COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 229,545: 47,583 15,488 45,725 119,301 158,075 212,609 219,288: 16,936 10,257
Old : 227,116: 47,503 15,810 45,285 117,599 155,936 210,388 217,031: 16,728 10,085
Other: 2,429: 402 0 118 1,702 2,139 2,221 2,257: 208 172
: : :
: : Changes in Commitments from: July 20, 2010 :
: 11,152: 2,417 -2,242 -2,264 8,077 16,227 8,230 11,721: 2,922 -569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 6.7 19.9 52.0 68.9 92.6 95.5: 7.4 4.5
Old : 100.0: 20.9 7.0 19.9 51.8 68.7 92.6 95.6: 7.4 4.4
Other: 100.0: 16.5 0.0 4.8 70.1 88.1 91.4 92.9: 8.6 7.1
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 95 57 72 67 67 193 166:
Old : 230: 95 57 72 65 67 191 166:
Other: 41: 12 1 8 13 19 26 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 31.2 31.7 40.9 15.5 22.6 24.3 29.8
Old : 19.2 31.5 31.4 41.2 15.4 23.0 24.5 30.2
Other: 61.7 70.0 78.7 81.6 60.4 70.0 77.0 81.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 37,370: 14,276 988 8,269 11,622 26,986 34,168 36,243: 3,202 1,127
Old : 32,493: 13,467 1,311 6,465 9,538 23,720 29,470 31,496: 3,023 997
Other: 4,877: 1,366 233 1,248 2,084 3,266 4,698 4,747: 179 130
: : :
: : Changes in Commitments from: July 20, 2010 :
: 1,762: 1,633 -414 385 -598 1,837 1,419 1,808: 343 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 2.6 22.1 31.1 72.2 91.4 97.0: 8.6 3.0
Old : 100.0: 41.4 4.0 19.9 29.4 73.0 90.7 96.9: 9.3 3.1
Other: 100.0: 28.0 4.8 25.6 42.7 67.0 96.3 97.3: 3.7 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 50 17 25 24 21 87 50:
Old : 99: 50 17 25 24 20 87 49:
Other: 32: 13 4 12 10 11 27 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 : 25.0 53.4 38.7 68.8 19.8 43.4 29.5 53.4
Old : 23.2 56.1 36.2 70.1 22.0 50.6 33.1 59.4
Other: 59.0 46.8 75.6 73.5 33.3 32.4 45.8 49.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 138,726: 36,010 13,777 27,128 66,824 91,065 129,961 131,971: 8,765 6,756
Old : 59,319: 34,768 17,284 3,662 15,591 34,227 54,020 55,173: 5,298 4,146
Other: 79,408: 14,785 10,036 9,924 51,233 56,839 75,941 76,798: 3,466 2,610
: : :
: : Changes in Commitments from: July 20, 2010 :
: 263: -3,039 2,031 -126 3,106 -3,349 -59 -1,444: 323 1,707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 9.9 19.6 48.2 65.6 93.7 95.1: 6.3 4.9
Old : 100.0: 58.6 29.1 6.2 26.3 57.7 91.1 93.0: 8.9 7.0
Other: 100.0: 18.6 12.6 12.5 64.5 71.6 95.6 96.7: 4.4 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 50 36 42 55 58 123 120:
Old : 138: 38 42 26 36 36 86 92:
Other: 109: 33 18 21 42 50 88 76:
:----------------------------------------------------------------------------------------------------
: 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 : 29.4 29.7 41.3 45.8 20.1 21.2 26.8 29.5
Old : 43.0 38.8 52.6 54.6 42.5 38.7 51.8 54.0
Other: 34.7 35.9 48.0 50.8 29.4 31.2 39.3 43.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 797,861: 136,454 15,847 204,217 374,863 516,867 715,534 736,931: 82,328 60,930
Old : 797,861: 136,454 15,847 204,217 374,863 516,867 715,534 736,931: 82,328 60,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 35,354: 1,626 -1,588 7,417 14,313 24,535 23,356 30,364: 11,998 4,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 2.0 25.6 47.0 64.8 89.7 92.4: 10.3 7.6
Old : 100.0: 17.1 2.0 25.6 47.0 64.8 89.7 92.4: 10.3 7.6
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 : 223: 84 38 87 81 87 196 182:
Old : 223: 84 38 87 81 87 196 182:
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 : 11.6 17.3 21.0 28.2 10.7 12.7 16.4 21.9
Old : 11.6 17.3 21.0 28.2 10.7 12.7 16.4 21.9
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 27, 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 : 227,651: 54,996 10,039 73,451 88,039 135,560 216,487 219,051: 11,165 8,600
Old : 111,513: 45,522 16,200 21,240 38,148 68,507 104,909 105,946: 6,603 5,566
Other: 116,139: 24,699 9,064 36,987 49,891 67,054 111,577 113,105: 4,561 3,034
: : :
: : Changes in Commitments from: July 20, 2010 :
: -2,486: -580 -2,394 107 -1,703 209 -2,175 -2,078: -311 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 4.4 32.3 38.7 59.5 95.1 96.2: 4.9 3.8
Old : 100.0: 40.8 14.5 19.0 34.2 61.4 94.1 95.0: 5.9 5.0
Other: 100.0: 21.3 7.8 31.8 43.0 57.7 96.1 97.4: 3.9 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 142 84 122 117 150 331 294:
Old : 369: 137 80 84 86 132 263 256:
Other: 290: 80 63 72 95 126 214 223:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 18.1 28.3 29.2 11.3 11.1 18.1 17.3
Old : 17.6 18.9 29.1 31.2 17.5 16.6 27.5 28.0
Other: 26.8 21.6 39.4 34.7 15.7 13.0 24.8 20.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 27, 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 : 22,919: 16,519 2,532 784 1,456 17,422 18,759 20,738: 4,159 2,181
Old : 22,919: 16,519 2,532 784 1,456 17,422 18,759 20,738: 4,159 2,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: -1,644: -1,207 -695 -640 -169 -472 -2,016 -1,807: 372 163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.1 11.0 3.4 6.4 76.0 81.9 90.5: 18.1 9.5
Old : 100.0: 72.1 11.0 3.4 6.4 76.0 81.9 90.5: 18.1 9.5
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 : 54: 26 16 9 8 6 37 29:
Old : 54: 26 16 9 8 6 37 29:
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 : 58.2 74.5 68.4 82.7 56.8 73.6 64.2 79.1
Old : 58.2 74.5 68.4 82.7 56.8 73.6 64.2 79.1
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, July 27, 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 : 416,000: 13,574 80,299 8,475 381,352 306,910 403,400 395,684: 12,600 20,316
Old : 416,000: 13,574 80,299 8,475 381,352 306,910 403,400 395,684: 12,600 20,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 20, 2010 :
: 8,292: 2,365 -3,964 4,392 2,405 6,324 9,161 6,751: -870 1,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 19.3 2.0 91.7 73.8 97.0 95.1: 3.0 4.9
Old : 100.0: 3.3 19.3 2.0 91.7 73.8 97.0 95.1: 3.0 4.9
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 : 238: 16 52 19 95 106 128 161:
Old : 238: 16 52 19 95 106 128 161:
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 : 42.4 17.3 56.3 28.5 41.2 17.0 53.8 28.1
Old : 42.4 17.3 56.3 28.5 41.2 17.0 53.8 28.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 30, 2010