COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 302,375: 86,497 11,756 62,979 131,279 217,627 280,755 292,362: 21,620 10,013
Old : 297,646: 85,939 11,828 62,647 127,741 213,402 276,327 287,877: 21,318 9,768
Other: 4,730: 637 7 254 3,538 4,225 4,428 4,485: 302 245
: : :
: : Changes in Commitments from: August 17, 2010 :
: 5,610: 4,330 -653 -1,571 3,194 6,901 5,952 4,676: -342 934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 3.9 20.8 43.4 72.0 92.8 96.7: 7.2 3.3
Old : 100.0: 28.9 4.0 21.0 42.9 71.7 92.8 96.7: 7.2 3.3
Other: 100.0: 13.5 0.1 5.4 74.8 89.3 93.6 94.8: 6.4 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 273: 153 38 76 64 69 248 155:
Old : 272: 151 40 75 63 68 246 154:
Other: 47: 11 4 10 16 24 30 35:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 33.6 25.8 44.8 12.5 24.5 19.9 33.4
Old : 16.7 33.8 25.3 45.0 12.4 25.2 19.9 34.1
Other: 69.5 54.1 81.6 76.7 68.8 53.6 76.7 72.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 34,331: 11,985 1,506 6,702 13,039 24,117 31,726 32,326: 2,605 2,005
Old : 24,888: 7,954 1,651 3,991 10,555 17,552 22,500 23,194: 2,388 1,693
Other: 9,443: 4,530 353 2,213 2,484 6,566 9,226 9,132: 217 312
: : :
: : Changes in Commitments from: August 17, 2010 :
: -4,591: -1,052 -295 -1,865 -1,361 -2,490 -4,278 -4,650: -312 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 4.4 19.5 38.0 70.2 92.4 94.2: 7.6 5.8
Old : 100.0: 32.0 6.6 16.0 42.4 70.5 90.4 93.2: 9.6 6.8
Other: 100.0: 48.0 3.7 23.4 26.3 69.5 97.7 96.7: 2.3 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 49 16 22 28 23 84 54:
Old : 94: 39 21 21 28 20 78 51:
Other: 42: 19 3 13 12 13 33 27:
:----------------------------------------------------------------------------------------------------
: 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 50.6 38.8 65.4 22.0 40.5 32.1 52.0
Old : 24.9 55.5 37.7 66.7 24.8 49.1 35.8 57.4
Other: 45.5 51.7 70.7 73.5 43.8 43.6 57.4 58.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 124,416: 28,344 23,419 21,199 67,074 70,950 116,617 115,569: 7,798 8,847
Old : 111: 0 0 0 111 25 111 25: 0 86
Other: 124,305: 28,344 23,419 21,199 66,963 70,925 116,506 115,544: 7,798 8,761
: : :
: : Changes in Commitments from: August 17, 2010 :
: -625: -1,799 4,076 -1,227 2,806 -4,943 -220 -2,094: -405 1,469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 18.8 17.0 53.9 57.0 93.7 92.9: 6.3 7.1
Old : 100.0: 0.0 0.0 0.0 100.0 22.5 100.0 22.5: 0.0 77.5
Other: 100.0: 22.8 18.8 17.1 53.9 57.1 93.7 93.0: 6.3 7.0
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 51 38 32 55 48 118 107:
Old : 3: 0 0 0 2 1 2 1:
Other: 153: 51 38 32 55 48 118 107:
:----------------------------------------------------------------------------------------------------
: 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 : 29.5 29.2 41.0 46.0 18.5 23.7 25.6 32.3
Old : 100.0 22.5 100.0 22.5 100.0 22.5 100.0 22.5
Other: 29.5 29.3 41.0 46.0 18.5 23.8 25.7 32.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 871,381: 145,207 14,585 229,137 408,675 566,928 783,019 810,650: 88,361 60,731
Old : 871,381: 145,207 14,585 229,137 408,675 566,928 783,019 810,650: 88,361 60,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 35,941: -2,653 263 6,444 26,996 23,566 30,787 30,273: 5,154 5,668
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 1.7 26.3 46.9 65.1 89.9 93.0: 10.1 7.0
Old : 100.0: 16.7 1.7 26.3 46.9 65.1 89.9 93.0: 10.1 7.0
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: 86 42 93 81 87 200 190:
Old : 227: 86 42 93 81 87 200 190:
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 : 10.9 18.6 20.0 31.3 9.7 12.2 15.1 21.4
Old : 10.9 18.6 20.0 31.3 9.7 12.2 15.1 21.4
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 24, 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 : 196,426: 50,769 9,827 58,132 78,698 119,800 187,599 187,758: 8,827 8,668
Old : 887: 0 42 0 873 630 873 672: 14 215
Other: 195,539: 50,801 9,817 58,100 77,825 119,170 186,726 187,086: 8,813 8,453
: : :
: : Changes in Commitments from: August 17, 2010 :
: -12,639: -7,644 -512 -2,584 -2,071 -10,880 -12,299 -13,975: -341 1,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 5.0 29.6 40.1 61.0 95.5 95.6: 4.5 4.4
Old : 100.0: 0.0 4.7 0.0 98.4 71.0 98.4 75.8: 1.6 24.2
Other: 100.0: 26.0 5.0 29.7 39.8 60.9 95.5 95.7: 4.5 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 146 69 92 111 140 299 261:
Old : 34: 0 5 0 8 21 8 26:
Other: 376: 147 69 92 111 140 299 261:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 18.3 30.2 30.1 12.7 11.3 20.9 17.7
Old : 97.7 54.3 98.4 64.0 97.7 54.3 98.4 64.0
Other: 18.2 18.4 30.2 30.2 12.8 11.3 21.0 17.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 24, 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 : 29,335: 21,388 5,691 761 1,727 20,659 23,876 27,110: 5,459 2,225
Old : 29,335: 21,388 5,691 761 1,727 20,659 23,876 27,110: 5,459 2,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: -2,957: -4,133 -1,085 -170 214 -1,704 -4,089 -2,958: 1,132 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 19.4 2.6 5.9 70.4 81.4 92.4: 18.6 7.6
Old : 100.0: 72.9 19.4 2.6 5.9 70.4 81.4 92.4: 18.6 7.6
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 : 64: 37 15 10 8 6 51 26:
Old : 64: 37 15 10 8 6 51 26:
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 : 59.3 72.6 66.6 84.8 57.8 72.5 63.5 82.8
Old : 59.3 72.6 66.6 84.8 57.8 72.5 63.5 82.8
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, August 24, 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 : 455,226: 10,020 87,157 6,656 424,321 339,870 440,997 433,683: 14,229 21,542
Old : 455,226: 10,020 87,157 6,656 424,321 339,870 440,997 433,683: 14,229 21,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 17, 2010 :
: 22,384: -3,875 7,067 -1,348 29,292 13,739 24,069 19,458: -1,685 2,926
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 19.1 1.5 93.2 74.7 96.9 95.3: 3.1 4.7
Old : 100.0: 2.2 19.1 1.5 93.2 74.7 96.9 95.3: 3.1 4.7
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 : 257: 20 57 18 105 117 139 178:
Old : 257: 20 57 18 105 117 139 178:
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 17.9 62.0 29.1 40.8 17.9 58.9 29.1
Old : 42.9 17.9 62.0 29.1 40.8 17.9 58.9 29.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 27, 2010