COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 361,915: 58,221 7,573 108,650 174,388 234,788 341,260 351,011: 20,655 10,904
Old : 293,101: 40,567 6,197 95,673 140,629 182,985 276,869 284,855: 16,232 8,246
Other: 68,814: 18,898 2,620 11,734 33,759 51,803 64,391 66,156: 4,423 2,658
: : :
: : Changes in Commitments from: December 21, 2010 :
: -4,254: -1,023 98 -1,685 -1,869 -1,354 -4,576 -2,940: 322 -1,314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 2.1 30.0 48.2 64.9 94.3 97.0: 5.7 3.0
Old : 100.0: 13.8 2.1 32.6 48.0 62.4 94.5 97.2: 5.5 2.8
Other: 100.0: 27.5 3.8 17.1 49.1 75.3 93.6 96.1: 6.4 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 125 35 82 63 66 211 161:
Old : 227: 110 40 77 60 64 196 156:
Other: 117: 53 8 26 40 42 94 75:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 26.4 34.3 39.8 8.9 11.7 13.0 17.6
Old : 24.8 25.5 36.2 37.6 11.5 14.4 16.7 20.5
Other: 33.4 43.3 45.8 57.6 25.1 31.6 32.2 41.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 37,049: 14,771 412 4,944 13,095 30,806 32,811 36,163: 4,238 886
Old : 36,991: 14,770 445 4,911 13,089 30,751 32,771 36,107: 4,221 884
Other: 58: 35 0 0 6 56 41 56: 17 2
: : :
: : Changes in Commitments from: December 21, 2010 :
: -259: 372 21 66 -518 -314 -81 -227: -178 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 1.1 13.3 35.3 83.2 88.6 97.6: 11.4 2.4
Old : 100.0: 39.9 1.2 13.3 35.4 83.1 88.6 97.6: 11.4 2.4
Other: 100.0: 60.0 0.0 0.0 10.4 96.5 70.5 96.5: 29.5 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 53 13 26 31 29 95 58:
Old : 105: 52 14 26 31 29 95 58:
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 : 24.4 60.9 38.7 73.5 22.5 52.0 35.1 64.5
Old : 24.5 60.9 38.8 73.5 22.5 52.1 35.1 64.4
Other: 70.5 96.5 70.5 96.5 70.5 96.5 70.5 96.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 151,552: 41,566 26,508 20,491 78,962 99,213 141,018 146,211: 10,534 5,341
Old : 122,150: 37,981 30,346 14,672 59,602 71,973 112,255 116,991: 9,895 5,159
Other: 29,402: 7,493 70 1,910 19,359 27,239 28,762 29,220: 639 182
: : :
: : Changes in Commitments from: December 21, 2010 :
: 2,486: 1,335 -722 1,398 -1,342 2,627 1,391 3,303: 1,095 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 17.5 13.5 52.1 65.5 93.0 96.5: 7.0 3.5
Old : 100.0: 31.1 24.8 12.0 48.8 58.9 91.9 95.8: 8.1 4.2
Other: 100.0: 25.5 0.2 6.5 65.8 92.6 97.8 99.4: 2.2 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 61 47 48 54 56 143 128:
Old : 177: 58 51 48 54 52 143 124:
Other: 53: 14 2 10 25 33 40 44:
:----------------------------------------------------------------------------------------------------
: 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 : 26.3 30.9 37.3 46.6 19.2 23.9 27.3 34.0
Old : 21.5 29.5 31.7 44.3 18.9 23.2 28.2 33.7
Other: 53.5 60.0 72.2 77.3 43.6 46.1 53.7 59.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 1,035,783: 171,944 5,980 342,452 425,500 627,968 939,896 976,400: 95,887 59,383
Old : 1,035,783: 171,944 5,980 342,452 425,500 627,968 939,896 976,400: 95,887 59,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: 20,053: 3,229 -931 14,860 -1,724 359 16,364 14,288: 3,689 5,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.6 33.1 41.1 60.6 90.7 94.3: 9.3 5.7
Old : 100.0: 16.6 0.6 33.1 41.1 60.6 90.7 94.3: 9.3 5.7
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: 80 40 83 82 90 197 180:
Old : 217: 80 40 83 82 90 197 180:
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 : 11.1 16.8 19.6 26.7 7.9 12.0 13.2 18.8
Old : 11.1 16.8 19.6 26.7 7.9 12.0 13.2 18.8
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, December 28, 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 : 206,312: 44,772 4,906 60,802 91,585 134,720 197,159 200,429: 9,152 5,883
Old : 197,485: 44,819 6,018 58,736 85,139 126,996 188,694 191,750: 8,790 5,734
Other: 8,827: 1,438 374 580 6,447 7,724 8,465 8,678: 362 149
: : :
: : Changes in Commitments from: December 21, 2010 :
: 4,214: -342 -559 3,657 1,618 1,930 4,934 5,029: -720 -815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 2.4 29.5 44.4 65.3 95.6 97.1: 4.4 2.9
Old : 100.0: 22.7 3.0 29.7 43.1 64.3 95.5 97.1: 4.5 2.9
Other: 100.0: 16.3 4.2 6.6 73.0 87.5 95.9 98.3: 4.1 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 365: 147 59 93 120 137 311 249:
Old : 365: 149 57 92 118 136 308 248:
Other: 89: 20 6 11 34 43 58 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 : 19.0 19.8 30.6 30.4 12.5 9.5 19.2 16.0
Old : 18.5 20.7 29.5 31.2 13.0 10.0 20.5 16.6
Other: 67.5 68.8 76.3 80.2 66.1 68.8 74.4 78.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 28, 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 : 26,794: 16,034 11,415 766 5,362 12,354 22,162 24,535: 4,632 2,259
Old : 26,794: 16,034 11,415 766 5,362 12,354 22,162 24,535: 4,632 2,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -675: 170 -54 -4 -406 -639 -239 -696: -437 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 42.6 2.9 20.0 46.1 82.7 91.6: 17.3 8.4
Old : 100.0: 59.8 42.6 2.9 20.0 46.1 82.7 91.6: 17.3 8.4
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 : 74: 24 30 7 13 8 42 41:
Old : 74: 24 30 7 13 8 42 41:
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 : 59.2 56.6 66.9 67.9 56.6 56.6 63.2 66.9
Old : 59.2 56.6 66.9 67.9 56.6 56.6 63.2 66.9
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, December 28, 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 : 312,184: 23,246 45,653 4,449 265,309 247,827 293,005 297,929: 19,179 14,255
Old : 312,184: 23,246 45,653 4,449 265,309 247,827 293,005 297,929: 19,179 14,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 21, 2010 :
: -768: 218 700 -811 -747 -738 -1,341 -848: 573 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 14.6 1.4 85.0 79.4 93.9 95.4: 6.1 4.6
Old : 100.0: 7.4 14.6 1.4 85.0 79.4 93.9 95.4: 6.1 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 : 231: 27 41 10 95 96 132 137:
Old : 231: 27 41 10 95 96 132 137:
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 : 35.8 20.4 49.8 33.6 33.3 19.7 44.9 31.2
Old : 35.8 20.4 49.8 33.6 33.3 19.7 44.9 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 3, 2011