COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 381,700: 83,242 6,432 92,221 182,048 272,519 357,511 371,172: 24,189 10,528
Old : 370,639: 81,482 6,598 91,194 174,251 262,710 346,928 360,502: 23,711 10,136
Other: 11,061: 1,970 44 817 7,797 9,809 10,583 10,669: 478 392
: : :
: : Changes in Commitments from: September 14, 2010 :
: 24,315: -7,154 445 12,395 19,169 11,190 24,410 24,030: -95 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 1.7 24.2 47.7 71.4 93.7 97.2: 6.3 2.8
Old : 100.0: 22.0 1.8 24.6 47.0 70.9 93.6 97.3: 6.4 2.7
Other: 100.0: 17.8 0.4 7.4 70.5 88.7 95.7 96.5: 4.3 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 154 41 81 71 76 254 173:
Old : 286: 155 41 80 70 75 252 172:
Other: 65: 12 8 12 20 36 38 50:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 32.3 29.6 44.9 9.8 20.8 15.1 28.2
Old : 19.4 32.6 29.1 45.3 9.9 21.9 15.3 29.3
Other: 57.1 44.2 74.8 63.3 54.9 44.1 71.7 63.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 41,864: 17,007 740 9,062 12,159 30,786 38,228 40,588: 3,636 1,276
Old : 27,848: 11,075 1,124 5,295 8,414 20,646 24,784 27,065: 3,063 783
Other: 14,017: 6,452 136 3,247 3,745 10,140 13,444 13,524: 573 493
: : :
: : Changes in Commitments from: September 14, 2010 :
: 6,654: 3,616 110 1,311 604 5,357 5,531 6,777: 1,123 -123
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 1.8 21.6 29.0 73.5 91.3 97.0: 8.7 3.0
Old : 100.0: 39.8 4.0 19.0 30.2 74.1 89.0 97.2: 11.0 2.8
Other: 100.0: 46.0 1.0 23.2 26.7 72.3 95.9 96.5: 4.1 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 64 17 22 27 29 104 56:
Old : 113: 57 19 20 25 25 95 51:
Other: 48: 18 5 15 14 18 37 34:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 54.3 34.0 67.3 17.0 44.5 26.5 53.7
Old : 16.8 60.7 30.1 69.9 15.5 54.6 28.2 59.5
Other: 44.8 48.8 68.5 69.9 40.6 38.8 54.3 54.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 139,259: 29,179 38,953 20,657 80,606 72,481 130,443 132,092: 8,816 7,167
Old : 124,978: 29,067 40,508 18,389 68,963 58,984 116,419 117,880: 8,559 7,097
Other: 14,281: 1,715 48 666 11,643 13,497 14,024 14,211: 257 70
: : :
: : Changes in Commitments from: September 14, 2010 :
: 1,105: 2,103 -290 80 -1,212 2,425 971 2,215: 134 -1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 28.0 14.8 57.9 52.0 93.7 94.9: 6.3 5.1
Old : 100.0: 23.3 32.4 14.7 55.2 47.2 93.2 94.3: 6.8 5.7
Other: 100.0: 12.0 0.3 4.7 81.5 94.5 98.2 99.5: 1.8 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 55 55 41 59 53 133 131:
Old : 177: 55 55 41 57 51 131 129:
Other: 38: 4 6 10 21 23 32 33:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 28.4 38.1 43.2 16.6 21.5 25.4 30.1
Old : 24.1 29.2 35.8 44.0 19.3 23.3 28.5 31.7
Other: 50.9 63.0 74.6 78.3 31.2 38.3 44.5 49.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 831,483: 173,357 14,694 172,755 392,280 577,415 738,392 764,864: 93,091 66,619
Old : 831,483: 173,357 14,694 172,755 392,280 577,415 738,392 764,864: 93,091 66,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -165,318: 2,082 311 -94,029 -66,971 -66,656 -158,917 -160,374: -6,400 -4,944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 1.8 20.8 47.2 69.4 88.8 92.0: 11.2 8.0
Old : 100.0: 20.8 1.8 20.8 47.2 69.4 88.8 92.0: 11.2 8.0
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 : 218: 78 41 84 79 84 193 175:
Old : 218: 78 41 84 79 84 193 175:
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 : 12.1 23.8 22.2 35.7 10.7 15.7 16.7 25.2
Old : 12.1 23.8 22.2 35.7 10.7 15.7 16.7 25.2
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, September 21, 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 : 202,868: 49,861 8,969 63,650 78,243 120,583 191,755 193,202: 11,113 9,666
Old : 201,231: 49,851 9,246 63,188 77,244 119,210 190,282 191,644: 10,949 9,588
Other: 1,637: 366 78 108 999 1,373 1,473 1,559: 164 78
: : :
: : Changes in Commitments from: September 14, 2010 :
: -5,673: -3,880 -935 -2,440 -371 -2,919 -6,691 -6,294: 1,018 621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 4.4 31.4 38.6 59.4 94.5 95.2: 5.5 4.8
Old : 100.0: 24.8 4.6 31.4 38.4 59.2 94.6 95.2: 5.4 4.8
Other: 100.0: 22.4 4.8 6.6 61.0 83.9 90.0 95.2: 10.0 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 381: 142 75 97 113 141 308 265:
Old : 381: 143 74 96 113 141 307 265:
Other: 39: 5 3 3 14 22 21 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 : 19.8 19.0 31.8 29.8 12.3 10.0 20.4 16.7
Old : 20.0 19.1 32.1 29.8 12.4 9.9 20.5 16.6
Other: 58.2 62.0 80.5 76.1 51.6 61.3 73.9 73.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 21, 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 : 28,923: 19,796 16,223 860 4,600 8,643 25,255 25,726: 3,668 3,197
Old : 28,923: 19,796 16,223 860 4,600 8,643 25,255 25,726: 3,668 3,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: 3,825: 1,702 3,776 -11 2,540 -210 4,231 3,555: -407 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 56.1 3.0 15.9 29.9 87.3 88.9: 12.7 11.1
Old : 100.0: 68.4 56.1 3.0 15.9 29.9 87.3 88.9: 12.7 11.1
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 : 66: 22 29 8 9 9 31 46:
Old : 66: 22 29 8 9 9 31 46:
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 : 64.6 46.6 73.8 61.7 64.1 46.6 71.4 61.7
Old : 64.6 46.6 73.8 61.7 64.1 46.6 71.4 61.7
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, September 21, 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 : 396,850: 27,515 78,828 3,056 353,054 296,449 383,625 378,333: 13,225 18,517
Old : 396,850: 27,515 78,828 3,056 353,054 296,449 383,625 378,333: 13,225 18,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 14, 2010 :
: -60,784: 7,540 3,955 -2,782 -54,877 -52,603 -50,119 -51,430: -10,665 -9,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 19.9 0.8 89.0 74.7 96.7 95.3: 3.3 4.7
Old : 100.0: 6.9 19.9 0.8 89.0 74.7 96.7 95.3: 3.3 4.7
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 : 247: 26 51 15 96 104 133 159:
Old : 247: 26 51 15 96 104 133 159:
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 : 44.8 20.4 56.9 31.2 44.0 20.4 55.4 31.0
Old : 44.8 20.4 56.9 31.2 44.0 20.4 55.4 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 24, 2010