COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 344,538: 90,326 7,725 76,344 153,672 250,537 320,342 334,606: 24,196 9,932
Old : 337,317: 88,908 7,760 75,730 148,809 244,280 313,448 327,770: 23,868 9,547
Other: 7,222: 1,478 25 554 4,862 6,257 6,894 6,836: 327 385
: : :
: : Changes in Commitments from: August 31, 2010 :
: 25,642: 232 -3,844 9,262 13,910 19,907 23,404 25,325: 2,238 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 2.2 22.2 44.6 72.7 93.0 97.1: 7.0 2.9
Old : 100.0: 26.4 2.3 22.5 44.1 72.4 92.9 97.2: 7.1 2.8
Other: 100.0: 20.5 0.3 7.7 67.3 86.6 95.5 94.7: 4.5 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 282: 157 38 84 68 73 254 169:
Old : 281: 155 40 84 68 72 254 168:
Other: 57: 15 3 11 17 31 34 43:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 33.5 27.5 44.5 11.6 22.7 17.9 30.2
Old : 17.2 33.8 27.1 44.9 11.6 23.2 18.0 31.2
Other: 58.1 48.2 75.0 66.5 57.3 47.9 72.9 63.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 32,879: 12,050 2,066 6,657 11,851 21,988 30,558 30,711: 2,321 2,168
Old : 22,420: 7,648 1,994 3,821 9,109 14,879 20,578 20,694: 1,842 1,726
Other: 10,459: 4,900 570 2,338 2,742 7,109 9,980 10,017: 479 443
: : :
: : Changes in Commitments from: August 31, 2010 :
: -31: 349 285 -65 -145 -450 139 -230: -171 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 6.3 20.2 36.0 66.9 92.9 93.4: 7.1 6.6
Old : 100.0: 34.1 8.9 17.0 40.6 66.4 91.8 92.3: 8.2 7.7
Other: 100.0: 46.9 5.4 22.4 26.2 68.0 95.4 95.8: 4.6 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 49 23 22 29 21 88 56:
Old : 101: 41 26 20 29 19 81 54:
Other: 46: 20 7 15 12 12 36 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 : 24.1 50.2 37.8 63.6 23.6 41.3 34.2 52.0
Old : 26.6 55.3 39.0 64.3 26.6 50.6 38.5 57.0
Other: 41.2 48.6 66.1 69.9 40.2 41.0 56.0 58.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 133,760: 28,318 37,027 21,174 75,979 66,992 125,471 125,193: 8,289 8,567
Old : 123,644: 28,223 38,443 18,959 68,425 57,839 115,608 115,241: 8,036 8,403
Other: 10,116: 1,593 83 716 7,554 9,153 9,863 9,952: 253 164
: : :
: : Changes in Commitments from: August 31, 2010 :
: 2,366: 477 3,988 -556 1,900 -827 1,822 2,605: 544 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 27.7 15.8 56.8 50.1 93.8 93.6: 6.2 6.4
Old : 100.0: 22.8 31.1 15.3 55.3 46.8 93.5 93.2: 6.5 6.8
Other: 100.0: 15.7 0.8 7.1 74.7 90.5 97.5 98.4: 2.5 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 58 55 37 57 48 130 128:
Old : 180: 57 56 36 55 48 127 128:
Other: 31: 3 5 7 19 17 27 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 : 28.4 27.8 39.6 43.4 18.1 22.8 26.5 32.0
Old : 27.0 29.2 38.7 42.7 19.6 24.0 27.7 32.3
Other: 57.6 57.5 76.2 75.9 33.9 35.9 44.1 46.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 917,924: 160,238 12,737 245,764 423,762 605,990 829,765 864,491: 88,159 53,432
Old : 917,924: 160,238 12,737 245,764 423,762 605,990 829,765 864,491: 88,159 53,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: 40,840: 10,934 -3,308 17,966 13,875 29,736 42,776 44,394: -1,936 -3,554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 1.4 26.8 46.2 66.0 90.4 94.2: 9.6 5.8
Old : 100.0: 17.5 1.4 26.8 46.2 66.0 90.4 94.2: 9.6 5.8
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: 99 37 98 86 95 218 199:
Old : 241: 99 37 98 86 95 218 199:
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 : 10.8 19.5 19.6 31.9 8.8 12.6 13.9 21.7
Old : 10.8 19.5 19.6 31.9 8.8 12.6 13.9 21.7
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, September 7, 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 : 210,523: 52,497 10,150 68,220 80,345 123,419 201,062 201,789: 9,461 8,734
Old : 209,548: 52,484 10,310 67,923 79,825 122,625 200,231 200,858: 9,316 8,690
Other: 975: 236 63 74 520 794 830 931: 145 44
: : :
: : Changes in Commitments from: August 31, 2010 :
: 14,252: 3,813 515 6,399 2,511 5,660 12,723 12,574: 1,529 1,679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 4.8 32.4 38.2 58.6 95.5 95.9: 4.5 4.1
Old : 100.0: 25.0 4.9 32.4 38.1 58.5 95.6 95.9: 4.4 4.1
Other: 100.0: 24.2 6.5 7.6 53.3 81.4 85.1 95.5: 14.9 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 152 80 111 112 144 321 284:
Old : 400: 151 81 110 112 143 320 283:
Other: 36: 6 2 3 12 20 19 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 : 18.6 18.1 30.1 29.5 11.9 10.6 19.6 16.9
Old : 18.7 18.2 30.3 29.4 11.9 10.5 19.7 16.8
Other: 68.2 55.0 79.4 76.2 60.3 53.2 71.5 72.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 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 : 24,438: 17,224 2,914 1,409 1,767 18,193 20,400 22,516: 4,037 1,921
Old : 24,438: 17,224 2,914 1,409 1,767 18,193 20,400 22,516: 4,037 1,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -274: 55 694 513 45 -1,543 613 -336: -887 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 11.9 5.8 7.2 74.4 83.5 92.1: 16.5 7.9
Old : 100.0: 70.5 11.9 5.8 7.2 74.4 83.5 92.1: 16.5 7.9
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 : 56: 26 14 11 8 9 39 31:
Old : 56: 26 14 11 8 9 39 31:
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 : 54.8 73.1 64.3 82.8 53.4 73.1 60.6 78.9
Old : 54.8 73.1 64.3 82.8 53.4 73.1 60.6 78.9
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, September 7, 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 : 447,059: 12,036 85,537 4,908 415,618 336,754 432,562 427,199: 14,497 19,860
Old : 447,059: 12,036 85,537 4,908 415,618 336,754 432,562 427,199: 14,497 19,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 31, 2010 :
: -14,090: 229 -5,313 -2,349 -11,955 -5,097 -14,075 -12,759: -15 -1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 19.1 1.1 93.0 75.3 96.8 95.6: 3.2 4.4
Old : 100.0: 2.7 19.1 1.1 93.0 75.3 96.8 95.6: 3.2 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 : 246: 22 52 16 98 112 131 169:
Old : 246: 22 52 16 98 112 131 169:
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 : 43.8 18.5 62.4 31.5 41.8 18.5 59.8 31.4
Old : 43.8 18.5 62.4 31.5 41.8 18.5 59.8 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 10, 2010