COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 408,053: 67,570 5,112 118,182 200,581 272,555 386,333 395,850: 21,719 12,202
Old : 390,821: 63,274 5,870 115,995 190,826 257,536 370,095 379,401: 20,725 11,419
Other: 17,232: 5,169 116 1,314 9,755 15,019 16,238 16,449: 994 783
: : :
: : Changes in Commitments from: October 12, 2010 :
: -2,048: -5,212 -605 -1,577 5,132 -1,174 -1,657 -3,356: -391 1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 1.3 29.0 49.2 66.8 94.7 97.0: 5.3 3.0
Old : 100.0: 16.2 1.5 29.7 48.8 65.9 94.7 97.1: 5.3 2.9
Other: 100.0: 30.0 0.7 7.6 56.6 87.2 94.2 95.5: 5.8 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 150 34 89 71 81 249 181:
Old : 274: 145 38 88 69 80 244 180:
Other: 81: 22 9 13 28 38 59 52:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 29.0 31.6 41.1 8.7 16.0 12.6 20.6
Old : 21.9 28.9 31.5 41.1 8.7 15.3 12.7 19.9
Other: 43.1 40.3 56.8 60.4 37.6 38.5 50.6 55.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 32,893: 14,930 654 4,343 10,467 26,896 29,740 31,893: 3,153 1,000
Old : 7,547: 4,199 756 0 2,098 6,320 6,297 7,076: 1,250 471
Other: 25,346: 11,029 195 4,046 8,369 20,576 23,443 24,817: 1,903 529
: : :
: : Changes in Commitments from: October 12, 2010 :
: -10,268: -4,267 -24 -4,615 -695 -5,538 -9,577 -10,176: -691 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 2.0 13.2 31.8 81.8 90.4 97.0: 9.6 3.0
Old : 100.0: 55.6 10.0 0.0 27.8 83.7 83.4 93.8: 16.6 6.2
Other: 100.0: 43.5 0.8 16.0 33.0 81.2 92.5 97.9: 7.5 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 48 20 22 27 25 92 52:
Old : 63: 23 12 0 16 13 39 25:
Other: 84: 39 11 19 21 25 69 46:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 59.7 38.6 72.4 24.6 52.5 37.0 64.2
Old : 30.8 71.6 48.3 81.6 30.8 71.6 48.3 81.6
Other: 28.6 56.6 45.5 72.5 28.5 47.9 43.3 60.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 152,321: 30,335 39,007 23,896 90,993 83,103 145,224 146,006: 7,097 6,315
Old : 128,168: 30,336 45,531 15,458 75,601 61,303 121,395 122,292: 6,774 5,876
Other: 24,152: 6,652 129 1,785 15,392 21,800 23,829 23,713: 323 439
: : :
: : Changes in Commitments from: October 12, 2010 :
: 3,861: 841 499 568 4,462 3,330 5,871 4,397: -2,010 -536
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 25.6 15.7 59.7 54.6 95.3 95.9: 4.7 4.1
Old : 100.0: 23.7 35.5 12.1 59.0 47.8 94.7 95.4: 5.3 4.6
Other: 100.0: 27.5 0.5 7.4 63.7 90.3 98.7 98.2: 1.3 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 180: 53 60 46 57 54 136 140:
Old : 180: 54 59 46 57 48 136 134:
Other: 41: 4 6 7 21 27 30 35:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 29.8 36.9 44.5 16.5 21.3 24.0 29.7
Old : 21.8 29.3 31.4 43.9 19.9 22.3 28.3 33.1
Other: 62.9 60.6 82.4 79.0 39.6 42.4 50.9 49.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 885,153: 167,605 6,603 246,688 383,020 579,844 797,313 833,134: 87,840 52,019
Old : 885,153: 167,605 6,603 246,688 383,020 579,844 797,313 833,134: 87,840 52,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 30,005: -1,286 -69 18,349 16,356 17,470 33,419 35,749: -3,414 -5,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 0.7 27.9 43.3 65.5 90.1 94.1: 9.9 5.9
Old : 100.0: 18.9 0.7 27.9 43.3 65.5 90.1 94.1: 9.9 5.9
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 : 211: 78 37 78 79 87 191 169:
Old : 211: 78 37 78 79 87 191 169:
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 : 12.0 21.1 21.3 33.4 9.2 17.0 15.0 26.0
Old : 12.0 21.1 21.3 33.4 9.2 17.0 15.0 26.0
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, October 19, 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 : 206,558: 46,130 8,758 65,416 85,212 124,073 196,757 198,246: 9,801 8,312
Old : 203,388: 46,128 9,381 64,492 83,142 121,331 193,762 195,204: 9,627 8,184
Other: 3,170: 712 87 214 2,070 2,741 2,996 3,043: 174 127
: : :
: : Changes in Commitments from: October 12, 2010 :
: 8,106: 4,092 -1,150 1,916 2,551 8,073 8,558 8,838: -452 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 4.2 31.7 41.3 60.1 95.3 96.0: 4.7 4.0
Old : 100.0: 22.7 4.6 31.7 40.9 59.7 95.3 96.0: 4.7 4.0
Other: 100.0: 22.5 2.7 6.7 65.3 86.5 94.5 96.0: 5.5 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 372: 146 67 90 118 143 305 260:
Old : 371: 148 65 89 117 141 303 258:
Other: 51: 6 7 7 18 27 29 36:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 19.8 32.4 29.8 12.0 9.6 19.1 16.1
Old : 20.7 20.0 32.8 29.8 12.2 9.3 19.4 15.5
Other: 68.0 67.7 82.1 80.5 67.6 67.5 78.6 77.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 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 : 38,247: 22,748 19,622 1,005 10,086 14,105 33,839 34,732: 4,408 3,515
Old : 38,247: 22,748 19,622 1,005 10,086 14,105 33,839 34,732: 4,408 3,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 2,888: 3,075 -1,466 249 -1,188 4,405 2,136 3,188: 752 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.5 51.3 2.6 26.4 36.9 88.5 90.8: 11.5 9.2
Old : 100.0: 59.5 51.3 2.6 26.4 36.9 88.5 90.8: 11.5 9.2
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 : 89: 35 35 7 8 13 45 54:
Old : 89: 35 35 7 8 13 45 54:
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 : 62.0 48.2 71.9 66.6 61.3 48.2 70.0 66.6
Old : 62.0 48.2 71.9 66.6 61.3 48.2 70.0 66.6
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, October 19, 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 : 396,082: 36,586 80,134 3,069 339,480 298,202 379,134 381,405: 16,948 14,677
Old : 396,082: 36,586 80,134 3,069 339,480 298,202 379,134 381,405: 16,948 14,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2010 :
: 742: 1,138 710 -601 525 2,341 1,062 2,450: -321 -1,709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 20.2 0.8 85.7 75.3 95.7 96.3: 4.3 3.7
Old : 100.0: 9.2 20.2 0.8 85.7 75.3 95.7 96.3: 4.3 3.7
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 : 248: 27 56 14 96 102 136 159:
Old : 248: 27 56 14 96 102 136 159:
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 : 43.6 19.8 55.0 30.9 42.9 19.8 54.2 30.9
Old : 43.6 19.8 55.0 30.9 42.9 19.8 54.2 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 22, 2010