COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 180,303: 42,478 16,674 32,624 92,501 115,069 167,603 164,366: 12,700 15,937
Old : 172,204: 41,265 17,037 31,555 87,635 108,134 160,456 156,726: 11,748 15,478
Other: 8,099: 1,872 295 410 4,866 6,935 7,147 7,640: 952 459
: : :
: : Changes in Commitments from: November 8, 2011 :
: -79,247: -281 -2,365 -34,218 -38,739 -34,960 -73,238 -71,543: -6,009 -7,704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 9.2 18.1 51.3 63.8 93.0 91.2: 7.0 8.8
Old : 100.0: 24.0 9.9 18.3 50.9 62.8 93.2 91.0: 6.8 9.0
Other: 100.0: 23.1 3.6 5.1 60.1 85.6 88.2 94.3: 11.8 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 96 52 73 59 69 182 170:
Old : 230: 96 53 69 57 68 178 167:
Other: 72: 19 9 14 23 35 47 53:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 19.6 30.9 29.8 16.5 14.0 23.7 22.2
Old : 19.5 19.9 31.7 30.1 16.9 15.4 24.5 23.9
Other: 46.6 57.3 62.3 70.1 46.0 54.2 61.6 66.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 34,502: 12,786 871 6,294 11,859 26,200 30,939 33,364: 3,564 1,138
Old : 34,496: 12,786 871 6,294 11,859 26,194 30,939 33,358: 3,558 1,138
Other: 6: 0 0 0 0 6 0 6: 6 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -758: -626 310 839 -186 -1,086 28 63: -786 -820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 2.5 18.2 34.4 75.9 89.7 96.7: 10.3 3.3
Old : 100.0: 37.1 2.5 18.2 34.4 75.9 89.7 96.7: 10.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 100.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 45 18 15 27 22 84 43:
Old : 97: 45 18 15 27 22 84 43:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: 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 : 22.2 62.3 32.8 73.8 19.1 56.5 27.7 62.8
Old : 22.2 62.3 32.8 73.8 19.1 56.5 27.7 62.8
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 171,319: 28,380 31,180 27,946 106,064 102,009 162,390 161,135: 8,929 10,185
Old : 151,868: 27,734 36,383 22,066 93,619 83,595 143,419 142,044: 8,449 9,825
Other: 19,451: 6,182 333 343 12,446 18,414 18,971 19,091: 480 360
: : :
: : Changes in Commitments from: November 8, 2011 :
: -27,633: -3,513 -2,518 -9,988 -12,766 -13,766 -26,266 -26,271: -1,367 -1,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 18.2 16.3 61.9 59.5 94.8 94.1: 5.2 5.9
Old : 100.0: 18.3 24.0 14.5 61.6 55.0 94.4 93.5: 5.6 6.5
Other: 100.0: 31.8 1.7 1.8 64.0 94.7 97.5 98.1: 2.5 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 49 62 38 54 47 124 126:
Old : 177: 48 63 36 54 44 122 123:
Other: 47: 6 6 5 27 20 37 27:
:----------------------------------------------------------------------------------------------------
: 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 26.4 41.5 41.3 23.9 19.6 34.1 28.1
Old : 26.8 25.6 42.9 39.8 26.1 21.5 38.8 31.0
Other: 50.6 74.4 70.2 88.6 41.6 74.3 57.6 80.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 677,465: 126,371 41,915 160,863 326,177 408,735 613,410 611,513: 64,055 65,952
Old : 677,465: 126,371 41,915 160,863 326,177 408,735 613,410 611,513: 64,055 65,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -5,377: -14,773 15,087 9,869 11,926 -23,709 7,022 1,248: -12,399 -6,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 6.2 23.7 48.1 60.3 90.5 90.3: 9.5 9.7
Old : 100.0: 18.7 6.2 23.7 48.1 60.3 90.5 90.3: 9.5 9.7
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 : 220: 68 53 83 84 89 196 183:
Old : 220: 68 53 83 84 89 196 183:
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 : 14.0 14.4 24.1 23.6 12.6 12.1 21.0 19.0
Old : 14.0 14.4 24.1 23.6 12.6 12.1 21.0 19.0
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, November 15, 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 : 142,985: 21,615 14,090 38,863 76,786 82,559 137,264 135,512: 5,720 7,472
Old : 134,672: 21,500 14,013 37,383 70,545 76,017 129,428 127,413: 5,243 7,259
Other: 8,313: 584 546 1,011 6,241 6,542 7,836 8,099: 477 214
: : :
: : Changes in Commitments from: November 8, 2011 :
: -34,760: 2,081 -2,639 -16,432 -14,992 -9,667 -29,343 -28,738: -5,417 -6,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 9.9 27.2 53.7 57.7 96.0 94.8: 4.0 5.2
Old : 100.0: 16.0 10.4 27.8 52.4 56.4 96.1 94.6: 3.9 5.4
Other: 100.0: 7.0 6.6 12.2 75.1 78.7 94.3 97.4: 5.7 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 91 66 93 109 113 237 241:
Old : 292: 91 69 93 107 112 235 240:
Other: 77: 11 11 10 43 27 59 43:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 18.0 27.7 27.8 12.0 9.1 20.5 14.5
Old : 15.7 18.4 28.2 28.1 12.4 9.8 21.7 15.7
Other: 56.7 65.8 67.8 78.8 55.6 65.3 63.8 74.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 15, 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 : 58,090: 32,762 9,841 1,115 16,038 44,237 49,915 55,193: 8,175 2,897
Old : 58,090: 32,762 9,841 1,115 16,038 44,237 49,915 55,193: 8,175 2,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -2,238: -2,604 -3,438 347 -2,051 717 -4,308 -2,373: 2,070 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.4 16.9 1.9 27.6 76.2 85.9 95.0: 14.1 5.0
Old : 100.0: 56.4 16.9 1.9 27.6 76.2 85.9 95.0: 14.1 5.0
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 : 103: 51 24 9 20 11 75 41:
Old : 103: 51 24 9 20 11 75 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 : 57.4 80.1 64.3 88.1 57.2 79.2 63.3 87.1
Old : 57.4 80.1 64.3 88.1 57.2 79.2 63.3 87.1
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, November 15, 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 : 453,419: 7,546 61,271 6,028 423,380 369,652 436,954 436,951: 16,465 16,469
Old : 453,419: 7,546 61,271 6,028 423,380 369,652 436,954 436,951: 16,465 16,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 5,867: 535 -1,541 2,119 3,246 7,739 5,899 8,317: -32 -2,450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 13.5 1.3 93.4 81.5 96.4 96.4: 3.6 3.6
Old : 100.0: 1.7 13.5 1.3 93.4 81.5 96.4 96.4: 3.6 3.6
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 : 243: 21 47 16 106 111 138 163:
Old : 243: 21 47 16 106 111 138 163:
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 : 36.6 23.9 55.6 35.3 36.3 21.9 51.0 31.1
Old : 36.6 23.9 55.6 35.3 36.3 21.9 51.0 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2011