COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 272,750: 74,316 4,948 62,591 114,204 196,026 251,112 263,566: 21,638 9,185
Old : 170,415: 55,138 11,064 30,520 70,547 122,811 156,205 164,395: 14,210 6,020
Other: 102,335: 28,189 2,895 23,060 43,658 73,215 94,907 99,171: 7,429 3,164
: : :
: : Changes in Commitments from: April 20, 2010 :
: 12,467: 4,245 -1,107 3,742 3,127 9,322 11,114 11,958: 1,353 509
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 1.8 22.9 41.9 71.9 92.1 96.6: 7.9 3.4
Old : 100.0: 32.4 6.5 17.9 41.4 72.1 91.7 96.5: 8.3 3.5
Other: 100.0: 27.5 2.8 22.5 42.7 71.5 92.7 96.9: 7.3 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 166 27 75 70 73 260 156:
Old : 267: 142 43 48 51 68 213 139:
Other: 172: 87 15 30 56 54 151 91:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 33.0 26.6 46.6 15.1 27.5 21.5 38.6
Old : 18.5 41.0 29.0 54.1 18.4 37.9 26.9 48.2
Other: 19.2 28.9 31.6 43.4 16.2 26.7 25.9 38.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,528: 13,410 1,881 6,461 16,523 29,462 36,393 37,803: 3,135 1,725
Old : 37,251: 13,304 1,831 5,708 15,226 28,074 34,238 35,613: 3,013 1,639
Other: 2,276: 239 183 620 1,296 1,388 2,155 2,191: 122 86
: : :
: : Changes in Commitments from: April 20, 2010 :
: -761: 91 -54 278 -1,048 -1,006 -678 -781: -83 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 4.8 16.3 41.8 74.5 92.1 95.6: 7.9 4.4
Old : 100.0: 35.7 4.9 15.3 40.9 75.4 91.9 95.6: 8.1 4.4
Other: 100.0: 10.5 8.0 27.2 56.9 61.0 94.7 96.2: 5.3 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 43 14 19 28 26 77 53:
Old : 93: 41 16 18 28 26 77 52:
Other: 26: 5 9 13 7 8 21 21:
:----------------------------------------------------------------------------------------------------
: 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 : 24.5 56.3 38.6 68.6 21.2 44.2 32.6 54.8
Old : 22.8 58.6 37.5 69.9 22.5 49.1 34.5 58.9
Other: 66.5 58.8 79.8 78.6 41.9 41.8 46.7 47.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 140,002: 52,060 19,959 18,098 61,194 95,010 131,351 133,066: 8,651 6,936
Old : 94,956: 47,617 16,042 9,653 29,699 62,861 86,968 88,556: 7,987 6,400
Other: 45,046: 9,231 8,704 3,657 31,495 32,149 44,383 44,510: 663 536
: : :
: : Changes in Commitments from: April 20, 2010 :
: 8,466: 5,038 374 2,788 204 5,641 8,031 8,804: 435 -338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 14.3 12.9 43.7 67.9 93.8 95.0: 6.2 5.0
Old : 100.0: 50.1 16.9 10.2 31.3 66.2 91.6 93.3: 8.4 6.7
Other: 100.0: 20.5 19.3 8.1 69.9 71.4 98.5 98.8: 1.5 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 66 34 40 48 51 132 110:
Old : 158: 62 36 36 41 43 120 99:
Other: 75: 18 12 14 31 33 57 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 : 30.1 31.8 42.3 48.6 27.6 25.3 35.7 38.4
Old : 31.4 33.6 42.8 48.0 30.1 31.7 40.3 44.0
Other: 40.3 42.4 60.4 64.0 31.5 37.9 49.3 55.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 833,921: 160,364 39,343 190,093 414,677 550,298 765,134 779,734: 68,787 54,187
Old : 833,921: 160,364 39,343 190,093 414,677 550,298 765,134 779,734: 68,787 54,187
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: -11,557: -7,961 7,431 3,927 -8,785 -19,570 -12,818 -8,211: 1,261 -3,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 4.7 22.8 49.7 66.0 91.8 93.5: 8.2 6.5
Old : 100.0: 19.2 4.7 22.8 49.7 66.0 91.8 93.5: 8.2 6.5
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 : 236: 69 59 86 86 92 201 195:
Old : 236: 69 59 86 86 92 201 195:
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 : 12.8 18.8 23.8 30.0 11.0 13.9 18.0 21.7
Old : 12.8 18.8 23.8 30.0 11.0 13.9 18.0 21.7
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, April 27, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 174,814: 32,375 29,483 46,568 85,535 90,529 164,477 166,579: 10,337 8,235
Old : 131,609: 34,243 33,488 24,319 64,585 67,484 123,146 125,291: 8,463 6,318
Other: 43,205: 7,967 5,829 12,414 20,950 23,045 41,331 41,288: 1,874 1,917
: : :
: : Changes in Commitments from: April 20, 2010 :
: 9,341: 1,998 6,375 6,568 342 -3,363 8,907 9,579: 434 -238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 16.9 26.6 48.9 51.8 94.1 95.3: 5.9 4.7
Old : 100.0: 26.0 25.4 18.5 49.1 51.3 93.6 95.2: 6.4 4.8
Other: 100.0: 18.4 13.5 28.7 48.5 53.3 95.7 95.6: 4.3 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 116 114 101 125 119 293 290:
Old : 376: 111 120 89 122 108 281 270:
Other: 175: 48 24 39 63 75 126 126:
:----------------------------------------------------------------------------------------------------
: 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 17.7 31.6 29.6 15.0 13.0 22.9 20.2
Old : 17.9 17.4 30.7 29.4 17.9 17.1 28.6 27.0
Other: 41.5 42.4 56.2 53.9 29.2 22.5 39.7 32.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,733: 33,256 7,321 2,734 6,852 36,164 42,843 46,220: 5,891 2,513
Old : 48,733: 33,256 7,321 2,734 6,852 36,164 42,843 46,220: 5,891 2,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 2,809: 1,835 897 100 160 2,003 2,095 3,000: 714 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 15.0 5.6 14.1 74.2 87.9 94.8: 12.1 5.2
Old : 100.0: 68.2 15.0 5.6 14.1 74.2 87.9 94.8: 12.1 5.2
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 : 91: 44 26 8 17 9 65 42:
Old : 91: 44 26 8 17 9 65 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 : 48.0 75.3 60.1 83.3 47.3 69.5 56.4 74.9
Old : 48.0 75.3 60.1 83.3 47.3 69.5 56.4 74.9
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, April 27, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 387,962: 27,057 95,906 6,987 333,092 265,346 367,136 368,239: 20,826 19,723
Old : 387,962: 27,057 95,906 6,987 333,092 265,346 367,136 368,239: 20,826 19,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 20, 2010 :
: 5,168: 1,674 -122 3,790 -2,709 2,458 2,755 6,125: 2,414 -957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 24.7 1.8 85.9 68.4 94.6 94.9: 5.4 5.1
Old : 100.0: 7.0 24.7 1.8 85.9 68.4 94.6 94.9: 5.4 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 : 264: 36 53 21 102 110 150 173:
Old : 264: 36 53 21 102 110 150 173:
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 : 40.0 15.1 50.9 26.9 37.4 15.1 47.0 26.9
Old : 40.0 15.1 50.9 26.9 37.4 15.1 47.0 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 30, 2010