COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 219,190: 60,441 10,827 41,146 103,425 158,884 205,013 210,858: 14,177 8,332
Old : 1,022: 0 0 0 868 744 868 744: 154 278
Other: 218,168: 60,441 10,827 41,146 102,557 158,140 204,145 210,114: 14,023 8,054
: : :
: : Changes in Commitments from: June 22, 2010 :
: -663: 302 -29 1,368 238 -1,223 1,909 116: -2,572 -780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 4.9 18.8 47.2 72.5 93.5 96.2: 6.5 3.8
Old : 100.0: 0.0 0.0 0.0 84.9 72.8 84.9 72.8: 15.1 27.2
Other: 100.0: 27.7 5.0 18.9 47.0 72.5 93.6 96.3: 6.4 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 116 42 64 62 68 204 151:
Old : 8: 0 0 0 4 4 4 4:
Other: 242: 116 42 64 61 68 203 151:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 28.8 29.7 41.3 17.0 23.6 25.4 34.0
Old : 84.9 72.8 84.9 72.8 84.9 72.8 84.9 72.8
Other: 18.1 28.8 29.5 41.2 17.0 23.8 25.5 34.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 37,502: 14,708 1,429 6,889 12,979 28,171 34,577 36,490: 2,925 1,012
Old : 33,554: 14,145 1,755 5,300 11,357 25,593 30,803 32,649: 2,751 906
Other: 3,948: 1,130 241 1,022 1,622 2,578 3,774 3,841: 174 107
: : :
: : Changes in Commitments from: June 22, 2010 :
: -731: -188 -23 -45 -159 -584 -392 -651: -339 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 3.8 18.4 34.6 75.1 92.2 97.3: 7.8 2.7
Old : 100.0: 42.2 5.2 15.8 33.8 76.3 91.8 97.3: 8.2 2.7
Other: 100.0: 28.6 6.1 25.9 41.1 65.3 95.6 97.3: 4.4 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 51 17 22 27 25 90 52:
Old : 101: 48 20 21 27 24 90 50:
Other: 32: 16 2 13 9 10 27 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 : 23.9 57.7 37.6 71.8 20.1 48.5 30.6 57.0
Old : 22.8 60.0 36.1 72.9 22.0 54.2 33.7 62.1
Other: 59.4 47.9 74.9 79.1 33.8 38.0 43.9 52.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 127,792: 36,434 8,028 22,386 60,681 92,236 119,501 122,649: 8,291 5,142
Old : 66,032: 36,333 12,471 3,530 19,895 45,886 59,757 61,887: 6,274 4,145
Other: 61,760: 12,906 8,362 6,051 40,786 46,350 59,743 60,762: 2,017 998
: : :
: : Changes in Commitments from: June 22, 2010 :
: 4,776: 748 -948 1,351 2,371 5,175 4,469 5,578: 307 -801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 6.3 17.5 47.5 72.2 93.5 96.0: 6.5 4.0
Old : 100.0: 55.0 18.9 5.3 30.1 69.5 90.5 93.7: 9.5 6.3
Other: 100.0: 20.9 13.5 9.8 66.0 75.0 96.7 98.4: 3.3 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 156: 66 27 39 48 51 125 107:
Old : 147: 57 30 29 36 38 102 88:
Other: 92: 29 11 17 35 42 70 65:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 30.9 41.8 48.5 20.8 23.3 27.9 34.3
Old : 33.3 37.5 45.1 53.1 32.8 35.6 44.6 50.2
Other: 35.6 39.6 52.6 60.4 30.1 36.4 45.6 55.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 719,854: 145,480 25,979 161,467 352,227 478,215 659,174 665,661: 60,680 54,193
Old : 719,854: 145,480 25,979 161,467 352,227 478,215 659,174 665,661: 60,680 54,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -35,271: -43 5,691 -215 -29,617 -36,971 -29,875 -31,495: -5,396 -3,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 3.6 22.4 48.9 66.4 91.6 92.5: 8.4 7.5
Old : 100.0: 20.2 3.6 22.4 48.9 66.4 91.6 92.5: 8.4 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 : 220: 74 44 80 78 87 180 186:
Old : 220: 74 44 80 78 87 180 186:
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 : 12.5 16.9 22.6 27.1 11.8 12.4 18.2 20.2
Old : 12.5 16.9 22.6 27.1 11.8 12.4 18.2 20.2
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 29, 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 : 234,775: 53,938 14,142 78,836 90,717 133,046 223,491 226,025: 11,284 8,750
Old : 130,622: 48,528 17,579 30,602 43,796 75,822 122,926 124,002: 7,696 6,620
Other: 104,153: 21,508 12,661 32,137 46,921 57,224 100,565 102,022: 3,588 2,130
: : :
: : Changes in Commitments from: June 22, 2010 :
: 8,933: 1,343 -686 5,345 3,400 5,944 10,088 10,604: -1,155 -1,671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 6.0 33.6 38.6 56.7 95.2 96.3: 4.8 3.7
Old : 100.0: 37.2 13.5 23.4 33.5 58.0 94.1 94.9: 5.9 5.1
Other: 100.0: 20.6 12.2 30.9 45.0 54.9 96.6 98.0: 3.4 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 157 92 124 119 153 343 308:
Old : 395: 149 89 93 93 139 290 273:
Other: 273: 65 65 70 90 123 199 216:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 19.7 29.5 30.8 10.6 10.7 17.3 16.0
Old : 16.3 20.1 28.4 32.8 15.8 16.5 24.9 27.0
Other: 30.5 24.6 44.0 39.7 19.6 13.8 29.5 20.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 30,647: 22,450 3,186 1,457 2,690 24,551 26,597 29,194: 4,050 1,453
Old : 30,647: 22,450 3,186 1,457 2,690 24,551 26,597 29,194: 4,050 1,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: -1,771: -1,513 -67 86 -85 -1,968 -1,511 -1,949: -260 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 10.4 4.8 8.8 80.1 86.8 95.3: 13.2 4.7
Old : 100.0: 73.3 10.4 4.8 8.8 80.1 86.8 95.3: 13.2 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 : 65: 31 16 7 13 8 49 27:
Old : 65: 31 16 7 13 8 49 27:
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 : 54.7 80.0 65.8 88.7 54.5 79.3 62.5 84.0
Old : 54.7 80.0 65.8 88.7 54.5 79.3 62.5 84.0
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 29, 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 : 384,974: 21,279 63,109 6,434 341,723 297,006 369,437 366,549: 15,537 18,425
Old : 384,974: 21,279 63,109 6,434 341,723 297,006 369,437 366,549: 15,537 18,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2010 :
: 6,059: -1,898 -4,514 352 10,808 10,600 9,262 6,437: -3,203 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 16.4 1.7 88.8 77.1 96.0 95.2: 4.0 4.8
Old : 100.0: 5.5 16.4 1.7 88.8 77.1 96.0 95.2: 4.0 4.8
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 : 241: 26 46 16 94 103 131 155:
Old : 241: 26 46 16 94 103 131 155:
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 : 45.0 18.5 55.7 31.1 42.3 18.5 51.4 30.7
Old : 45.0 18.5 55.7 31.1 42.3 18.5 51.4 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 2, 2010