COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 263,655: 70,003 5,759 63,378 109,736 184,353 243,117 253,489: 20,538 10,166
Old : 155,502: 49,280 14,080 27,910 65,514 106,994 142,704 148,984: 12,798 6,518
Other: 108,153: 32,109 3,064 24,083 44,222 77,358 100,414 104,505: 7,739 3,648
: : :
: : Changes in Commitments from: April 27, 2010 :
: -9,096: -4,313 810 787 -4,469 -11,673 -7,995 -10,076: -1,101 981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 2.2 24.0 41.6 69.9 92.2 96.1: 7.8 3.9
Old : 100.0: 31.7 9.1 17.9 42.1 68.8 91.8 95.8: 8.2 4.2
Other: 100.0: 29.7 2.8 22.3 40.9 71.5 92.8 96.6: 7.2 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 275: 154 30 75 68 71 249 155:
Old : 257: 127 50 47 52 64 203 137:
Other: 179: 90 18 36 55 55 157 97:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 31.2 27.3 44.8 15.6 26.0 22.3 37.1
Old : 19.7 38.4 30.3 51.5 19.5 35.8 27.8 45.6
Other: 18.7 29.3 30.6 43.1 15.3 27.2 24.2 39.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 37,992: 14,658 1,880 6,531 14,091 28,036 35,280 36,447: 2,712 1,545
Old : 35,583: 14,571 1,889 5,646 12,776 26,541 32,993 34,077: 2,589 1,506
Other: 2,409: 314 218 657 1,315 1,495 2,286 2,370: 123 39
: : :
: : Changes in Commitments from: April 27, 2010 :
: -1,536: 1,248 -0 70 -2,431 -1,426 -1,113 -1,356: -423 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 4.9 17.2 37.1 73.8 92.9 95.9: 7.1 4.1
Old : 100.0: 40.9 5.3 15.9 35.9 74.6 92.7 95.8: 7.3 4.2
Other: 100.0: 13.0 9.0 27.3 54.6 62.1 94.9 98.4: 5.1 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 52 13 22 26 25 86 54:
Old : 100: 50 16 21 26 24 86 52:
Other: 27: 6 10 14 6 9 22 23:
:----------------------------------------------------------------------------------------------------
: 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 55.7 37.2 67.9 21.3 45.5 33.2 55.6
Old : 22.9 58.1 37.2 69.4 22.8 50.9 35.5 60.2
Other: 62.7 58.2 75.4 76.8 41.0 42.7 46.9 48.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 142,818: 51,272 17,596 20,651 60,357 96,483 132,280 134,730: 10,539 8,089
Old : 97,032: 46,221 13,698 12,388 28,872 63,418 87,481 89,504: 9,551 7,528
Other: 45,786: 9,470 8,316 3,844 31,485 33,065 44,799 45,226: 987 561
: : :
: : Changes in Commitments from: April 27, 2010 :
: 2,816: -788 -2,363 2,553 -836 1,473 928 1,664: 1,888 1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 12.3 14.5 42.3 67.6 92.6 94.3: 7.4 5.7
Old : 100.0: 47.6 14.1 12.8 29.8 65.4 90.2 92.2: 9.8 7.8
Other: 100.0: 20.7 18.2 8.4 68.8 72.2 97.8 98.8: 2.2 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 71 31 41 50 50 141 106:
Old : 163: 66 34 38 43 43 130 96:
Other: 75: 17 11 14 32 34 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 : 25.8 32.5 38.9 49.1 22.7 24.7 31.7 38.1
Old : 25.1 34.3 38.5 48.5 22.9 32.3 34.2 43.9
Other: 40.2 42.6 60.1 63.9 31.4 38.3 49.2 56.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 826,898: 161,644 41,353 203,713 386,470 519,856 751,828 764,921: 75,071 61,977
Old : 826,898: 161,644 41,353 203,713 386,470 519,856 751,828 764,921: 75,071 61,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: -7,023: 1,280 2,010 13,620 -28,206 -30,443 -13,306 -14,812: 6,284 7,790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 5.0 24.6 46.7 62.9 90.9 92.5: 9.1 7.5
Old : 100.0: 19.5 5.0 24.6 46.7 62.9 90.9 92.5: 9.1 7.5
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: 64 67 90 82 89 200 196:
Old : 236: 64 67 90 82 89 200 196:
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 17.0 23.0 27.5 11.1 12.1 18.0 19.3
Old : 12.8 17.0 23.0 27.5 11.1 12.1 18.0 19.3
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, May 4, 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 : 175,020: 35,283 22,306 47,845 80,464 93,895 163,591 164,046: 11,428 10,974
Old : 131,283: 36,434 27,035 24,357 60,855 69,999 121,647 121,391: 9,636 9,892
Other: 43,737: 9,014 5,437 13,322 19,608 23,896 41,944 42,655: 1,792 1,082
: : :
: : Changes in Commitments from: April 27, 2010 :
: 206: 2,908 -7,177 1,277 -5,071 3,366 -886 -2,533: 1,091 2,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 12.7 27.3 46.0 53.6 93.5 93.7: 6.5 6.3
Old : 100.0: 27.8 20.6 18.6 46.4 53.3 92.7 92.5: 7.3 7.5
Other: 100.0: 20.6 12.4 30.5 44.8 54.6 95.9 97.5: 4.1 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 362: 116 96 111 115 122 286 282:
Old : 355: 114 100 98 112 114 274 265:
Other: 181: 48 34 42 63 73 130 130:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 17.5 30.8 28.5 15.2 12.7 23.1 20.4
Old : 18.3 15.9 30.7 28.2 18.3 15.2 29.2 25.7
Other: 39.5 42.1 55.1 53.7 26.0 21.8 37.0 30.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 4, 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 : 50,568: 35,478 5,419 2,821 6,915 39,931 45,214 48,171: 5,354 2,396
Old : 50,568: 35,478 5,419 2,821 6,915 39,931 45,214 48,171: 5,354 2,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 1,835: 2,221 -1,902 87 63 3,766 2,371 1,952: -537 -117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.2 10.7 5.6 13.7 79.0 89.4 95.3: 10.6 4.7
Old : 100.0: 70.2 10.7 5.6 13.7 79.0 89.4 95.3: 10.6 4.7
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 : 90: 48 21 8 17 9 68 38:
Old : 90: 48 21 8 17 9 68 38:
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 : 49.3 80.1 60.5 86.6 48.9 75.0 57.6 78.7
Old : 49.3 80.1 60.5 86.6 48.9 75.0 57.6 78.7
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, May 4, 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 : 390,925: 25,346 94,236 9,446 338,969 267,457 373,762 371,139: 17,164 19,786
Old : 390,925: 25,346 94,236 9,446 338,969 267,457 373,762 371,139: 17,164 19,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 27, 2010 :
: 2,963: -1,710 -1,669 2,459 5,877 2,110 6,625 2,900: -3,662 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 24.1 2.4 86.7 68.4 95.6 94.9: 4.4 5.1
Old : 100.0: 6.5 24.1 2.4 86.7 68.4 95.6 94.9: 4.4 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 : 253: 31 53 20 98 105 140 168:
Old : 253: 31 53 20 98 105 140 168:
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 : 41.0 15.4 52.2 26.9 38.3 15.4 47.4 26.9
Old : 41.0 15.4 52.2 26.9 38.3 15.4 47.4 26.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 7, 2010