COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 218,393: 45,166 17,730 47,988 111,225 141,848 204,379 207,567: 14,014 10,826
Old : 216,260: 45,113 18,083 47,553 109,760 139,953 202,426 205,589: 13,834 10,671
Other: 2,133: 406 0 82 1,465 1,895 1,953 1,977: 180 156
: : :
: : Changes in Commitments from: July 13, 2010 :
: 5,117: -3,374 881 4,323 4,508 -1,139 5,457 4,066: -340 1,051
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 8.1 22.0 50.9 65.0 93.6 95.0: 6.4 5.0
Old : 100.0: 20.9 8.4 22.0 50.8 64.7 93.6 95.1: 6.4 4.9
Other: 100.0: 19.0 0.0 3.8 68.7 88.9 91.6 92.7: 8.4 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 92 62 73 70 69 196 172:
Old : 236: 91 63 73 68 69 194 172:
Other: 41: 13 0 8 14 18 27 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 : 18.7 24.8 30.3 35.5 16.4 19.2 24.7 26.8
Old : 18.4 25.0 30.1 35.8 16.4 19.5 24.8 27.0
Other: 57.3 68.1 79.1 81.5 55.8 68.1 77.2 81.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 35,607: 12,644 1,402 7,884 12,221 25,149 32,748 34,435: 2,859 1,172
Old : 30,816: 12,033 1,851 6,037 10,076 21,888 28,145 29,776: 2,671 1,040
Other: 4,792: 1,277 217 1,181 2,145 3,261 4,603 4,659: 189 132
: : :
: : Changes in Commitments from: July 13, 2010 :
: -554: -469 -1 -111 166 -607 -413 -719: -140 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 3.9 22.1 34.3 70.6 92.0 96.7: 8.0 3.3
Old : 100.0: 39.0 6.0 19.6 32.7 71.0 91.3 96.6: 8.7 3.4
Other: 100.0: 26.6 4.5 24.7 44.8 68.1 96.1 97.2: 3.9 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 47 17 23 26 21 84 50:
Old : 96: 41 23 23 25 20 83 49:
Other: 32: 16 2 12 9 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 : 26.2 51.4 40.2 66.8 20.9 40.3 30.5 50.8
Old : 24.2 53.7 37.2 67.7 23.6 47.5 34.7 56.8
Other: 62.9 45.4 76.5 74.1 36.2 33.7 45.2 51.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 138,463: 39,049 11,746 27,254 63,718 94,415 130,021 133,415: 8,442 5,048
Old : 64,810: 39,275 16,546 3,823 16,276 40,939 59,375 61,309: 5,435 3,501
Other: 73,653: 14,810 10,236 8,395 47,442 53,476 70,646 72,106: 3,007 1,547
: : :
: : Changes in Commitments from: July 13, 2010 :
: 2,927: 1,371 -552 636 947 3,271 2,955 3,356: -28 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 8.5 19.7 46.0 68.2 93.9 96.4: 6.1 3.6
Old : 100.0: 60.6 25.5 5.9 25.1 63.2 91.6 94.6: 8.4 5.4
Other: 100.0: 20.1 13.9 11.4 64.4 72.6 95.9 97.9: 4.1 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 60 33 46 51 57 130 121:
Old : 146: 51 36 25 36 40 95 93:
Other: 110: 33 20 18 39 48 84 75:
:----------------------------------------------------------------------------------------------------
: 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 : 28.3 30.4 40.0 46.4 20.0 21.5 27.3 32.0
Old : 41.1 39.0 50.0 54.3 40.7 39.0 49.4 54.2
Other: 32.9 38.5 46.8 53.4 28.2 34.6 40.5 48.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 762,507: 134,828 17,435 196,800 360,550 492,331 692,178 706,566: 70,330 55,941
Old : 762,507: 134,828 17,435 196,800 360,550 492,331 692,178 706,566: 70,330 55,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 12,282: 5,111 1,815 8,807 -3,583 2,301 10,334 12,923: 1,948 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 2.3 25.8 47.3 64.6 90.8 92.7: 9.2 7.3
Old : 100.0: 17.7 2.3 25.8 47.3 64.6 90.8 92.7: 9.2 7.3
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 : 219: 72 46 86 81 84 193 178:
Old : 219: 72 46 86 81 84 193 178:
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 17.5 22.1 27.5 11.2 13.5 17.1 22.3
Old : 12.1 17.5 22.1 27.5 11.2 13.5 17.1 22.3
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, July 20, 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 : 230,138: 55,576 12,433 73,344 89,742 135,352 218,662 221,129: 11,475 9,009
Old : 117,809: 47,197 18,807 21,485 41,890 71,447 110,572 111,739: 7,237 6,070
Other: 112,328: 25,792 11,040 34,446 47,852 63,904 108,090 109,389: 4,238 2,939
: : :
: : Changes in Commitments from: July 13, 2010 :
: -1,261: 240 198 -262 -1,292 -1,777 -1,314 -1,841: 53 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 5.4 31.9 39.0 58.8 95.0 96.1: 5.0 3.9
Old : 100.0: 40.1 16.0 18.2 35.6 60.6 93.9 94.8: 6.1 5.2
Other: 100.0: 23.0 9.8 30.7 42.6 56.9 96.2 97.4: 3.8 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 416: 148 94 125 117 151 339 306:
Old : 386: 144 88 88 86 133 272 267:
Other: 294: 83 64 72 90 128 211 227:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 18.3 28.9 30.0 11.2 11.1 17.7 17.2
Old : 18.5 19.2 30.0 31.6 18.3 16.7 28.9 28.4
Other: 28.2 23.5 40.4 37.6 17.1 15.2 26.3 22.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 20, 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 : 24,562: 17,726 3,227 1,424 1,625 17,893 20,775 22,545: 3,787 2,018
Old : 24,562: 17,726 3,227 1,424 1,625 17,893 20,775 22,545: 3,787 2,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: -1,353: -1,416 -1,621 -174 -187 329 -1,777 -1,466: 425 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 13.1 5.8 6.6 72.8 84.6 91.8: 15.4 8.2
Old : 100.0: 72.2 13.1 5.8 6.6 72.8 84.6 91.8: 15.4 8.2
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 : 60: 23 20 11 9 11 38 37:
Old : 60: 23 20 11 9 11 38 37:
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 : 62.7 69.6 72.0 79.7 61.3 69.3 66.8 76.0
Old : 62.7 69.6 72.0 79.7 61.3 69.3 66.8 76.0
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 20, 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 : 407,708: 11,209 84,263 4,083 378,947 300,586 394,239 388,933: 13,470 18,776
Old : 407,708: 11,209 84,263 4,083 378,947 300,586 394,239 388,933: 13,470 18,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 13, 2010 :
: 883: -1,706 -640 410 1,952 430 656 199: 228 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 20.7 1.0 92.9 73.7 96.7 95.4: 3.3 4.6
Old : 100.0: 2.7 20.7 1.0 92.9 73.7 96.7 95.4: 3.3 4.6
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 : 231: 15 48 20 95 104 127 156:
Old : 231: 15 48 20 95 104 127 156:
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 : 43.7 18.0 56.8 29.9 41.7 17.9 53.3 29.7
Old : 43.7 18.0 56.8 29.9 41.7 17.9 53.3 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 23, 2010