COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 357,385: 90,396 5,987 79,826 162,879 261,329 333,101 347,142: 24,284 10,243
Old : 348,757: 88,797 5,981 79,119 156,945 253,845 324,862 338,944: 23,895 9,813
Other: 8,628: 1,617 23 689 5,933 7,485 8,239 8,197: 389 431
: : :
: : Changes in Commitments from: September 7, 2010 :
: 12,847: 70 -1,738 3,482 9,207 10,792 12,759 12,536: 89 312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 1.7 22.3 45.6 73.1 93.2 97.1: 6.8 2.9
Old : 100.0: 25.5 1.7 22.7 45.0 72.8 93.1 97.2: 6.9 2.8
Other: 100.0: 18.7 0.3 8.0 68.8 86.7 95.5 95.0: 4.5 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 278: 149 40 76 70 72 250 160:
Old : 277: 149 40 76 70 71 250 159:
Other: 56: 11 4 11 20 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 : 18.3 33.3 28.1 45.0 11.2 22.4 17.2 30.3
Old : 17.8 33.6 27.7 45.3 11.2 23.4 17.4 31.0
Other: 56.5 46.8 72.9 63.7 55.8 46.5 71.7 60.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 35,210: 13,391 630 7,751 11,554 25,430 32,697 33,811: 2,513 1,399
Old : 23,332: 8,130 882 4,607 8,418 16,772 21,156 22,262: 2,176 1,070
Other: 11,878: 5,717 204 2,689 3,136 8,657 11,541 11,549: 337 329
: : :
: : Changes in Commitments from: September 7, 2010 :
: 2,331: 1,341 -1,436 1,094 -297 3,442 2,139 3,100: 192 -769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 1.8 22.0 32.8 72.2 92.9 96.0: 7.1 4.0
Old : 100.0: 34.8 3.8 19.7 36.1 71.9 90.7 95.4: 9.3 4.6
Other: 100.0: 48.1 1.7 22.6 26.4 72.9 97.2 97.2: 2.8 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 55 14 21 31 24 96 50:
Old : 100: 49 15 19 29 21 87 46:
Other: 47: 17 6 15 14 16 38 31:
:----------------------------------------------------------------------------------------------------
: 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 : 22.4 55.4 37.1 69.2 21.6 46.6 31.5 56.4
Old : 21.2 61.2 34.2 71.3 21.0 57.0 33.3 62.9
Other: 44.7 50.8 69.2 72.5 42.4 42.2 56.2 58.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 138,154: 27,076 39,243 20,577 81,819 70,056 129,472 129,877: 8,682 8,277
Old : 124,873: 27,002 40,783 18,219 71,201 57,748 116,422 116,749: 8,451 8,123
Other: 13,281: 1,716 102 717 10,618 12,309 13,050 13,127: 231 154
: : :
: : Changes in Commitments from: September 7, 2010 :
: 4,394: -1,242 2,216 -596 5,840 3,064 4,001 4,683: 393 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 28.4 14.9 59.2 50.7 93.7 94.0: 6.3 6.0
Old : 100.0: 21.6 32.7 14.6 57.0 46.2 93.2 93.5: 6.8 6.5
Other: 100.0: 12.9 0.8 5.4 79.9 92.7 98.3 98.8: 1.7 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 48 62 38 59 51 129 131:
Old : 178: 51 59 38 57 49 127 129:
Other: 37: 4 6 10 21 21 32 31:
:----------------------------------------------------------------------------------------------------
: 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 : 26.0 27.7 38.9 43.2 16.7 22.6 26.0 31.5
Old : 25.1 29.8 37.2 43.5 19.7 24.4 29.5 32.9
Other: 50.3 66.0 74.6 80.0 33.7 43.6 47.3 52.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 996,801: 171,275 14,383 266,784 459,251 644,071 897,310 925,238: 99,491 71,563
Old : 996,801: 171,275 14,383 266,784 459,251 644,071 897,310 925,238: 99,491 71,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 78,877: 11,037 1,646 21,019 35,489 38,081 67,545 60,747: 11,332 18,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 1.4 26.8 46.1 64.6 90.0 92.8: 10.0 7.2
Old : 100.0: 17.2 1.4 26.8 46.1 64.6 90.0 92.8: 10.0 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 : 236: 94 35 93 88 90 214 190:
Old : 236: 94 35 93 88 90 214 190:
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 : 11.7 19.8 20.5 30.8 9.2 12.7 14.0 21.0
Old : 11.7 19.8 20.5 30.8 9.2 12.7 14.0 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, September 14, 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 : 208,541: 53,741 9,904 66,090 78,614 123,502 198,446 199,496: 10,095 9,044
Old : 207,009: 53,739 10,123 65,694 77,624 122,222 197,058 198,039: 9,951 8,969
Other: 1,532: 290 69 108 990 1,280 1,388 1,457: 144 75
: : :
: : Changes in Commitments from: September 7, 2010 :
: -1,982: 1,244 -246 -2,129 -1,731 83 -2,616 -2,293: 634 311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 4.7 31.7 37.7 59.2 95.2 95.7: 4.8 4.3
Old : 100.0: 26.0 4.9 31.7 37.5 59.0 95.2 95.7: 4.8 4.3
Other: 100.0: 18.9 4.5 7.0 64.6 83.5 90.6 95.1: 9.4 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 387: 159 66 96 111 139 310 267:
Old : 387: 160 65 95 111 138 309 266:
Other: 38: 5 3 3 14 21 21 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 : 19.0 18.7 30.9 29.8 12.2 10.4 20.1 17.3
Old : 19.1 18.8 31.2 29.8 12.3 10.2 20.2 17.1
Other: 64.5 61.7 80.9 76.5 58.4 61.4 73.4 74.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 25,099: 18,093 12,447 871 2,060 8,853 21,024 22,172: 4,075 2,927
Old : 25,099: 18,093 12,447 871 2,060 8,853 21,024 22,172: 4,075 2,927
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 661: 869 9,533 -537 292 -9,340 624 -344: 37 1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 49.6 3.5 8.2 35.3 83.8 88.3: 16.2 11.7
Old : 100.0: 72.1 49.6 3.5 8.2 35.3 83.8 88.3: 16.2 11.7
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 : 68: 27 28 9 8 8 36 44:
Old : 68: 27 28 9 8 8 36 44:
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 : 60.9 48.4 68.6 64.3 58.9 48.4 64.5 63.8
Old : 60.9 48.4 68.6 64.3 58.9 48.4 64.5 63.8
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 14, 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 : 457,633: 19,976 74,873 5,838 407,930 349,052 433,744 429,762: 23,890 27,871
Old : 457,633: 19,976 74,873 5,838 407,930 349,052 433,744 429,762: 23,890 27,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 7, 2010 :
: 10,575: 7,940 -10,664 930 -7,688 12,298 1,182 2,564: 9,393 8,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 16.4 1.3 89.1 76.3 94.8 93.9: 5.2 6.1
Old : 100.0: 4.4 16.4 1.3 89.1 76.3 94.8 93.9: 5.2 6.1
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 : 254: 24 49 18 111 120 149 174:
Old : 254: 24 49 18 111 120 149 174:
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 17.5 58.7 29.2 41.5 17.5 55.2 28.7
Old : 44.4 17.5 58.7 29.2 41.5 17.5 55.2 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 17, 2010