COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 366,170: 59,244 7,475 110,335 176,257 236,142 345,836 353,951: 20,333 12,218
Old : 297,531: 41,272 6,356 97,053 142,885 184,521 281,210 287,930: 16,321 9,601
Other: 68,639: 19,260 2,407 11,993 33,373 51,621 64,626 66,021: 4,012 2,617
: : :
: : Changes in Commitments from: December 14, 2010 :
: 198: 688 603 1,982 -3,527 -3,377 -857 -793: 1,055 991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.0 30.1 48.1 64.5 94.4 96.7: 5.6 3.3
Old : 100.0: 13.9 2.1 32.6 48.0 62.0 94.5 96.8: 5.5 3.2
Other: 100.0: 28.1 3.5 17.5 48.6 75.2 94.2 96.2: 5.8 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 132 36 88 64 67 223 167:
Old : 237: 116 41 83 61 64 209 160:
Other: 118: 50 10 27 41 44 96 76:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 26.1 32.9 39.5 8.9 11.6 12.9 17.7
Old : 23.7 25.0 34.8 37.4 10.4 13.9 14.9 19.9
Other: 31.9 42.2 44.3 56.7 24.5 31.3 31.4 41.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 37,307: 14,399 391 4,879 13,614 31,120 32,892 36,389: 4,416 918
Old : 37,251: 14,395 420 4,850 13,608 31,065 32,852 36,335: 4,399 916
Other: 56: 33 0 0 6 54 39 54: 17 2
: : :
: : Changes in Commitments from: December 14, 2010 :
: -4,711: -1,634 59 -3,380 65 -1,612 -4,948 -4,932: 238 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 1.0 13.1 36.5 83.4 88.2 97.5: 11.8 2.5
Old : 100.0: 38.6 1.1 13.0 36.5 83.4 88.2 97.5: 11.8 2.5
Other: 100.0: 59.2 0.0 0.0 10.6 96.5 69.9 96.5: 30.1 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 57 7 26 28 31 90 60:
Old : 103: 56 8 26 28 31 90 60:
Other: 5: 2 0 0 1 2 3 2:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 59.9 39.0 72.4 22.4 50.5 34.8 62.8
Old : 23.6 60.0 39.1 72.3 22.4 50.5 34.8 62.7
Other: 69.9 96.5 69.9 96.5 69.9 96.5 69.9 96.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 149,065: 40,230 27,230 19,093 80,303 96,586 139,626 142,908: 9,439 6,157
Old : 120,140: 36,581 30,798 13,690 61,083 69,748 111,355 114,237: 8,785 5,904
Other: 28,925: 7,241 23 1,811 19,220 26,838 28,272 28,672: 654 254
: : :
: : Changes in Commitments from: December 14, 2010 :
: 2,188: 623 -676 486 1,468 2,948 2,576 2,758: -388 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.3 12.8 53.9 64.8 93.7 95.9: 6.3 4.1
Old : 100.0: 30.4 25.6 11.4 50.8 58.1 92.7 95.1: 7.3 4.9
Other: 100.0: 25.0 0.1 6.3 66.4 92.8 97.7 99.1: 2.3 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 57 44 42 55 57 133 125:
Old : 169: 55 47 41 55 53 132 121:
Other: 51: 13 2 10 25 32 40 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 : 27.4 31.0 38.6 46.8 19.7 24.0 28.1 33.5
Old : 22.5 29.3 33.4 44.6 19.5 22.8 28.9 33.5
Other: 53.5 60.1 72.5 77.8 43.5 46.4 54.0 60.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 1,015,730: 168,715 6,911 327,592 427,225 627,609 923,532 962,112: 92,199 53,618
Old : 1,015,730: 168,715 6,911 327,592 427,225 627,609 923,532 962,112: 92,199 53,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 30,452: 13,097 -4,215 4,468 6,081 31,237 23,646 31,490: 6,806 -1,038
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.7 32.3 42.1 61.8 90.9 94.7: 9.1 5.3
Old : 100.0: 16.6 0.7 32.3 42.1 61.8 90.9 94.7: 9.1 5.3
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 : 216: 79 40 83 81 90 194 181:
Old : 216: 79 40 83 81 90 194 181:
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 : 11.2 16.9 19.6 28.0 8.1 12.2 13.4 20.1
Old : 11.2 16.9 19.6 28.0 8.1 12.2 13.4 20.1
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 21, 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 : 202,098: 45,114 5,465 57,144 89,967 132,790 192,225 195,400: 9,872 6,698
Old : 193,719: 45,140 6,498 55,351 83,744 125,340 184,235 187,189: 9,484 6,530
Other: 8,378: 1,354 349 412 6,224 7,450 7,990 8,210: 388 168
: : :
: : Changes in Commitments from: December 14, 2010 :
: 16,740: 898 -540 10,345 5,076 6,572 16,319 16,377: 421 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 2.7 28.3 44.5 65.7 95.1 96.7: 4.9 3.3
Old : 100.0: 23.3 3.4 28.6 43.2 64.7 95.1 96.6: 4.9 3.4
Other: 100.0: 16.2 4.2 4.9 74.3 88.9 95.4 98.0: 4.6 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 147 57 91 114 134 304 242:
Old : 358: 147 57 90 111 134 300 242:
Other: 82: 17 6 10 30 42 51 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 : 19.3 19.9 31.0 30.5 12.7 9.5 19.3 16.2
Old : 18.4 20.7 29.9 31.1 13.2 9.9 20.6 16.6
Other: 70.9 72.1 78.4 82.0 69.7 72.0 76.5 79.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 21, 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 : 27,469: 15,864 11,469 770 5,767 12,993 22,401 25,232: 5,068 2,238
Old : 27,469: 15,864 11,469 770 5,767 12,993 22,401 25,232: 5,068 2,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: 1,902: -447 288 -279 1,327 1,920 600 1,928: 1,302 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 41.8 2.8 21.0 47.3 81.5 91.9: 18.5 8.1
Old : 100.0: 57.8 41.8 2.8 21.0 47.3 81.5 91.9: 18.5 8.1
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 : 71: 25 26 7 12 9 42 38:
Old : 71: 25 26 7 12 9 42 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 : 57.8 57.8 65.9 68.8 55.6 57.8 62.4 67.8
Old : 57.8 57.8 65.9 68.8 55.6 57.8 62.4 67.8
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 21, 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 : 312,952: 23,029 44,953 5,260 266,057 248,565 294,345 298,778: 18,607 14,174
Old : 312,952: 23,029 44,953 5,260 266,057 248,565 294,345 298,778: 18,607 14,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 14, 2010 :
: -109,369: -11,816 -3,147 -6,610 -88,795 -97,255 -107,221 -107,013: -2,147 -2,356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 14.4 1.7 85.0 79.4 94.1 95.5: 5.9 4.5
Old : 100.0: 7.4 14.4 1.7 85.0 79.4 94.1 95.5: 5.9 4.5
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 : 233: 28 45 12 96 92 134 139:
Old : 233: 28 45 12 96 92 134 139:
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 : 35.5 20.4 49.4 33.5 33.3 19.8 44.8 31.2
Old : 35.5 20.4 49.4 33.5 33.3 19.8 44.8 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 27, 2010