COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 190,884: 26,521 22,982 47,050 100,182 107,644 173,753 177,676: 17,131 13,208
Old : 135,903: 23,290 23,631 26,865 73,254 74,437 123,409 124,932: 12,493 10,970
Other: 54,981: 8,440 4,560 14,976 26,927 33,207 50,343 52,743: 4,638 2,238
: : :
: : Changes in Commitments from: March 24, 2009 :
: 4,747: -82 -5,619 1,809 2,271 9,229 3,997 5,418: 750 -671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 12.0 24.6 52.5 56.4 91.0 93.1: 9.0 6.9
Old : 100.0: 17.1 17.4 19.8 53.9 54.8 90.8 91.9: 9.2 8.1
Other: 100.0: 15.4 8.3 27.2 49.0 60.4 91.6 95.9: 8.4 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 88 54 59 66 60 180 151:
Old : 216: 87 51 53 61 54 169 140:
Other: 121: 34 34 31 42 38 98 81:
:----------------------------------------------------------------------------------------------------
: 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 : 19.2 24.7 30.6 36.0 15.5 15.3 24.5 24.2
Old : 23.1 25.2 36.9 37.6 18.9 17.6 29.6 27.0
Other: 23.0 33.6 38.0 49.0 21.7 29.1 32.4 40.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 34,133: 9,278 6,934 5,117 15,684 18,959 30,080 31,010: 4,053 3,123
Old : 33,609: 9,301 6,938 5,030 15,281 18,548 29,612 30,516: 3,997 3,093
Other: 524: 17 36 47 403 411 468 495: 56 30
: : :
: : Changes in Commitments from: March 24, 2009 :
: 15: 2 -1,194 152 -228 968 -73 -73: 88 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 20.3 15.0 46.0 55.5 88.1 90.9: 11.9 9.1
Old : 100.0: 27.7 20.6 15.0 45.5 55.2 88.1 90.8: 11.9 9.2
Other: 100.0: 3.3 6.9 9.0 76.9 78.4 89.2 94.3: 10.8 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 43 36 21 28 19 81 68:
Old : 113: 42 37 21 28 19 81 68:
Other: 18: 5 5 7 6 4 14 13:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 54.4 33.6 63.7 19.6 47.6 31.9 55.1
Old : 20.0 54.9 33.1 64.2 19.9 48.7 32.0 56.4
Other: 78.7 84.9 87.2 93.6 53.8 62.0 56.9 62.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 123,003: 34,462 10,750 21,475 59,679 86,796 115,615 119,021: 7,387 3,982
Old : 96,163: 38,077 8,291 13,073 38,686 71,370 89,836 92,734: 6,327 3,429
Other: 26,840: 3,325 9,400 1,461 20,993 15,426 25,779 26,287: 1,061 553
: : :
: : Changes in Commitments from: March 24, 2009 :
: -768: 1,565 -909 -2,455 1,212 4,241 322 877: -1,089 -1,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 8.7 17.5 48.5 70.6 94.0 96.8: 6.0 3.2
Old : 100.0: 39.6 8.6 13.6 40.2 74.2 93.4 96.4: 6.6 3.6
Other: 100.0: 12.4 35.0 5.4 78.2 57.5 96.0 97.9: 4.0 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 46 23 27 49 44 107 86:
Old : 129: 45 23 25 42 41 97 82:
Other: 67: 11 12 10 28 30 47 44:
:----------------------------------------------------------------------------------------------------
: 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 : 33.7 42.4 47.8 55.5 27.3 31.7 37.4 42.8
Old : 33.9 41.9 48.6 55.3 28.6 37.8 40.5 49.4
Other: 47.9 52.4 65.3 68.4 43.9 49.2 58.0 63.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 932,159: 163,154 33,482 204,928 488,658 623,003 856,740 861,413: 75,419 70,746
Old : 932,159: 163,154 33,482 204,928 488,658 623,003 856,740 861,413: 75,419 70,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: 829: -2,044 16,930 -6,315 12,475 -11,451 4,117 -836: -3,288 1,665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 3.6 22.0 52.4 66.8 91.9 92.4: 8.1 7.6
Old : 100.0: 17.5 3.6 22.0 52.4 66.8 91.9 92.4: 8.1 7.6
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 : 207: 54 48 70 80 89 175 171:
Old : 207: 54 48 70 80 89 175 171:
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 : 17.0 22.6 27.2 32.4 8.5 9.7 13.7 15.2
Old : 17.0 22.6 27.2 32.4 8.5 9.7 13.7 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, March 31, 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 : 180,503: 27,734 19,091 54,117 89,400 100,391 171,250 173,599: 9,253 6,905
Old : 150,340: 31,647 22,753 32,924 77,979 88,379 142,550 144,057: 7,790 6,283
Other: 30,163: 6,747 6,998 10,532 11,421 12,012 28,700 29,542: 1,463 621
: : :
: : Changes in Commitments from: March 24, 2009 :
: 2,463: 1,547 -1,227 709 1,975 5,130 4,231 4,612: -1,769 -2,150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 10.6 30.0 49.5 55.6 94.9 96.2: 5.1 3.8
Old : 100.0: 21.1 15.1 21.9 51.9 58.8 94.8 95.8: 5.2 4.2
Other: 100.0: 22.4 23.2 34.9 37.9 39.8 95.1 97.9: 4.9 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 109 69 89 122 114 275 240:
Old : 328: 117 63 86 118 111 267 235:
Other: 155: 21 38 38 65 63 114 111:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 22.4 30.2 31.6 10.4 11.0 18.5 18.3
Old : 18.1 22.4 29.0 32.7 14.1 15.1 23.3 23.6
Other: 46.4 42.1 58.4 55.1 30.4 27.7 38.0 36.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 31, 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 : 24,799: 11,108 4,519 2,945 9,629 14,746 23,682 22,211: 1,118 2,588
Old : 24,799: 11,108 4,519 2,945 9,629 14,746 23,682 22,211: 1,118 2,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -1,302: 406 453 201 -88 -1,059 519 -404: -1,821 -898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 18.2 11.9 38.8 59.5 95.5 89.6: 4.5 10.4
Old : 100.0: 44.8 18.2 11.9 38.8 59.5 95.5 89.6: 4.5 10.4
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 : 53: 16 23 10 9 8 31 36:
Old : 53: 16 23 10 9 8 31 36:
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 : 74.2 67.9 86.7 76.9 65.6 56.5 70.3 61.5
Old : 74.2 67.9 86.7 76.9 65.6 56.5 70.3 61.5
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, March 31, 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 : 390,854: 26,597 82,980 3,198 350,298 291,787 380,094 377,965: 10,759 12,889
Old : 390,854: 26,597 82,980 3,198 350,298 291,787 380,094 377,965: 10,759 12,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 24, 2009 :
: -9,107: 4,187 -6,583 931 -9,159 256 -4,041 -5,397: -5,066 -3,710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 21.2 0.8 89.6 74.7 97.2 96.7: 2.8 3.3
Old : 100.0: 6.8 21.2 0.8 89.6 74.7 97.2 96.7: 2.8 3.3
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 : 217: 18 47 15 90 102 118 154:
Old : 217: 18 47 15 90 102 118 154:
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 : 45.6 27.2 57.8 38.5 39.9 27.1 52.1 35.7
Old : 45.6 27.2 57.8 38.5 39.9 27.1 52.1 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2009