COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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 : 213,171: 50,801 14,898 40,440 107,028 148,788 198,270 204,126: 14,902 9,046
Old : 211,271: 50,723 15,246 39,994 105,862 147,141 196,579 202,381: 14,692 8,890
Other: 1,900: 451 25 73 1,166 1,647 1,690 1,745: 210 155
: : :
: : Changes in Commitments from: June 29, 2010 :
: -6,018: -9,640 4,071 -706 3,603 -10,096 -6,743 -6,732: 725 714
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 7.0 19.0 50.2 69.8 93.0 95.8: 7.0 4.2
Old : 100.0: 24.0 7.2 18.9 50.1 69.6 93.0 95.8: 7.0 4.2
Other: 100.0: 23.7 1.3 3.8 61.4 86.7 88.9 91.8: 11.1 8.2
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 103 44 65 63 68 190 155:
Old : 227: 97 50 65 61 68 188 155:
Other: 39: 12 1 8 12 17 24 26:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 25.7 30.7 37.3 17.1 21.5 25.8 30.4
Old : 18.2 25.9 30.5 37.5 17.0 21.9 25.9 30.7
Other: 65.4 65.4 80.6 80.5 63.2 65.4 78.4 80.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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 : 38,593: 15,990 983 7,424 11,710 29,365 35,123 37,772: 3,470 821
Old : 34,323: 15,481 1,300 5,812 9,745 26,495 31,038 33,608: 3,285 716
Other: 4,270: 1,072 246 1,049 1,965 2,870 4,085 4,165: 185 105
: : :
: : Changes in Commitments from: June 29, 2010 :
: 1,091: 1,281 -446 535 -1,270 1,193 546 1,282: 545 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 2.5 19.2 30.3 76.1 91.0 97.9: 9.0 2.1
Old : 100.0: 45.1 3.8 16.9 28.4 77.2 90.4 97.9: 9.6 2.1
Other: 100.0: 25.1 5.8 24.6 46.0 67.2 95.7 97.5: 4.3 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 57 17 21 24 25 93 51:
Old : 106: 53 21 20 24 24 93 49:
Other: 30: 14 3 13 8 11 25 24:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 56.0 37.1 70.1 19.4 46.2 29.0 55.8
Old : 22.7 58.5 35.0 71.6 21.4 53.0 32.2 61.7
Other: 62.9 45.3 77.4 74.5 38.9 35.3 48.1 52.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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 : 132,457: 37,778 10,343 24,353 62,081 91,805 124,212 126,502: 8,244 5,955
Old : 67,497: 39,222 14,099 3,747 18,453 45,198 61,422 63,044: 6,075 4,453
Other: 64,960: 12,426 10,115 6,736 43,628 46,607 62,790 63,458: 2,169 1,502
: : :
: : Changes in Commitments from: June 29, 2010 :
: 4,665: 1,344 2,316 1,968 1,400 -431 4,712 3,852: -46 813
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 7.8 18.4 46.9 69.3 93.8 95.5: 6.2 4.5
Old : 100.0: 58.1 20.9 5.6 27.3 67.0 91.0 93.4: 9.0 6.6
Other: 100.0: 19.1 15.6 10.4 67.2 71.7 96.7 97.7: 3.3 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 59 32 40 51 53 124 113:
Old : 147: 53 32 28 38 39 98 92:
Other: 96: 25 17 16 39 43 74 66:
:----------------------------------------------------------------------------------------------------
: 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 : 28.6 30.6 42.0 47.1 19.9 22.2 28.1 31.8
Old : 38.6 37.2 48.5 52.0 38.2 37.2 48.1 51.2
Other: 35.6 39.3 51.3 58.6 31.9 36.8 46.1 54.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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 : 722,203: 132,624 16,895 176,967 354,508 478,238 664,098 672,100: 58,105 50,103
Old : 722,203: 132,624 16,895 176,967 354,508 478,238 664,098 672,100: 58,105 50,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 2,349: -12,856 -9,084 15,500 2,281 23 4,924 6,439: -2,575 -4,090
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 2.3 24.5 49.1 66.2 92.0 93.1: 8.0 6.9
Old : 100.0: 18.4 2.3 24.5 49.1 66.2 92.0 93.1: 8.0 6.9
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 : 213: 79 34 84 78 85 183 179:
Old : 213: 79 34 84 78 85 183 179:
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 17.4 22.6 26.9 11.8 13.2 18.2 21.5
Old : 12.5 17.4 22.6 26.9 11.8 13.2 18.2 21.5
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, July 6, 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 : 231,186: 54,205 13,082 76,223 90,926 134,465 221,354 223,770: 9,833 7,416
Old : 124,822: 45,175 16,459 29,445 44,040 73,712 118,661 119,617: 6,161 5,205
Other: 106,365: 23,165 10,759 32,642 46,886 60,753 102,693 104,154: 3,672 2,211
: : :
: : Changes in Commitments from: June 29, 2010 :
: -3,589: 266 -1,060 -2,613 210 1,419 -2,137 -2,254: -1,451 -1,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 5.7 33.0 39.3 58.2 95.7 96.8: 4.3 3.2
Old : 100.0: 36.2 13.2 23.6 35.3 59.1 95.1 95.8: 4.9 4.2
Other: 100.0: 21.8 10.1 30.7 44.1 57.1 96.5 97.9: 3.5 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 419: 143 101 122 124 156 344 309:
Old : 393: 138 95 92 95 140 287 273:
Other: 282: 72 62 70 90 128 203 222:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 19.4 29.8 31.2 10.6 10.6 17.4 16.2
Old : 18.3 20.0 30.9 32.8 18.0 17.9 27.9 28.9
Other: 29.9 25.9 42.7 39.8 20.2 16.0 29.9 22.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 6, 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 : 28,318: 21,204 4,849 1,115 2,140 20,222 24,458 26,187: 3,860 2,132
Old : 28,318: 21,204 4,849 1,115 2,140 20,222 24,458 26,187: 3,860 2,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: -2,329: -1,247 1,663 -342 -550 -4,328 -2,139 -3,008: -190 679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 17.1 3.9 7.6 71.4 86.4 92.5: 13.6 7.5
Old : 100.0: 74.9 17.1 3.9 7.6 71.4 86.4 92.5: 13.6 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 : 64: 26 21 6 11 9 41 33:
Old : 64: 26 21 6 11 9 41 33:
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 : 57.2 71.5 67.8 82.3 57.0 69.9 65.5 79.1
Old : 57.2 71.5 67.8 82.3 57.0 69.9 65.5 79.1
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, July 6, 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 : 392,669: 16,048 75,408 4,504 356,058 294,492 376,610 374,405: 16,059 18,265
Old : 392,669: 16,048 75,408 4,504 356,058 294,492 376,610 374,405: 16,059 18,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 29, 2010 :
: 7,695: -5,231 12,300 -1,930 14,335 -2,514 7,173 7,855: 522 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 19.2 1.1 90.7 75.0 95.9 95.3: 4.1 4.7
Old : 100.0: 4.1 19.2 1.1 90.7 75.0 95.9 95.3: 4.1 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 : 235: 21 46 17 96 102 130 153:
Old : 235: 21 46 17 96 102 130 153:
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 : 44.4 19.0 55.6 31.6 42.4 19.0 51.7 31.5
Old : 44.4 19.0 55.6 31.6 42.4 19.0 51.7 31.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 9, 2010