 12 16 28 24 90 44:
Old : 102: 54 12 16 28 24 90 44:
Other: 1: 0 0 0 0 1 0 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 : 21.1 60.9 32.2 73.4 15.6 53.9 23.0 59.8
Old : 21.1 60.9 32.2 73.4 15.6 53.9 23.0 59.7
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 172,164: 27,650 32,442 30,262 105,435 98,815 163,348 161,519: 8,817 10,645
Old : 151,956: 27,464 37,968 23,644 92,418 79,893 143,526 141,504: 8,430 10,451
Other: 20,209: 6,184 471 621 13,017 18,923 19,822 20,015: 387 194
: : :
: : Changes in Commitments from: November 15, 2011 :
: 845: -730 1,262 2,316 -629 -3,194 958 384: -112 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 18.8 17.6 61.2 57.4 94.9 93.8: 5.1 6.2
Old : 100.0: 18.1 25.0 15.6 60.8 52.6 94.5 93.1: 5.5 6.9
Other: 100.0: 30.6 2.3 3.1 64.4 93.6 98.1 99.0: 1.9 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 181: 50 66 43 54 50 129 134:
Old : 181: 49 67 41 53 46 126 130:
Other: 50: 7 8 6 27 20 39 29:
:----------------------------------------------------------------------------------------------------
: 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 : 26.5 25.5 42.5 40.2 24.0 18.4 32.6 26.4
Old : 27.4 24.5 44.1 38.6 27.0 20.4 38.4 30.2
Other: 49.0 74.1 68.3 87.1 40.2 73.0 56.3 79.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 703,033: 115,516 56,394 170,071 353,830 398,818 639,417 625,284: 63,616 77,750
Old : 703,033: 115,516 56,394 170,071 353,830 398,818 639,417 625,284: 63,616 77,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 25,568: -10,855 14,479 9,208 27,653 -9,917 26,007 13,771: -439 11,798
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 8.0 24.2 50.3 56.7 91.0 88.9: 9.0 11.1
Old : 100.0: 16.4 8.0 24.2 50.3 56.7 91.0 88.9: 9.0 11.1
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: 56 64 78 83 89 188 183:
Old : 219: 56 64 78 83 89 188 183:
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 : 14.4 13.8 24.4 22.1 12.8 11.4 20.9 17.6
Old : 14.4 13.8 24.4 22.1 12.8 11.4 20.9 17.6
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, November 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 : 134,383: 21,870 13,582 36,663 71,434 78,357 129,967 128,602: 4,416 5,782
Old : 125,826: 21,748 13,511 35,038 64,911 71,635 121,696 120,183: 4,130 5,642
Other: 8,558: 609 559 1,138 6,524 6,722 8,271 8,418: 287 139
: : :
: : Changes in Commitments from: November 15, 2011 :
: -8,601: 255 -508 -2,200 -5,352 -4,202 -7,298 -6,910: -1,304 -1,691
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 10.1 27.3 53.2 58.3 96.7 95.7: 3.3 4.3
Old : 100.0: 17.3 10.7 27.8 51.6 56.9 96.7 95.5: 3.3 4.5
Other: 100.0: 7.1 6.5 13.3 76.2 78.6 96.6 98.4: 3.4 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 84 76 98 112 112 242 247:
Old : 298: 82 81 97 109 111 238 246:
Other: 87: 16 10 13 47 29 67 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 : 14.3 16.1 26.9 25.6 12.8 9.9 21.8 15.6
Old : 14.8 16.0 27.7 25.8 13.4 10.6 23.2 16.7
Other: 56.0 64.6 68.0 78.2 54.4 64.2 62.2 73.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 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 : 55,275: 31,737 6,021 1,204 13,419 46,039 46,360 53,265: 8,916 2,011
Old : 55,275: 31,737 6,021 1,204 13,419 46,039 46,360 53,265: 8,916 2,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -2,815: -1,025 -3,820 89 -2,619 1,802 -3,556 -1,928: 741 -886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 10.9 2.2 24.3 83.3 83.9 96.4: 16.1 3.6
Old : 100.0: 57.4 10.9 2.2 24.3 83.3 83.9 96.4: 16.1 3.6
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 : 102: 54 19 13 21 11 81 38:
Old : 102: 54 19 13 21 11 81 38:
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 : 50.9 85.4 60.1 90.4 50.9 84.5 59.1 88.9
Old : 50.9 85.4 60.1 90.4 50.9 84.5 59.1 88.9
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, November 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 : 464,818: 5,129 59,181 3,603 441,515 382,570 450,247 445,354: 14,571 19,464
Old : 464,818: 5,129 59,181 3,603 441,515 382,570 450,247 445,354: 14,571 19,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 11,398: -2,417 -2,090 -2,425 18,135 12,918 13,293 8,403: -1,894 2,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 12.7 0.8 95.0 82.3 96.9 95.8: 3.1 4.2
Old : 100.0: 1.1 12.7 0.8 95.0 82.3 96.9 95.8: 3.1 4.2
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 : 238: 13 47 11 101 118 123 167:
Old : 238: 13 47 11 101 118 123 167:
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 : 36.6 23.9 56.8 34.6 36.2 21.9 52.1 31.1
Old : 36.6 23.9 56.8 34.6 36.2 21.9 52.1 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2011