COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 250,681: 59,610 13,461 50,729 120,630 177,298 230,969 241,487: 19,712 9,194
Old : 247,989: 59,524 13,776 50,293 118,692 174,907 228,509 238,976: 19,480 9,013
Other: 2,692: 402 1 120 1,938 2,391 2,460 2,511: 232 181
: : :
: : Changes in Commitments from: July 27, 2010 :
: 21,136: 12,027 -2,027 5,004 1,329 19,223 18,360 22,199: 2,776 -1,063
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 5.4 20.2 48.1 70.7 92.1 96.3: 7.9 3.7
Old : 100.0: 24.0 5.6 20.3 47.9 70.5 92.1 96.4: 7.9 3.6
Other: 100.0: 14.9 0.0 4.4 72.0 88.8 91.4 93.3: 8.6 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 118 43 74 66 72 217 159:
Old : 245: 118 43 74 64 71 215 158:
Other: 44: 12 2 8 13 21 27 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 : 18.6 33.2 29.4 43.0 14.1 24.4 22.4 31.9
Old : 18.1 33.6 29.1 43.4 13.9 24.9 22.3 32.1
Other: 63.6 66.9 79.0 80.0 62.3 66.9 77.3 80.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 40,811: 15,891 915 8,487 12,884 30,202 37,263 39,605: 3,548 1,206
Old : 34,677: 14,988 1,142 6,727 9,652 25,796 31,367 33,666: 3,310 1,011
Other: 6,134: 1,364 234 1,300 3,233 4,406 5,896 5,939: 238 195
: : :
: : Changes in Commitments from: July 27, 2010 :
: 3,441: 1,615 -72 218 1,262 3,216 3,095 3,362: 346 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 2.2 20.8 31.6 74.0 91.3 97.0: 8.7 3.0
Old : 100.0: 43.2 3.3 19.4 27.8 74.4 90.5 97.1: 9.5 2.9
Other: 100.0: 22.2 3.8 21.2 52.7 71.8 96.1 96.8: 3.9 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 60 10 21 24 24 90 50:
Old : 102: 56 15 20 24 22 89 48:
Other: 34: 13 4 12 10 13 27 25:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 53.0 38.4 68.2 18.5 40.7 28.2 51.5
Old : 22.2 57.3 35.4 71.5 21.0 51.9 32.3 60.8
Other: 62.6 47.4 78.0 71.9 41.6 38.7 53.1 56.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 136,696: 36,575 13,378 27,899 62,802 89,256 127,276 130,533: 9,420 6,163
Old : 49,481: 31,147 18,268 3,018 10,643 24,515 44,808 45,801: 4,674 3,680
Other: 87,215: 19,971 9,653 10,338 52,159 64,741 82,468 84,732: 4,747 2,483
: : :
: : Changes in Commitments from: July 27, 2010 :
: -2,030: 565 -399 771 -4,022 -1,809 -2,686 -1,437: 655 -593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 9.8 20.4 45.9 65.3 93.1 95.5: 6.9 4.5
Old : 100.0: 62.9 36.9 6.1 21.5 49.5 90.6 92.6: 9.4 7.4
Other: 100.0: 22.9 11.1 11.9 59.8 74.2 94.6 97.2: 5.4 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 60 32 41 51 57 126 116:
Old : 133: 41 36 24 32 38 83 88:
Other: 122: 42 19 23 43 50 96 81:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 29.0 40.6 46.3 19.9 21.5 26.5 30.3
Old : 45.4 35.2 55.3 53.7 44.5 33.2 54.0 51.6
Other: 29.8 34.6 42.9 52.4 23.9 29.6 33.1 41.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 813,510: 139,825 15,636 204,995 386,863 533,702 731,684 754,333: 81,827 59,177
Old : 813,510: 139,825 15,636 204,995 386,863 533,702 731,684 754,333: 81,827 59,177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 15,649: 3,372 -211 778 12,000 16,835 16,150 17,402: -501 -1,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 1.9 25.2 47.6 65.6 89.9 92.7: 10.1 7.3
Old : 100.0: 17.2 1.9 25.2 47.6 65.6 89.9 92.7: 10.1 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 : 227: 88 40 86 80 88 200 183:
Old : 227: 88 40 86 80 88 200 183:
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 : 11.5 18.2 20.9 29.8 10.4 13.6 16.0 23.0
Old : 11.5 18.2 20.9 29.8 10.4 13.6 16.0 23.0
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 3, 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 : 233,834: 56,865 10,587 76,697 89,305 138,491 222,868 225,776: 10,966 8,058
Old : 104,876: 41,534 14,660 21,592 35,329 63,604 98,455 99,856: 6,421 5,020
Other: 128,958: 27,241 7,837 43,196 53,976 74,887 124,413 125,920: 4,545 3,038
: : :
: : Changes in Commitments from: July 27, 2010 :
: 6,183: 1,869 548 3,246 1,266 2,931 6,381 6,725: -198 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 4.5 32.8 38.2 59.2 95.3 96.6: 4.7 3.4
Old : 100.0: 39.6 14.0 20.6 33.7 60.6 93.9 95.2: 6.1 4.8
Other: 100.0: 21.1 6.1 33.5 41.9 58.1 96.5 97.6: 3.5 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 415: 157 87 125 119 151 344 302:
Old : 370: 136 86 80 88 125 264 251:
Other: 314: 103 60 85 97 132 241 237:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 18.1 28.0 29.4 11.1 11.4 17.8 17.5
Old : 16.6 19.8 27.8 32.2 16.2 17.4 25.7 28.4
Other: 24.0 20.1 37.0 33.2 13.6 13.4 22.3 19.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 3, 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 : 23,230: 15,704 3,261 816 2,604 16,681 19,124 20,758: 4,106 2,472
Old : 23,230: 15,704 3,261 816 2,604 16,681 19,124 20,758: 4,106 2,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 312: -815 729 32 1,148 -740 365 20: -53 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 14.0 3.5 11.2 71.8 82.3 89.4: 17.7 10.6
Old : 100.0: 67.6 14.0 3.5 11.2 71.8 82.3 89.4: 17.7 10.6
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 : 63: 30 17 9 11 9 44 32:
Old : 63: 30 17 9 11 9 44 32:
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 : 56.1 71.6 66.4 80.5 54.5 70.8 62.1 76.4
Old : 56.1 71.6 66.4 80.5 54.5 70.8 62.1 76.4
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 3, 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 : 420,821: 17,900 79,650 4,765 381,813 318,481 404,477 402,896: 16,344 17,925
Old : 420,821: 17,900 79,650 4,765 381,813 318,481 404,477 402,896: 16,344 17,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 27, 2010 :
: 4,821: 4,326 -649 -3,710 461 11,571 1,077 7,212: 3,744 -2,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 18.9 1.1 90.7 75.7 96.1 95.7: 3.9 4.3
Old : 100.0: 4.3 18.9 1.1 90.7 75.7 96.1 95.7: 3.9 4.3
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 : 241: 22 51 19 99 108 137 162:
Old : 241: 22 51 19 99 108 137 162:
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 : 42.0 18.3 55.9 28.6 40.7 18.2 53.9 28.6
Old : 42.0 18.3 55.9 28.6 40.7 18.2 53.9 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 6, 2010