COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 243,904: 56,540 11,173 68,692 103,337 151,939 228,569 231,805: 15,334 12,099
Old : 239,966: 55,450 11,342 68,290 101,621 148,511 225,361 228,143: 14,606 11,824
Other: 3,938: 1,462 203 31 1,716 3,428 3,209 3,662: 729 276
: : :
: : Changes in Commitments from: July 26, 2011 :
: 7,790: 1,157 692 3,449 3,277 2,915 7,883 7,055: -92 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 4.6 28.2 42.4 62.3 93.7 95.0: 6.3 5.0
Old : 100.0: 23.1 4.7 28.5 42.3 61.9 93.9 95.1: 6.1 4.9
Other: 100.0: 37.1 5.1 0.8 43.6 87.1 81.5 93.0: 18.5 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 127 47 85 61 71 211 180:
Old : 255: 126 48 83 61 71 210 179:
Other: 48: 9 3 3 15 25 25 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 : 17.5 26.2 29.4 35.9 11.9 14.9 17.4 21.5
Old : 17.6 26.4 29.6 36.2 12.0 15.0 17.3 21.8
Other: 46.5 45.7 62.9 67.7 41.2 41.3 54.8 61.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 47,430: 23,109 364 7,815 11,433 37,791 42,356 45,970: 5,073 1,460
Old : 41,460: 22,000 749 5,608 9,289 33,723 36,896 40,079: 4,564 1,381
Other: 5,970: 1,527 34 1,789 2,144 4,068 5,460 5,891: 510 79
: : :
: : Changes in Commitments from: July 26, 2011 :
: 1,118: 673 -10 265 34 954 973 1,209: 146 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 0.8 16.5 24.1 79.7 89.3 96.9: 10.7 3.1
Old : 100.0: 53.1 1.8 13.5 22.4 81.3 89.0 96.7: 11.0 3.3
Other: 100.0: 25.6 0.6 30.0 35.9 68.1 91.5 98.7: 8.5 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 65 12 21 26 30 101 54:
Old : 116: 62 15 21 24 30 99 54:
Other: 39: 12 7 16 16 11 35 27:
:----------------------------------------------------------------------------------------------------
: 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 57.1 31.8 68.2 18.9 51.8 28.8 60.5
Old : 22.4 57.9 33.7 69.7 21.4 54.1 31.8 63.5
Other: 39.4 58.3 59.6 75.5 29.5 46.8 40.7 55.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 205,686: 38,019 28,148 45,360 111,664 123,509 195,043 197,016: 10,643 8,670
Old : 54,016: 27,814 27,586 2,699 18,274 18,730 48,786 49,014: 5,230 5,002
Other: 151,670: 20,765 11,121 32,102 93,390 104,779 146,257 148,002: 5,413 3,668
: : :
: : Changes in Commitments from: July 26, 2011 :
: 6,159: -1,976 3,812 3,412 5,543 -2,340 6,979 4,885: -821 1,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 13.7 22.1 54.3 60.0 94.8 95.8: 5.2 4.2
Old : 100.0: 51.5 51.1 5.0 33.8 34.7 90.3 90.7: 9.7 9.3
Other: 100.0: 13.7 7.3 21.2 61.6 69.1 96.4 97.6: 3.6 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 58 49 54 59 57 142 138:
Old : 152: 41 51 19 45 30 95 91:
Other: 141: 41 37 35 50 50 111 102:
:----------------------------------------------------------------------------------------------------
: 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 : 29.2 33.0 43.7 48.2 16.3 18.6 24.7 26.1
Old : 30.1 44.0 42.5 53.8 30.1 43.9 42.5 53.2
Other: 36.9 31.9 52.9 49.0 20.1 20.8 32.1 30.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 865,388: 213,071 21,140 212,084 349,998 564,036 775,153 797,260: 90,236 68,128
Old : 865,388: 213,071 21,140 212,084 349,998 564,036 775,153 797,260: 90,236 68,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -8,126: -5,117 -2,516 2,152 1,437 -5,394 -1,528 -5,758: -6,599 -2,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 2.4 24.5 40.4 65.2 89.6 92.1: 10.4 7.9
Old : 100.0: 24.6 2.4 24.5 40.4 65.2 89.6 92.1: 10.4 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 : 246: 97 51 94 84 92 225 194:
Old : 246: 97 51 94 84 92 225 194:
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 : 13.2 20.7 23.1 30.8 12.1 17.5 19.0 24.8
Old : 13.2 20.7 23.1 30.8 12.1 17.5 19.0 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, August 2, 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 : 174,859: 19,659 23,335 54,079 93,006 89,271 166,743 166,685: 8,116 8,174
Old : 70,673: 12,095 16,164 17,127 36,498 32,956 65,721 66,248: 4,953 4,425
Other: 104,186: 13,591 13,199 30,923 56,508 56,315 101,023 100,437: 3,163 3,749
: : :
: : Changes in Commitments from: July 26, 2011 :
: 6,347: 1,098 2,132 1,138 4,009 2,508 6,244 5,777: 103 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 13.3 30.9 53.2 51.1 95.4 95.3: 4.6 4.7
Old : 100.0: 17.1 22.9 24.2 51.6 46.6 93.0 93.7: 7.0 6.3
Other: 100.0: 13.0 12.7 29.7 54.2 54.1 97.0 96.4: 3.0 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 345: 102 96 122 125 122 282 289:
Old : 309: 77 95 82 100 98 218 234:
Other: 278: 72 69 78 108 112 217 223:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 16.0 29.6 24.9 11.2 8.1 18.9 13.5
Old : 24.0 14.8 37.6 25.9 19.6 12.5 30.7 20.5
Other: 21.2 20.1 32.6 33.0 13.2 12.3 21.8 18.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 2, 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 : 61,418: 37,047 36,420 1,665 14,997 18,339 53,709 56,424: 7,709 4,994
Old : 61,418: 37,047 36,420 1,665 14,997 18,339 53,709 56,424: 7,709 4,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: -370: -2,578 -603 -279 2,310 627 -547 -254: 177 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 59.3 2.7 24.4 29.9 87.4 91.9: 12.6 8.1
Old : 100.0: 60.3 59.3 2.7 24.4 29.9 87.4 91.9: 12.6 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 : 117: 45 47 11 13 15 59 72:
Old : 117: 45 47 11 13 15 59 72:
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 : 58.5 51.0 72.8 66.1 57.7 51.0 71.8 66.1
Old : 58.5 51.0 72.8 66.1 57.7 51.0 71.8 66.1
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, August 2, 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 : 418,789: 11,012 65,180 4,672 385,439 330,700 401,123 400,552: 17,666 18,237
Old : 418,789: 11,012 65,180 4,672 385,439 330,700 401,123 400,552: 17,666 18,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 26, 2011 :
: 13,345: -11,466 -193 -1,554 26,596 11,217 13,575 9,470: -231 3,874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 15.6 1.1 92.0 79.0 95.8 95.6: 4.2 4.4
Old : 100.0: 2.6 15.6 1.1 92.0 79.0 95.8 95.6: 4.2 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 : 253: 23 46 15 105 119 138 170:
Old : 253: 23 46 15 105 119 138 170:
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 : 39.9 16.7 54.4 27.5 35.9 15.8 49.5 25.1
Old : 39.9 16.7 54.4 27.5 35.9 15.8 49.5 25.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 5, 2011