COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 186,137: 26,603 28,601 45,241 97,911 98,415 169,756 172,257: 16,382 13,880
Old : 135,420: 23,982 28,486 27,114 72,309 67,966 123,405 123,567: 12,014 11,853
Other: 50,718: 6,637 4,131 14,111 25,602 30,449 46,350 48,691: 4,367 2,027
: : :
: : Changes in Commitments from: March 17, 2009 :
: 10,234: 1,338 -2,371 1,598 5,579 11,812 8,516 11,039: 1,718 -805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 15.4 24.3 52.6 52.9 91.2 92.5: 8.8 7.5
Old : 100.0: 17.7 21.0 20.0 53.4 50.2 91.1 91.2: 8.9 8.8
Other: 100.0: 13.1 8.1 27.8 50.5 60.0 91.4 96.0: 8.6 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 83 61 63 67 59 178 161:
Old : 218: 78 64 55 63 54 168 148:
Other: 122: 36 33 31 41 39 98 82:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 22.3 29.7 33.6 15.8 14.9 24.9 23.9
Old : 21.3 21.8 34.8 34.6 18.7 17.3 29.0 26.1
Other: 23.6 32.6 38.4 48.5 22.4 29.3 32.1 39.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 34,118: 9,276 8,128 4,965 15,912 17,991 30,153 31,084: 3,965 3,034
Old : 33,598: 9,298 8,129 4,881 15,509 17,583 29,688 30,594: 3,910 3,004
Other: 520: 14 36 47 404 407 465 490: 56 30
: : :
: : Changes in Commitments from: March 17, 2009 :
: 532: 445 -748 20 -168 1,706 298 978: 234 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 23.8 14.6 46.6 52.7 88.4 91.1: 11.6 8.9
Old : 100.0: 27.7 24.2 14.5 46.2 52.3 88.4 91.1: 11.6 8.9
Other: 100.0: 2.8 6.9 9.0 77.6 78.3 89.3 94.2: 10.7 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 45 35 23 28 18 83 69:
Old : 114: 44 36 23 28 18 83 69:
Other: 17: 4 6 7 6 3 14 12:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 51.8 34.0 63.4 19.8 44.9 32.2 55.4
Old : 20.2 52.3 33.5 64.0 20.1 45.9 32.4 56.6
Other: 79.3 84.9 87.8 93.7 52.9 60.5 55.6 60.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 123,771: 32,896 11,659 23,930 58,467 82,554 115,294 118,144: 8,477 5,626
Old : 97,253: 36,577 9,312 15,381 37,655 67,480 89,614 92,173: 7,639 5,080
Other: 26,518: 3,533 9,562 1,335 20,812 15,074 25,680 25,971: 838 547
: : :
: : Changes in Commitments from: March 17, 2009 :
: -3,864: 132 -224 -4,566 -536 1,517 -4,971 -3,273: 1,107 -591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 9.4 19.3 47.2 66.7 93.2 95.5: 6.8 4.5
Old : 100.0: 37.6 9.6 15.8 38.7 69.4 92.1 94.8: 7.9 5.2
Other: 100.0: 13.3 36.1 5.0 78.5 56.8 96.8 97.9: 3.2 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 43 28 29 50 45 109 90:
Old : 131: 44 26 26 44 41 100 84:
Other: 67: 13 11 11 28 29 47 45:
:----------------------------------------------------------------------------------------------------
: 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 : 35.8 41.1 49.2 53.8 28.1 30.6 38.1 41.5
Old : 37.1 38.8 50.1 53.4 29.3 36.5 41.5 48.1
Other: 48.2 53.3 65.4 69.1 43.7 50.1 58.1 64.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 931,330: 165,198 16,553 211,243 476,183 634,454 852,623 862,249: 78,707 69,081
Old : 931,330: 165,198 16,553 211,243 476,183 634,454 852,623 862,249: 78,707 69,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 61,829: 18,087 -10,142 7,191 29,931 62,765 55,210 59,814: 6,620 2,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 1.8 22.7 51.1 68.1 91.5 92.6: 8.5 7.4
Old : 100.0: 17.7 1.8 22.7 51.1 68.1 91.5 92.6: 8.5 7.4
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 : 202: 60 38 68 79 91 175 165:
Old : 202: 60 38 68 79 91 175 165:
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 : 16.1 22.7 26.3 33.2 8.6 11.6 13.5 17.6
Old : 16.1 22.7 26.3 33.2 8.6 11.6 13.5 17.6
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, March 24, 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 : 178,041: 26,186 20,318 53,407 87,426 95,261 167,019 168,986: 11,022 9,054
Old : 150,013: 30,844 23,634 32,847 76,761 85,160 140,452 141,641: 9,561 8,372
Other: 28,028: 5,773 7,115 10,130 10,665 10,101 26,567 27,345: 1,460 682
: : :
: : Changes in Commitments from: March 17, 2009 :
: 4,942: 1,598 -5,481 1,500 -316 7,425 2,782 3,443: 2,160 1,499
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.4 30.0 49.1 53.5 93.8 94.9: 6.2 5.1
Old : 100.0: 20.6 15.8 21.9 51.2 56.8 93.6 94.4: 6.4 5.6
Other: 100.0: 20.6 25.4 36.1 38.1 36.0 94.8 97.6: 5.2 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 105 76 88 123 108 273 236:
Old : 325: 109 73 83 119 105 264 231:
Other: 146: 23 32 36 65 57 112 102:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 21.6 29.8 30.9 10.8 11.5 19.1 18.8
Old : 17.3 21.2 28.6 31.3 14.4 15.6 23.9 23.9
Other: 46.0 44.3 58.1 57.2 30.8 28.8 39.0 37.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 24, 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 : 26,102: 10,701 4,066 2,744 9,717 15,805 23,163 22,615: 2,939 3,487
Old : 26,102: 10,701 4,066 2,744 9,717 15,805 23,163 22,615: 2,939 3,487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: 2,024: -3,904 1,304 199 5,388 -1 1,683 1,501: 341 523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 15.6 10.5 37.2 60.6 88.7 86.6: 11.3 13.4
Old : 100.0: 41.0 15.6 10.5 37.2 60.6 88.7 86.6: 11.3 13.4
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 : 52: 17 21 9 6 10 27 37:
Old : 52: 17 21 9 6 10 27 37:
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 : 72.8 64.9 82.9 74.1 64.2 53.8 66.9 59.4
Old : 72.8 64.9 82.9 74.1 64.2 53.8 66.9 59.4
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, March 24, 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 : 399,960: 22,410 89,563 2,267 359,457 291,531 384,135 383,361: 15,825 16,599
Old : 399,960: 22,410 89,563 2,267 359,457 291,531 384,135 383,361: 15,825 16,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 17, 2009 :
: -86,560: -1,264 -19,109 -1,075 -82,478 -57,561 -84,817 -77,744: -1,743 -8,815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 22.4 0.6 89.9 72.9 96.0 95.8: 4.0 4.2
Old : 100.0: 5.6 22.4 0.6 89.9 72.9 96.0 95.8: 4.0 4.2
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 : 216: 14 46 11 92 103 114 152:
Old : 216: 14 46 11 92 103 114 152:
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 : 47.5 27.5 59.8 38.0 42.6 27.3 54.7 35.8
Old : 47.5 27.5 59.8 38.0 42.6 27.3 54.7 35.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2009