COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 270,662: 64,866 6,661 65,868 121,584 188,009 252,319 260,537: 18,343 10,124
Old : 138,306: 41,222 13,971 26,264 59,703 92,356 127,189 132,591: 11,117 5,715
Other: 132,355: 34,974 4,019 28,274 61,881 95,653 125,129 127,946: 7,226 4,409
: : :
: : Changes in Commitments from: May 18, 2010 :
: 7,992: 2,748 228 1,087 5,551 8,225 9,385 9,540: -1,394 -1,548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 2.5 24.3 44.9 69.5 93.2 96.3: 6.8 3.7
Old : 100.0: 29.8 10.1 19.0 43.2 66.8 92.0 95.9: 8.0 4.1
Other: 100.0: 26.4 3.0 21.4 46.8 72.3 94.5 96.7: 5.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 144 41 79 69 75 247 169:
Old : 256: 112 62 40 49 66 184 145:
Other: 196: 104 19 39 58 59 173 106:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 30.0 27.9 42.9 14.2 23.9 20.2 33.2
Old : 21.2 38.8 32.5 49.0 18.6 35.9 27.0 42.8
Other: 18.4 29.3 28.6 44.1 14.4 27.1 22.8 39.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 40,029: 15,886 1,222 7,964 12,904 29,398 36,754 38,584: 3,275 1,445
Old : 37,180: 15,705 1,463 6,823 11,486 27,560 34,015 35,847: 3,165 1,333
Other: 2,850: 579 157 743 1,418 1,838 2,740 2,738: 110 112
: : :
: : Changes in Commitments from: May 18, 2010 :
: -589: -143 -110 -218 -59 -476 -421 -804: -168 216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 3.1 19.9 32.2 73.4 91.8 96.4: 8.2 3.6
Old : 100.0: 42.2 3.9 18.4 30.9 74.1 91.5 96.4: 8.5 3.6
Other: 100.0: 20.3 5.5 26.1 49.7 64.5 96.1 96.1: 3.9 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 54 12 20 27 29 91 51:
Old : 102: 50 16 19 27 28 91 49:
Other: 29: 13 2 11 8 10 22 22:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 53.3 35.6 67.6 19.7 45.4 30.1 55.1
Old : 22.4 55.3 35.3 68.6 21.2 50.4 32.5 59.5
Other: 66.9 56.2 79.8 78.9 35.7 40.9 43.3 47.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 142,842: 40,685 15,729 24,606 68,955 94,258 134,246 134,593: 8,596 8,249
Old : 92,629: 37,938 14,466 13,558 33,525 57,086 85,021 85,110: 7,608 7,519
Other: 50,213: 9,834 8,350 3,961 35,430 37,172 49,226 49,483: 988 730
: : :
: : Changes in Commitments from: May 18, 2010 :
: 3,621: 1,802 1,972 13 2,075 1,509 3,890 3,495: -270 126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 11.0 17.2 48.3 66.0 94.0 94.2: 6.0 5.8
Old : 100.0: 41.0 15.6 14.6 36.2 61.6 91.8 91.9: 8.2 8.1
Other: 100.0: 19.6 16.6 7.9 70.6 74.0 98.0 98.5: 2.0 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 58 40 49 56 50 137 123:
Old : 160: 58 36 42 46 41 121 107:
Other: 79: 15 16 17 36 38 61 62:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 33.1 39.8 48.6 18.3 21.8 26.1 32.3
Old : 26.8 35.8 38.6 49.0 18.5 27.6 26.9 39.5
Other: 38.6 41.9 60.3 62.7 31.6 38.6 50.6 57.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 899,153: 158,419 35,826 244,430 419,350 551,952 822,198 832,208: 76,955 66,945
Old : 899,153: 158,419 35,826 244,430 419,350 551,952 822,198 832,208: 76,955 66,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: 20,051: 1,318 -7,364 18,614 8,067 14,225 27,998 25,474: -7,947 -5,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 4.0 27.2 46.6 61.4 91.4 92.6: 8.6 7.4
Old : 100.0: 17.6 4.0 27.2 46.6 61.4 91.4 92.6: 8.6 7.4
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 : 235: 75 50 92 85 94 200 202:
Old : 235: 75 50 92 85 94 200 202:
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 : 13.0 16.7 22.6 26.7 9.9 9.9 15.5 16.3
Old : 13.0 16.7 22.6 26.7 9.9 9.9 15.5 16.3
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 25, 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 : 183,809: 33,083 26,417 51,379 89,898 95,646 174,360 173,442: 9,449 10,367
Old : 132,185: 36,189 31,352 24,466 64,560 67,751 125,215 123,569: 6,970 8,616
Other: 51,624: 10,429 8,601 13,377 25,338 27,895 49,145 49,873: 2,479 1,750
: : :
: : Changes in Commitments from: May 18, 2010 :
: 9,217: -207 5,496 2,479 6,664 120 8,935 8,095: 282 1,122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 14.4 28.0 48.9 52.0 94.9 94.4: 5.1 5.6
Old : 100.0: 27.4 23.7 18.5 48.8 51.3 94.7 93.5: 5.3 6.5
Other: 100.0: 20.2 16.7 25.9 49.1 54.0 95.2 96.6: 4.8 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 394: 101 130 120 128 121 304 309:
Old : 385: 110 124 101 122 114 283 291:
Other: 209: 54 46 50 73 79 152 150:
:----------------------------------------------------------------------------------------------------
: 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 16.8 30.4 27.7 14.4 11.9 22.3 19.1
Old : 18.8 15.3 31.6 26.8 16.9 14.6 26.7 24.0
Other: 26.2 36.1 42.8 48.5 18.7 20.9 30.0 30.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 25, 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 : 41,080: 25,426 2,889 4,148 6,026 31,855 35,599 38,892: 5,480 2,188
Old : 41,080: 25,426 2,889 4,148 6,026 31,855 35,599 38,892: 5,480 2,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -1,613: -2,441 112 1,135 -484 -2,642 -1,789 -1,394: 176 -219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 7.0 10.1 14.7 77.5 86.7 94.7: 13.3 5.3
Old : 100.0: 61.9 7.0 10.1 14.7 77.5 86.7 94.7: 13.3 5.3
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 : 73: 38 18 7 12 11 55 32:
Old : 73: 38 18 7 12 11 55 32:
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 : 44.1 75.6 59.6 84.7 42.7 68.2 51.6 72.6
Old : 44.1 75.6 59.6 84.7 42.7 68.2 51.6 72.6
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 25, 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 : 383,152: 28,741 77,230 5,972 327,893 280,366 362,606 363,568: 20,546 19,584
Old : 383,152: 28,741 77,230 5,972 327,893 280,366 362,606 363,568: 20,546 19,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 18, 2010 :
: -8,004: 378 -24,827 1,909 -12,386 16,856 -10,099 -6,062: 2,095 -1,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 20.2 1.6 85.6 73.2 94.6 94.9: 5.4 5.1
Old : 100.0: 7.5 20.2 1.6 85.6 73.2 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 : 232: 25 39 15 102 105 139 147:
Old : 232: 25 39 15 102 105 139 147:
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 : 40.8 16.2 51.8 27.9 38.1 16.2 46.9 27.6
Old : 40.8 16.2 51.8 27.9 38.1 16.2 46.9 27.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 28, 2010