COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 22, 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 : 184,215: 64,818 21,308 9,259 90,964 147,095 165,041 177,662: 19,174 6,553
Old : 168,897: 64,009 20,371 7,093 79,959 135,876 151,061 163,340: 17,836 5,557
Other: 15,318: 2,607 2,735 368 11,005 11,219 13,980 14,322: 1,338 996
: : :
: : Changes in Commitments from: December 15, 2009 :
: -417: -2,002 -1,029 -774 3,266 594 490 -1,209: -907 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 11.6 5.0 49.4 79.8 89.6 96.4: 10.4 3.6
Old : 100.0: 37.9 12.1 4.2 47.3 80.4 89.4 96.7: 10.6 3.3
Other: 100.0: 17.0 17.9 2.4 71.8 73.2 91.3 93.5: 8.7 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 244: 122 41 32 50 58 190 116:
Old : 242: 121 42 28 44 56 180 113:
Other: 77: 8 21 3 22 31 32 54:
:----------------------------------------------------------------------------------------------------
: 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 39.5 33.0 52.8 21.5 37.3 32.1 49.2
Old : 23.0 41.5 35.3 55.0 22.8 40.8 34.6 53.6
Other: 53.8 32.5 68.8 49.0 53.8 32.3 68.6 48.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 22, 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 : 34,557: 19,984 1,213 939 9,607 31,217 30,530 33,369: 4,027 1,188
Old : 34,322: 20,000 1,264 868 9,460 31,003 30,328 33,135: 3,994 1,187
Other: 235: 55 20 0 147 214 202 234: 33 1
: : :
: : Changes in Commitments from: December 15, 2009 :
: -686: 1,398 -1,650 -1,352 -666 2,636 -620 -366: -66 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 3.5 2.7 27.8 90.3 88.3 96.6: 11.7 3.4
Old : 100.0: 58.3 3.7 2.5 27.6 90.3 88.4 96.5: 11.6 3.5
Other: 100.0: 23.4 8.5 0.0 62.6 91.1 86.0 99.6: 14.0 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 65 5 12 21 21 88 36:
Old : 103: 65 5 12 21 21 88 36:
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 : 23.2 73.0 36.2 84.5 21.6 67.0 33.3 78.5
Old : 23.0 73.4 36.0 85.0 21.7 67.8 33.5 79.3
Other: 86.0 99.6 86.0 99.6 70.6 84.3 70.6 84.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, December 22, 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 : 129,980: 50,951 10,882 13,946 54,962 100,933 119,859 125,761: 10,121 4,219
Old : 110,944: 51,292 4,075 11,591 38,142 91,186 101,025 106,852: 9,919 4,092
Other: 19,036: 1,896 9,044 118 16,820 9,747 18,834 18,909: 202 127
: : :
: : Changes in Commitments from: December 15, 2009 :
: 341: -2,137 -998 3,380 468 -1,386 1,711 996: -1,370 -655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 8.4 10.7 42.3 77.7 92.2 96.8: 7.8 3.2
Old : 100.0: 46.2 3.7 10.4 34.4 82.2 91.1 96.3: 8.9 3.7
Other: 100.0: 10.0 47.5 0.6 88.4 51.2 98.9 99.3: 1.1 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 77 21 32 45 46 137 89:
Old : 164: 78 21 30 43 44 133 86:
Other: 46: 10 8 3 14 20 27 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 : 28.2 34.0 41.0 52.3 25.1 25.3 32.3 39.9
Old : 27.9 34.1 38.2 50.6 25.8 32.4 34.2 48.3
Other: 77.7 81.5 90.0 90.2 59.2 69.5 71.5 76.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 22, 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 : 836,284: 229,929 39,126 89,206 429,887 668,290 749,022 796,622: 87,262 39,662
Old : 836,284: 229,929 39,126 89,206 429,887 668,290 749,022 796,622: 87,262 39,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 17,144: 9,415 3,816 5,576 2,483 10,052 17,474 19,444: -330 -2,300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 4.7 10.7 51.4 79.9 89.6 95.3: 10.4 4.7
Old : 100.0: 27.5 4.7 10.7 51.4 79.9 89.6 95.3: 10.4 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 : 248: 115 30 69 78 85 218 163:
Old : 248: 115 30 69 78 85 218 163:
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 : 16.2 24.7 27.4 39.6 11.7 16.9 18.8 28.9
Old : 16.2 24.7 27.4 39.6 11.7 16.9 18.8 28.9
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 22, 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 : 130,027: 45,380 9,390 13,849 61,614 101,617 120,843 124,856: 9,184 5,171
Old : 120,565: 46,823 12,071 7,820 57,659 95,544 112,302 115,435: 8,263 5,130
Other: 9,462: 3,412 2,174 1,174 3,955 6,073 8,541 9,421: 921 41
: : :
: : Changes in Commitments from: December 15, 2009 :
: 2,332: -296 515 -263 1,599 797 1,040 1,049: 1,292 1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.9 7.2 10.7 47.4 78.2 92.9 96.0: 7.1 4.0
Old : 100.0: 38.8 10.0 6.5 47.8 79.2 93.1 95.7: 6.9 4.3
Other: 100.0: 36.1 23.0 12.4 41.8 64.2 90.3 99.6: 9.7 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 137 44 50 85 105 252 180:
Old : 322: 143 44 42 85 101 249 171:
Other: 97: 11 17 6 21 55 37 75:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 23.5 35.3 37.7 20.7 20.9 32.7 33.0
Old : 21.9 24.7 35.0 39.5 21.9 22.5 34.6 36.0
Other: 60.1 36.7 74.6 55.9 55.6 28.3 65.9 43.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 22, 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 : 59,792: 45,973 11,843 3,094 5,748 41,744 54,815 56,681: 4,977 3,111
Old : 59,792: 45,973 11,843 3,094 5,748 41,744 54,815 56,681: 4,977 3,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 8,521: 8,394 34 -207 311 9,015 8,498 8,842: 23 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 19.8 5.2 9.6 69.8 91.7 94.8: 8.3 5.2
Old : 100.0: 76.9 19.8 5.2 9.6 69.8 91.7 94.8: 8.3 5.2
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 : 76: 34 26 4 8 10 45 38:
Old : 76: 34 26 4 8 10 45 38:
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 : 72.5 64.7 81.7 81.0 67.9 60.1 72.0 72.5
Old : 72.5 64.7 81.7 81.0 67.9 60.1 72.0 72.5
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 22, 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 : 334,281: 36,412 85,938 1,903 279,893 231,782 318,208 319,623: 16,073 14,658
Old : 334,281: 36,412 85,938 1,903 279,893 231,782 318,208 319,623: 16,073 14,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -93,759: -10,123 -14,827 -4,737 -67,546 -63,019 -82,406 -82,583: -11,353 -11,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 25.7 0.6 83.7 69.3 95.2 95.6: 4.8 4.4
Old : 100.0: 10.9 25.7 0.6 83.7 69.3 95.2 95.6: 4.8 4.4
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 : 219: 25 43 11 96 87 130 132:
Old : 219: 25 43 11 96 87 130 132:
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 : 35.5 22.3 47.8 33.7 31.8 22.3 42.7 31.9
Old : 35.5 22.3 47.8 33.7 31.8 22.3 42.7 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2009