COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 213,276: 48,540 16,848 43,666 106,716 142,987 198,922 203,501: 14,354 9,775
Old : 211,330: 48,481 17,225 43,212 105,413 141,273 197,107 201,710: 14,223 9,620
Other: 1,946: 436 0 77 1,303 1,714 1,815 1,791: 131 155
: : :
: : Changes in Commitments from: July 6, 2010 :
: 105: -2,261 1,951 3,225 -312 -5,801 653 -625: -548 729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 7.9 20.5 50.0 67.0 93.3 95.4: 6.7 4.6
Old : 100.0: 22.9 8.2 20.4 49.9 66.8 93.3 95.4: 6.7 4.6
Other: 100.0: 22.4 0.0 3.9 66.9 88.1 93.3 92.0: 6.7 8.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 103 51 73 65 66 195 166:
Old : 232: 101 53 73 62 66 192 166:
Other: 40: 11 2 8 13 17 26 25:
:----------------------------------------------------------------------------------------------------
: 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 25.7 30.3 37.0 16.8 20.7 25.2 28.8
Old : 18.4 25.9 30.1 37.2 16.7 21.1 25.4 29.1
Other: 62.6 67.4 81.1 82.1 60.4 67.4 78.9 82.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 36,161: 13,112 1,403 7,995 12,055 25,756 33,162 35,154: 2,999 1,007
Old : 31,621: 12,474 1,666 6,379 9,936 22,696 28,789 30,741: 2,833 880
Other: 4,540: 1,128 226 1,127 2,119 3,060 4,373 4,413: 167 127
: : :
: : Changes in Commitments from: July 6, 2010 :
: -2,432: -2,877 420 571 345 -3,609 -1,961 -2,618: -471 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 3.9 22.1 33.3 71.2 91.7 97.2: 8.3 2.8
Old : 100.0: 39.4 5.3 20.2 31.4 71.8 91.0 97.2: 9.0 2.8
Other: 100.0: 24.8 5.0 24.8 46.7 67.4 96.3 97.2: 3.7 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 51 18 23 25 21 86 52:
Old : 100: 46 23 23 25 20 86 51:
Other: 32: 15 3 12 9 11 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 : 25.4 51.6 38.9 66.7 20.3 41.0 29.8 51.4
Old : 23.7 54.1 36.3 67.8 22.7 48.2 33.6 57.4
Other: 62.8 43.2 76.9 73.6 39.7 35.2 48.6 53.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 135,536: 37,677 12,298 26,618 62,770 91,144 127,065 130,059: 8,471 5,477
Old : 67,121: 39,150 16,056 4,008 17,938 43,083 61,095 63,147: 6,026 3,974
Other: 68,415: 12,756 10,470 8,382 44,833 48,061 65,971 66,913: 2,445 1,503
: : :
: : Changes in Commitments from: July 6, 2010 :
: 3,079: -101 1,955 2,264 689 -662 2,853 3,558: 226 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 9.1 19.6 46.3 67.2 93.8 96.0: 6.2 4.0
Old : 100.0: 58.3 23.9 6.0 26.7 64.2 91.0 94.1: 9.0 5.9
Other: 100.0: 18.6 15.3 12.3 65.5 70.2 96.4 97.8: 3.6 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 57 38 40 51 55 126 117:
Old : 150: 48 41 29 37 40 98 97:
Other: 97: 30 13 16 38 45 74 68:
:----------------------------------------------------------------------------------------------------
: 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 : 29.6 31.0 42.3 47.0 20.4 21.0 28.2 30.8
Old : 39.5 36.3 49.7 52.2 39.0 36.3 49.1 51.9
Other: 34.0 40.9 49.3 57.5 29.9 36.6 43.4 52.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 750,225: 129,717 15,620 187,993 364,133 490,031 681,843 693,644: 68,382 56,581
Old : 750,225: 129,717 15,620 187,993 364,133 490,031 681,843 693,644: 68,382 56,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 28,022: -2,907 -1,275 11,026 9,625 11,793 17,745 21,544: 10,277 6,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 2.1 25.1 48.5 65.3 90.9 92.5: 9.1 7.5
Old : 100.0: 17.3 2.1 25.1 48.5 65.3 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 : 214: 71 43 85 79 83 186 177:
Old : 214: 71 43 85 79 83 186 177:
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 : 12.0 17.0 21.6 27.1 11.1 12.4 17.1 21.0
Old : 12.0 17.0 21.6 27.1 11.1 12.4 17.1 21.0
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 13, 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 : 231,399: 55,336 12,235 73,606 91,035 137,129 219,977 222,970: 11,422 8,428
Old : 119,593: 46,644 18,993 21,920 43,607 72,793 112,170 113,706: 7,423 5,888
Other: 111,805: 26,222 10,771 34,157 47,427 64,336 107,806 109,265: 3,999 2,540
: : :
: : Changes in Commitments from: July 6, 2010 :
: 212: 1,132 -847 -2,617 108 2,663 -1,377 -800: 1,589 1,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 5.3 31.8 39.3 59.3 95.1 96.4: 4.9 3.6
Old : 100.0: 39.0 15.9 18.3 36.5 60.9 93.8 95.1: 6.2 4.9
Other: 100.0: 23.5 9.6 30.6 42.4 57.5 96.4 97.7: 3.6 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 414: 154 88 121 120 151 341 301:
Old : 387: 142 90 87 88 134 275 266:
Other: 290: 83 59 72 94 128 213 225:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 18.9 29.4 30.3 10.9 10.8 17.5 16.5
Old : 18.9 20.1 30.2 33.0 18.7 17.7 29.1 29.3
Other: 29.2 24.8 41.5 38.6 18.3 15.7 27.7 22.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 13, 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 : 25,915: 19,142 4,848 1,598 1,812 17,564 22,553 24,011: 3,362 1,904
Old : 25,915: 19,142 4,848 1,598 1,812 17,564 22,553 24,011: 3,362 1,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: -2,403: -2,062 -1 483 -327 -2,658 -1,906 -2,176: -498 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 18.7 6.2 7.0 67.8 87.0 92.7: 13.0 7.3
Old : 100.0: 73.9 18.7 6.2 7.0 67.8 87.0 92.7: 13.0 7.3
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 : 63: 25 22 8 11 8 41 34:
Old : 63: 25 22 8 11 8 41 34:
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 : 62.3 69.8 72.2 81.0 61.0 67.2 66.7 76.1
Old : 62.3 69.8 72.2 81.0 61.0 67.2 66.7 76.1
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 13, 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 : 406,825: 12,915 84,903 3,673 376,994 300,156 393,583 388,733: 13,242 18,092
Old : 406,825: 12,915 84,903 3,673 376,994 300,156 393,583 388,733: 13,242 18,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 6, 2010 :
: 14,156: -3,133 9,495 -831 20,937 5,664 16,973 14,328: -2,817 -173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 20.9 0.9 92.7 73.8 96.7 95.6: 3.3 4.4
Old : 100.0: 3.2 20.9 0.9 92.7 73.8 96.7 95.6: 3.3 4.4
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: 15 50 18 96 106 129 157:
Old : 235: 15 50 18 96 106 129 157:
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 : 43.5 17.6 54.7 29.7 41.7 17.5 51.2 29.5
Old : 43.5 17.6 54.7 29.7 41.7 17.5 51.2 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 16, 2010