COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 249,335: 57,960 9,502 73,027 103,131 154,874 234,118 237,404: 15,217 11,932
Old : 245,205: 56,948 9,769 72,492 101,350 151,295 230,791 233,555: 14,415 11,650
Other: 4,130: 1,507 229 39 1,781 3,580 3,327 3,848: 803 282
: : :
: : Changes in Commitments from: August 16, 2011 :
: 3,251: 4,303 -525 -141 -803 4,019 3,359 3,354: -108 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 3.8 29.3 41.4 62.1 93.9 95.2: 6.1 4.8
Old : 100.0: 23.2 4.0 29.6 41.3 61.7 94.1 95.2: 5.9 4.8
Other: 100.0: 36.5 5.5 1.0 43.1 86.7 80.6 93.2: 19.4 6.8
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 123 46 79 61 73 207 175:
Old : 251: 121 48 77 61 73 206 174:
Other: 50: 10 4 4 16 26 28 32:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 23.9 28.5 34.2 11.6 13.5 17.3 20.1
Old : 17.2 24.0 28.7 34.5 11.8 13.7 17.3 20.3
Other: 45.5 44.8 60.9 66.3 40.9 40.4 52.9 59.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 33,365: 10,893 1,019 6,223 12,640 24,787 29,757 32,029: 3,608 1,336
Old : 23,586: 8,684 1,068 2,722 9,063 18,710 20,469 22,500: 3,117 1,086
Other: 9,779: 2,293 35 3,417 3,577 6,077 9,288 9,529: 491 250
: : :
: : Changes in Commitments from: August 16, 2011 :
: -3,620: -149 -54 -2,097 -1,138 -1,482 -3,383 -3,632: -237 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 3.1 18.7 37.9 74.3 89.2 96.0: 10.8 4.0
Old : 100.0: 36.8 4.5 11.5 38.4 79.3 86.8 95.4: 13.2 4.6
Other: 100.0: 23.5 0.4 34.9 36.6 62.1 95.0 97.4: 5.0 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 44 15 21 31 24 82 53:
Old : 93: 39 17 20 29 22 77 50:
Other: 47: 16 7 16 18 13 40 30:
:----------------------------------------------------------------------------------------------------
: 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 61.8 36.0 71.8 21.9 54.5 30.8 59.7
Old : 27.6 67.2 39.1 75.1 26.6 61.7 37.8 69.4
Other: 40.1 54.6 61.6 75.0 28.4 40.1 34.1 43.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 187,394: 33,252 29,266 36,959 106,839 112,959 177,050 179,183: 10,345 8,211
Old : 50: 0 0 0 48 21 48 21: 2 29
Other: 187,344: 33,252 29,266 36,959 106,791 112,938 177,002 179,162: 10,343 8,182
: : :
: : Changes in Commitments from: August 16, 2011 :
: -2,015: 109 -4,112 713 -4,621 2,725 -3,799 -674: 1,784 -1,341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 15.6 19.7 57.0 60.3 94.5 95.6: 5.5 4.4
Old : 100.0: 0.0 0.0 0.0 96.0 42.0 96.0 42.0: 4.0 58.0
Other: 100.0: 17.7 15.6 19.7 57.0 60.3 94.5 95.6: 5.5 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 60 46 49 53 55 138 125:
Old : 3: 0 0 0 1 2 1 2:
Other: 173: 60 46 49 53 55 138 125:
:----------------------------------------------------------------------------------------------------
: 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 : 28.2 27.7 43.9 45.2 17.8 18.7 27.6 26.4
Old : 96.0 42.0 96.0 42.0 96.0 42.0 96.0 42.0
Other: 28.2 27.7 43.9 45.2 17.8 18.7 27.6 26.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 847,592: 178,926 8,508 221,865 347,149 547,302 747,940 777,676: 99,652 69,917
Old : 847,592: 178,926 8,508 221,865 347,149 547,302 747,940 777,676: 99,652 69,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 33,878: 2,790 -14,692 21,261 1,130 19,974 25,180 26,543: 8,698 7,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 1.0 26.2 41.0 64.6 88.2 91.8: 11.8 8.2
Old : 100.0: 21.1 1.0 26.2 41.0 64.6 88.2 91.8: 11.8 8.2
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 : 237: 96 41 94 85 92 221 189:
Old : 237: 96 41 94 85 92 221 189:
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 : 12.7 19.1 21.9 28.7 10.7 16.4 16.7 23.8
Old : 12.7 19.1 21.9 28.7 10.7 16.4 16.7 23.8
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 23, 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 : 160,223: 24,334 17,033 47,924 80,393 89,264 152,650 154,221: 7,573 6,003
Old : 731: 0 20 0 702 566 702 586: 29 145
Other: 159,492: 24,334 17,013 47,924 79,691 88,698 151,948 153,635: 7,544 5,858
: : :
: : Changes in Commitments from: August 16, 2011 :
: 5,429: 2,816 -4,083 7,274 -3,601 4,202 6,489 7,393: -1,060 -1,964
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 10.6 29.9 50.2 55.7 95.3 96.3: 4.7 3.7
Old : 100.0: 0.0 2.7 0.0 96.0 77.4 96.0 80.2: 4.0 19.8
Other: 100.0: 15.3 10.7 30.0 50.0 55.6 95.3 96.3: 4.7 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 100 79 105 109 120 264 258:
Old : 24: 0 1 0 4 19 4 20:
Other: 328: 100 79 105 109 120 264 258:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 19.3 32.7 29.2 11.7 8.3 20.0 14.3
Old : 96.0 52.1 96.0 72.8 96.0 52.1 96.0 72.8
Other: 21.9 19.4 32.5 29.2 11.4 8.2 19.8 14.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 23, 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 : 58,412: 32,248 34,756 1,693 18,920 16,522 52,861 52,971: 5,551 5,441
Old : 58,412: 32,248 34,756 1,693 18,920 16,522 52,861 52,971: 5,551 5,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 3,277: 2,382 3,678 242 1,185 -708 3,809 3,211: -532 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.2 59.5 2.9 32.4 28.3 90.5 90.7: 9.5 9.3
Old : 100.0: 55.2 59.5 2.9 32.4 28.3 90.5 90.7: 9.5 9.3
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 : 107: 32 51 12 12 15 48 75:
Old : 107: 32 51 12 12 15 48 75:
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 : 60.4 50.1 79.1 64.7 60.0 50.0 77.5 64.6
Old : 60.4 50.1 79.1 64.7 60.0 50.0 77.5 64.6
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 23, 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 : 439,156: 6,658 61,631 4,823 409,160 345,892 420,641 412,345: 18,515 26,811
Old : 439,156: 6,658 61,631 4,823 409,160 345,892 420,641 412,345: 18,515 26,811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 13,642: -716 -5,199 267 12,100 14,284 11,651 9,352: 1,991 4,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 14.0 1.1 93.2 78.8 95.8 93.9: 4.2 6.1
Old : 100.0: 1.5 14.0 1.1 93.2 78.8 95.8 93.9: 4.2 6.1
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 : 245: 16 47 15 105 115 131 167:
Old : 245: 16 47 15 105 115 131 167:
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 : 41.1 19.7 55.9 31.6 38.2 19.3 52.4 27.7
Old : 41.1 19.7 55.9 31.6 38.2 19.3 52.4 27.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2011