COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 267,341: 71,398 12,230 54,767 121,177 191,675 247,342 258,672: 19,999 8,669
Old : 264,453: 71,314 12,503 54,382 119,000 189,075 244,696 255,960: 19,757 8,493
Other: 2,888: 357 0 112 2,177 2,601 2,646 2,712: 242 176
: : :
: : Changes in Commitments from: August 3, 2010 :
: 16,660: 11,788 -1,231 4,038 547 14,378 16,373 17,185: 287 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 4.6 20.5 45.3 71.7 92.5 96.8: 7.5 3.2
Old : 100.0: 27.0 4.7 20.6 45.0 71.5 92.5 96.8: 7.5 3.2
Other: 100.0: 12.4 0.0 3.9 75.4 90.0 91.6 93.9: 8.4 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 258: 137 35 76 66 71 235 154:
Old : 257: 136 36 76 64 70 233 153:
Other: 42: 12 0 8 13 22 25 30:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 34.0 27.9 44.3 13.9 25.1 21.6 33.7
Old : 17.7 34.4 27.5 44.7 13.7 25.7 21.5 34.3
Other: 67.7 63.6 81.1 79.2 66.9 63.6 79.5 78.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 40,866: 15,569 1,354 8,322 13,689 29,952 37,580 39,628: 3,286 1,238
Old : 34,479: 14,561 1,581 6,435 10,392 25,448 31,388 33,464: 3,091 1,015
Other: 6,387: 1,452 216 1,443 3,297 4,505 6,192 6,164: 195 223
: : :
: : Changes in Commitments from: August 3, 2010 :
: 55: -322 438 -166 805 -250 317 23: -263 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 3.3 20.4 33.5 73.3 92.0 97.0: 8.0 3.0
Old : 100.0: 42.2 4.6 18.7 30.1 73.8 91.0 97.1: 9.0 2.9
Other: 100.0: 22.7 3.4 22.6 51.6 70.5 97.0 96.5: 3.0 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 53 17 21 25 25 86 55:
Old : 103: 50 20 20 25 23 85 53:
Other: 35: 15 3 13 10 13 28 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 : 23.8 52.9 37.7 67.3 18.5 40.4 27.9 50.5
Old : 22.0 57.2 34.5 70.4 21.1 51.5 32.2 59.5
Other: 61.0 45.1 77.1 69.6 41.9 37.8 53.4 56.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 130,739: 33,373 16,300 23,933 66,180 85,649 123,486 125,882: 7,253 4,857
Old : 21,492: 12,079 8,338 43 7,256 11,380 19,378 19,761: 2,114 1,731
Other: 109,247: 26,797 13,465 18,386 58,924 74,269 104,108 106,121: 5,139 3,126
: : :
: : Changes in Commitments from: August 3, 2010 :
: -5,957: -3,203 2,921 -3,966 3,378 -3,607 -3,790 -4,651: -2,167 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 12.5 18.3 50.6 65.5 94.5 96.3: 5.5 3.7
Old : 100.0: 56.2 38.8 0.2 33.8 52.9 90.2 91.9: 9.8 8.1
Other: 100.0: 24.5 12.3 16.8 53.9 68.0 95.3 97.1: 4.7 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 51 30 39 51 50 119 105:
Old : 92: 22 22 5 26 25 50 50:
Other: 134: 47 27 29 45 48 104 92:
:----------------------------------------------------------------------------------------------------
: 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 : 29.2 29.7 43.6 48.9 19.8 22.7 26.7 31.1
Old : 46.9 43.4 62.0 64.3 46.8 43.4 59.6 63.4
Other: 29.8 31.7 45.3 51.5 22.3 22.4 30.0 32.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 815,988: 136,376 12,929 212,361 382,950 531,900 731,687 757,190: 84,301 58,798
Old : 815,988: 136,376 12,929 212,361 382,950 531,900 731,687 757,190: 84,301 58,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 2,478: -3,450 -2,707 7,366 -3,913 -1,802 3 2,857: 2,475 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 1.6 26.0 46.9 65.2 89.7 92.8: 10.3 7.2
Old : 100.0: 16.7 1.6 26.0 46.9 65.2 89.7 92.8: 10.3 7.2
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 : 224: 84 42 88 80 86 201 180:
Old : 224: 84 42 88 80 86 201 180:
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 : 11.4 18.7 20.4 30.1 10.3 13.3 15.9 23.0
Old : 11.4 18.7 20.4 30.1 10.3 13.3 15.9 23.0
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, August 10, 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 : 229,713: 56,638 10,037 75,587 86,626 135,492 218,852 221,116: 10,861 8,597
Old : 76,826: 27,910 5,422 19,723 24,439 48,214 72,072 73,359: 4,754 3,468
Other: 152,887: 33,448 9,334 51,145 62,187 87,278 146,780 147,757: 6,107 5,130
: : :
: : Changes in Commitments from: August 3, 2010 :
: -4,121: -227 -550 -1,110 -2,679 -2,999 -4,016 -4,660: -105 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 4.4 32.9 37.7 59.0 95.3 96.3: 4.7 3.7
Old : 100.0: 36.3 7.1 25.7 31.8 62.8 93.8 95.5: 6.2 4.5
Other: 100.0: 21.9 6.1 33.5 40.7 57.1 96.0 96.6: 4.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 154 89 125 123 151 348 302:
Old : 338: 111 80 75 92 122 246 234:
Other: 340: 105 75 94 98 137 259 255:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 17.6 28.0 29.1 11.1 11.0 18.2 17.2
Old : 18.7 22.3 28.8 34.6 17.2 18.5 24.7 28.9
Other: 19.8 18.7 32.8 32.5 12.9 13.0 21.3 19.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 10, 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 : 29,090: 22,347 6,798 858 1,376 18,422 24,580 26,077: 4,509 3,012
Old : 29,090: 22,347 6,798 858 1,376 18,422 24,580 26,077: 4,509 3,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 5,859: 6,643 3,537 42 -1,228 1,740 5,457 5,319: 403 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 23.4 2.9 4.7 63.3 84.5 89.6: 15.5 10.4
Old : 100.0: 76.8 23.4 2.9 4.7 63.3 84.5 89.6: 15.5 10.4
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 : 61: 25 21 9 7 10 35 37:
Old : 61: 25 21 9 7 10 35 37:
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 : 68.6 64.0 75.7 75.4 68.0 63.9 72.3 74.0
Old : 68.6 64.0 75.7 75.4 68.0 63.9 72.3 74.0
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, August 10, 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 : 423,268: 20,750 79,395 6,728 377,982 318,604 405,460 404,726: 17,808 18,542
Old : 423,268: 20,750 79,395 6,728 377,982 318,604 405,460 404,726: 17,808 18,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 3, 2010 :
: 2,447: 2,850 -255 1,963 -3,830 122 982 1,830: 1,464 617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 18.8 1.6 89.3 75.3 95.8 95.6: 4.2 4.4
Old : 100.0: 4.9 18.8 1.6 89.3 75.3 95.8 95.6: 4.2 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 : 251: 23 51 21 105 111 145 166:
Old : 251: 23 51 21 105 111 145 166:
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 : 41.5 18.3 54.8 29.2 39.8 18.2 52.0 29.1
Old : 41.5 18.3 54.8 29.2 39.8 18.2 52.0 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 13, 2010