COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 253,444: 60,165 5,890 62,732 110,777 173,529 233,673 242,151: 19,771 11,294
Old : 143,023: 40,121 13,871 27,231 63,226 94,681 130,578 135,783: 12,445 7,240
Other: 110,422: 31,573 3,548 23,972 47,550 78,848 103,095 106,368: 7,326 4,054
: : :
: : Changes in Commitments from: May 4, 2010 :
: -10,210: -9,838 131 -646 1,041 -10,823 -9,444 -11,338: -766 1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 2.3 24.8 43.7 68.5 92.2 95.5: 7.8 4.5
Old : 100.0: 28.1 9.7 19.0 44.2 66.2 91.3 94.9: 8.7 5.1
Other: 100.0: 28.6 3.2 21.7 43.1 71.4 93.4 96.3: 6.6 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 136 32 76 72 72 239 157:
Old : 241: 113 47 44 55 62 185 136:
Other: 183: 88 21 34 59 57 162 97:
:----------------------------------------------------------------------------------------------------
: 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 : 16.4 29.5 27.6 43.2 15.2 24.3 21.6 34.1
Old : 20.3 38.1 31.6 49.4 19.8 35.1 27.6 43.8
Other: 18.0 28.5 29.4 42.2 14.4 26.4 23.8 38.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 37,949: 14,493 1,776 7,203 13,214 27,906 34,910 36,885: 3,039 1,063
Old : 35,278: 14,377 1,738 6,195 11,784 26,313 32,356 34,245: 2,922 1,033
Other: 2,671: 370 292 754 1,430 1,594 2,554 2,640: 116 31
: : :
: : Changes in Commitments from: May 4, 2010 :
: -43: -165 -104 673 -878 -130 -370 439: 327 -482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 4.7 19.0 34.8 73.5 92.0 97.2: 8.0 2.8
Old : 100.0: 40.8 4.9 17.6 33.4 74.6 91.7 97.1: 8.3 2.9
Other: 100.0: 13.9 11.0 28.2 53.5 59.7 95.6 98.9: 4.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 55 10 26 27 24 90 54:
Old : 100: 52 14 25 27 23 90 52:
Other: 28: 8 9 14 6 9 23 23:
:----------------------------------------------------------------------------------------------------
: 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 : 23.0 54.3 37.5 67.6 21.0 44.6 32.6 54.9
Old : 22.9 56.9 36.8 69.0 22.6 50.4 35.0 60.0
Other: 66.3 56.8 78.0 80.9 38.9 42.8 45.1 47.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 141,693: 44,165 11,477 22,816 63,071 97,428 130,052 131,721: 11,641 9,973
Old : 94,250: 42,281 11,017 11,084 30,400 62,926 83,764 85,027: 10,485 9,222
Other: 47,444: 9,868 8,444 3,748 32,672 34,502 46,288 46,694: 1,156 750
: : :
: : Changes in Commitments from: May 4, 2010 :
: -1,125: -7,107 -6,119 2,165 2,714 945 -2,228 -3,009: 1,103 1,884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 8.1 16.1 44.5 68.8 91.8 93.0: 8.2 7.0
Old : 100.0: 44.9 11.7 11.8 32.3 66.8 88.9 90.2: 11.1 9.8
Other: 100.0: 20.8 17.8 7.9 68.9 72.7 97.6 98.4: 2.4 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 67 29 45 52 52 139 112:
Old : 161: 68 28 40 45 45 128 100:
Other: 77: 13 17 16 34 34 60 55:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 31.2 38.5 47.5 19.8 23.1 28.1 34.9
Old : 24.2 35.1 36.5 48.4 20.5 32.1 30.3 44.1
Other: 38.2 42.0 60.0 63.5 31.1 38.3 50.6 57.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 859,421: 156,949 41,244 217,114 400,974 534,699 775,037 793,057: 84,384 66,364
Old : 859,421: 156,949 41,244 217,114 400,974 534,699 775,037 793,057: 84,384 66,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 32,522: -4,696 -109 13,401 14,504 14,844 23,209 28,135: 9,313 4,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 4.8 25.3 46.7 62.2 90.2 92.3: 9.8 7.7
Old : 100.0: 18.3 4.8 25.3 46.7 62.2 90.2 92.3: 9.8 7.7
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 : 233: 70 58 92 84 91 198 201:
Old : 233: 70 58 92 84 91 198 201:
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 : 12.3 16.2 22.5 27.1 10.5 11.2 17.3 18.3
Old : 12.3 16.2 22.5 27.1 10.5 11.2 17.3 18.3
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, May 11, 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 : 178,346: 33,746 21,459 49,354 82,613 95,172 165,713 165,985: 12,633 12,361
Old : 132,085: 36,234 25,992 24,690 60,603 70,204 121,528 120,886: 10,557 11,199
Other: 46,260: 9,071 7,026 13,104 22,009 24,968 44,185 45,098: 2,076 1,162
: : :
: : Changes in Commitments from: May 4, 2010 :
: 3,326: -1,536 -847 1,509 2,149 1,277 2,121 1,939: 1,205 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 12.0 27.7 46.3 53.4 92.9 93.1: 7.1 6.9
Old : 100.0: 27.4 19.7 18.7 45.9 53.2 92.0 91.5: 8.0 8.5
Other: 100.0: 19.6 15.2 28.3 47.6 54.0 95.5 97.5: 4.5 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 111 101 106 120 125 284 288:
Old : 358: 109 105 90 118 118 271 270:
Other: 190: 47 40 45 67 76 136 139:
:----------------------------------------------------------------------------------------------------
: 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 17.5 30.9 28.3 15.0 12.3 22.7 19.7
Old : 17.8 15.4 31.6 27.4 17.8 14.6 28.9 25.2
Other: 37.1 41.1 52.5 52.3 25.2 20.7 35.8 30.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 11, 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 : 45,241: 30,099 3,345 2,845 6,507 36,483 39,451 42,673: 5,790 2,569
Old : 45,241: 30,099 3,345 2,845 6,507 36,483 39,451 42,673: 5,790 2,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: -5,326: -5,379 -2,074 23 -407 -3,448 -5,763 -5,498: 437 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 7.4 6.3 14.4 80.6 87.2 94.3: 12.8 5.7
Old : 100.0: 66.5 7.4 6.3 14.4 80.6 87.2 94.3: 12.8 5.7
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 : 78: 41 18 7 15 10 60 33:
Old : 78: 41 18 7 15 10 60 33:
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 : 48.0 80.5 61.0 86.6 47.6 73.4 55.1 77.5
Old : 48.0 80.5 61.0 86.6 47.6 73.4 55.1 77.5
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, May 11, 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 : 397,081: 36,646 102,819 7,079 333,944 266,918 377,669 376,816: 19,412 20,265
Old : 397,081: 36,646 102,819 7,079 333,944 266,918 377,669 376,816: 19,412 20,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 4, 2010 :
: 6,156: 11,299 8,583 -2,367 -5,025 -539 3,907 5,677: 2,249 479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 25.9 1.8 84.1 67.2 95.1 94.9: 4.9 5.1
Old : 100.0: 9.2 25.9 1.8 84.1 67.2 95.1 94.9: 4.9 5.1
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: 22 59 26 99 107 140 174:
Old : 254: 22 59 26 99 107 140 174:
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 : 41.5 15.8 52.5 28.2 39.6 15.8 49.0 28.1
Old : 41.5 15.8 52.5 28.2 39.6 15.8 49.0 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 14, 2010