COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 205,769: 27,270 10,918 68,753 93,570 114,280 189,593 193,951: 16,176 11,818
Old : 172,911: 22,835 10,891 56,956 79,441 94,537 159,232 162,384: 13,678 10,526
Other: 32,858: 6,234 1,825 9,998 14,129 19,743 30,361 31,566: 2,497 1,292
: : :
: : Changes in Commitments from: January 20, 2009 :
: 3,638: 2,182 -2,562 2,986 -3,503 2,798 1,665 3,222: 1,973 416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 5.3 33.4 45.5 55.5 92.1 94.3: 7.9 5.7
Old : 100.0: 13.2 6.3 32.9 45.9 54.7 92.1 93.9: 7.9 6.1
Other: 100.0: 19.0 5.6 30.4 43.0 60.1 92.4 96.1: 7.6 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 83 42 61 67 60 176 139:
Old : 198: 79 42 59 64 58 169 135:
Other: 91: 24 22 27 35 32 75 65:
:----------------------------------------------------------------------------------------------------
: 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 : 16.3 23.0 28.3 36.1 14.4 16.9 22.8 25.9
Old : 17.7 23.7 30.6 36.8 16.4 19.0 25.9 27.7
Other: 22.2 29.6 37.3 44.9 21.3 27.1 33.4 38.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 39,881: 7,470 8,115 9,687 18,823 18,913 35,981 36,716: 3,900 3,165
Old : 39,574: 7,563 7,964 9,595 18,518 18,851 35,676 36,410: 3,898 3,164
Other: 307: 0 244 0 305 62 305 306: 2 1
: : :
: : Changes in Commitments from: January 20, 2009 :
: 599: -126 -420 429 -331 528 -28 537: 627 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 20.3 24.3 47.2 47.4 90.2 92.1: 9.8 7.9
Old : 100.0: 19.1 20.1 24.2 46.8 47.6 90.1 92.0: 9.9 8.0
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 : 108: 34 39 26 33 17 80 71:
Old : 108: 35 38 26 33 17 80 71:
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 : 27.2 53.3 41.7 65.0 17.7 36.2 28.0 44.1
Old : 26.9 53.6 41.2 65.4 17.6 36.9 28.1 44.8
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 27, 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 : 133,063: 31,887 11,865 22,993 68,717 92,373 123,596 127,230: 9,467 5,833
Old : 114,703: 31,434 7,194 20,601 54,153 81,818 106,189 109,613: 8,514 5,089
Other: 18,360: 2,181 6,400 662 14,563 10,554 17,407 17,616: 953 743
: : :
: : Changes in Commitments from: January 20, 2009 :
: 3,369: -355 -2,414 2,061 -230 2,372 1,476 2,020: 1,893 1,349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 8.9 17.3 51.6 69.4 92.9 95.6: 7.1 4.4
Old : 100.0: 27.4 6.3 18.0 47.2 71.3 92.6 95.6: 7.4 4.4
Other: 100.0: 11.9 34.9 3.6 79.3 57.5 94.8 96.0: 5.2 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 133: 49 15 35 53 45 120 85:
Old : 133: 48 18 31 51 45 115 84:
Other: 49: 8 7 6 27 20 39 29:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 40.1 42.7 53.3 24.9 30.0 34.9 42.5
Old : 27.8 39.9 41.4 54.7 23.7 32.3 32.9 45.8
Other: 54.0 53.5 69.9 72.0 47.9 53.5 58.7 67.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 981,814: 140,791 35,785 270,431 488,043 612,505 899,265 918,721: 82,549 63,092
Old : 981,814: 140,791 35,785 270,431 488,043 612,505 899,265 918,721: 82,549 63,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 11,144: 4,950 -7,189 7,101 -8,005 10,236 4,045 10,148: 7,099 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 3.6 27.5 49.7 62.4 91.6 93.6: 8.4 6.4
Old : 100.0: 14.3 3.6 27.5 49.7 62.4 91.6 93.6: 8.4 6.4
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 : 222: 77 41 75 89 90 198 179:
Old : 222: 77 41 75 89 90 198 179:
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 : 15.7 21.2 25.4 32.6 6.9 10.2 11.4 15.2
Old : 15.7 21.2 25.4 32.6 6.9 10.2 11.4 15.2
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 27, 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 : 176,674: 27,187 17,499 58,433 80,765 92,404 166,385 168,336: 10,289 8,338
Old : 158,594: 31,572 21,428 42,216 75,646 86,958 149,433 150,602: 9,162 7,992
Other: 18,080: 5,096 5,551 6,737 5,119 5,446 16,952 17,734: 1,128 346
: : :
: : Changes in Commitments from: January 20, 2009 :
: 9,775: 3,039 -3,677 4,492 2,530 9,263 10,060 10,078: -285 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 9.9 33.1 45.7 52.3 94.2 95.3: 5.8 4.7
Old : 100.0: 19.9 13.5 26.6 47.7 54.8 94.2 95.0: 5.8 5.0
Other: 100.0: 28.2 30.7 37.3 28.3 30.1 93.8 98.1: 6.2 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 318: 106 63 89 120 115 273 227:
Old : 318: 113 59 87 119 112 271 223:
Other: 99: 12 18 19 44 44 67 70:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 21.6 28.8 32.3 11.0 12.7 19.5 20.1
Old : 16.6 20.1 27.7 31.3 13.6 15.5 23.5 24.0
Other: 66.5 63.9 74.6 71.8 38.0 37.9 42.5 42.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 27, 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 : 20,199: 10,459 1,880 3,566 3,494 12,122 17,519 17,568: 2,680 2,631
Old : 20,199: 10,459 1,880 3,566 3,494 12,122 17,519 17,568: 2,680 2,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 3,245: 2,356 -102 641 411 2,595 3,408 3,135: -163 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 9.3 17.7 17.3 60.0 86.7 87.0: 13.3 13.0
Old : 100.0: 51.8 9.3 17.7 17.3 60.0 86.7 87.0: 13.3 13.0
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 : 59: 28 17 9 8 8 40 30:
Old : 59: 28 17 9 8 8 40 30:
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 : 43.3 66.6 66.8 77.6 34.3 50.7 48.6 55.5
Old : 43.3 66.6 66.8 77.6 34.3 50.7 48.6 55.5
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 with Delta-adjusted Options and Futures Combined, January 27, 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 : 421,066: 24,759 87,809 5,993 378,306 310,419 409,059 404,222: 12,008 16,845
Old : 421,066: 24,759 87,809 5,993 378,306 310,419 409,059 404,222: 12,008 16,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 20, 2009 :
: 1,765: -3,600 -3,960 4,337 3,277 5,994 4,015 6,371: -2,250 -4,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 20.9 1.4 89.8 73.7 97.1 96.0: 2.9 4.0
Old : 100.0: 5.9 20.9 1.4 89.8 73.7 97.1 96.0: 2.9 4.0
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 : 236: 17 49 11 90 115 114 168:
Old : 236: 17 49 11 90 115 114 168:
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 : 38.3 28.7 52.6 37.2 36.3 28.6 50.2 37.0
Old : 38.3 28.7 52.6 37.2 36.3 28.6 50.2 37.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2009