COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 331,006: 56,659 6,197 82,096 171,638 230,622 310,392 318,915: 20,614 12,091
Old : 287,838: 46,322 6,622 74,396 149,514 196,038 270,231 277,056: 17,607 10,783
Other: 43,168: 11,129 367 6,908 22,124 34,584 40,161 41,859: 3,007 1,309
: : :
: : Changes in Commitments from: November 9, 2010 :
: -128,685: -10,513 -676 -62,227 -53,409 -65,761 -126,150 -128,664: -2,535 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 1.9 24.8 51.9 69.7 93.8 96.3: 6.2 3.7
Old : 100.0: 16.1 2.3 25.8 51.9 68.1 93.9 96.3: 6.1 3.7
Other: 100.0: 25.8 0.8 16.0 51.3 80.1 93.0 97.0: 7.0 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 120 44 72 67 71 222 156:
Old : 237: 108 49 69 62 70 208 154:
Other: 105: 34 15 21 36 43 82 67:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 27.2 34.1 40.6 9.7 12.7 14.2 18.6
Old : 25.4 25.8 35.5 38.6 10.8 12.9 15.7 19.6
Other: 34.6 45.4 47.4 59.5 24.4 33.6 33.1 44.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,817: 15,402 488 5,818 12,174 29,563 33,394 35,869: 3,423 948
Old : 36,794: 15,402 488 5,818 12,168 29,542 33,388 35,848: 3,406 946
Other: 23: 0 0 0 6 21 6 21: 17 2
: : :
: : Changes in Commitments from: November 9, 2010 :
: -689: -448 -15 -158 278 -674 -327 -847: -361 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 1.3 15.8 33.1 80.3 90.7 97.4: 9.3 2.6
Old : 100.0: 41.9 1.3 15.8 33.1 80.3 90.7 97.4: 9.3 2.6
Other: 100.0: 0.0 0.0 0.0 26.1 91.3 26.1 91.3: 73.9 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 55 12 22 30 29 94 55:
Old : 106: 55 12 22 30 29 94 55:
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 : 25.3 58.8 38.2 72.0 23.3 49.6 34.2 61.6
Old : 25.3 58.8 38.3 72.0 23.3 49.6 34.2 61.6
Other: 26.1 91.3 26.1 91.3 26.1 91.3 26.1 91.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 140,005: 32,303 40,034 15,827 83,699 76,240 131,829 132,101: 8,176 7,905
Old : 114,982: 29,918 44,329 9,698 67,463 53,336 107,080 107,364: 7,902 7,618
Other: 25,024: 6,732 52 1,781 16,236 22,903 24,750 24,737: 274 287
: : :
: : Changes in Commitments from: November 9, 2010 :
: -8,175: 1,135 1,122 -2,794 -3,999 -6,877 -5,659 -8,550: -2,516 374
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 28.6 11.3 59.8 54.5 94.2 94.4: 5.8 5.6
Old : 100.0: 26.0 38.6 8.4 58.7 46.4 93.1 93.4: 6.9 6.6
Other: 100.0: 26.9 0.2 7.1 64.9 91.5 98.9 98.9: 1.1 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 45 57 33 56 52 122 122:
Old : 164: 45 57 33 54 49 120 119:
Other: 46: 6 6 7 22 28 32 37:
:----------------------------------------------------------------------------------------------------
: 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 : 28.0 29.8 40.3 45.7 21.8 23.4 29.9 33.3
Old : 23.4 26.5 34.6 42.9 22.0 21.9 31.6 33.6
Other: 60.7 65.0 80.5 79.1 49.8 52.4 62.8 61.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 925,918: 156,634 15,273 285,304 402,718 569,465 844,656 870,043: 81,261 55,875
Old : 925,918: 156,634 15,273 285,304 402,718 569,465 844,656 870,043: 81,261 55,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -67,284: -5,648 5,589 -31,443 -17,120 -46,888 -54,210 -72,742: -13,074 5,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 1.6 30.8 43.5 61.5 91.2 94.0: 8.8 6.0
Old : 100.0: 16.9 1.6 30.8 43.5 61.5 91.2 94.0: 8.8 6.0
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 : 214: 81 36 81 81 86 192 174:
Old : 214: 81 36 81 81 86 192 174:
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 : 11.5 18.3 20.4 29.5 8.6 15.0 14.2 22.0
Old : 11.5 18.3 20.4 29.5 8.6 15.0 14.2 22.0
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, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 180,253: 41,525 6,841 46,203 86,204 122,795 173,932 175,839: 6,321 4,413
Old : 173,036: 41,569 7,615 44,943 80,386 116,133 166,898 168,691: 6,138 4,345
Other: 7,217: 928 200 288 5,818 6,661 7,034 7,149: 183 68
: : :
: : Changes in Commitments from: November 9, 2010 :
: -57,364: -9,925 -723 -33,656 -11,892 -22,020 -55,473 -56,399: -1,892 -965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 3.8 25.6 47.8 68.1 96.5 97.6: 3.5 2.4
Old : 100.0: 24.0 4.4 26.0 46.5 67.1 96.5 97.5: 3.5 2.5
Other: 100.0: 12.9 2.8 4.0 80.6 92.3 97.5 99.1: 2.5 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 337: 123 60 80 115 133 280 235:
Old : 337: 125 58 79 113 133 277 235:
Other: 63: 10 6 9 25 31 39 42:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 19.4 32.4 30.7 14.2 11.3 22.1 18.3
Old : 20.3 20.1 31.8 31.4 14.7 12.2 23.4 20.0
Other: 80.0 79.1 88.2 87.7 79.6 79.0 87.1 85.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,668: 21,393 10,824 1,468 5,697 18,032 28,558 30,324: 5,110 3,344
Old : 33,668: 21,393 10,824 1,468 5,697 18,032 28,558 30,324: 5,110 3,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: -5,525: -4,795 -8,982 346 -1,888 4,083 -6,337 -4,553: 812 -971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 32.1 4.4 16.9 53.6 84.8 90.1: 15.2 9.9
Old : 100.0: 63.5 32.1 4.4 16.9 53.6 84.8 90.1: 15.2 9.9
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 : 77: 35 23 8 11 11 50 39:
Old : 77: 35 23 8 11 11 50 39:
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 : 56.4 62.8 65.6 74.7 55.1 62.8 61.8 73.1
Old : 56.4 62.8 65.6 74.7 55.1 62.8 61.8 73.1
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, November 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 401,789: 34,694 80,125 3,504 344,811 301,290 383,009 384,919: 18,780 16,871
Old : 401,789: 34,694 80,125 3,504 344,811 301,290 383,009 384,919: 18,780 16,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2010 :
: 4,259: -305 4,896 -713 6,128 -376 5,109 3,807: -850 452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 19.9 0.9 85.8 75.0 95.3 95.8: 4.7 4.2
Old : 100.0: 8.6 19.9 0.9 85.8 75.0 95.3 95.8: 4.7 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 : 257: 30 57 20 104 100 149 162:
Old : 257: 30 57 20 104 100 149 162:
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 : 43.1 19.5 54.0 30.3 42.5 19.5 52.9 30.3
Old : 43.1 19.5 54.0 30.3 42.5 19.5 52.9 30.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 19, 2010