COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 204,371: 45,351 27,890 44,782 104,585 112,353 194,719 185,025: 9,652 19,347
Old : 191,477: 44,166 28,311 43,122 95,462 104,211 182,750 175,644: 8,727 15,833
Other: 12,894: 2,292 686 553 9,124 8,142 11,969 9,381: 925 3,513
: : :
: : Changes in Commitments from: December 6, 2011 :
: 16,721: -1,016 4,386 4,278 14,357 6,880 17,618 15,544: -897 1,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 13.6 21.9 51.2 55.0 95.3 90.5: 4.7 9.5
Old : 100.0: 23.1 14.8 22.5 49.9 54.4 95.4 91.7: 4.6 8.3
Other: 100.0: 17.8 5.3 4.3 70.8 63.1 92.8 72.8: 7.2 27.2
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 104 68 80 57 71 190 195:
Old : 255: 107 68 74 56 70 187 190:
Other: 79: 20 13 13 29 34 56 53:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 15.9 32.4 26.3 15.0 10.1 23.0 16.4
Old : 19.7 15.4 31.7 26.0 15.7 10.6 24.2 17.5
Other: 50.7 43.9 65.4 52.9 32.5 22.0 45.1 29.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 35,863: 12,501 1,783 6,466 13,394 26,099 32,361 34,349: 3,502 1,514
Old : 35,854: 12,501 1,783 6,466 13,391 26,090 32,358 34,340: 3,496 1,514
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: -3,237: -2,365 1,015 -1,084 582 -3,459 -2,866 -3,528: -370 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 5.0 18.0 37.3 72.8 90.2 95.8: 9.8 4.2
Old : 100.0: 34.9 5.0 18.0 37.3 72.8 90.3 95.8: 9.7 4.2
Other: 100.0: 0.0 0.0 0.0 33.3 100.0 33.3 100.0: 66.7 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 40 20 18 29 25 81 52:
Old : 97: 40 20 18 29 25 81 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 : 22.6 59.6 34.0 70.3 19.7 51.6 28.0 58.2
Old : 22.6 59.6 34.0 70.3 19.7 51.6 28.0 58.2
Other: 33.3 100.0 33.3 100.0 33.3 100.0 33.3 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 192,346: 30,839 42,967 37,254 113,921 101,726 182,014 181,948: 10,331 10,398
Old : 169,638: 30,481 48,765 29,961 99,373 80,672 159,815 159,398: 9,823 10,240
Other: 22,708: 6,654 498 998 14,548 21,054 22,199 22,550: 508 158
: : :
: : Changes in Commitments from: December 6, 2011 :
: 5,425: 1,466 3,935 379 3,059 372 4,904 4,686: 521 739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 22.3 19.4 59.2 52.9 94.6 94.6: 5.4 5.4
Old : 100.0: 18.0 28.7 17.7 58.6 47.6 94.2 94.0: 5.8 6.0
Other: 100.0: 29.3 2.2 4.4 64.1 92.7 97.8 99.3: 2.2 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 50 71 43 55 51 127 145:
Old : 191: 48 74 41 54 47 124 141:
Other: 55: 12 6 9 29 22 45 33:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 24.8 41.0 40.3 22.9 16.1 31.3 22.9
Old : 26.3 24.3 42.3 38.9 25.5 17.4 35.9 26.0
Other: 46.6 72.8 65.2 84.8 37.8 71.5 53.7 77.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 731,430: 121,734 60,892 177,634 369,106 411,908 668,475 650,434: 62,955 80,995
Old : 731,430: 121,734 60,892 177,634 369,106 411,908 668,475 650,434: 62,955 80,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 21,761: 267 1,757 9,079 14,163 10,409 23,510 21,245: -1,749 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 8.3 24.3 50.5 56.3 91.4 88.9: 8.6 11.1
Old : 100.0: 16.6 8.3 24.3 50.5 56.3 91.4 88.9: 8.6 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 : 225: 63 63 88 84 90 198 194:
Old : 225: 63 63 88 84 90 198 194:
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 : 12.8 12.8 22.1 20.8 11.4 9.9 18.4 15.6
Old : 12.8 12.8 22.1 20.8 11.4 9.9 18.4 15.6
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, December 13, 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 : 140,236: 22,722 20,388 39,711 71,423 72,097 133,856 132,196: 6,379 8,040
Old : 130,751: 22,396 20,203 37,915 64,396 64,732 124,706 122,850: 6,044 7,901
Other: 9,485: 685 542 1,438 7,027 7,365 9,150 9,346: 335 139
: : :
: : Changes in Commitments from: December 6, 2011 :
: -38: -3,557 5,064 -276 3,509 -5,727 -324 -939: 286 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 14.5 28.3 50.9 51.4 95.5 94.3: 4.5 5.7
Old : 100.0: 17.1 15.5 29.0 49.3 49.5 95.4 94.0: 4.6 6.0
Other: 100.0: 7.2 5.7 15.2 74.1 77.6 96.5 98.5: 3.5 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 80 98 101 122 117 249 275:
Old : 323: 78 102 100 120 116 246 274:
Other: 98: 18 12 14 48 33 73 54:
:----------------------------------------------------------------------------------------------------
: 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 : 12.5 13.9 23.9 23.0 11.7 8.5 20.1 13.6
Old : 13.0 14.3 24.6 22.9 12.3 9.1 21.4 14.5
Other: 53.0 59.7 64.6 74.1 49.4 59.4 56.7 69.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 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 : 67,349: 46,722 10,598 1,705 9,925 51,914 58,352 64,218: 8,997 3,132
Old : 67,349: 46,722 10,598 1,705 9,925 51,914 58,352 64,218: 8,997 3,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 8,817: 6,431 3,040 184 -282 4,213 6,333 7,436: 2,484 1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.4 15.7 2.5 14.7 77.1 86.6 95.4: 13.4 4.6
Old : 100.0: 69.4 15.7 2.5 14.7 77.1 86.6 95.4: 13.4 4.6
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 : 110: 67 17 10 18 12 92 33:
Old : 110: 67 17 10 18 12 92 33:
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 : 45.8 79.2 57.7 87.0 44.1 79.0 55.7 86.4
Old : 45.8 79.2 57.7 87.0 44.1 79.0 55.7 86.4
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 13, 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 : 467,660: 11,932 54,086 5,718 430,958 388,605 448,609 448,410: 19,051 19,250
Old : 467,660: 11,932 54,086 5,718 430,958 388,605 448,609 448,410: 19,051 19,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 6, 2011 :
: 21,117: 960 4,362 2,358 16,153 14,738 19,470 21,458: 1,646 -341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 11.6 1.2 92.2 83.1 95.9 95.9: 4.1 4.1
Old : 100.0: 2.6 11.6 1.2 92.2 83.1 95.9 95.9: 4.1 4.1
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 : 242: 21 47 18 102 120 135 173:
Old : 242: 21 47 18 102 120 135 173:
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 : 33.2 24.1 54.6 34.5 32.1 21.6 47.9 30.3
Old : 33.2 24.1 54.6 34.5 32.1 21.6 47.9 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 16, 2011