COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 248,622: 55,123 11,633 73,326 105,614 151,200 234,063 236,160: 14,559 12,462
Old : 244,568: 53,982 11,792 72,933 103,841 147,656 230,755 232,382: 13,812 12,186
Other: 4,054: 1,505 204 30 1,773 3,544 3,308 3,778: 746 276
: : :
: : Changes in Commitments from: August 2, 2011 :
: 4,718: -1,416 460 4,634 2,276 -739 5,494 4,355: -776 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 4.7 29.5 42.5 60.8 94.1 95.0: 5.9 5.0
Old : 100.0: 22.1 4.8 29.8 42.5 60.4 94.4 95.0: 5.6 5.0
Other: 100.0: 37.1 5.0 0.7 43.7 87.4 81.6 93.2: 18.4 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 255: 125 49 86 61 72 211 182:
Old : 255: 124 50 84 61 72 210 181:
Other: 49: 8 5 3 16 26 27 31:
:----------------------------------------------------------------------------------------------------
: 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 25.0 29.6 35.2 11.6 13.6 17.0 20.1
Old : 18.2 25.2 29.8 35.4 11.4 13.8 16.9 20.4
Other: 47.1 45.0 62.8 67.4 41.7 40.7 54.5 60.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,906: 15,370 878 7,324 13,249 29,951 35,944 38,153: 3,963 1,754
Old : 33,192: 14,324 936 4,639 10,714 26,045 29,676 31,619: 3,516 1,573
Other: 6,714: 1,182 78 2,549 2,536 3,906 6,267 6,534: 447 181
: : :
: : Changes in Commitments from: August 2, 2011 :
: -7,523: -7,739 514 -491 1,817 -7,840 -6,413 -7,817: -1,110 294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 2.2 18.4 33.2 75.1 90.1 95.6: 9.9 4.4
Old : 100.0: 43.2 2.8 14.0 32.3 78.5 89.4 95.3: 10.6 4.7
Other: 100.0: 17.6 1.2 38.0 37.8 58.2 93.3 97.3: 6.7 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 39 22 21 28 30 83 57:
Old : 98: 41 20 21 27 29 82 56:
Other: 40: 14 6 16 13 13 33 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 : 19.6 55.2 31.9 66.1 18.6 49.7 28.5 57.5
Old : 21.1 58.3 32.9 69.4 20.6 54.6 32.2 63.6
Other: 41.0 51.4 60.5 70.8 24.2 30.7 32.0 38.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 197,956: 34,328 31,428 41,750 112,426 116,135 188,504 189,313: 9,452 8,643
Old : 27,507: 9,133 17,218 10 14,994 7,102 24,137 24,330: 3,370 3,177
Other: 170,449: 32,883 21,898 34,052 97,432 109,033 164,367 164,983: 6,082 5,466
: : :
: : Changes in Commitments from: August 2, 2011 :
: -7,729: -3,691 3,280 -3,610 762 -7,373 -6,539 -7,703: -1,191 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 15.9 21.1 56.8 58.7 95.2 95.6: 4.8 4.4
Old : 100.0: 33.2 62.6 0.0 54.5 25.8 87.7 88.5: 12.3 11.5
Other: 100.0: 19.3 12.8 20.0 57.2 64.0 96.4 96.8: 3.6 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 49 51 50 62 55 137 135:
Old : 105: 31 27 1 40 14 71 42:
Other: 160: 41 51 41 55 53 120 122:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 30.6 44.5 46.5 16.6 18.1 26.5 25.4
Old : 40.8 57.2 53.2 68.7 40.8 57.2 52.9 68.7
Other: 32.5 30.6 48.0 46.4 18.8 20.5 30.0 28.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 829,885: 186,384 21,622 207,595 349,375 536,781 743,355 765,998: 86,530 63,887
Old : 829,885: 186,384 21,622 207,595 349,375 536,781 743,355 765,998: 86,530 63,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -35,503: -26,687 482 -4,489 -622 -27,255 -31,798 -31,262: -3,706 -4,241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 2.6 25.0 42.1 64.7 89.6 92.3: 10.4 7.7
Old : 100.0: 22.5 2.6 25.0 42.1 64.7 89.6 92.3: 10.4 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 : 243: 101 45 94 83 89 226 188:
Old : 243: 101 45 94 83 89 226 188:
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 : 12.7 20.1 21.9 29.9 10.9 17.3 17.3 24.5
Old : 12.7 20.1 21.9 29.9 10.9 17.3 17.3 24.5
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, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 176,344: 19,961 23,666 54,075 94,002 89,532 168,038 167,273: 8,306 9,071
Old : 59,579: 5,322 9,456 19,408 30,617 26,920 55,346 55,784: 4,232 3,794
Other: 116,765: 17,084 16,655 32,222 63,385 62,612 112,691 111,489: 4,074 5,276
: : :
: : Changes in Commitments from: August 2, 2011 :
: 1,485: 302 331 -4 996 261 1,294 588: 190 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 13.4 30.7 53.3 50.8 95.3 94.9: 4.7 5.1
Old : 100.0: 8.9 15.9 32.6 51.4 45.2 92.9 93.6: 7.1 6.4
Other: 100.0: 14.6 14.3 27.6 54.3 53.6 96.5 95.5: 3.5 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 93 97 121 117 118 271 282:
Old : 281: 77 75 79 92 96 208 212:
Other: 291: 72 87 89 105 109 221 241:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 16.7 29.6 26.1 10.2 8.4 17.8 13.4
Old : 26.6 15.9 36.3 26.1 17.6 10.4 23.5 17.0
Other: 19.1 19.0 31.3 31.6 12.4 11.6 21.6 17.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 58,014: 34,166 30,873 1,493 15,391 18,143 51,050 50,509: 6,964 7,505
Old : 58,014: 34,166 30,873 1,493 15,391 18,143 51,050 50,509: 6,964 7,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -3,404: -2,881 -5,546 -172 394 -197 -2,659 -5,915: -745 2,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.9 53.2 2.6 26.5 31.3 88.0 87.1: 12.0 12.9
Old : 100.0: 58.9 53.2 2.6 26.5 31.3 88.0 87.1: 12.0 12.9
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 : 100: 34 44 12 12 13 49 66:
Old : 100: 34 44 12 12 13 49 66:
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 : 55.2 52.8 74.3 65.6 54.7 52.8 73.6 65.5
Old : 55.2 52.8 74.3 65.6 54.7 52.8 73.6 65.5
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, August 9, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 414,755: 15,385 59,790 6,435 374,423 326,865 396,243 393,090: 18,512 21,665
Old : 414,755: 15,385 59,790 6,435 374,423 326,865 396,243 393,090: 18,512 21,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -4,035: 4,374 -5,390 1,762 -11,016 -3,835 -4,880 -7,462: 846 3,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 14.4 1.6 90.3 78.8 95.5 94.8: 4.5 5.2
Old : 100.0: 3.7 14.4 1.6 90.3 78.8 95.5 94.8: 4.5 5.2
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 : 253: 26 49 14 110 107 144 162:
Old : 253: 26 49 14 110 107 144 162:
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 : 38.2 19.3 52.1 29.9 36.3 18.3 50.1 26.0
Old : 38.2 19.3 52.1 29.9 36.3 18.3 50.1 26.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2011