COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 236,114: 55,383 10,481 65,244 100,061 149,024 220,687 224,749: 15,427 11,364
Old : 232,234: 54,336 10,673 64,819 98,336 145,637 217,490 221,129: 14,744 11,106
Other: 3,879: 1,441 203 31 1,725 3,387 3,196 3,621: 683 259
: : :
: : Changes in Commitments from: July 19, 2011 :
: 5,942: 2,936 -115 1,936 373 3,846 5,246 5,667: 696 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 4.4 27.6 42.4 63.1 93.5 95.2: 6.5 4.8
Old : 100.0: 23.4 4.6 27.9 42.3 62.7 93.7 95.2: 6.3 4.8
Other: 100.0: 37.1 5.2 0.8 44.5 87.3 82.4 93.3: 17.6 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 252: 123 48 87 61 70 213 176:
Old : 252: 122 49 85 61 70 212 175:
Other: 45: 9 3 3 14 23 24 28:
:----------------------------------------------------------------------------------------------------
: 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 25.9 29.2 36.2 11.3 14.5 16.7 21.5
Old : 17.6 26.2 29.4 36.5 11.4 14.7 16.6 21.7
Other: 47.1 46.3 64.1 68.5 41.7 41.8 56.0 62.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 46,311: 22,435 374 7,550 11,399 36,837 41,384 44,761: 4,928 1,550
Old : 40,775: 21,271 791 5,517 9,409 32,989 36,196 39,297: 4,579 1,478
Other: 5,537: 1,640 58 1,558 1,990 3,848 5,188 5,464: 349 73
: : :
: : Changes in Commitments from: July 19, 2011 :
: 1,168: 413 34 398 248 777 1,058 1,209: 110 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 0.8 16.3 24.6 79.5 89.4 96.7: 10.6 3.3
Old : 100.0: 52.2 1.9 13.5 23.1 80.9 88.8 96.4: 11.2 3.6
Other: 100.0: 29.6 1.1 28.1 36.0 69.5 93.7 98.7: 6.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 65 14 21 26 28 103 52:
Old : 117: 65 14 21 24 28 101 52:
Other: 39: 14 6 16 16 10 36 26:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 57.2 31.9 67.8 18.9 51.8 29.0 60.0
Old : 22.2 57.6 33.7 68.9 21.5 53.5 31.7 62.7
Other: 38.6 60.3 59.6 76.8 29.5 49.3 41.8 55.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 199,527: 39,995 24,336 41,947 106,121 125,848 188,063 192,131: 11,464 7,396
Old : 64,459: 33,851 29,854 3,077 20,671 26,696 57,600 59,628: 6,859 4,831
Other: 135,068: 17,351 5,689 27,663 85,450 99,152 130,464 132,503: 4,604 2,565
: : :
: : Changes in Commitments from: July 19, 2011 :
: 2,310: -3,863 -692 1,518 5,615 967 3,270 1,792: -960 518
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 12.2 21.0 53.2 63.1 94.3 96.3: 5.7 3.7
Old : 100.0: 52.5 46.3 4.8 32.1 41.4 89.4 92.5: 10.6 7.5
Other: 100.0: 12.8 4.2 20.5 63.3 73.4 96.6 98.1: 3.4 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 61 43 53 56 53 144 125:
Old : 161: 50 50 20 44 34 102 96:
Other: 128: 41 26 27 49 47 105 86:
:----------------------------------------------------------------------------------------------------
: 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 : 28.6 35.6 43.0 50.6 17.1 20.6 25.5 28.8
Old : 31.4 44.2 43.7 52.9 31.4 43.6 43.7 52.2
Other: 38.6 36.2 57.4 51.7 20.8 22.8 32.6 33.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 873,515: 218,188 23,656 209,932 348,560 569,430 776,680 803,017: 96,834 70,497
Old : 873,515: 218,188 23,656 209,932 348,560 569,430 776,680 803,017: 96,834 70,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 28,848: 4,049 -9,804 16,915 1,345 13,309 22,308 20,420: 6,539 8,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 2.7 24.0 39.9 65.2 88.9 91.9: 11.1 8.1
Old : 100.0: 25.0 2.7 24.0 39.9 65.2 88.9 91.9: 11.1 8.1
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 : 242: 93 54 88 79 90 218 187:
Old : 242: 93 54 88 79 90 218 187:
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 : 14.2 20.1 24.1 30.7 12.9 17.2 19.9 24.8
Old : 14.2 20.1 24.1 30.7 12.9 17.2 19.9 24.8
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, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 168,512: 18,561 21,203 52,941 88,997 86,763 160,499 160,908: 8,013 7,604
Old : 75,452: 13,155 16,203 18,943 38,075 35,641 70,174 70,787: 5,278 4,665
Other: 93,060: 11,894 11,490 27,509 50,922 51,122 90,325 90,120: 2,734 2,939
: : :
: : Changes in Commitments from: July 19, 2011 :
: 1,711: -896 1,694 5,143 -2,430 -6,120 1,817 718: -106 993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 12.6 31.4 52.8 51.5 95.2 95.5: 4.8 4.5
Old : 100.0: 17.4 21.5 25.1 50.5 47.2 93.0 93.8: 7.0 6.2
Other: 100.0: 12.8 12.3 29.6 54.7 54.9 97.1 96.8: 2.9 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 101 96 129 127 123 289 293:
Old : 319: 83 98 87 101 98 229 238:
Other: 273: 65 69 68 106 114 210 213:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 16.1 30.1 25.5 11.6 7.9 19.6 13.3
Old : 22.1 14.0 37.4 24.6 17.3 11.4 29.3 19.4
Other: 23.4 20.2 35.3 32.7 13.4 11.2 22.0 17.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 61,788: 39,625 37,022 1,943 12,687 17,712 54,256 56,678: 7,532 5,110
Old : 61,788: 39,625 37,022 1,943 12,687 17,712 54,256 56,678: 7,532 5,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: 14,399: 8,496 15,129 345 5,259 -2,969 14,100 12,505: 299 1,894
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 59.9 3.1 20.5 28.7 87.8 91.7: 12.2 8.3
Old : 100.0: 64.1 59.9 3.1 20.5 28.7 87.8 91.7: 12.2 8.3
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 : 109: 39 48 13 14 11 58 68:
Old : 109: 39 48 13 14 11 58 68:
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 : 55.9 50.6 72.2 67.1 55.1 50.6 71.2 66.8
Old : 55.9 50.6 72.2 67.1 55.1 50.6 71.2 66.8
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, July 26, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 405,445: 22,478 65,373 6,227 358,843 319,483 387,548 391,082: 17,897 14,363
Old : 405,445: 22,478 65,373 6,227 358,843 319,483 387,548 391,082: 17,897 14,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 19, 2011 :
: -5,770: -4,864 995 2,324 -294 -6,266 -2,834 -2,948: -2,936 -2,822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 16.1 1.5 88.5 78.8 95.6 96.5: 4.4 3.5
Old : 100.0: 5.5 16.1 1.5 88.5 78.8 95.6 96.5: 4.4 3.5
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 : 260: 30 47 15 110 113 151 164:
Old : 260: 30 47 15 110 113 151 164:
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 : 38.9 16.6 52.2 28.8 34.0 16.2 46.8 26.6
Old : 38.9 16.6 52.2 28.8 34.0 16.2 46.8 26.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2011