COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 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 : 255,121: 46,873 16,706 65,100 126,382 159,708 238,355 241,514: 16,767 13,608
Old : 92,260: 16,730 14,657 23,232 44,924 47,813 84,886 85,702: 7,375 6,558
Other: 162,861: 38,794 10,700 33,217 81,458 111,895 153,469 155,811: 9,392 7,050
: : :
: : Changes in Commitments from: June 1, 2010 :
: -9,772: -8,596 5,916 -1,508 1,109 -15,340 -8,995 -10,932: -777 1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 6.5 25.5 49.5 62.6 93.4 94.7: 6.6 5.3
Old : 100.0: 18.1 15.9 25.2 48.7 51.8 92.0 92.9: 8.0 7.1
Other: 100.0: 23.8 6.6 20.4 50.0 68.7 94.2 95.7: 5.8 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 267: 111 62 83 73 72 223 185:
Old : 206: 73 55 40 51 59 140 138:
Other: 222: 94 49 50 63 62 180 139:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 22.8 30.7 33.0 14.0 14.5 21.1 22.6
Old : 29.2 24.5 45.9 35.3 23.8 14.7 31.3 24.0
Other: 18.8 25.2 29.1 38.8 17.0 22.1 25.7 32.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 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 : 40,700: 13,259 1,519 8,766 15,567 29,022 37,592 39,307: 3,107 1,392
Old : 37,221: 12,925 2,082 7,292 14,038 26,567 34,255 35,941: 2,966 1,279
Other: 3,479: 1,056 158 753 1,529 2,455 3,337 3,366: 142 113
: : :
: : Changes in Commitments from: June 1, 2010 :
: 159: -1,109 41 377 1,054 -380 321 37: -163 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 3.7 21.5 38.2 71.3 92.4 96.6: 7.6 3.4
Old : 100.0: 34.7 5.6 19.6 37.7 71.4 92.0 96.6: 8.0 3.4
Other: 100.0: 30.3 4.5 21.6 43.9 70.6 95.9 96.7: 4.1 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 41 15 20 28 29 80 53:
Old : 92: 37 19 19 28 28 80 51:
Other: 29: 14 1 12 8 11 23 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 : 27.1 53.0 41.1 67.8 19.1 39.9 29.0 48.8
Old : 24.6 54.2 39.4 68.0 20.6 43.7 31.4 52.1
Other: 64.6 51.0 77.4 78.6 35.7 40.3 46.7 54.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 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 : 130,288: 36,041 7,109 23,824 61,879 91,667 121,744 122,599: 8,544 7,689
Old : 75,400: 36,076 10,144 7,111 25,015 51,179 68,201 68,434: 7,199 6,966
Other: 54,888: 11,645 8,644 5,034 36,864 40,487 53,543 54,165: 1,345 723
: : :
: : Changes in Commitments from: June 1, 2010 :
: -9,409: -3,685 -7,535 -904 -4,334 -1,045 -8,923 -9,484: -486 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 5.5 18.3 47.5 70.4 93.4 94.1: 6.6 5.9
Old : 100.0: 47.8 13.5 9.4 33.2 67.9 90.5 90.8: 9.5 9.2
Other: 100.0: 21.2 15.7 9.2 67.2 73.8 97.5 98.7: 2.5 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 57 25 41 52 51 126 104:
Old : 141: 52 25 33 40 40 106 87:
Other: 84: 22 14 19 36 38 67 64:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 31.1 40.2 47.7 20.4 22.6 28.0 33.2
Old : 27.2 35.6 39.7 50.9 26.8 32.5 38.7 47.6
Other: 36.3 40.4 57.1 61.5 29.5 36.6 46.8 54.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 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 : 918,717: 146,746 34,639 251,276 445,046 570,357 843,067 856,272: 75,649 62,444
Old : 918,717: 146,746 34,639 251,276 445,046 570,357 843,067 856,272: 75,649 62,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 14,917: -7,908 -3,094 1,259 23,401 22,175 16,753 20,340: -1,837 -5,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 3.8 27.4 48.4 62.1 91.8 93.2: 8.2 6.8
Old : 100.0: 16.0 3.8 27.4 48.4 62.1 91.8 93.2: 8.2 6.8
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: 67 68 98 87 94 210 210:
Old : 248: 67 68 98 87 94 210 210:
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 : 12.9 16.4 21.9 26.8 9.1 9.7 14.5 15.6
Old : 12.9 16.4 21.9 26.8 9.1 9.7 14.5 15.6
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, June 8, 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 : 190,784: 32,801 24,588 60,670 86,229 95,450 179,700 180,708: 11,084 10,076
Old : 126,114: 34,669 29,410 25,254 58,055 63,565 117,978 118,230: 8,136 7,885
Other: 64,670: 13,539 10,585 20,008 28,175 31,885 61,722 62,478: 2,948 2,192
: : :
: : Changes in Commitments from: June 1, 2010 :
: 5,642: -2,576 2,764 6,321 525 -3,098 4,270 5,987: 1,373 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 12.9 31.8 45.2 50.0 94.2 94.7: 5.8 5.3
Old : 100.0: 27.5 23.3 20.0 46.0 50.4 93.5 93.7: 6.5 6.3
Other: 100.0: 20.9 16.4 30.9 43.6 49.3 95.4 96.6: 4.6 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 100 131 127 127 132 304 322:
Old : 384: 108 121 108 115 119 272 300:
Other: 241: 54 59 57 86 95 175 177:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 18.2 32.1 28.2 13.5 10.9 21.0 17.6
Old : 21.4 15.4 34.5 27.4 16.6 13.6 27.6 23.6
Other: 24.8 29.8 39.6 46.2 16.9 17.7 26.9 25.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 8, 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 : 38,632: 25,593 4,839 3,280 4,192 27,756 33,065 35,875: 5,567 2,757
Old : 38,632: 25,593 4,839 3,280 4,192 27,756 33,065 35,875: 5,567 2,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: -880: 2,172 1,859 -2,028 -1,940 -1,505 -1,796 -1,675: 916 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 12.5 8.5 10.9 71.8 85.6 92.9: 14.4 7.1
Old : 100.0: 66.2 12.5 8.5 10.9 71.8 85.6 92.9: 14.4 7.1
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 : 76: 40 16 10 12 11 61 31:
Old : 76: 40 16 10 12 11 61 31:
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 : 47.0 68.3 60.1 80.1 44.6 67.0 54.6 74.8
Old : 47.0 68.3 60.1 80.1 44.6 67.0 54.6 74.8
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, June 8, 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 : 413,590: 20,937 79,784 8,244 362,035 302,786 391,217 390,813: 22,374 22,777
Old : 413,590: 20,937 79,784 8,244 362,035 302,786 391,217 390,813: 22,374 22,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 1, 2010 :
: 22,576: 4,975 -1,491 2,914 13,517 20,895 21,406 22,318: 1,170 258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 19.3 2.0 87.5 73.2 94.6 94.5: 5.4 5.5
Old : 100.0: 5.1 19.3 2.0 87.5 73.2 94.6 94.5: 5.4 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 : 241: 28 40 18 105 103 147 148:
Old : 241: 28 40 18 105 103 147 148:
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 : 39.1 16.2 52.0 28.2 36.6 16.1 47.8 27.1
Old : 39.1 16.2 52.0 28.2 36.6 16.1 47.8 27.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 11, 2010