COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 442,630: 71,597 6,655 131,277 216,493 288,712 419,367 426,644: 23,262 15,986
Old : 422,397: 65,880 6,695 129,604 205,225 271,134 400,709 407,433: 21,688 14,964
Other: 20,233: 5,894 137 1,496 11,268 17,578 18,659 19,211: 1,575 1,022
: : :
: : Changes in Commitments from: October 19, 2010 :
: 34,577: 4,026 1,542 13,095 15,913 16,157 33,034 30,794: 1,543 3,783
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 1.5 29.7 48.9 65.2 94.7 96.4: 5.3 3.6
Old : 100.0: 15.6 1.6 30.7 48.6 64.2 94.9 96.5: 5.1 3.5
Other: 100.0: 29.1 0.7 7.4 55.7 86.9 92.2 95.0: 7.8 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 284: 150 39 95 72 85 252 194:
Old : 281: 143 44 94 69 84 246 193:
Other: 86: 26 9 14 26 38 61 53:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 28.6 31.8 40.7 7.7 14.5 11.3 19.0
Old : 22.6 28.3 32.2 40.4 7.7 13.5 11.3 18.1
Other: 39.1 44.7 53.2 62.3 35.0 36.9 47.1 53.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 32,471: 13,871 614 4,668 10,948 26,324 29,487 31,606: 2,985 865
Old : 2,334: 605 92 0 1,291 2,036 1,896 2,128: 438 206
Other: 30,137: 13,293 549 4,641 9,657 24,288 27,591 29,478: 2,547 659
: : :
: : Changes in Commitments from: October 19, 2010 :
: -421: -1,059 -40 325 481 -571 -253 -286: -168 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 1.9 14.4 33.7 81.1 90.8 97.3: 9.2 2.7
Old : 100.0: 25.9 3.9 0.0 55.3 87.2 81.2 91.2: 18.8 8.8
Other: 100.0: 44.1 1.8 15.4 32.0 80.6 91.5 97.8: 8.5 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 49 15 19 26 25 85 49:
Old : 28: 6 5 0 10 8 16 13:
Other: 94: 46 14 19 22 25 77 49:
:----------------------------------------------------------------------------------------------------
: 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 : 24.9 58.5 38.9 71.6 24.9 50.5 36.8 62.5
Old : 53.0 79.3 70.8 88.6 53.0 79.3 70.8 88.2
Other: 26.7 58.1 41.1 72.0 25.9 49.5 38.7 61.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 151,576: 30,280 37,684 22,847 90,240 86,255 143,367 146,785: 8,209 4,791
Old : 126,536: 30,168 44,143 14,483 73,989 63,320 118,640 121,946: 7,896 4,590
Other: 25,040: 6,703 132 1,772 16,251 22,934 24,727 24,839: 313 201
: : :
: : Changes in Commitments from: October 19, 2010 :
: -745: -55 -1,323 -1,049 -753 3,152 -1,857 779: 1,112 -1,524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 24.9 15.1 59.5 56.9 94.6 96.8: 5.4 3.2
Old : 100.0: 23.8 34.9 11.4 58.5 50.0 93.8 96.4: 6.2 3.6
Other: 100.0: 26.8 0.5 7.1 64.9 91.6 98.7 99.2: 1.3 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 54 57 46 56 55 134 138:
Old : 177: 53 59 46 56 50 134 133:
Other: 42: 6 5 8 21 27 31 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 : 26.3 29.7 36.2 44.4 16.4 21.6 23.6 30.1
Old : 21.3 28.8 30.4 43.9 19.2 22.8 27.5 34.0
Other: 62.7 60.0 81.9 79.4 37.1 43.3 48.0 49.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 901,073: 165,775 5,338 251,492 395,182 591,432 812,448 848,262: 88,625 52,811
Old : 901,073: 165,775 5,338 251,492 395,182 591,432 812,448 848,262: 88,625 52,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 15,920: -1,830 -1,265 4,804 12,162 11,589 15,135 15,128: 784 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 0.6 27.9 43.9 65.6 90.2 94.1: 9.8 5.9
Old : 100.0: 18.4 0.6 27.9 43.9 65.6 90.2 94.1: 9.8 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: 89 28 79 81 87 192 172:
Old : 211: 89 28 79 81 87 192 172:
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 : 11.1 20.5 20.2 33.4 8.7 16.6 13.9 25.5
Old : 11.1 20.5 20.2 33.4 8.7 16.6 13.9 25.5
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, October 26, 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 : 225,783: 52,132 9,762 74,128 89,527 133,974 215,786 217,863: 9,997 7,920
Old : 222,344: 52,162 10,522 72,994 87,365 130,991 212,522 214,507: 9,823 7,837
Other: 3,438: 865 136 238 2,162 2,983 3,264 3,356: 174 82
: : :
: : Changes in Commitments from: October 19, 2010 :
: 19,225: 6,002 1,004 8,712 4,315 9,901 19,029 19,617: 196 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 4.3 32.8 39.7 59.3 95.6 96.5: 4.4 3.5
Old : 100.0: 23.5 4.7 32.8 39.3 58.9 95.6 96.5: 4.4 3.5
Other: 100.0: 25.2 4.0 6.9 62.9 86.7 94.9 97.6: 5.1 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 152 79 103 122 148 327 279:
Old : 395: 153 78 102 121 146 325 277:
Other: 59: 7 7 9 21 33 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 : 20.3 20.6 30.9 30.2 11.1 9.4 18.1 15.7
Old : 20.6 20.9 31.3 30.3 11.2 9.1 18.3 15.2
Other: 65.6 66.2 80.3 78.5 64.7 65.6 77.2 74.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 39,153: 23,995 18,184 1,059 9,506 16,442 34,560 35,685: 4,593 3,469
Old : 39,153: 23,995 18,184 1,059 9,506 16,442 34,560 35,685: 4,593 3,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 906: 1,247 -1,438 55 -580 2,337 721 953: 185 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.3 46.4 2.7 24.3 42.0 88.3 91.1: 11.7 8.9
Old : 100.0: 61.3 46.4 2.7 24.3 42.0 88.3 91.1: 11.7 8.9
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 : 88: 34 31 5 11 15 46 51:
Old : 88: 34 31 5 11 15 46 51:
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 : 63.3 51.5 72.5 68.0 62.5 51.5 70.4 68.0
Old : 63.3 51.5 72.5 68.0 62.5 51.5 70.4 68.0
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, October 26, 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 : 404,001: 43,013 77,855 3,960 339,206 307,295 386,179 389,110: 17,822 14,891
Old : 404,001: 43,013 77,855 3,960 339,206 307,295 386,179 389,110: 17,822 14,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2010 :
: 7,919: 6,427 -2,279 892 -273 9,092 7,045 7,705: 874 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 19.3 1.0 84.0 76.1 95.6 96.3: 4.4 3.7
Old : 100.0: 10.6 19.3 1.0 84.0 76.1 95.6 96.3: 4.4 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 : 257: 35 52 14 100 106 144 163:
Old : 257: 35 52 14 100 106 144 163:
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 : 42.3 19.6 53.5 30.4 41.8 19.6 53.0 30.4
Old : 42.3 19.6 53.5 30.4 41.8 19.6 53.0 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 29, 2010