COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 15, 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 : 184,632: 66,820 22,337 10,033 87,698 146,501 164,551 178,871: 20,081 5,761
Old : 170,038: 66,053 22,249 7,393 77,742 135,443 151,188 165,085: 18,850 4,953
Other: 14,594: 2,964 2,285 443 9,956 11,058 13,363 13,786: 1,231 808
: : :
: : Changes in Commitments from: December 8, 2009 :
: 6,225: 2,607 1,680 260 2,307 4,142 5,174 6,082: 1,051 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 12.1 5.4 47.5 79.3 89.1 96.9: 10.9 3.1
Old : 100.0: 38.8 13.1 4.3 45.7 79.7 88.9 97.1: 11.1 2.9
Other: 100.0: 20.3 15.7 3.0 68.2 75.8 91.6 94.5: 8.4 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 131 38 34 48 62 201 120:
Old : 257: 132 39 30 41 60 190 117:
Other: 81: 7 22 5 21 35 33 60:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 39.1 32.3 52.3 21.1 37.6 31.5 49.5
Old : 22.5 40.8 34.6 54.3 22.4 40.6 33.9 52.9
Other: 48.9 33.8 66.2 50.7 48.9 33.6 66.2 50.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 15, 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 : 35,243: 18,586 2,863 2,291 10,273 28,581 31,150 33,735: 4,093 1,508
Old : 35,010: 18,586 2,895 2,239 10,126 28,369 30,951 33,503: 4,059 1,507
Other: 233: 52 20 0 147 212 199 232: 34 1
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,991: 1,618 593 325 404 1,016 2,347 1,934: -356 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.7 8.1 6.5 29.1 81.1 88.4 95.7: 11.6 4.3
Old : 100.0: 53.1 8.3 6.4 28.9 81.0 88.4 95.7: 11.6 4.3
Other: 100.0: 22.3 8.6 0.0 63.1 91.0 85.4 99.6: 14.6 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 57 19 18 20 20 93 43:
Old : 109: 57 19 17 20 20 92 43:
Other: 6: 2 2 0 1 2 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 22.8 65.3 37.1 76.2 21.8 59.7 34.4 70.4
Old : 22.5 65.7 36.9 76.6 22.0 60.4 34.6 71.2
Other: 85.4 99.6 85.4 99.6 70.8 85.0 70.8 85.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, December 15, 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 : 129,639: 53,088 11,880 10,566 54,494 102,319 118,148 124,765: 11,491 4,874
Old : 111,010: 52,675 4,577 8,929 38,156 92,772 99,760 106,278: 11,250 4,732
Other: 18,629: 1,931 8,821 119 16,338 9,547 18,388 18,487: 241 142
: : :
: : Changes in Commitments from: December 8, 2009 :
: 1,778: 1,709 445 -912 572 2,753 1,369 2,286: 409 -508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 9.2 8.2 42.0 78.9 91.1 96.2: 8.9 3.8
Old : 100.0: 47.5 4.1 8.0 34.4 83.6 89.9 95.7: 10.1 4.3
Other: 100.0: 10.4 47.4 0.6 87.7 51.2 98.7 99.2: 1.3 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 76 20 28 43 42 130 83:
Old : 159: 77 20 26 40 40 125 80:
Other: 45: 11 7 3 15 17 28 26:
:----------------------------------------------------------------------------------------------------
: 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 : 28.1 34.6 39.6 51.7 25.0 27.0 33.2 40.7
Old : 27.0 35.1 37.5 51.9 25.9 33.4 35.4 49.5
Other: 78.6 81.4 89.9 91.1 58.9 69.2 70.1 75.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 15, 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 : 819,140: 220,514 35,310 83,630 427,404 658,238 731,548 777,178: 87,592 41,962
Old : 819,140: 220,514 35,310 83,630 427,404 658,238 731,548 777,178: 87,592 41,962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 33,329: 20,222 -7,855 6,701 -13,476 31,885 13,447 30,731: 19,882 2,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 4.3 10.2 52.2 80.4 89.3 94.9: 10.7 5.1
Old : 100.0: 26.9 4.3 10.2 52.2 80.4 89.3 94.9: 10.7 5.1
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 : 246: 111 28 70 80 89 214 167:
Old : 246: 111 28 70 80 89 214 167:
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 : 16.5 25.4 28.0 40.4 11.7 18.1 19.3 29.8
Old : 16.5 25.4 28.0 40.4 11.7 18.1 19.3 29.8
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, December 15, 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 : 127,695: 45,676 8,875 14,112 60,015 100,820 119,803 123,807: 7,892 3,888
Old : 119,229: 46,905 11,688 8,409 56,267 95,476 111,581 115,573: 7,648 3,656
Other: 8,466: 3,391 1,807 1,083 3,748 5,344 8,222 8,234: 244 232
: : :
: : Changes in Commitments from: December 8, 2009 :
: 7,568: 5,568 -204 1,346 662 7,126 7,576 8,268: -8 -700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 7.0 11.1 47.0 79.0 93.8 97.0: 6.2 3.0
Old : 100.0: 39.3 9.8 7.1 47.2 80.1 93.6 96.9: 6.4 3.1
Other: 100.0: 40.1 21.3 12.8 44.3 63.1 97.1 97.3: 2.9 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 145 39 44 86 106 259 170:
Old : 329: 150 38 41 85 101 258 162:
Other: 91: 9 17 7 22 50 35 72:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 24.1 35.2 37.6 21.0 21.0 32.9 33.7
Old : 22.1 25.2 35.1 39.4 22.1 22.8 34.7 36.7
Other: 66.4 36.6 82.3 51.6 58.3 29.1 71.1 41.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 15, 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 : 51,271: 37,579 11,809 3,301 5,437 32,729 46,317 47,839: 4,954 3,432
Old : 51,271: 37,579 11,809 3,301 5,437 32,729 46,317 47,839: 4,954 3,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,677: 8,440 -3,267 -1,238 -4,704 7,507 2,498 3,002: 179 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 23.0 6.4 10.6 63.8 90.3 93.3: 9.7 6.7
Old : 100.0: 73.3 23.0 6.4 10.6 63.8 90.3 93.3: 9.7 6.7
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 : 74: 36 22 3 10 8 49 31:
Old : 74: 36 22 3 10 8 49 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 : 67.2 57.8 76.6 79.7 62.5 52.3 67.2 67.9
Old : 67.2 57.8 76.6 79.7 62.5 52.3 67.2 67.9
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 - Futures Only, December 15, 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 : 428,040: 46,535 100,765 6,640 347,439 294,801 400,614 402,206: 27,426 25,834
Old : 428,040: 46,535 100,765 6,640 347,439 294,801 400,614 402,206: 27,426 25,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 24,589: 8,442 890 2,553 3,202 9,786 14,197 13,229: 10,392 11,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 23.5 1.6 81.2 68.9 93.6 94.0: 6.4 6.0
Old : 100.0: 10.9 23.5 1.6 81.2 68.9 93.6 94.0: 6.4 6.0
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 : 242: 25 50 17 102 110 139 166:
Old : 242: 25 50 17 102 110 139 166:
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 : 41.0 18.4 51.1 30.2 36.9 18.2 45.8 28.6
Old : 41.0 18.4 51.1 30.2 36.9 18.2 45.8 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2009