COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 203,702: 26,994 13,397 67,737 95,660 111,236 190,391 192,371: 13,311 11,331
Old : 173,463: 22,585 13,864 57,020 82,898 92,212 162,502 163,095: 10,960 10,367
Other: 30,239: 6,064 1,187 9,063 12,762 19,024 27,889 29,275: 2,350 964
: : :
: : Changes in Commitments from: January 6, 2009 :
: -1,429: -899 461 484 3,587 -1,042 3,172 -96: -4,601 -1,333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 6.6 33.3 47.0 54.6 93.5 94.4: 6.5 5.6
Old : 100.0: 13.0 8.0 32.9 47.8 53.2 93.7 94.0: 6.3 6.0
Other: 100.0: 20.1 3.9 30.0 42.2 62.9 92.2 96.8: 7.8 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 81 47 62 67 59 172 146:
Old : 203: 74 52 57 66 57 167 140:
Other: 84: 28 13 25 33 30 70 59:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 21.9 29.5 35.2 15.2 16.6 23.3 24.8
Old : 18.3 21.8 31.7 35.5 17.1 17.5 26.5 25.3
Other: 21.0 31.7 37.0 49.0 20.5 28.6 33.3 41.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 39,059: 7,515 7,862 9,182 19,011 18,967 35,708 36,011: 3,351 3,048
Old : 38,752: 7,611 7,714 9,086 18,706 18,905 35,403 35,705: 3,349 3,047
Other: 307: 0 244 0 305 62 305 306: 2 1
: : :
: : Changes in Commitments from: January 6, 2009 :
: 769: 988 -297 -131 -123 1,367 733 939: 35 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 20.1 23.5 48.7 48.6 91.4 92.2: 8.6 7.8
Old : 100.0: 19.6 19.9 23.4 48.3 48.8 91.4 92.1: 8.6 7.9
Other: 100.0: 0.0 79.5 0.0 99.4 20.2 99.4 99.7: 0.6 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 29 37 24 34 14 77 64:
Old : 103: 30 36 24 34 14 77 64:
Other: 4: 0 2 0 2 1 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 27.9 55.5 42.6 67.0 17.6 37.1 28.6 45.2
Old : 27.6 55.8 42.1 67.3 17.5 37.8 28.6 46.0
Other: 99.4 99.7 99.4 99.7 79.2 79.5 79.2 79.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 137,827: 37,153 16,231 20,442 68,316 92,319 125,910 128,992: 11,917 8,836
Old : 121,553: 36,633 12,045 18,399 55,500 82,431 110,532 112,875: 11,021 8,678
Other: 16,274: 2,067 5,733 496 12,815 9,888 15,378 16,116: 897 158
: : :
: : Changes in Commitments from: January 6, 2009 :
: 7,568: 1,641 1,242 3,036 2,643 2,189 7,319 6,467: 249 1,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 11.8 14.8 49.6 67.0 91.4 93.6: 8.6 6.4
Old : 100.0: 30.1 9.9 15.1 45.7 67.8 90.9 92.9: 9.1 7.1
Other: 100.0: 12.7 35.2 3.0 78.7 60.8 94.5 99.0: 5.5 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 132: 48 16 34 53 45 117 86:
Old : 132: 45 21 31 51 45 113 85:
Other: 44: 9 3 4 24 19 34 25:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 36.9 39.5 50.0 23.1 29.5 33.9 42.0
Old : 23.9 35.7 39.2 49.8 21.9 28.5 33.0 42.1
Other: 58.3 53.8 71.7 73.8 50.7 52.2 61.3 66.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 965,727: 124,220 47,245 261,451 508,619 591,353 894,290 900,049: 71,438 65,678
Old : 965,727: 124,220 47,245 261,451 508,619 591,353 894,290 900,049: 71,438 65,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -14,454: 3,705 637 -3,550 -10,504 -15,753 -10,349 -18,666: -4,105 4,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 4.9 27.1 52.7 61.2 92.6 93.2: 7.4 6.8
Old : 100.0: 12.9 4.9 27.1 52.7 61.2 92.6 93.2: 7.4 6.8
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 : 226: 60 63 78 90 89 196 187:
Old : 226: 60 63 78 90 89 196 187:
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 : 17.6 20.9 28.1 32.1 8.8 9.7 14.1 14.8
Old : 17.6 20.9 28.1 32.1 8.8 9.7 14.1 14.8
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 with Delta-adjusted Options and Futures Combined, January 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 : 165,820: 22,014 21,903 53,498 79,568 80,259 155,081 155,660: 10,740 10,160
Old : 150,512: 26,246 25,078 39,011 75,470 76,629 140,726 140,718: 9,786 9,794
Other: 15,308: 4,216 5,272 6,040 4,099 3,630 14,355 14,942: 953 366
: : :
: : Changes in Commitments from: January 6, 2009 :
: -587: 3,794 -3,261 946 -7,903 -568 -3,162 -2,883: 2,575 2,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 13.2 32.3 48.0 48.4 93.5 93.9: 6.5 6.1
Old : 100.0: 17.4 16.7 25.9 50.1 50.9 93.5 93.5: 6.5 6.5
Other: 100.0: 27.5 34.4 39.5 26.8 23.7 93.8 97.6: 6.2 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 96 71 86 117 103 257 224:
Old : 309: 102 69 84 116 99 255 219:
Other: 95: 15 14 18 46 38 69 62:
:----------------------------------------------------------------------------------------------------
: 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 : 18.6 20.9 29.2 32.2 11.6 13.4 20.3 21.6
Old : 17.1 18.7 28.8 30.5 14.6 15.9 25.1 24.9
Other: 65.5 67.4 74.3 75.5 35.4 39.9 40.4 44.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 15,100: 7,284 1,838 2,707 2,926 8,044 12,918 12,589: 2,182 2,510
Old : 15,100: 7,284 1,838 2,707 2,926 8,044 12,918 12,589: 2,182 2,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -2,278: -1,061 -982 -45 -769 -378 -1,875 -1,405: -403 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 12.2 17.9 19.4 53.3 85.5 83.4: 14.5 16.6
Old : 100.0: 48.2 12.2 17.9 19.4 53.3 85.5 83.4: 14.5 16.6
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 : 40: 17 13 5 5 7 24 23:
Old : 40: 17 13 5 5 7 24 23:
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 : 59.4 66.0 74.2 76.5 45.3 49.1 52.2 53.7
Old : 59.4 66.0 74.2 76.5 45.3 49.1 52.2 53.7
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, January 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 : 411,232: 25,809 89,354 4,587 370,180 298,299 400,575 392,239: 10,657 18,993
Old : 411,232: 25,809 89,354 4,587 370,180 298,299 400,575 392,239: 10,657 18,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2009 :
: -180: 2,346 1,565 836 895 2,574 4,077 4,975: -4,257 -5,155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 21.7 1.1 90.0 72.5 97.4 95.4: 2.6 4.6
Old : 100.0: 6.3 21.7 1.1 90.0 72.5 97.4 95.4: 2.6 4.6
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 : 249: 20 53 10 99 114 124 172:
Old : 249: 20 53 10 99 114 124 172:
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 : 38.1 28.8 52.4 37.6 36.0 28.7 50.2 37.2
Old : 38.1 28.8 52.4 37.6 36.0 28.7 50.2 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 16, 2009