COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 262,670: 62,119 6,433 64,781 116,033 179,783 242,933 250,997: 19,736 11,672
Old : 142,251: 40,990 15,247 26,250 62,877 93,674 130,116 135,171: 12,135 7,080
Other: 120,419: 33,816 3,873 25,844 53,156 86,110 112,817 115,827: 7,602 4,592
: : :
: : Changes in Commitments from: May 11, 2010 :
: 9,225: 1,954 543 2,050 5,257 6,254 9,260 8,846: -35 379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 2.4 24.7 44.2 68.4 92.5 95.6: 7.5 4.4
Old : 100.0: 28.8 10.7 18.5 44.2 65.9 91.5 95.0: 8.5 5.0
Other: 100.0: 28.1 3.2 21.5 44.1 71.5 93.7 96.2: 6.3 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 272: 144 35 82 68 71 245 163:
Old : 251: 115 56 40 52 61 185 139:
Other: 194: 103 19 39 57 58 174 102:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 30.0 27.4 43.2 14.4 24.4 20.5 33.8
Old : 20.7 38.8 32.0 49.3 19.0 36.0 26.4 43.7
Other: 17.3 28.7 27.6 42.4 13.0 26.6 21.6 38.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 40,618: 16,030 1,332 8,183 12,963 29,874 37,175 39,389: 3,443 1,229
Old : 37,856: 15,797 1,291 7,236 11,512 28,176 34,544 36,703: 3,312 1,153
Other: 2,762: 400 208 780 1,451 1,698 2,631 2,686: 131 76
: : :
: : Changes in Commitments from: May 11, 2010 :
: 2,669: 1,536 -444 979 -251 1,968 2,265 2,503: 404 166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 3.3 20.1 31.9 73.5 91.5 97.0: 8.5 3.0
Old : 100.0: 41.7 3.4 19.1 30.4 74.4 91.3 97.0: 8.7 3.0
Other: 100.0: 14.5 7.5 28.2 52.5 61.5 95.3 97.2: 4.7 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 62 9 25 27 27 96 55:
Old : 106: 59 12 25 27 26 96 54:
Other: 28: 11 5 12 6 10 21 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 : 21.1 53.6 35.4 67.5 19.5 45.3 30.8 55.1
Old : 22.1 55.9 35.4 68.7 20.9 50.7 33.0 59.8
Other: 67.1 57.6 79.0 81.0 36.5 42.4 42.7 46.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 139,222: 38,883 13,757 24,593 66,880 92,748 130,356 131,098: 8,866 8,123
Old : 89,989: 36,375 12,663 13,728 32,073 56,053 82,176 82,444: 7,813 7,545
Other: 49,233: 9,669 8,256 3,704 34,807 36,695 48,180 48,654: 1,053 578
: : :
: : Changes in Commitments from: May 11, 2010 :
: -2,472: -5,282 2,280 1,777 3,808 -4,680 304 -623: -2,776 -1,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 9.9 17.7 48.0 66.6 93.6 94.2: 6.4 5.8
Old : 100.0: 40.4 14.1 15.3 35.6 62.3 91.3 91.6: 8.7 8.4
Other: 100.0: 19.6 16.8 7.5 70.7 74.5 97.9 98.8: 2.1 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 61 32 48 55 49 137 115:
Old : 158: 60 34 43 48 41 126 102:
Other: 78: 15 15 13 35 37 59 57:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 33.1 38.6 49.0 17.9 22.5 25.5 34.0
Old : 24.8 36.5 36.9 50.7 18.0 31.0 26.6 42.0
Other: 38.6 41.4 59.9 62.9 31.8 37.6 51.1 57.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 879,102: 157,101 43,190 225,816 411,284 537,728 794,200 806,734: 84,901 72,368
Old : 879,102: 157,101 43,190 225,816 411,284 537,728 794,200 806,734: 84,901 72,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: 19,681: 152 1,946 8,702 10,309 3,028 19,164 13,677: 517 6,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.9 25.7 46.8 61.2 90.3 91.8: 9.7 8.2
Old : 100.0: 17.9 4.9 25.7 46.8 61.2 90.3 91.8: 9.7 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 : 228: 67 54 93 83 91 197 197:
Old : 228: 67 54 93 83 91 197 197:
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 16.0 22.4 26.5 10.2 10.0 16.7 16.2
Old : 12.6 16.0 22.4 26.5 10.2 10.0 16.7 16.2
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, May 18, 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 : 174,591: 33,290 20,921 48,900 83,234 95,526 165,425 165,347: 9,167 9,244
Old : 126,988: 36,849 26,197 23,357 59,749 69,087 119,955 118,641: 7,033 8,347
Other: 47,603: 9,932 8,214 12,053 23,485 26,439 45,470 46,706: 2,134 897
: : :
: : Changes in Commitments from: May 11, 2010 :
: -3,754: -457 -538 -453 622 354 -288 -638: -3,466 -3,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 12.0 28.0 47.7 54.7 94.7 94.7: 5.3 5.3
Old : 100.0: 29.0 20.6 18.4 47.1 54.4 94.5 93.4: 5.5 6.6
Other: 100.0: 20.9 17.3 25.3 49.3 55.5 95.5 98.1: 4.5 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 368: 107 104 112 120 120 290 285:
Old : 360: 105 110 93 115 114 271 268:
Other: 193: 47 41 48 69 76 140 141:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 17.8 31.2 28.9 15.2 12.3 22.8 19.6
Old : 19.1 15.5 33.6 27.6 18.0 14.5 28.9 24.8
Other: 29.7 38.3 45.9 50.2 22.6 23.1 33.5 33.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 18, 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 : 42,693: 27,866 2,776 3,013 6,509 34,496 37,389 40,286: 5,305 2,408
Old : 42,693: 27,866 2,776 3,013 6,509 34,496 37,389 40,286: 5,305 2,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -2,548: -2,233 -569 168 2 -1,986 -2,062 -2,387: -486 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.3 6.5 7.1 15.2 80.8 87.6 94.4: 12.4 5.6
Old : 100.0: 65.3 6.5 7.1 15.2 80.8 87.6 94.4: 12.4 5.6
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 : 80: 42 19 7 15 10 61 33:
Old : 80: 42 19 7 15 10 61 33:
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 : 45.1 79.6 59.3 86.4 44.6 72.2 53.3 76.5
Old : 45.1 79.6 59.3 86.4 44.6 72.2 53.3 76.5
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, May 18, 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 : 391,156: 28,363 102,057 4,063 340,279 263,510 372,704 369,630: 18,451 21,526
Old : 391,156: 28,363 102,057 4,063 340,279 263,510 372,704 369,630: 18,451 21,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 11, 2010 :
: -5,925: -8,283 -762 -3,016 6,335 -3,407 -4,964 -7,186: -961 1,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 26.1 1.0 87.0 67.4 95.3 94.5: 4.7 5.5
Old : 100.0: 7.3 26.1 1.0 87.0 67.4 95.3 94.5: 4.7 5.5
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 : 240: 26 47 17 97 105 134 158:
Old : 240: 26 47 17 97 105 134 158:
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 : 42.3 16.3 53.4 28.4 40.3 16.3 49.7 28.3
Old : 42.3 16.3 53.4 28.4 40.3 16.3 49.7 28.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 27, 2010