COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 246,085: 53,657 10,027 73,168 103,934 150,855 230,759 234,050: 15,325 12,035
Old : 241,986: 52,542 10,182 72,754 102,149 147,290 227,445 230,226: 14,541 11,760
Other: 4,099: 1,498 228 31 1,785 3,565 3,314 3,824: 785 275
: : :
: : Changes in Commitments from: August 9, 2011 :
: -2,537: -1,466 -1,607 -158 -1,680 -345 -3,304 -2,110: 767 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 4.1 29.7 42.2 61.3 93.8 95.1: 6.2 4.9
Old : 100.0: 21.7 4.2 30.1 42.2 60.9 94.0 95.1: 6.0 4.9
Other: 100.0: 36.5 5.6 0.8 43.6 87.0 80.9 93.3: 19.1 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 128 42 84 61 73 209 180:
Old : 254: 127 43 82 61 73 208 179:
Other: 49: 10 3 3 16 26 27 31:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 24.7 29.4 34.9 11.7 13.5 17.1 20.1
Old : 17.9 24.9 29.6 35.1 11.5 13.6 17.1 20.4
Other: 46.8 44.7 62.0 66.9 41.1 40.4 53.7 60.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 36,985: 11,042 1,073 8,320 13,778 26,269 33,140 35,661: 3,845 1,324
Old : 27,638: 8,908 1,095 5,039 10,358 20,358 24,304 26,492: 3,333 1,146
Other: 9,348: 2,186 29 3,230 3,420 5,910 8,836 9,169: 512 178
: : :
: : Changes in Commitments from: August 9, 2011 :
: -2,921: -4,327 195 995 529 -3,682 -2,803 -2,491: -118 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 2.9 22.5 37.3 71.0 89.6 96.4: 10.4 3.6
Old : 100.0: 32.2 4.0 18.2 37.5 73.7 87.9 95.9: 12.1 4.1
Other: 100.0: 23.4 0.3 34.6 36.6 63.2 94.5 98.1: 5.5 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 40 20 23 32 27 83 59:
Old : 96: 37 20 22 30 26 78 57:
Other: 47: 14 8 16 18 14 39 31:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 56.6 34.6 67.8 19.3 49.7 27.4 54.1
Old : 23.2 58.6 33.7 67.6 22.3 53.5 31.9 59.7
Other: 41.0 56.0 62.3 76.1 28.7 41.1 34.2 44.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 189,409: 33,143 33,378 36,246 111,460 110,234 180,849 179,857: 8,561 9,552
Old : 5,525: 454 2,549 0 4,438 2,407 4,892 4,956: 633 569
Other: 183,884: 33,603 31,742 35,332 107,022 107,827 175,957 174,901: 7,928 8,983
: : :
: : Changes in Commitments from: August 9, 2011 :
: -8,547: -1,185 1,949 -5,504 -966 -5,902 -7,655 -9,457: -892 909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 17.6 19.1 58.8 58.2 95.5 95.0: 4.5 5.0
Old : 100.0: 8.2 46.1 0.0 80.3 43.6 88.5 89.7: 11.5 10.3
Other: 100.0: 18.3 17.3 19.2 58.2 58.6 95.7 95.1: 4.3 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 54 52 48 57 53 136 130:
Old : 35: 6 5 0 18 7 24 12:
Other: 175: 53 53 47 55 53 133 130:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 27.0 45.7 43.7 18.6 17.8 28.6 25.2
Old : 68.2 76.3 80.0 87.3 68.2 76.3 80.0 86.7
Other: 29.9 26.0 45.6 43.2 19.8 18.7 30.1 26.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 813,714: 176,136 23,200 200,605 346,019 527,328 722,760 751,133: 90,954 62,581
Old : 813,714: 176,136 23,200 200,605 346,019 527,328 722,760 751,133: 90,954 62,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -16,171: -10,248 1,578 -6,990 -3,356 -9,453 -20,595 -14,865: 4,424 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 2.9 24.7 42.5 64.8 88.8 92.3: 11.2 7.7
Old : 100.0: 21.6 2.9 24.7 42.5 64.8 88.8 92.3: 11.2 7.7
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 : 242: 99 46 92 84 89 226 185:
Old : 242: 99 46 92 84 89 226 185:
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 19.5 21.9 29.0 10.9 17.1 17.3 24.3
Old : 12.6 19.5 21.9 29.0 10.9 17.1 17.3 24.3
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 154,795: 21,518 21,116 40,650 83,993 85,062 146,162 146,827: 8,633 7,967
Old : 14,566: 2,575 3,468 85 9,735 9,681 12,395 13,234: 2,171 1,332
Other: 140,229: 20,589 19,293 38,919 74,258 75,381 133,767 133,593: 6,462 6,635
: : :
: : Changes in Commitments from: August 9, 2011 :
: -21,549: 1,557 -2,550 -13,425 -10,009 -4,471 -21,876 -20,446: 327 -1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 13.6 26.3 54.3 55.0 94.4 94.9: 5.6 5.1
Old : 100.0: 17.7 23.8 0.6 66.8 66.5 85.1 90.9: 14.9 9.1
Other: 100.0: 14.7 13.8 27.8 53.0 53.8 95.4 95.3: 4.6 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 96 82 103 110 116 254 259:
Old : 135: 22 15 2 41 67 64 83:
Other: 311: 90 85 95 106 112 241 250:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 17.7 31.6 28.1 12.0 9.3 20.6 15.4
Old : 44.2 36.2 57.7 54.0 44.2 35.8 57.7 53.6
Other: 20.5 19.3 31.2 30.0 11.7 9.6 19.7 15.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 16, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,135: 29,866 31,078 1,451 17,735 17,230 49,053 49,759: 6,082 5,375
Old : 55,135: 29,866 31,078 1,451 17,735 17,230 49,053 49,759: 6,082 5,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: -2,879: -4,299 205 -42 2,344 -913 -1,997 -749: -882 -2,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 56.4 2.6 32.2 31.3 89.0 90.3: 11.0 9.7
Old : 100.0: 54.2 56.4 2.6 32.2 31.3 89.0 90.3: 11.0 9.7
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 : 99: 31 45 13 12 14 47 69:
Old : 99: 31 45 13 12 14 47 69:
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 : 58.8 53.7 76.5 67.0 58.4 53.7 75.0 66.4
Old : 58.8 53.7 76.5 67.0 58.4 53.7 75.0 66.4
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 16, 2011
-------------------------------------------------------------------------------------------------------------------
: 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 : 425,514: 7,375 66,830 4,555 397,060 331,608 408,991 402,993: 16,524 22,521
Old : 425,514: 7,375 66,830 4,555 397,060 331,608 408,991 402,993: 16,524 22,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 9, 2011 :
: 10,760: -8,011 7,040 -1,879 22,638 4,743 12,748 9,903: -1,988 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 15.7 1.1 93.3 77.9 96.1 94.7: 3.9 5.3
Old : 100.0: 1.7 15.7 1.1 93.3 77.9 96.1 94.7: 3.9 5.3
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 : 252: 20 53 15 103 116 133 174:
Old : 252: 20 53 15 103 116 133 174:
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 : 40.0 19.5 55.4 30.8 37.4 18.9 52.8 26.8
Old : 40.0 19.5 55.4 30.8 37.4 18.9 52.8 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2011