COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 357,270: 58,050 7,338 108,288 168,247 229,356 334,585 344,982: 22,686 12,288
Old : 277,178: 38,778 7,202 91,549 130,111 169,091 260,438 267,841: 16,740 9,337
Other: 80,092: 21,772 2,637 14,238 38,136 60,265 74,146 77,141: 5,946 2,951
: : :
: : Changes in Commitments from: January 11, 2011 :
: -6,344: 19 38 -2,037 -4,602 -4,177 -6,620 -6,176: 276 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.1 30.3 47.1 64.2 93.7 96.6: 6.3 3.4
Old : 100.0: 14.0 2.6 33.0 46.9 61.0 94.0 96.6: 6.0 3.4
Other: 100.0: 27.2 3.3 17.8 47.6 75.2 92.6 96.3: 7.4 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 135 28 84 65 73 218 169:
Old : 234: 117 34 78 64 69 203 162:
Other: 136: 57 17 30 43 47 111 84:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 23.9 32.8 37.3 8.2 11.2 11.7 17.2
Old : 24.5 21.7 34.8 33.9 11.6 13.2 15.9 19.2
Other: 29.1 41.8 40.8 56.3 20.7 32.8 30.1 42.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 42,019: 16,959 814 5,766 15,051 34,383 37,776 40,962: 4,242 1,057
Old : 41,958: 16,952 843 5,736 15,045 34,323 37,733 40,903: 4,224 1,055
Other: 61: 37 0 0 6 59 43 59: 18 2
: : :
: : Changes in Commitments from: January 11, 2011 :
: -457: 784 77 -140 -749 -414 -105 -477: -352 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 1.9 13.7 35.8 81.8 89.9 97.5: 10.1 2.5
Old : 100.0: 40.4 2.0 13.7 35.9 81.8 89.9 97.5: 10.1 2.5
Other: 100.0: 60.7 0.0 0.0 9.8 96.7 70.5 96.7: 29.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 65 15 26 29 27 103 59:
Old : 117: 65 15 26 29 27 103 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 : 25.5 59.1 38.2 70.6 18.3 45.8 29.3 56.9
Old : 25.6 59.2 38.3 70.5 18.4 45.9 29.4 56.8
Other: 70.5 96.7 70.5 96.7 70.5 96.7 70.5 96.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 157,659: 43,262 27,299 22,376 81,435 100,979 147,072 150,654: 10,587 7,005
Old : 124,881: 38,623 31,157 15,902 60,592 71,090 115,117 118,149: 9,765 6,733
Other: 32,778: 8,544 47 2,568 20,843 29,889 31,956 32,505: 822 273
: : :
: : Changes in Commitments from: January 11, 2011 :
: -59: 673 -1,453 927 -1,358 984 242 457: -301 -516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 17.3 14.2 51.7 64.0 93.3 95.6: 6.7 4.4
Old : 100.0: 30.9 24.9 12.7 48.5 56.9 92.2 94.6: 7.8 5.4
Other: 100.0: 26.1 0.1 7.8 63.6 91.2 97.5 99.2: 2.5 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 62 43 48 54 55 140 126:
Old : 173: 58 47 48 53 50 139 121:
Other: 56: 15 2 12 25 36 42 48:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 31.8 36.9 46.2 18.6 24.3 27.3 34.2
Old : 21.8 30.9 32.2 44.8 18.9 24.1 28.3 34.0
Other: 50.3 55.5 69.5 71.1 41.5 41.7 51.2 54.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 1,022,317: 160,330 5,772 329,784 446,800 632,072 936,914 967,628: 85,403 54,689
Old : 1,022,317: 160,330 5,772 329,784 446,800 632,072 936,914 967,628: 85,403 54,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -18,918: -5,198 1,743 -11,563 1,898 -4,854 -14,863 -14,673: -4,056 -4,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 0.6 32.3 43.7 61.8 91.6 94.7: 8.4 5.3
Old : 100.0: 15.7 0.6 32.3 43.7 61.8 91.6 94.7: 8.4 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 : 215: 72 41 88 83 92 192 186:
Old : 215: 72 41 88 83 92 192 186:
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 18.2 20.4 28.3 8.9 12.9 14.2 20.2
Old : 11.6 18.2 20.4 28.3 8.9 12.9 14.2 20.2
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 18, 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 : 205,365: 44,697 5,246 58,015 91,589 134,314 194,302 197,576: 11,063 7,790
Old : 194,593: 44,730 6,322 55,624 83,642 125,076 183,996 187,021: 10,596 7,572
Other: 10,772: 1,416 374 942 7,947 9,239 10,305 10,555: 467 218
: : :
: : Changes in Commitments from: January 11, 2011 :
: 2,119: -2,147 -35 -1,242 4,593 2,894 1,205 1,618: 915 502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 2.6 28.2 44.6 65.4 94.6 96.2: 5.4 3.8
Old : 100.0: 23.0 3.2 28.6 43.0 64.3 94.6 96.1: 5.4 3.9
Other: 100.0: 13.1 3.5 8.7 73.8 85.8 95.7 98.0: 4.3 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 141 65 93 119 132 310 246:
Old : 362: 146 61 92 115 131 305 244:
Other: 100: 18 14 14 42 43 68 63:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 21.4 30.2 31.2 9.5 9.2 15.7 14.9
Old : 19.5 22.5 28.8 32.1 9.8 8.8 16.7 14.9
Other: 62.2 62.6 70.5 74.2 60.6 62.5 67.7 72.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 33,352: 20,227 14,998 806 6,964 13,865 27,996 29,669: 5,356 3,683
Old : 33,352: 20,227 14,998 806 6,964 13,865 27,996 29,669: 5,356 3,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -3,502: -3,714 1,139 -1,316 2,252 -4,981 -2,777 -5,158: -725 1,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 45.0 2.4 20.9 41.6 83.9 89.0: 16.1 11.0
Old : 100.0: 60.6 45.0 2.4 20.9 41.6 83.9 89.0: 16.1 11.0
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 : 83: 31 33 6 12 9 47 45:
Old : 83: 31 33 6 12 9 47 45:
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 : 52.1 55.0 64.3 67.9 51.8 55.0 62.1 67.7
Old : 52.1 55.0 64.3 67.9 51.8 55.0 62.1 67.7
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 18, 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 : 324,724: 17,595 50,918 3,624 283,439 252,538 304,658 307,080: 20,066 17,644
Old : 324,724: 17,595 50,918 3,624 283,439 252,538 304,658 307,080: 20,066 17,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2011 :
: -2,880: -6,325 2,669 -2,340 4,642 -5,006 -4,024 -4,677: 1,144 1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 15.7 1.1 87.3 77.8 93.8 94.6: 6.2 5.4
Old : 100.0: 5.4 15.7 1.1 87.3 77.8 93.8 94.6: 6.2 5.4
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 : 240: 28 47 13 101 95 139 145:
Old : 240: 28 47 13 101 95 139 145:
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 : 37.6 19.7 50.3 31.8 32.6 18.2 45.2 29.0
Old : 37.6 19.7 50.3 31.8 32.6 18.2 45.2 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2011