COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 397,224: 66,720 7,487 128,227 176,949 247,762 371,896 383,477: 25,328 13,747
Old : 303,406: 41,063 7,601 108,203 136,227 177,356 285,493 293,160: 17,913 10,246
Other: 93,818: 27,947 2,176 17,735 40,722 70,406 86,403 90,317: 7,415 3,501
: : :
: : Changes in Commitments from: January 25, 2011 :
: 13,604: 5,405 223 4,671 2,065 7,603 12,140 12,497: 1,463 1,107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 1.9 32.3 44.5 62.4 93.6 96.5: 6.4 3.5
Old : 100.0: 13.5 2.5 35.7 44.9 58.5 94.1 96.6: 5.9 3.4
Other: 100.0: 29.8 2.3 18.9 43.4 75.0 92.1 96.3: 7.9 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 264: 146 35 86 64 71 230 173:
Old : 247: 123 46 79 62 66 212 164:
Other: 149: 67 14 34 46 49 124 88:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 22.7 30.3 36.9 7.8 10.4 11.3 16.8
Old : 22.1 21.1 32.4 33.2 8.4 11.2 12.7 16.8
Other: 25.8 40.0 36.9 54.7 17.0 31.5 25.5 41.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 39,745: 16,396 808 5,568 13,613 32,289 35,577 38,665: 4,167 1,080
Old : 39,681: 16,384 835 5,541 13,607 32,233 35,532 38,609: 4,149 1,073
Other: 63: 39 0 0 6 56 45 56: 18 7
: : :
: : Changes in Commitments from: January 25, 2011 :
: -520: -916 -194 236 86 -658 -594 -616: 73 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 2.0 14.0 34.3 81.2 89.5 97.3: 10.5 2.7
Old : 100.0: 41.3 2.1 14.0 34.3 81.2 89.5 97.3: 10.5 2.7
Other: 100.0: 62.1 0.0 0.0 9.5 89.0 71.6 89.0: 28.4 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 58 19 25 33 30 104 61:
Old : 118: 58 19 25 33 30 104 61:
Other: 7: 4 0 0 1 2 5 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 : 22.7 59.2 35.7 72.0 19.5 48.7 31.2 60.7
Old : 22.7 59.3 35.8 72.0 19.5 48.8 31.2 60.6
Other: 68.4 89.0 71.6 89.0 68.4 89.0 71.6 89.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 189,768: 45,035 18,253 39,208 90,951 125,827 175,194 183,287: 14,574 6,481
Old : 143,512: 48,621 17,576 27,359 53,882 92,655 129,862 137,590: 13,650 5,922
Other: 46,256: 3,362 7,625 4,901 37,069 33,172 45,332 45,698: 924 559
: : :
: : Changes in Commitments from: January 25, 2011 :
: 15,810: 2,124 -1,273 7,771 1,275 6,364 11,170 12,863: 4,640 2,948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 9.6 20.7 47.9 66.3 92.3 96.6: 7.7 3.4
Old : 100.0: 33.9 12.2 19.1 37.5 64.6 90.5 95.9: 9.5 4.1
Other: 100.0: 7.3 16.5 10.6 80.1 71.7 98.0 98.8: 2.0 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 80 41 55 54 57 167 125:
Old : 189: 80 42 55 52 53 165 121:
Other: 60: 14 5 13 25 38 44 51:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 39.0 37.6 50.1 15.4 20.3 21.7 29.6
Old : 20.9 35.7 30.3 47.1 16.8 32.0 25.7 41.6
Other: 60.7 56.6 78.0 74.8 40.2 35.3 49.0 46.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 1,069,152: 177,989 5,508 341,510 456,184 667,162 975,684 1,014,181: 93,469 54,972
Old : 1,069,152: 177,989 5,508 341,510 456,184 667,162 975,684 1,014,181: 93,469 54,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 51,520: 16,125 477 14,858 10,982 35,329 41,965 50,664: 9,555 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.5 31.9 42.7 62.4 91.3 94.9: 8.7 5.1
Old : 100.0: 16.6 0.5 31.9 42.7 62.4 91.3 94.9: 8.7 5.1
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 : 226: 80 40 95 89 97 207 197:
Old : 226: 80 40 95 89 97 207 197:
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 17.1 19.7 26.7 8.8 12.7 13.8 19.5
Old : 11.2 17.1 19.7 26.7 8.8 12.7 13.8 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SUGAR NO. 11 OPTS ON FUT SPRDS - ICE FUTURES U.S. Code-080736
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 19,617: 96 8,547 2,887 15,080 6,145 18,064 17,579: 1,554 2,039
Old : 19,617: 96 8,547 2,887 15,080 6,145 18,064 17,579: 1,554 2,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: -4: 96 -11 47 -374 176 -232 212: 228 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 43.6 14.7 76.9 31.3 92.1 89.6: 7.9 10.4
Old : 100.0: 0.5 43.6 14.7 76.9 31.3 92.1 89.6: 7.9 10.4
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 : 21: 1 8 8 10 8 18 17:
Old : 21: 1 8 8 10 8 18 17:
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 : 66.8 51.2 78.2 71.4 49.6 41.0 56.4 51.6
Old : 66.8 51.2 78.2 71.4 49.6 41.0 56.4 51.6
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, February 1, 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 : 220,330: 45,316 5,897 68,590 97,749 141,091 211,655 215,577: 8,675 4,753
Old : 206,256: 44,988 6,516 65,238 87,804 129,956 198,030 201,710: 8,226 4,547
Other: 14,073: 1,828 881 1,852 9,945 11,135 13,625 13,867: 449 206
: : :
: : Changes in Commitments from: January 25, 2011 :
: 16,826: 5,427 522 9,251 2,935 9,119 17,612 18,891: -787 -2,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 2.7 31.1 44.4 64.0 96.1 97.8: 3.9 2.2
Old : 100.0: 21.8 3.2 31.6 42.6 63.0 96.0 97.8: 4.0 2.2
Other: 100.0: 13.0 6.3 13.2 70.7 79.1 96.8 98.5: 3.2 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 379: 160 59 105 120 141 327 263:
Old : 375: 157 60 102 116 140 318 260:
Other: 116: 28 15 17 48 45 83 70:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 21.6 30.3 31.8 8.9 9.2 14.8 14.2
Old : 19.4 22.6 29.0 32.4 9.3 9.1 15.9 14.7
Other: 52.9 48.2 64.8 64.7 50.6 47.9 56.5 58.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 1, 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 : 42,970: 26,235 29,752 909 9,660 7,548 36,804 38,209: 6,166 4,761
Old : 42,970: 26,235 29,752 909 9,660 7,548 36,804 38,209: 6,166 4,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 3,219: 1,928 6,913 -46 1,085 -3,783 2,968 3,084: 251 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.1 69.2 2.1 22.5 17.6 85.7 88.9: 14.3 11.1
Old : 100.0: 61.1 69.2 2.1 22.5 17.6 85.7 88.9: 14.3 11.1
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 : 101: 37 40 8 14 12 52 60:
Old : 101: 37 40 8 14 12 52 60:
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 : 58.5 46.8 67.1 62.3 58.1 46.8 66.5 62.3
Old : 58.5 46.8 67.1 62.3 58.1 46.8 66.5 62.3
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, February 1, 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 : 337,111: 26,854 50,472 6,124 284,103 264,305 317,081 320,902: 20,030 16,209
Old : 337,111: 26,854 50,472 6,124 284,103 264,305 317,081 320,902: 20,030 16,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 25, 2011 :
: 5,055: 8,249 1,360 1,524 -3,752 2,026 6,021 4,910: -966 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 15.0 1.8 84.3 78.4 94.1 95.2: 5.9 4.8
Old : 100.0: 8.0 15.0 1.8 84.3 78.4 94.1 95.2: 5.9 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 : 254: 36 43 13 99 110 145 156:
Old : 254: 36 43 13 99 110 145 156:
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 : 38.8 19.2 50.7 30.1 33.8 17.4 45.3 27.0
Old : 38.8 19.2 50.7 30.1 33.8 17.4 45.3 27.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 4, 2011