COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 219,853: 60,139 10,856 39,778 103,188 160,107 203,104 210,741: 16,749 9,112
Old : 5,084: 1,111 595 1 2,435 3,359 3,547 3,955: 1,537 1,129
Other: 214,769: 59,891 11,124 38,914 100,753 156,748 199,557 206,786: 15,212 7,983
: : :
: : Changes in Commitments from: June 15, 2010 :
: -5,183: 2,315 -1,199 -313 -6,001 -1,929 -3,998 -3,441: -1,185 -1,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 4.9 18.1 46.9 72.8 92.4 95.9: 7.6 4.1
Old : 100.0: 21.9 11.7 0.0 47.9 66.1 69.8 77.8: 30.2 22.2
Other: 100.0: 27.9 5.2 18.1 46.9 73.0 92.9 96.3: 7.1 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 125 34 63 63 67 210 145:
Old : 35: 5 2 1 11 20 16 23:
Other: 238: 120 38 62 60 66 205 144:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 29.3 30.1 42.1 17.3 23.2 25.4 35.1
Old : 50.4 45.4 65.9 66.0 50.4 45.4 65.8 66.0
Other: 18.8 29.5 30.0 42.3 17.7 24.1 26.0 36.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 38,233: 14,897 1,452 6,934 13,138 28,755 34,969 37,141: 3,264 1,092
Old : 34,298: 14,324 1,787 5,355 11,521 26,177 31,200 33,320: 3,098 978
Other: 3,935: 1,148 241 1,003 1,617 2,577 3,769 3,821: 166 114
: : :
: : Changes in Commitments from: June 15, 2010 :
: -2,945: 526 -72 -2,182 -1,402 -654 -3,059 -2,909: 113 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 3.8 18.1 34.4 75.2 91.5 97.1: 8.5 2.9
Old : 100.0: 41.8 5.2 15.6 33.6 76.3 91.0 97.1: 9.0 2.9
Other: 100.0: 29.2 6.1 25.5 41.1 65.5 95.8 97.1: 4.2 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 49 14 20 26 26 85 51:
Old : 97: 44 19 19 26 25 85 49:
Other: 30: 14 2 12 9 10 25 22:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 57.3 37.8 70.9 20.2 47.8 30.7 56.8
Old : 22.6 59.4 36.2 71.8 22.1 53.3 33.8 61.7
Other: 59.6 48.1 75.2 79.2 34.2 38.1 44.4 52.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 123,015: 35,686 8,976 21,035 58,311 87,061 115,032 117,072: 7,984 5,943
Old : 63,138: 34,436 11,933 3,317 19,246 43,047 56,999 58,298: 6,138 4,840
Other: 59,878: 13,296 9,088 5,672 39,064 44,014 58,032 58,774: 1,845 1,104
: : :
: : Changes in Commitments from: June 15, 2010 :
: -165: 1,479 2,021 -1,196 -1,122 -692 -839 134: 673 -299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 7.3 17.1 47.4 70.8 93.5 95.2: 6.5 4.8
Old : 100.0: 54.5 18.9 5.3 30.5 68.2 90.3 92.3: 9.7 7.7
Other: 100.0: 22.2 15.2 9.5 65.2 73.5 96.9 98.2: 3.1 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 56 34 36 49 49 122 104:
Old : 144: 47 37 27 36 37 97 88:
Other: 89: 28 11 18 36 40 71 63:
:----------------------------------------------------------------------------------------------------
: 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 : 25.4 32.1 40.1 48.1 21.7 23.1 28.9 34.7
Old : 31.5 35.1 44.8 52.1 30.9 33.9 44.2 50.5
Other: 33.9 40.2 52.8 61.8 29.5 36.4 44.8 55.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 755,125: 145,523 20,288 161,682 381,844 515,186 689,050 697,156: 66,076 57,969
Old : 755,125: 145,523 20,288 161,682 381,844 515,186 689,050 697,156: 66,076 57,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -34,324: -4,884 -3,399 -10,613 -13,583 -15,115 -29,080 -29,126: -5,244 -5,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 2.7 21.4 50.6 68.2 91.2 92.3: 8.8 7.7
Old : 100.0: 19.3 2.7 21.4 50.6 68.2 91.2 92.3: 8.8 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 : 228: 72 50 85 86 93 193 195:
Old : 228: 72 50 85 86 93 193 195:
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 19.4 22.4 29.7 11.1 13.4 17.3 21.1
Old : 12.3 19.4 22.4 29.7 11.1 13.4 17.3 21.1
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, June 22, 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 : 225,842: 52,595 14,828 73,491 87,317 127,102 213,403 215,421: 12,439 10,421
Old : 127,569: 48,207 18,969 27,245 43,986 73,882 119,438 120,096: 8,131 7,472
Other: 98,274: 20,907 12,377 29,728 43,331 53,220 93,965 95,324: 4,309 2,949
: : :
: : Changes in Commitments from: June 15, 2010 :
: 13,206: 6,132 -3,031 3,086 4,566 16,107 13,784 16,162: -578 -2,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 6.6 32.5 38.7 56.3 94.5 95.4: 5.5 4.6
Old : 100.0: 37.8 14.9 21.4 34.5 57.9 93.6 94.1: 6.4 5.9
Other: 100.0: 21.3 12.6 30.2 44.1 54.2 95.6 97.0: 4.4 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 151 98 123 116 146 338 301:
Old : 397: 147 94 94 93 134 290 272:
Other: 270: 66 64 68 91 112 202 202:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 18.8 29.4 30.3 11.1 11.1 17.5 16.9
Old : 16.3 19.1 28.3 31.3 16.1 15.9 26.4 26.4
Other: 30.5 25.6 44.4 41.5 19.8 14.9 30.0 21.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 22, 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 : 32,418: 23,963 3,253 1,371 2,774 26,519 28,109 31,143: 4,310 1,275
Old : 32,418: 23,963 3,253 1,371 2,774 26,519 28,109 31,143: 4,310 1,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -243: -929 359 762 164 -773 -3 348: -240 -591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 10.0 4.2 8.6 81.8 86.7 96.1: 13.3 3.9
Old : 100.0: 73.9 10.0 4.2 8.6 81.8 86.7 96.1: 13.3 3.9
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 : 72: 35 17 8 13 9 54 30:
Old : 72: 35 17 8 13 9 54 30:
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 : 50.6 82.3 63.3 89.4 50.4 80.3 61.3 85.2
Old : 50.6 82.3 63.3 89.4 50.4 80.3 61.3 85.2
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, June 22, 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 : 378,915: 23,177 67,623 6,083 330,915 286,407 360,175 360,112: 18,740 18,802
Old : 378,915: 23,177 67,623 6,083 330,915 286,407 360,175 360,112: 18,740 18,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 15, 2010 :
: -63,706: 3,001 -9,629 -4,719 -56,725 -43,051 -58,443 -57,399: -5,263 -6,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 17.8 1.6 87.3 75.6 95.1 95.0: 4.9 5.0
Old : 100.0: 6.1 17.8 1.6 87.3 75.6 95.1 95.0: 4.9 5.0
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 : 231: 27 40 14 92 102 130 145:
Old : 231: 27 40 14 92 102 130 145:
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 : 45.1 18.1 56.4 31.4 42.2 18.0 51.9 30.8
Old : 45.1 18.1 56.4 31.4 42.2 18.0 51.9 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 25, 2010