COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 187,650: 46,368 23,504 40,504 90,229 105,472 177,101 169,481: 10,549 18,169
Old : 178,063: 44,967 23,898 39,088 84,360 97,536 168,415 160,523: 9,648 17,541
Other: 9,587: 2,290 496 526 5,869 7,936 8,685 8,958: 901 629
: : :
: : Changes in Commitments from: November 29, 2011 :
: 2,393: 4,499 528 948 -3,535 2,912 1,911 4,388: 481 -1,995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 12.5 21.6 48.1 56.2 94.4 90.3: 5.6 9.7
Old : 100.0: 25.3 13.4 22.0 47.4 54.8 94.6 90.1: 5.4 9.9
Other: 100.0: 23.9 5.2 5.5 61.2 82.8 90.6 93.4: 9.4 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 97 69 78 58 73 187 191:
Old : 249: 99 68 73 57 72 184 187:
Other: 76: 20 11 13 27 34 53 52:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 14.7 29.8 24.9 16.2 10.6 23.5 17.9
Old : 18.8 15.0 30.7 24.8 16.8 11.7 24.3 19.5
Other: 44.1 57.4 61.1 69.1 43.0 54.6 59.6 64.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 39,099: 14,866 768 7,550 12,812 29,559 35,227 37,876: 3,872 1,223
Old : 39,090: 14,866 768 7,550 12,809 29,550 35,224 37,867: 3,866 1,223
Other: 9: 0 0 0 3 9 3 9: 6 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 1,269: 215 -29 148 837 1,131 1,200 1,250: 70 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 2.0 19.3 32.8 75.6 90.1 96.9: 9.9 3.1
Old : 100.0: 38.0 2.0 19.3 32.8 75.6 90.1 96.9: 9.9 3.1
Other: 100.0: 0.0 0.0 0.0 33.3 100.0 33.3 100.0: 66.7 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 54 11 18 25 24 88 46:
Old : 102: 54 11 18 25 24 88 46:
Other: 2: 0 0 0 1 1 1 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 : 20.4 59.6 31.7 72.0 15.7 51.7 23.0 58.6
Old : 20.4 59.5 31.7 72.0 15.7 51.7 23.0 58.6
Other: 33.3 100.0 33.3 100.0 33.3 100.0 33.3 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 186,921: 29,373 39,032 36,875 110,862 101,354 177,111 177,262: 9,810 9,659
Old : 165,191: 29,072 44,681 29,873 97,048 81,208 155,993 155,762: 9,198 9,429
Other: 21,730: 6,426 475 879 13,814 20,147 21,118 21,500: 612 230
: : :
: : Changes in Commitments from: November 29, 2011 :
: 8,712: 824 3,730 4,511 2,288 1,049 7,623 9,290: 1,089 -578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 20.9 19.7 59.3 54.2 94.8 94.8: 5.2 5.2
Old : 100.0: 17.6 27.0 18.1 58.7 49.2 94.4 94.3: 5.6 5.7
Other: 100.0: 29.6 2.2 4.0 63.6 92.7 97.2 98.9: 2.8 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 49 72 38 52 51 124 140:
Old : 189: 48 73 35 51 48 120 137:
Other: 53: 11 5 8 27 22 43 31:
:----------------------------------------------------------------------------------------------------
: 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 24.7 42.1 40.1 22.8 17.5 30.6 24.3
Old : 26.5 24.1 43.6 38.9 25.4 19.2 35.4 27.6
Other: 47.4 72.3 66.0 85.0 39.0 71.1 54.1 77.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 709,669: 121,467 59,135 168,555 354,943 401,499 644,965 629,189: 64,704 80,480
Old : 709,669: 121,467 59,135 168,555 354,943 401,499 644,965 629,189: 64,704 80,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: 4,232: 8,115 -493 -2,315 -4,236 7,000 1,565 4,192: 2,667 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 8.3 23.8 50.0 56.6 90.9 88.7: 9.1 11.3
Old : 100.0: 17.1 8.3 23.8 50.0 56.6 90.9 88.7: 9.1 11.3
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 : 226: 75 52 85 85 91 199 191:
Old : 226: 75 52 85 85 91 199 191:
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 : 13.3 12.9 22.9 21.2 11.9 10.0 19.1 16.1
Old : 13.3 12.9 22.9 21.2 11.9 10.0 19.1 16.1
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 6, 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 : 140,274: 26,280 15,323 39,986 67,915 77,825 134,181 133,134: 6,093 7,140
Old : 130,993: 25,978 15,157 38,212 61,023 70,659 125,213 124,028: 5,780 6,965
Other: 9,281: 686 551 1,391 6,892 7,165 8,968 9,107: 313 174
: : :
: : Changes in Commitments from: November 29, 2011 :
: 2,034: 3,012 42 2,449 -3,847 -348 1,614 2,143: 420 -109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 10.9 28.5 48.4 55.5 95.7 94.9: 4.3 5.1
Old : 100.0: 19.8 11.6 29.2 46.6 53.9 95.6 94.7: 4.4 5.3
Other: 100.0: 7.4 5.9 15.0 74.3 77.2 96.6 98.1: 3.4 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 306: 82 80 102 124 120 255 258:
Old : 305: 83 81 101 121 119 251 257:
Other: 96: 18 13 15 49 31 74 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 : 13.5 15.7 25.2 25.1 11.7 9.2 21.5 14.5
Old : 14.0 15.9 26.2 25.1 12.3 9.8 22.7 15.6
Other: 54.1 60.8 66.6 75.2 51.4 60.5 58.0 68.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 6, 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 : 58,532: 40,291 7,559 1,521 10,206 47,701 52,019 56,781: 6,514 1,751
Old : 58,532: 40,291 7,559 1,521 10,206 47,701 52,019 56,781: 6,514 1,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -1,091: 1,418 -184 7 -1,694 -293 -269 -471: -822 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.8 12.9 2.6 17.4 81.5 88.9 97.0: 11.1 3.0
Old : 100.0: 68.8 12.9 2.6 17.4 81.5 88.9 97.0: 11.1 3.0
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 : 106: 64 15 10 19 12 88 33:
Old : 106: 64 15 10 19 12 88 33:
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 : 48.3 86.2 59.9 91.6 48.3 85.0 59.0 89.4
Old : 48.3 86.2 59.9 91.6 48.3 85.0 59.0 89.4
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 6, 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 : 446,543: 10,972 49,724 3,360 414,806 373,867 429,138 426,952: 17,405 19,591
Old : 446,543: 10,972 49,724 3,360 414,806 373,867 429,138 426,952: 17,405 19,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2011 :
: -26,340: 1,244 -5,743 -1,565 -29,572 -21,319 -29,893 -28,627: 3,553 2,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 11.1 0.8 92.9 83.7 96.1 95.6: 3.9 4.4
Old : 100.0: 2.5 11.1 0.8 92.9 83.7 96.1 95.6: 3.9 4.4
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 : 234: 19 45 13 98 111 128 158:
Old : 234: 19 45 13 98 111 128 158:
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 : 33.6 24.0 54.9 34.6 33.5 22.5 49.7 31.6
Old : 33.6 24.0 54.9 34.6 33.5 22.5 49.7 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2011