COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 391,535: 71,988 6,057 106,271 191,629 268,496 369,888 380,825: 21,647 10,710
Old : 377,576: 69,090 6,784 104,355 183,181 256,326 356,626 367,465: 20,950 10,111
Other: 13,959: 3,678 53 1,136 8,448 12,170 13,262 13,359: 697 599
: : :
: : Changes in Commitments from: September 28, 2010 :
: -6,722: -8,467 -24 5,519 -1,644 -11,303 -4,592 -5,809: -2,130 -913
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 1.5 27.1 48.9 68.6 94.5 97.3: 5.5 2.7
Old : 100.0: 18.3 1.8 27.6 48.5 67.9 94.5 97.3: 5.5 2.7
Other: 100.0: 26.4 0.4 8.1 60.5 87.2 95.0 95.7: 5.0 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 150 39 92 76 81 260 185:
Old : 285: 148 42 90 74 80 255 184:
Other: 74: 17 7 12 26 38 50 51:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 29.1 31.0 42.3 9.2 16.5 13.7 22.8
Old : 20.6 29.5 30.7 42.6 9.3 16.9 13.9 23.4
Other: 48.3 42.7 63.2 60.1 46.3 42.5 61.2 59.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 46,508: 20,407 817 10,055 12,035 34,322 42,498 45,194: 4,010 1,314
Old : 25,796: 12,493 1,064 5,743 4,494 18,205 22,730 25,011: 3,066 784
Other: 20,712: 8,489 328 3,738 7,541 16,116 19,768 20,182: 944 530
: : :
: : Changes in Commitments from: September 28, 2010 :
: 1,909: 1,192 238 676 250 1,108 2,117 2,021: -208 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 1.8 21.6 25.9 73.8 91.4 97.2: 8.6 2.8
Old : 100.0: 48.4 4.1 22.3 17.4 70.6 88.1 97.0: 11.9 3.0
Other: 100.0: 41.0 1.6 18.0 36.4 77.8 95.4 97.4: 4.6 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 62 16 20 25 29 100 53:
Old : 102: 50 17 18 22 26 85 48:
Other: 66: 32 5 17 17 21 54 39:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 54.3 34.5 66.6 17.9 45.1 27.9 53.4
Old : 20.3 58.9 32.8 67.9 19.5 51.4 28.0 56.2
Other: 33.1 53.7 52.5 70.5 30.3 44.9 44.3 56.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 147,762: 28,124 38,964 26,289 84,105 74,860 138,518 140,112: 9,244 7,649
Old : 128,328: 27,197 44,491 19,990 72,123 56,297 119,309 120,777: 9,018 7,550
Other: 19,434: 6,583 129 643 11,983 18,563 19,209 19,335: 225 99
: : :
: : Changes in Commitments from: September 28, 2010 :
: 6,000: -1,894 158 4,296 3,841 947 6,243 5,402: -243 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 26.4 17.8 56.9 50.7 93.7 94.8: 6.3 5.2
Old : 100.0: 21.2 34.7 15.6 56.2 43.9 93.0 94.1: 7.0 5.9
Other: 100.0: 33.9 0.7 3.3 61.7 95.5 98.8 99.5: 1.2 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 56 50 43 59 53 133 133:
Old : 175: 54 53 43 58 47 132 127:
Other: 41: 5 6 9 21 26 32 36:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 30.6 39.4 45.5 16.2 22.2 23.9 30.9
Old : 25.1 30.3 35.3 45.6 19.9 21.6 28.1 32.4
Other: 62.8 64.6 81.4 80.1 50.9 53.3 61.2 62.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 799,974: 168,018 13,865 189,095 356,562 540,905 713,675 743,865: 86,299 56,109
Old : 799,974: 168,018 13,865 189,095 356,562 540,905 713,675 743,865: 86,299 56,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -42,207: -8,669 1,462 -2,502 -27,188 -35,463 -38,359 -36,503: -3,847 -5,703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 1.7 23.6 44.6 67.6 89.2 93.0: 10.8 7.0
Old : 100.0: 21.0 1.7 23.6 44.6 67.6 89.2 93.0: 10.8 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 : 214: 87 37 83 72 82 191 170:
Old : 214: 87 37 83 72 82 191 170:
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 21.5 23.2 34.4 10.3 17.1 16.7 26.4
Old : 12.9 21.5 23.2 34.4 10.3 17.1 16.7 26.4
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, October 5, 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 : 194,718: 41,338 9,488 63,534 80,538 113,424 185,410 186,446: 9,308 8,272
Old : 192,735: 41,327 9,950 62,865 79,450 111,718 183,642 184,532: 9,093 8,203
Other: 1,983: 553 80 127 1,088 1,707 1,768 1,914: 215 69
: : :
: : Changes in Commitments from: September 28, 2010 :
: -12,050: -7,867 15 -2,843 1,206 -7,367 -9,505 -10,195: -2,545 -1,854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 4.9 32.6 41.4 58.3 95.2 95.8: 4.8 4.2
Old : 100.0: 21.4 5.2 32.6 41.2 58.0 95.3 95.7: 4.7 4.3
Other: 100.0: 27.9 4.0 6.4 54.9 86.1 89.2 96.5: 10.8 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 133 83 91 123 141 302 270:
Old : 374: 131 85 90 122 141 300 270:
Other: 44: 6 4 5 16 23 25 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 : 20.6 19.8 32.9 30.1 12.6 9.5 19.9 15.8
Old : 20.8 20.0 33.2 30.0 12.7 9.2 20.1 15.6
Other: 56.1 67.1 75.7 78.9 50.8 66.4 70.1 76.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 5, 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 : 35,015: 19,150 20,718 868 11,990 9,381 32,007 30,968: 3,007 4,047
Old : 35,015: 19,150 20,718 868 11,990 9,381 32,007 30,968: 3,007 4,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: 1,533: -1,650 1,289 1 2,937 -133 1,288 1,158: 245 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.7 59.2 2.5 34.2 26.8 91.4 88.4: 8.6 11.6
Old : 100.0: 54.7 59.2 2.5 34.2 26.8 91.4 88.4: 8.6 11.6
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 : 83: 28 39 9 10 10 39 57:
Old : 83: 28 39 9 10 10 39 57:
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 : 69.2 42.8 79.9 57.2 68.8 42.8 78.0 57.2
Old : 69.2 42.8 79.9 57.2 68.8 42.8 78.0 57.2
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, October 5, 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 : 396,460: 37,696 77,136 3,802 338,807 298,068 380,305 379,006: 16,155 17,454
Old : 396,460: 37,696 77,136 3,802 338,807 298,068 380,305 379,006: 16,155 17,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2010 :
: -1,478: 6,382 1,806 84 -9,470 -2,480 -3,004 -591: 1,525 -888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 19.5 1.0 85.5 75.2 95.9 95.6: 4.1 4.4
Old : 100.0: 9.5 19.5 1.0 85.5 75.2 95.9 95.6: 4.1 4.4
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: 33 49 14 100 99 144 151:
Old : 248: 33 49 14 100 99 144 151:
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 : 43.6 19.4 55.6 30.4 42.8 19.4 54.5 30.4
Old : 43.6 19.4 55.6 30.4 42.8 19.4 54.5 30.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 8, 2010