COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 318,896: 90,095 11,569 67,083 139,761 230,630 296,939 309,282: 21,957 9,614
Old : 312,838: 88,720 11,630 66,635 135,826 225,314 291,181 303,579: 21,657 9,259
Other: 6,058: 1,436 0 386 3,935 5,317 5,757 5,703: 301 355
: : :
: : Changes in Commitments from: August 24, 2010 :
: 16,521: 3,597 -187 4,103 8,483 13,004 16,183 16,919: 337 -399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 3.6 21.0 43.8 72.3 93.1 97.0: 6.9 3.0
Old : 100.0: 28.4 3.7 21.3 43.4 72.0 93.1 97.0: 6.9 3.0
Other: 100.0: 23.7 0.0 6.4 65.0 87.8 95.0 94.1: 5.0 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 158 40 81 70 72 260 163:
Old : 283: 156 42 81 70 71 260 162:
Other: 54: 17 0 11 18 29 35 40:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 33.5 26.3 44.4 12.3 23.7 19.3 32.2
Old : 17.0 33.7 25.8 44.6 12.3 24.5 19.4 33.1
Other: 63.7 51.8 75.8 70.9 62.7 51.5 73.4 67.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 32,911: 11,701 1,782 6,722 11,996 22,438 30,419 30,941: 2,492 1,969
Old : 23,129: 7,556 1,779 3,957 9,420 15,828 20,933 21,565: 2,195 1,564
Other: 9,782: 4,665 522 2,245 2,576 6,610 9,485 9,377: 297 405
: : :
: : Changes in Commitments from: August 24, 2010 :
: -1,420: -284 275 20 -1,043 -1,680 -1,308 -1,384: -113 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 5.4 20.4 36.5 68.2 92.4 94.0: 7.6 6.0
Old : 100.0: 32.7 7.7 17.1 40.7 68.4 90.5 93.2: 9.5 6.8
Other: 100.0: 47.7 5.3 23.0 26.3 67.6 97.0 95.9: 3.0 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 48 20 22 28 20 86 52:
Old : 96: 41 22 21 28 18 80 50:
Other: 45: 18 8 15 12 12 35 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 : 24.2 49.4 39.0 63.2 23.5 39.4 34.0 51.6
Old : 26.8 54.7 39.5 65.2 26.8 48.5 38.4 57.5
Other: 43.5 50.8 67.4 69.5 42.5 43.1 57.0 57.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 131,395: 27,841 33,039 21,729 74,079 67,819 123,649 122,588: 7,745 8,807
Old : 54: 0 0 0 54 0 54 0: 0 54
Other: 131,341: 27,841 33,039 21,729 74,025 67,819 123,595 122,588: 7,745 8,753
: : :
: : Changes in Commitments from: August 24, 2010 :
: 6,979: -503 9,620 530 7,005 -3,131 7,032 7,019: -53 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 25.1 16.5 56.4 51.6 94.1 93.3: 5.9 6.7
Old : 100.0: 0.0 0.0 0.0 100.0 0.0 100.0 0.0: 0.0 100.0
Other: 100.0: 21.2 25.2 16.5 56.4 51.6 94.1 93.3: 5.9 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 58 48 36 57 50 129 122:
Old : 1: 0 0 0 1 0 1 0:
Other: 172: 58 48 36 57 50 129 122:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 28.4 39.5 44.9 17.9 23.4 26.0 32.3
Old : 100.0 0.0 100.0 0.0 100.0 0.0 100.0 0.0
Other: 28.2 28.4 39.5 45.0 17.9 23.4 26.0 32.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 877,084: 149,304 16,045 227,798 409,887 576,254 786,989 820,097: 90,095 56,987
Old : 877,084: 149,304 16,045 227,798 409,887 576,254 786,989 820,097: 90,095 56,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 5,703: 4,097 1,460 -1,339 1,212 9,326 3,969 9,447: 1,734 -3,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 1.8 26.0 46.7 65.7 89.7 93.5: 10.3 6.5
Old : 100.0: 17.0 1.8 26.0 46.7 65.7 89.7 93.5: 10.3 6.5
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 : 233: 92 42 98 79 90 206 195:
Old : 233: 92 42 98 79 90 206 195:
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 : 10.9 19.0 19.6 31.5 9.5 11.9 14.9 21.5
Old : 10.9 19.0 19.6 31.5 9.5 11.9 14.9 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, August 31, 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 : 196,270: 48,684 9,635 61,821 77,834 117,759 188,338 189,215: 7,932 7,055
Old : 361: 0 8 0 359 252 359 260: 2 101
Other: 195,909: 48,692 9,635 61,813 77,475 117,507 187,979 188,955: 7,930 6,954
: : :
: : Changes in Commitments from: August 24, 2010 :
: -156: -2,085 -191 3,689 -865 -2,041 739 1,457: -895 -1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 4.9 31.5 39.7 60.0 96.0 96.4: 4.0 3.6
Old : 100.0: 0.0 2.2 0.0 99.4 69.8 99.4 72.0: 0.6 28.0
Other: 100.0: 24.9 4.9 31.6 39.5 60.0 96.0 96.5: 4.0 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 142 73 99 108 139 295 268:
Old : 17: 0 2 0 2 13 2 15:
Other: 373: 142 73 99 108 139 295 268:
:----------------------------------------------------------------------------------------------------
: 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 18.1 30.8 30.0 12.7 11.2 20.5 17.5
Old : 99.4 58.7 99.4 67.0 99.4 58.7 99.4 67.0
Other: 18.8 18.1 30.7 30.0 12.7 11.2 20.6 17.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 31, 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 : 24,712: 17,170 2,220 895 1,722 19,736 19,788 22,852: 4,924 1,860
Old : 24,712: 17,170 2,220 895 1,722 19,736 19,788 22,852: 4,924 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: -4,623: -4,218 -3,471 135 -4 -923 -4,088 -4,258: -535 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.5 9.0 3.6 7.0 79.9 80.1 92.5: 19.9 7.5
Old : 100.0: 69.5 9.0 3.6 7.0 79.9 80.1 92.5: 19.9 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 : 58: 30 12 7 8 10 42 26:
Old : 58: 30 12 7 8 10 42 26:
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 : 57.7 76.1 65.9 85.1 55.8 76.0 61.0 81.5
Old : 57.7 76.1 65.9 85.1 55.8 76.0 61.0 81.5
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 31, 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 : 461,148: 11,807 90,850 7,257 427,573 341,851 446,636 439,957: 14,512 21,191
Old : 461,148: 11,807 90,850 7,257 427,573 341,851 446,636 439,957: 14,512 21,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 24, 2010 :
: 5,922: 1,787 3,693 600 3,252 1,981 5,639 6,274: 283 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 19.7 1.6 92.7 74.1 96.9 95.4: 3.1 4.6
Old : 100.0: 2.6 19.7 1.6 92.7 74.1 96.9 95.4: 3.1 4.6
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 : 259: 23 57 18 105 115 140 178:
Old : 259: 23 57 18 105 115 140 178:
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 17.7 62.2 29.7 41.2 17.7 59.4 29.5
Old : 43.5 17.7 62.2 29.7 41.2 17.7 59.4 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 3, 2010