COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 363,614: 58,031 7,300 110,325 172,848 233,533 341,204 351,158: 22,410 12,456
Old : 284,041: 39,196 6,703 94,575 133,874 173,406 267,645 274,684: 16,396 9,357
Other: 79,573: 21,010 2,772 13,575 38,975 60,127 73,560 76,474: 6,014 3,100
: : :
: : Changes in Commitments from: January 4, 2011 :
: -4,023: 267 424 1,432 -6,751 -6,604 -5,052 -4,748: 1,030 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 2.0 30.3 47.5 64.2 93.8 96.6: 6.2 3.4
Old : 100.0: 13.8 2.4 33.3 47.1 61.0 94.2 96.7: 5.8 3.3
Other: 100.0: 26.4 3.5 17.1 49.0 75.6 92.4 96.1: 7.6 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 126 31 81 64 70 209 164:
Old : 226: 108 40 75 63 67 196 158:
Other: 129: 55 14 28 41 46 102 82:
:----------------------------------------------------------------------------------------------------
: 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 : 22.7 24.9 33.4 38.5 8.6 11.2 12.5 17.3
Old : 24.4 23.5 35.1 35.6 11.1 13.8 15.8 19.7
Other: 31.3 42.3 43.5 56.5 23.3 32.7 32.9 43.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 42,476: 16,175 736 5,906 15,800 34,797 37,881 41,438: 4,595 1,037
Old : 42,413: 16,140 740 5,902 15,794 34,736 37,836 41,378: 4,577 1,035
Other: 63: 39 0 0 6 61 45 61: 18 2
: : :
: : Changes in Commitments from: January 4, 2011 :
: 1,862: 363 140 593 653 906 1,609 1,639: 253 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 1.7 13.9 37.2 81.9 89.2 97.6: 10.8 2.4
Old : 100.0: 38.1 1.7 13.9 37.2 81.9 89.2 97.6: 10.8 2.4
Other: 100.0: 61.8 0.0 0.0 9.5 96.8 71.4 96.8: 28.6 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 61 16 25 28 28 99 59:
Old : 113: 60 17 25 28 28 99 59:
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 : 25.9 59.0 38.9 70.2 18.8 45.1 29.3 56.1
Old : 25.9 59.1 39.0 70.2 18.8 45.2 29.3 56.0
Other: 71.4 96.8 71.4 96.8 71.4 96.8 71.4 96.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 157,718: 42,588 28,752 21,449 82,792 99,995 146,830 150,196: 10,888 7,521
Old : 125,952: 37,353 31,711 16,138 62,146 70,822 115,636 118,670: 10,316 7,282
Other: 31,765: 8,326 131 2,221 20,647 29,174 31,194 31,526: 572 240
: : :
: : Changes in Commitments from: January 4, 2011 :
: 2,316: -1,282 1,260 1,096 1,936 -1,489 1,751 868: 564 1,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 18.2 13.6 52.5 63.4 93.1 95.2: 6.9 4.8
Old : 100.0: 29.7 25.2 12.8 49.3 56.2 91.8 94.2: 8.2 5.8
Other: 100.0: 26.2 0.4 7.0 65.0 91.8 98.2 99.2: 1.8 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 170: 52 51 45 53 54 132 128:
Old : 169: 53 53 45 52 47 131 121:
Other: 57: 12 7 13 26 35 44 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 : 26.9 31.8 38.0 46.4 18.9 23.2 27.3 32.9
Old : 22.5 30.6 33.4 45.2 18.4 22.8 27.3 32.3
Other: 51.1 59.4 70.1 75.6 41.5 44.5 53.2 57.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 1,041,236: 165,528 4,029 341,347 444,902 636,926 951,777 982,301: 89,459 58,935
Old : 1,041,236: 165,528 4,029 341,347 444,902 636,926 951,777 982,301: 89,459 58,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 25,952: -988 -961 6,991 16,774 17,736 22,777 23,765: 3,175 2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.4 32.8 42.7 61.2 91.4 94.3: 8.6 5.7
Old : 100.0: 15.9 0.4 32.8 42.7 61.2 91.4 94.3: 8.6 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 : 214: 73 40 85 83 92 194 182:
Old : 214: 73 40 85 83 92 194 182:
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 : 11.6 17.7 20.3 27.6 8.3 12.5 13.5 19.4
Old : 11.6 17.7 20.3 27.6 8.3 12.5 13.5 19.4
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, January 11, 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 : 203,246: 46,844 5,280 59,257 86,996 131,421 193,097 195,958: 10,149 7,288
Old : 193,264: 46,851 6,361 57,215 79,486 122,580 183,551 186,156: 9,712 7,108
Other: 9,982: 1,397 322 639 7,510 8,841 9,546 9,802: 436 180
: : :
: : Changes in Commitments from: January 4, 2011 :
: -2,369: 2,201 171 -727 -4,209 -2,206 -2,734 -2,762: 365 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 2.6 29.2 42.8 64.7 95.0 96.4: 5.0 3.6
Old : 100.0: 24.2 3.3 29.6 41.1 63.4 95.0 96.3: 5.0 3.7
Other: 100.0: 14.0 3.2 6.4 75.2 88.6 95.6 98.2: 4.4 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 145 68 93 126 135 321 250:
Old : 369: 148 64 93 125 135 320 249:
Other: 92: 16 12 12 36 42 60 58:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 20.2 29.4 30.0 10.8 9.4 17.1 15.3
Old : 18.1 21.1 28.1 30.6 11.2 9.4 18.3 15.7
Other: 66.9 67.2 74.6 78.8 65.3 67.2 73.0 77.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 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 : 36,854: 23,940 13,859 2,122 4,711 18,846 30,773 34,827: 6,081 2,028
Old : 36,854: 23,940 13,859 2,122 4,711 18,846 30,773 34,827: 6,081 2,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 8,749: 5,342 -6,011 1,220 272 14,137 6,834 9,346: 1,914 -597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.0 37.6 5.8 12.8 51.1 83.5 94.5: 16.5 5.5
Old : 100.0: 65.0 37.6 5.8 12.8 51.1 83.5 94.5: 16.5 5.5
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 : 83: 36 27 10 10 12 54 42:
Old : 83: 36 27 10 10 12 54 42:
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 : 56.9 55.9 65.5 71.6 54.4 55.2 61.2 70.5
Old : 56.9 55.9 65.5 71.6 54.4 55.2 61.2 70.5
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, January 11, 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 : 327,604: 23,920 48,249 5,964 278,798 257,544 308,682 311,757: 18,923 15,847
Old : 327,604: 23,920 48,249 5,964 278,798 257,544 308,682 311,757: 18,923 15,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2011 :
: 9,199: -5 3,918 346 9,086 4,035 9,427 8,300: -228 899
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 14.7 1.8 85.1 78.6 94.2 95.2: 5.8 4.8
Old : 100.0: 7.3 14.7 1.8 85.1 78.6 94.2 95.2: 5.8 4.8
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 : 237: 31 41 13 98 96 138 141:
Old : 237: 31 41 13 98 96 138 141:
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 : 37.2 19.7 49.5 32.1 32.2 18.2 44.3 29.3
Old : 37.2 19.7 49.5 32.1 32.2 18.2 44.3 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2011