COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 225,036: 57,823 12,055 40,091 109,188 162,037 207,102 214,182: 17,934 10,854
Old : 23,677: 7,820 5,182 245 10,861 16,316 18,926 21,743: 4,751 1,934
Other: 201,359: 53,313 10,183 36,536 98,327 145,721 188,176 192,439: 13,183 8,920
: : :
: : Changes in Commitments from: June 8, 2010 :
: -30,085: 10,950 -4,651 -25,009 -17,194 2,329 -31,253 -27,331: 1,167 -2,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 5.4 17.8 48.5 72.0 92.0 95.2: 8.0 4.8
Old : 100.0: 33.0 21.9 1.0 45.9 68.9 79.9 91.8: 20.1 8.2
Other: 100.0: 26.5 5.1 18.1 48.8 72.4 93.5 95.6: 6.5 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 123 37 74 64 67 215 156:
Old : 106: 38 15 3 25 33 65 49:
Other: 234: 111 41 67 62 64 202 146:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 28.3 30.2 41.4 16.4 22.5 24.6 33.0
Old : 32.5 38.5 42.8 57.9 32.5 38.2 42.8 57.6
Other: 19.5 29.2 30.9 42.8 18.1 23.2 26.7 36.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 41,178: 14,370 1,524 9,116 14,541 29,409 38,027 40,050: 3,151 1,128
Old : 37,279: 13,832 1,831 7,557 12,889 26,882 34,277 36,270: 3,002 1,009
Other: 3,899: 1,088 243 1,010 1,651 2,527 3,750 3,781: 149 119
: : :
: : Changes in Commitments from: June 8, 2010 :
: 479: 1,111 5 350 -1,026 387 435 743: 43 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 3.7 22.1 35.3 71.4 92.3 97.3: 7.7 2.7
Old : 100.0: 37.1 4.9 20.3 34.6 72.1 91.9 97.3: 8.1 2.7
Other: 100.0: 27.9 6.2 25.9 42.3 64.8 96.2 97.0: 3.8 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 51 13 20 29 27 89 51:
Old : 98: 45 19 19 29 26 89 49:
Other: 30: 14 2 12 9 10 25 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 : 25.7 54.1 39.9 70.0 18.7 42.4 28.5 50.8
Old : 23.0 55.8 38.1 70.6 20.3 47.0 31.1 54.9
Other: 61.0 48.9 75.5 78.6 34.2 36.3 44.1 51.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 123,180: 34,207 6,955 22,231 59,433 87,753 115,870 116,938: 7,310 6,242
Old : 65,363: 34,661 11,269 3,596 21,341 45,294 59,598 60,158: 5,765 5,204
Other: 57,818: 13,130 9,270 5,050 38,091 42,459 56,272 56,780: 1,545 1,038
: : :
: : Changes in Commitments from: June 8, 2010 :
: -7,108: -1,835 -154 -1,593 -2,447 -3,914 -5,874 -5,661: -1,234 -1,447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 5.6 18.0 48.2 71.2 94.1 94.9: 5.9 5.1
Old : 100.0: 53.0 17.2 5.5 32.7 69.3 91.2 92.0: 8.8 8.0
Other: 100.0: 22.7 16.0 8.7 65.9 73.4 97.3 98.2: 2.7 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 57 29 38 51 49 123 103:
Old : 137: 50 28 26 41 38 99 84:
Other: 88: 22 16 18 36 40 69 64:
:----------------------------------------------------------------------------------------------------
: 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 : 27.2 32.2 41.8 48.9 21.4 22.8 28.7 33.8
Old : 33.4 37.6 46.6 53.6 32.9 34.7 46.1 50.4
Other: 34.7 40.3 53.9 60.9 28.9 36.6 44.7 54.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 789,449: 150,408 23,687 172,295 395,427 530,300 718,129 726,282: 71,319 63,167
Old : 789,449: 150,408 23,687 172,295 395,427 530,300 718,129 726,282: 71,319 63,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -129,268: 3,662 -10,952 -78,980 -49,619 -40,057 -124,938 -129,990: -4,330 722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 3.0 21.8 50.1 67.2 91.0 92.0: 9.0 8.0
Old : 100.0: 19.1 3.0 21.8 50.1 67.2 91.0 92.0: 9.0 8.0
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 : 237: 73 53 85 89 93 199 198:
Old : 237: 73 53 85 89 93 199 198:
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 : 12.7 18.7 22.2 28.5 10.4 12.2 16.4 19.7
Old : 12.7 18.7 22.2 28.5 10.4 12.2 16.4 19.7
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, June 15, 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 : 212,636: 46,463 17,859 70,405 82,751 110,995 199,619 199,259: 13,017 13,377
Old : 125,394: 42,621 23,750 25,029 49,088 66,698 116,739 115,478: 8,655 9,916
Other: 87,242: 22,040 12,307 27,177 33,663 44,297 82,880 83,781: 4,362 3,461
: : :
: : Changes in Commitments from: June 8, 2010 :
: 21,852: 13,662 -6,729 9,735 -3,479 15,545 19,919 18,551: 1,933 3,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 8.4 33.1 38.9 52.2 93.9 93.7: 6.1 6.3
Old : 100.0: 34.0 18.9 20.0 39.1 53.2 93.1 92.1: 6.9 7.9
Other: 100.0: 25.3 14.1 31.2 38.6 50.8 95.0 96.0: 5.0 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 404: 141 99 112 121 145 321 301:
Old : 388: 139 93 88 101 135 280 276:
Other: 259: 59 65 63 91 105 193 190:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 16.9 29.1 28.8 12.2 11.7 18.5 17.7
Old : 18.0 17.1 30.7 27.7 16.2 16.4 27.0 25.9
Other: 25.1 27.7 39.7 45.1 19.9 15.5 29.7 24.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 15, 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 : 32,662: 24,892 2,895 609 2,611 27,291 28,112 30,795: 4,550 1,867
Old : 32,662: 24,892 2,895 609 2,611 27,291 28,112 30,795: 4,550 1,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: -5,970: -701 -1,945 -2,671 -1,581 -465 -4,953 -5,080: -1,018 -890
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.2 8.9 1.9 8.0 83.6 86.1 94.3: 13.9 5.7
Old : 100.0: 76.2 8.9 1.9 8.0 83.6 86.1 94.3: 13.9 5.7
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 : 68: 38 14 5 10 8 51 25:
Old : 68: 38 14 5 10 8 51 25:
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 : 52.6 82.4 63.9 88.9 52.6 82.3 61.9 86.7
Old : 52.6 82.4 63.9 88.9 52.6 82.3 61.9 86.7
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, June 15, 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 : 442,620: 20,176 77,251 10,802 387,640 329,458 418,618 417,512: 24,002 25,109
Old : 442,620: 20,176 77,251 10,802 387,640 329,458 418,618 417,512: 24,002 25,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 8, 2010 :
: 29,030: -761 -2,532 2,558 25,605 26,673 27,401 26,698: 1,629 2,332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 17.5 2.4 87.6 74.4 94.6 94.3: 5.4 5.7
Old : 100.0: 4.6 17.5 2.4 87.6 74.4 94.6 94.3: 5.4 5.7
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 : 230: 23 40 16 105 109 138 155:
Old : 230: 23 40 16 105 109 138 155:
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 : 41.3 16.2 53.9 28.8 36.7 15.0 47.2 26.6
Old : 41.3 16.2 53.9 28.8 36.7 15.0 47.2 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 18, 2010