COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 398,257: 80,455 6,081 100,753 193,273 279,800 374,480 386,634: 23,777 11,623
Old : 385,437: 78,364 6,828 99,061 184,850 268,468 362,275 374,358: 23,163 11,080
Other: 12,820: 2,854 16 929 8,423 11,331 12,205 12,276: 615 544
: : :
: : Changes in Commitments from: September 21, 2010 :
: 16,557: -2,787 -351 8,532 11,225 7,281 16,969 15,462: -412 1,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 1.5 25.3 48.5 70.3 94.0 97.1: 6.0 2.9
Old : 100.0: 20.3 1.8 25.7 48.0 69.7 94.0 97.1: 6.0 2.9
Other: 100.0: 22.3 0.1 7.2 65.7 88.4 95.2 95.8: 4.8 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 154 40 89 75 78 264 178:
Old : 289: 151 45 88 73 77 261 177:
Other: 70: 19 4 12 25 35 48 48:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 31.1 30.1 44.2 9.3 19.4 14.0 25.8
Old : 19.6 31.3 29.4 44.6 9.4 19.9 14.3 26.6
Other: 56.1 44.5 70.5 62.7 54.0 44.2 67.9 62.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 44,599: 19,216 579 9,379 11,785 33,214 40,380 43,173: 4,219 1,426
Old : 29,256: 12,837 1,018 5,438 7,457 21,912 25,733 28,368: 3,523 888
Other: 15,343: 6,902 85 3,418 4,328 11,302 14,647 14,805: 696 538
: : :
: : Changes in Commitments from: September 21, 2010 :
: 2,735: 2,209 -160 317 -374 2,428 2,152 2,584: 583 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 1.3 21.0 26.4 74.5 90.5 96.8: 9.5 3.2
Old : 100.0: 43.9 3.5 18.6 25.5 74.9 88.0 97.0: 12.0 3.0
Other: 100.0: 45.0 0.6 22.3 28.2 73.7 95.5 96.5: 4.5 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 61 17 21 25 27 100 52:
Old : 106: 52 20 19 23 24 91 47:
Other: 54: 26 3 17 15 18 44 36:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 55.4 33.9 67.7 17.6 46.2 27.9 54.9
Old : 19.0 62.3 31.4 70.5 18.5 56.6 28.8 61.3
Other: 42.1 49.9 65.2 69.2 37.8 40.9 51.6 54.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 141,762: 30,019 38,805 21,993 80,264 73,912 132,275 134,710: 9,486 7,051
Old : 127,424: 29,910 40,365 19,727 68,516 60,348 118,153 120,440: 9,270 6,983
Other: 14,338: 1,704 36 670 11,748 13,564 14,122 14,270: 216 68
: : :
: : Changes in Commitments from: September 21, 2010 :
: 2,503: 839 -148 1,336 -342 1,431 1,832 2,619: 670 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 27.4 15.5 56.6 52.1 93.3 95.0: 6.7 5.0
Old : 100.0: 23.5 31.7 15.5 53.8 47.4 92.7 94.5: 7.3 5.5
Other: 100.0: 11.9 0.3 4.7 81.9 94.6 98.5 99.5: 1.5 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 57 55 44 56 52 132 133:
Old : 176: 57 55 44 54 50 130 131:
Other: 38: 6 4 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 : 26.5 27.7 37.5 42.9 15.9 20.8 24.1 29.8
Old : 25.1 28.4 35.4 43.5 19.1 22.2 27.4 31.7
Other: 51.6 62.9 75.1 78.2 30.8 37.4 44.0 48.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 842,181: 176,687 12,404 191,597 383,750 576,367 752,034 780,368: 90,147 61,813
Old : 842,181: 176,687 12,404 191,597 383,750 576,367 752,034 780,368: 90,147 61,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 10,698: 3,330 -2,291 18,842 -8,530 -1,047 13,642 15,504: -2,944 -4,806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 1.5 22.8 45.6 68.4 89.3 92.7: 10.7 7.3
Old : 100.0: 21.0 1.5 22.8 45.6 68.4 89.3 92.7: 10.7 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 : 214: 89 30 84 74 84 189 174:
Old : 214: 89 30 84 74 84 189 174:
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 : 12.6 23.0 22.4 35.5 10.6 16.4 16.7 25.5
Old : 12.6 23.0 22.4 35.5 10.6 16.4 16.7 25.5
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 28, 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 : 206,768: 49,205 9,473 66,377 79,333 120,791 194,915 196,641: 11,853 10,127
Old : 205,048: 49,204 9,842 65,806 78,355 119,345 193,366 194,993: 11,682 10,054
Other: 1,720: 445 75 126 978 1,446 1,549 1,648: 171 72
: : :
: : Changes in Commitments from: September 21, 2010 :
: 3,899: -657 504 2,727 1,089 208 3,159 3,439: 740 461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 4.6 32.1 38.4 58.4 94.3 95.1: 5.7 4.9
Old : 100.0: 24.0 4.8 32.1 38.2 58.2 94.3 95.1: 5.7 4.9
Other: 100.0: 25.9 4.4 7.4 56.8 84.1 90.1 95.8: 9.9 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 385: 142 80 95 117 143 308 273:
Old : 385: 142 80 94 117 143 307 273:
Other: 42: 6 4 5 14 23 23 29:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 18.8 31.7 29.4 12.0 9.9 19.4 16.5
Old : 20.1 19.0 32.0 29.4 12.1 9.7 19.6 16.4
Other: 55.8 62.3 79.3 75.8 52.8 61.7 73.0 73.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 33,482: 20,800 19,429 866 9,053 9,514 30,719 29,810: 2,762 3,672
Old : 33,482: 20,800 19,429 866 9,053 9,514 30,719 29,810: 2,762 3,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 4,558: 1,004 3,206 6 4,454 871 5,464 4,084: -906 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 58.0 2.6 27.0 28.4 91.7 89.0: 8.3 11.0
Old : 100.0: 62.1 58.0 2.6 27.0 28.4 91.7 89.0: 8.3 11.0
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 : 84: 26 42 7 8 11 36 58:
Old : 84: 26 42 7 8 11 36 58:
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 : 66.4 43.7 77.8 58.3 66.0 43.7 76.9 58.1
Old : 66.4 43.7 77.8 58.3 66.0 43.7 76.9 58.1
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, September 28, 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 : 397,939: 31,314 75,331 3,718 348,277 300,548 383,309 379,597: 14,630 18,342
Old : 397,939: 31,314 75,331 3,718 348,277 300,548 383,309 379,597: 14,630 18,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2010 :
: 1,089: 3,798 -3,497 662 -4,776 4,099 -316 1,264: 1,405 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 18.9 0.9 87.5 75.5 96.3 95.4: 3.7 4.6
Old : 100.0: 7.9 18.9 0.9 87.5 75.5 96.3 95.4: 3.7 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 : 248: 30 50 16 98 100 139 155:
Old : 248: 30 50 16 98 100 139 155:
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 : 43.6 20.1 56.1 30.7 42.8 20.1 55.2 30.7
Old : 43.6 20.1 56.1 30.7 42.8 20.1 55.2 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 1, 2010