COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 13, 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 : 156,335: 46,646 14,881 11,181 81,254 123,636 139,081 149,698: 17,254 6,637
Old : 151,625: 46,585 14,790 11,021 77,084 119,337 134,690 145,148: 16,935 6,477
Other: 4,710: 201 231 20 4,170 4,299 4,391 4,550: 319 160
: : :
: : Changes in Commitments from: October 6, 2009 :
: 9,905: 4,745 -344 2,853 -255 6,822 7,343 9,331: 2,562 574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 9.5 7.2 52.0 79.1 89.0 95.8: 11.0 4.2
Old : 100.0: 30.7 9.8 7.3 50.8 78.7 88.8 95.7: 11.2 4.3
Other: 100.0: 4.3 4.9 0.4 88.5 91.3 93.2 96.6: 6.8 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 101 35 44 43 60 174 119:
Old : 220: 100 37 43 39 59 170 117:
Other: 49: 4 10 2 15 25 19 37:
:----------------------------------------------------------------------------------------------------
: 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 : 24.6 39.3 37.3 53.1 24.0 37.3 36.2 49.1
Old : 25.1 40.5 38.2 54.0 24.6 38.6 37.1 50.2
Other: 82.8 63.6 91.0 79.3 82.8 63.6 90.8 79.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 13, 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 : 32,333: 16,443 1,500 1,361 10,781 28,529 28,585 31,390: 3,748 943
Old : 16,841: 10,141 1,044 68 4,011 15,398 14,220 16,510: 2,621 331
Other: 15,492: 7,015 1,169 580 6,770 13,131 14,365 14,880: 1,127 612
: : :
: : Changes in Commitments from: October 6, 2009 :
: 2,696: 1,213 -918 -112 442 4,472 1,543 3,442: 1,153 -746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 4.6 4.2 33.3 88.2 88.4 97.1: 11.6 2.9
Old : 100.0: 60.2 6.2 0.4 23.8 91.4 84.4 98.0: 15.6 2.0
Other: 100.0: 45.3 7.5 3.7 43.7 84.8 92.7 96.0: 7.3 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 49 11 19 26 18 82 44:
Old : 79: 41 9 1 17 13 58 23:
Other: 71: 24 18 13 17 16 51 37:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 75.9 42.3 84.2 27.1 74.6 42.3 82.5
Old : 37.3 90.2 50.8 94.1 37.3 90.2 50.8 94.1
Other: 35.7 69.3 54.3 80.1 35.7 67.6 54.3 77.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 13, 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 : 127,976: 46,497 18,104 12,955 55,840 91,154 115,292 122,213: 12,684 5,763
Old : 113,357: 45,571 11,930 12,509 42,727 83,207 100,807 107,646: 12,550 5,711
Other: 14,619: 1,352 6,600 20 13,113 7,947 14,485 14,567: 134 52
: : :
: : Changes in Commitments from: October 6, 2009 :
: -1,015: -2,377 -2,397 1,218 -365 288 -1,524 -891: 509 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 14.1 10.1 43.6 71.2 90.1 95.5: 9.9 4.5
Old : 100.0: 40.2 10.5 11.0 37.7 73.4 88.9 95.0: 11.1 5.0
Other: 100.0: 9.2 45.1 0.1 89.7 54.4 99.1 99.6: 0.9 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 70 23 37 47 46 139 92:
Old : 162: 71 25 37 47 46 139 92:
Other: 34: 10 5 2 11 13 22 19:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 35.9 38.0 49.7 23.7 27.4 31.8 38.6
Old : 26.6 34.5 37.6 47.4 25.3 30.4 34.5 42.9
Other: 82.4 87.4 92.4 95.3 59.1 70.6 68.8 74.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 13, 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 : 760,540: 218,895 43,524 71,007 415,345 593,855 705,247 708,386: 55,293 52,154
Old : 760,540: 218,895 43,524 71,007 415,345 593,855 705,247 708,386: 55,293 52,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -10,725: -12,803 9,371 -6,684 16,162 -34,429 -3,325 -31,742: -7,400 21,017
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.7 9.3 54.6 78.1 92.7 93.1: 7.3 6.9
Old : 100.0: 28.8 5.7 9.3 54.6 78.1 92.7 93.1: 7.3 6.9
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 : 224: 96 24 57 80 86 194 151:
Old : 224: 96 24 57 80 86 194 151:
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 : 19.1 22.6 31.3 37.4 13.8 16.3 21.9 26.1
Old : 19.1 22.6 31.3 37.4 13.8 16.3 21.9 26.1
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, October 13, 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 : 110,478: 35,558 9,272 12,322 54,823 83,178 102,703 104,772: 7,775 5,706
Old : 107,081: 35,920 9,916 10,426 53,127 81,295 99,473 101,637: 7,608 5,444
Other: 3,397: 1,041 759 493 1,696 1,883 3,230 3,135: 167 262
: : :
: : Changes in Commitments from: October 6, 2009 :
: 8,630: 7,275 279 1,383 -1,559 4,803 7,099 6,465: 1,531 2,165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 8.4 11.2 49.6 75.3 93.0 94.8: 7.0 5.2
Old : 100.0: 33.5 9.3 9.7 49.6 75.9 92.9 94.9: 7.1 5.1
Other: 100.0: 30.6 22.3 14.5 49.9 55.4 95.1 92.3: 4.9 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 132 47 49 88 101 244 179:
Old : 315: 134 47 48 87 98 243 175:
Other: 57: 6 7 6 17 32 26 44:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 24.9 34.2 38.1 21.7 21.1 32.2 33.5
Old : 22.3 24.9 33.6 38.4 22.3 22.2 33.0 34.9
Other: 71.5 47.5 84.5 66.7 57.8 37.3 68.4 53.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 13, 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 : 33,891: 10,890 20,381 2,012 18,417 6,593 31,319 28,986: 2,572 4,905
Old : 33,891: 10,890 20,381 2,012 18,417 6,593 31,319 28,986: 2,572 4,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 2,017: 332 746 -12 1,457 109 1,777 843: 240 1,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 60.1 5.9 54.3 19.5 92.4 85.5: 7.6 14.5
Old : 100.0: 32.1 60.1 5.9 54.3 19.5 92.4 85.5: 7.6 14.5
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 : 81: 16 46 6 7 13 28 62:
Old : 81: 16 46 6 7 13 28 62:
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 : 70.3 32.0 85.7 52.9 70.3 29.9 74.8 44.3
Old : 70.3 32.0 85.7 52.9 70.3 29.9 74.8 44.3
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, October 13, 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 : 366,572: 34,393 92,228 3,546 310,560 256,762 348,499 352,536: 18,073 14,036
Old : 366,572: 34,393 92,228 3,546 310,560 256,762 348,499 352,536: 18,073 14,036
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -6,571: -6,582 -4,489 -1,806 3,234 -876 -5,154 -7,171: -1,417 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 25.2 1.0 84.7 70.0 95.1 96.2: 4.9 3.8
Old : 100.0: 9.4 25.2 1.0 84.7 70.0 95.1 96.2: 4.9 3.8
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 : 227: 30 45 8 88 93 122 142:
Old : 227: 30 45 8 88 93 122 142:
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 : 47.0 22.4 56.7 37.5 44.0 22.4 52.6 35.8
Old : 47.0 22.4 56.7 37.5 44.0 22.4 52.6 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2009