COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, July 28, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 124,662: 34,999 15,616 4,855 73,051 98,417 112,905 118,888: 11,757 5,774
Old : 122,356: 34,994 15,777 4,678 71,109 96,156 110,781 116,611: 11,575 5,745
Other: 2,306: 176 10 6 1,942 2,261 2,124 2,277: 182 29
: : :
: : Changes in Commitments from: July 21, 2009 :
: -5,477: -2,388 884 -594 -211 -6,245 -3,193 -5,955: -2,284 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 12.5 3.9 58.6 78.9 90.6 95.4: 9.4 4.6
Old : 100.0: 28.6 12.9 3.8 58.1 78.6 90.5 95.3: 9.5 4.7
Other: 100.0: 7.6 0.4 0.3 84.2 98.0 92.1 98.7: 7.9 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 193: 81 40 31 40 47 143 100:
Old : 193: 80 42 31 40 47 143 100:
Other: 25: 4 1 1 9 14 13 16:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 39.0 45.7 53.4 29.6 37.1 45.2 50.7
Old : 30.2 39.7 46.3 53.8 29.9 37.9 45.8 51.2
Other: 79.6 85.6 90.6 94.3 79.5 85.6 90.2 94.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, July 28, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,745: 15,139 3,089 1,989 10,994 25,136 28,122 30,214: 3,623 1,531
Old : 27,929: 14,090 3,203 1,592 8,802 21,675 24,484 26,470: 3,445 1,459
Other: 3,816: 1,317 154 129 2,192 3,461 3,638 3,744: 178 72
: : :
: : Changes in Commitments from: July 21, 2009 :
: 144: 253 -90 137 -148 102 242 149: -98 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 9.7 6.3 34.6 79.2 88.6 95.2: 11.4 4.8
Old : 100.0: 50.4 11.5 5.7 31.5 77.6 87.7 94.8: 12.3 5.2
Other: 100.0: 34.5 4.0 3.4 57.4 90.7 95.3 98.1: 4.7 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 45 17 16 23 15 78 39:
Old : 93: 44 19 15 22 15 76 39:
Other: 35: 15 7 6 7 7 25 18:
:----------------------------------------------------------------------------------------------------
: 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 71.8 40.4 79.6 24.7 70.8 40.4 77.0
Old : 28.1 70.5 42.8 79.2 28.1 70.1 42.8 77.1
Other: 53.7 86.9 74.0 94.3 53.7 81.3 72.4 86.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, July 28, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 116,269: 40,837 17,382 6,820 58,504 86,981 106,161 111,183: 10,108 5,086
Old : 45,449: 22,584 11,774 308 15,449 30,283 38,341 42,365: 7,108 3,084
Other: 70,820: 22,697 10,052 2,068 43,055 56,698 67,820 68,818: 3,000 2,002
: : :
: : Changes in Commitments from: July 21, 2009 :
: 2,019: 2,855 -1,018 963 -856 2,182 2,962 2,127: -943 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 14.9 5.9 50.3 74.8 91.3 95.6: 8.7 4.4
Old : 100.0: 49.7 25.9 0.7 34.0 66.6 84.4 93.2: 15.6 6.8
Other: 100.0: 32.0 14.2 2.9 60.8 80.1 95.8 97.2: 4.2 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 63 19 28 46 45 122 82:
Old : 133: 48 27 6 30 30 84 57:
Other: 101: 33 7 14 40 40 79 56:
:----------------------------------------------------------------------------------------------------
: 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 : 31.2 38.9 44.6 53.0 27.7 35.2 40.5 49.1
Old : 23.2 41.5 36.7 59.4 23.2 40.8 36.7 58.8
Other: 39.5 37.3 55.6 56.3 33.7 33.5 49.6 48.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, July 28, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 772,299: 226,762 28,918 87,559 373,817 612,877 688,138 729,354: 84,161 42,945
Old : 772,299: 226,762 28,918 87,559 373,817 612,877 688,138 729,354: 84,161 42,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 41,835: 21,403 -1,995 2,651 15,029 45,968 39,083 46,624: 2,752 -4,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 3.7 11.3 48.4 79.4 89.1 94.4: 10.9 5.6
Old : 100.0: 29.4 3.7 11.3 48.4 79.4 89.1 94.4: 10.9 5.6
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 : 236: 112 26 68 65 83 196 163:
Old : 236: 112 26 68 65 83 196 163:
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 : 16.6 25.1 27.5 37.1 11.7 15.7 18.8 25.8
Old : 16.6 25.1 27.5 37.1 11.7 15.7 18.8 25.8
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 - Futures Only, July 28, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 105,603: 23,964 15,700 12,316 60,118 69,758 96,398 97,774: 9,205 7,829
Old : 55,905: 19,699 17,242 370 30,482 34,114 50,551 51,726: 5,354 4,179
Other: 49,698: 12,193 6,386 4,018 29,636 35,644 45,847 46,048: 3,851 3,650
: : :
: : Changes in Commitments from: July 21, 2009 :
: -2,075: -260 -1,339 -23 -1,815 -863 -2,098 -2,225: 23 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 14.9 11.7 56.9 66.1 91.3 92.6: 8.7 7.4
Old : 100.0: 35.2 30.8 0.7 54.5 61.0 90.4 92.5: 9.6 7.5
Other: 100.0: 24.5 12.8 8.1 59.6 71.7 92.3 92.7: 7.7 7.3
: : :
:# Traders : Number of Traders in Each Category :
All : 292: 101 59 42 93 95 215 182:
Old : 272: 87 68 10 66 62 159 134:
Other: 203: 61 24 14 78 85 144 120:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 25.6 34.4 37.4 21.5 20.1 30.9 31.8
Old : 29.1 41.9 42.4 53.1 29.1 41.6 42.4 52.6
Other: 27.4 24.8 42.0 42.2 25.1 24.8 37.0 41.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, July 28, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,803: 6,429 15,994 2,188 15,416 3,253 24,033 21,435: 1,770 4,368
Old : 25,803: 6,429 15,994 2,188 15,416 3,253 24,033 21,435: 1,770 4,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -1,304: -1,631 -1,474 169 -4 -284 -1,466 -1,589: 162 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 62.0 8.5 59.7 12.6 93.1 83.1: 6.9 16.9
Old : 100.0: 24.9 62.0 8.5 59.7 12.6 93.1 83.1: 6.9 16.9
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 : 65: 8 43 4 10 5 21 50:
Old : 65: 8 43 4 10 5 21 50:
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 : 78.2 36.9 88.3 54.3 74.3 32.3 80.4 48.1
Old : 78.2 36.9 88.3 54.3 74.3 32.3 80.4 48.1
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 - Futures Only, July 28, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 368,094: 33,132 99,220 3,964 313,638 247,661 350,734 350,845: 17,360 17,249
Old : 368,094: 33,132 99,220 3,964 313,638 247,661 350,734 350,845: 17,360 17,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 8,577: 3,082 1,701 2,887 1,795 4,142 7,764 8,730: 813 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 27.0 1.1 85.2 67.3 95.3 95.3: 4.7 4.7
Old : 100.0: 9.0 27.0 1.1 85.2 67.3 95.3 95.3: 4.7 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 : 230: 22 49 10 88 100 119 150:
Old : 230: 22 49 10 88 100 119 150:
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 : 44.1 21.3 54.9 32.6 41.3 21.1 50.7 30.9
Old : 44.1 21.3 54.9 32.6 41.3 21.1 50.7 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2009