COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 296,765: 82,167 12,410 64,550 128,085 210,726 274,803 287,686: 21,962 9,079
Old : 293,485: 81,752 12,437 64,431 125,702 207,767 271,885 284,635: 21,600 8,850
Other: 3,280: 443 0 92 2,383 2,959 2,918 3,051: 362 229
: : :
: : Changes in Commitments from: August 10, 2010 :
: 29,424: 10,770 180 9,783 6,908 19,051 27,461 29,014: 1,963 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 4.2 21.8 43.2 71.0 92.6 96.9: 7.4 3.1
Old : 100.0: 27.9 4.2 22.0 42.8 70.8 92.6 97.0: 7.4 3.0
Other: 100.0: 13.5 0.0 2.8 72.7 90.2 89.0 93.0: 11.0 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 266: 146 36 80 65 71 244 158:
Old : 265: 146 36 79 63 70 241 157:
Other: 41: 10 1 7 13 22 24 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 : 17.2 33.3 26.1 43.5 12.8 24.4 20.0 33.0
Old : 16.8 33.6 25.7 43.9 12.7 25.0 19.9 33.6
Other: 69.1 58.8 80.7 76.1 68.1 58.8 78.9 75.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 38,922: 13,037 1,802 8,567 14,400 26,607 36,005 36,976: 2,917 1,945
Old : 30,222: 9,119 1,898 6,465 11,941 20,175 27,524 28,537: 2,698 1,685
Other: 8,699: 4,336 322 1,685 2,459 6,432 8,480 8,439: 219 260
: : :
: : Changes in Commitments from: August 10, 2010 :
: -1,944: -2,532 448 246 711 -3,345 -1,575 -2,651: -368 707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 4.6 22.0 37.0 68.4 92.5 95.0: 7.5 5.0
Old : 100.0: 30.2 6.3 21.4 39.5 66.8 91.1 94.4: 8.9 5.6
Other: 100.0: 49.8 3.7 19.4 28.3 73.9 97.5 97.0: 2.5 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 47 21 25 26 24 83 60:
Old : 97: 37 27 23 26 22 77 58:
Other: 41: 18 4 13 13 12 34 26:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 49.3 38.7 63.9 19.4 36.6 28.3 46.8
Old : 24.9 51.5 38.2 64.4 21.2 41.2 30.8 48.9
Other: 48.9 53.5 71.6 73.7 46.9 44.6 58.8 61.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 125,041: 30,143 19,343 22,426 64,268 75,893 116,838 117,662: 8,203 7,378
Old : 916: 220 229 81 586 405 887 715: 29 201
Other: 124,125: 30,177 19,368 22,092 63,682 75,488 115,951 116,947: 8,174 7,177
: : :
: : Changes in Commitments from: August 10, 2010 :
: -5,698: -3,230 3,043 -1,507 -1,912 -9,756 -6,648 -8,219: 949 2,521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 15.5 17.9 51.4 60.7 93.4 94.1: 6.6 5.9
Old : 100.0: 24.0 25.0 8.8 64.0 44.2 96.8 78.1: 3.2 21.9
Other: 100.0: 24.3 15.6 17.8 51.3 60.8 93.4 94.2: 6.6 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 50 30 37 53 50 115 106:
Old : 11: 2 2 1 3 3 6 6:
Other: 143: 50 30 36 53 49 115 104:
:----------------------------------------------------------------------------------------------------
: 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 : 30.6 29.4 43.3 47.1 20.2 23.3 27.3 31.6
Old : 87.0 75.5 96.8 78.1 87.0 68.3 88.0 69.2
Other: 30.7 29.6 43.5 47.5 20.3 23.8 27.5 32.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 835,440: 147,860 14,322 222,693 381,679 543,362 752,233 780,377: 83,208 55,063
Old : 835,440: 147,860 14,322 222,693 381,679 543,362 752,233 780,377: 83,208 55,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 19,452: 11,485 1,393 10,332 -1,271 11,462 20,546 23,187: -1,094 -3,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 1.7 26.7 45.7 65.0 90.0 93.4: 10.0 6.6
Old : 100.0: 17.7 1.7 26.7 45.7 65.0 90.0 93.4: 10.0 6.6
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 : 227: 84 44 93 82 86 203 187:
Old : 227: 84 44 93 82 86 203 187:
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 : 11.0 18.9 19.7 30.5 9.6 13.5 15.0 23.4
Old : 11.0 18.9 19.7 30.5 9.6 13.5 15.0 23.4
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 17, 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 : 209,065: 58,413 10,338 60,716 80,769 130,679 199,898 201,734: 9,168 7,332
Old : 18,692: 7,003 1,451 119 9,635 15,334 16,757 16,904: 1,935 1,788
Other: 190,373: 54,574 12,052 57,433 71,134 115,345 183,141 184,830: 7,233 5,544
: : :
: : Changes in Commitments from: August 10, 2010 :
: -20,648: 1,775 302 -14,871 -5,857 -4,813 -18,954 -19,382: -1,694 -1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 4.9 29.0 38.6 62.5 95.6 96.5: 4.4 3.5
Old : 100.0: 37.5 7.8 0.6 51.5 82.0 89.6 90.4: 10.4 9.6
Other: 100.0: 28.7 6.3 30.2 37.4 60.6 96.2 97.1: 3.8 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 390: 150 73 102 116 143 318 274:
Old : 161: 32 22 3 42 76 77 100:
Other: 379: 140 75 95 103 142 293 268:
:----------------------------------------------------------------------------------------------------
: 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 19.3 30.7 31.7 12.3 12.1 20.3 19.0
Old : 52.6 42.4 62.8 54.8 51.3 42.2 61.5 54.5
Other: 18.3 20.6 30.6 33.7 13.0 13.7 21.7 20.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 17, 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 : 32,292: 25,521 6,775 931 1,513 22,362 27,965 30,069: 4,327 2,224
Old : 32,292: 25,521 6,775 931 1,513 22,362 27,965 30,069: 4,327 2,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 3,202: 3,174 -23 73 137 3,941 3,384 3,991: -182 -789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.0 21.0 2.9 4.7 69.3 86.6 93.1: 13.4 6.9
Old : 100.0: 79.0 21.0 2.9 4.7 69.3 86.6 93.1: 13.4 6.9
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 : 61: 27 18 10 7 10 40 33:
Old : 61: 27 18 10 7 10 40 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 : 73.8 73.9 79.0 83.7 72.6 73.8 75.1 81.3
Old : 73.8 73.9 79.0 83.7 72.6 73.8 75.1 81.3
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 17, 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 : 432,842: 13,895 80,091 8,004 395,029 326,131 416,928 414,226: 15,914 18,617
Old : 432,842: 13,895 80,091 8,004 395,029 326,131 416,928 414,226: 15,914 18,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 10, 2010 :
: 9,574: -6,855 696 1,277 17,047 7,527 11,469 9,500: -1,894 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 18.5 1.8 91.3 75.3 96.3 95.7: 3.7 4.3
Old : 100.0: 3.2 18.5 1.8 91.3 75.3 96.3 95.7: 3.7 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 : 259: 27 51 20 105 117 145 175:
Old : 259: 27 51 20 105 117 145 175:
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 : 42.9 18.5 58.1 28.7 41.1 18.4 55.2 28.6
Old : 42.9 18.5 58.1 28.7 41.1 18.4 55.2 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 20, 2010