COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 264,894: 55,469 10,790 66,608 125,273 175,047 247,350 252,445: 17,543 12,448
Old : 120,577: 29,629 17,847 23,933 57,262 71,085 110,824 112,865: 9,753 7,712
Other: 144,316: 37,840 4,943 30,675 68,011 103,962 136,526 139,580: 7,790 4,736
: : :
: : Changes in Commitments from: May 25, 2010 :
: -5,768: -9,397 4,129 740 3,689 -12,961 -4,969 -8,092: -799 2,324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 4.1 25.1 47.3 66.1 93.4 95.3: 6.6 4.7
Old : 100.0: 24.6 14.8 19.8 47.5 59.0 91.9 93.6: 8.1 6.4
Other: 100.0: 26.2 3.4 21.3 47.1 72.0 94.6 96.7: 5.4 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 132 51 91 70 72 242 182:
Old : 246: 93 72 49 52 62 174 154:
Other: 211: 104 30 48 61 61 185 120:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 26.2 27.8 37.2 13.7 18.7 20.1 28.0
Old : 24.0 28.1 36.1 39.7 20.6 23.1 28.9 31.9
Other: 17.1 29.6 26.7 44.2 14.7 25.9 22.8 37.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 40,541: 14,369 1,478 8,389 14,513 29,402 37,271 39,270: 3,270 1,271
Old : 37,517: 14,145 1,828 7,142 13,089 27,378 34,376 36,349: 3,141 1,169
Other: 3,024: 730 156 741 1,423 2,024 2,895 2,921: 129 103
: : :
: : Changes in Commitments from: May 25, 2010 :
: 512: -1,517 256 425 1,609 4 517 686: -5 -174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 3.6 20.7 35.8 72.5 91.9 96.9: 8.1 3.1
Old : 100.0: 37.7 4.9 19.0 34.9 73.0 91.6 96.9: 8.4 3.1
Other: 100.0: 24.1 5.2 24.5 47.1 66.9 95.7 96.6: 4.3 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 49 12 20 29 28 86 52:
Old : 98: 44 17 19 29 27 86 50:
Other: 29: 13 2 12 8 11 22 24:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 53.9 38.5 68.4 19.0 42.8 28.9 52.0
Old : 22.2 55.7 36.8 69.0 20.5 47.3 31.2 56.0
Other: 67.0 53.8 79.6 77.3 34.4 39.5 44.1 48.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 139,697: 39,727 14,644 24,727 66,213 92,712 130,667 132,083: 9,030 7,614
Old : 87,227: 35,864 13,088 13,731 29,834 53,661 79,429 80,480: 7,798 6,748
Other: 52,470: 10,255 7,948 4,605 36,379 39,051 51,238 51,604: 1,231 866
: : :
: : Changes in Commitments from: May 25, 2010 :
: -3,145: -958 -1,085 121 -2,742 -1,545 -3,580 -2,510: 434 -636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 10.5 17.7 47.4 66.4 93.5 94.5: 6.5 5.5
Old : 100.0: 41.1 15.0 15.7 34.2 61.5 91.1 92.3: 8.9 7.7
Other: 100.0: 19.5 15.1 8.8 69.3 74.4 97.7 98.3: 2.3 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 54 32 48 52 53 127 118:
Old : 146: 51 31 41 44 44 113 102:
Other: 78: 16 15 18 36 39 62 63:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 31.7 39.7 47.6 19.9 22.2 27.8 32.8
Old : 25.2 32.9 38.1 47.5 20.0 27.7 29.4 40.3
Other: 38.2 40.6 60.0 61.8 31.1 37.3 50.0 55.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 903,800: 154,654 37,734 250,016 421,644 548,182 826,314 835,932: 77,486 67,868
Old : 903,800: 154,654 37,734 250,016 421,644 548,182 826,314 835,932: 77,486 67,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 4,647: -3,765 1,908 5,587 2,294 -3,770 4,116 3,725: 531 922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 4.2 27.7 46.7 60.7 91.4 92.5: 8.6 7.5
Old : 100.0: 17.1 4.2 27.7 46.7 60.7 91.4 92.5: 8.6 7.5
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 : 244: 69 63 100 85 94 206 213:
Old : 244: 69 63 100 85 94 206 213:
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 : 12.5 17.1 21.9 26.6 9.7 10.1 15.4 16.2
Old : 12.5 17.1 21.9 26.6 9.7 10.1 15.4 16.2
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, June 1, 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 : 185,142: 35,377 21,823 54,349 85,705 98,548 175,430 174,721: 9,712 10,421
Old : 132,090: 37,193 26,668 27,063 60,715 69,855 124,971 123,585: 7,119 8,505
Other: 53,051: 11,337 8,309 14,132 24,989 28,693 50,459 51,135: 2,592 1,916
: : :
: : Changes in Commitments from: May 25, 2010 :
: 1,333: 2,294 -4,594 2,970 -4,194 2,902 1,070 1,278: 263 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 11.8 29.4 46.3 53.2 94.8 94.4: 5.2 5.6
Old : 100.0: 28.2 20.2 20.5 46.0 52.9 94.6 93.6: 5.4 6.4
Other: 100.0: 21.4 15.7 26.6 47.1 54.1 95.1 96.4: 4.9 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 115 119 124 123 128 309 312:
Old : 391: 122 116 106 115 117 287 290:
Other: 226: 51 54 53 78 91 155 172:
:----------------------------------------------------------------------------------------------------
: 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 17.5 30.6 28.0 14.0 11.6 21.4 19.1
Old : 19.2 15.2 31.7 26.8 16.4 13.9 25.4 23.5
Other: 26.1 32.2 40.4 44.3 18.3 17.3 28.6 26.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 1, 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 : 39,512: 23,421 2,981 5,308 6,132 29,261 34,861 37,550: 4,651 1,962
Old : 39,512: 23,421 2,981 5,308 6,132 29,261 34,861 37,550: 4,651 1,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: -1,568: -2,004 92 1,160 106 -2,593 -738 -1,342: -829 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.3 7.5 13.4 15.5 74.1 88.2 95.0: 11.8 5.0
Old : 100.0: 59.3 7.5 13.4 15.5 74.1 88.2 95.0: 11.8 5.0
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 : 75: 40 17 6 13 11 57 31:
Old : 75: 40 17 6 13 11 57 31:
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 73.7 59.8 85.6 41.1 65.5 50.8 69.9
Old : 43.6 73.7 59.8 85.6 41.1 65.5 50.8 69.9
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, June 1, 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 : 391,014: 15,962 81,275 5,330 348,519 281,891 369,810 368,495: 21,204 22,519
Old : 391,014: 15,962 81,275 5,330 348,519 281,891 369,810 368,495: 21,204 22,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 25, 2010 :
: 7,862: -12,779 4,045 -642 20,625 1,525 7,204 4,928: 658 2,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 20.8 1.4 89.1 72.1 94.6 94.2: 5.4 5.8
Old : 100.0: 4.1 20.8 1.4 89.1 72.1 94.6 94.2: 5.4 5.8
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 : 232: 21 43 18 98 104 133 152:
Old : 232: 21 43 18 98 104 133 152:
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 : 43.5 17.6 55.0 28.9 41.0 17.4 51.0 28.6
Old : 43.5 17.6 55.0 28.9 41.0 17.4 51.0 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 4, 2010