COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 168,526: 27,516 10,980 39,835 85,907 110,733 153,257 161,548: 15,268 6,978
Old : 98,686: 23,025 11,859 17,537 47,529 63,498 88,090 92,894: 10,595 5,792
Other: 69,840: 8,267 2,897 18,522 38,378 47,236 65,167 68,654: 4,673 1,186
: : :
: : Changes in Commitments from: April 21, 2009 :
: 2,139: -829 -2,444 -197 4,736 6,371 3,710 3,730: -1,571 -1,591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 6.5 23.6 51.0 65.7 90.9 95.9: 9.1 4.1
Old : 100.0: 23.3 12.0 17.8 48.2 64.3 89.3 94.1: 10.7 5.9
Other: 100.0: 11.8 4.1 26.5 55.0 67.6 93.3 98.3: 6.7 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 211: 85 44 53 63 59 174 134:
Old : 196: 79 44 39 50 50 145 117:
Other: 130: 44 22 29 50 42 109 79:
:----------------------------------------------------------------------------------------------------
: 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 27.7 30.7 42.5 18.1 23.4 29.3 36.1
Old : 22.6 29.7 34.9 41.9 22.5 27.0 33.9 38.9
Other: 23.0 37.0 37.9 52.7 20.8 30.4 29.5 41.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 33,690: 9,592 2,622 5,177 14,815 23,669 29,584 31,468: 4,105 2,222
Old : 32,088: 9,727 2,563 4,390 14,156 22,995 28,273 29,947: 3,815 2,140
Other: 1,602: 26 220 627 658 674 1,311 1,520: 291 82
: : :
: : Changes in Commitments from: April 21, 2009 :
: -121: -747 -102 232 705 -146 190 -15: -310 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 7.8 15.4 44.0 70.3 87.8 93.4: 12.2 6.6
Old : 100.0: 30.3 8.0 13.7 44.1 71.7 88.1 93.3: 11.9 6.7
Other: 100.0: 1.6 13.7 39.1 41.1 42.0 81.9 94.9: 18.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 43 25 19 27 16 82 50:
Old : 100: 46 21 19 25 16 79 50:
Other: 25: 5 10 12 7 6 22 18:
:----------------------------------------------------------------------------------------------------
: 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 66.0 32.5 73.0 19.1 59.1 30.8 62.9
Old : 20.2 67.2 33.3 73.8 20.1 62.1 31.9 66.2
Other: 49.4 55.8 69.3 75.7 20.4 27.1 21.8 32.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 125,766: 31,297 11,294 22,379 65,111 86,021 118,787 119,694: 6,979 6,072
Old : 88,717: 38,094 9,010 10,063 34,691 64,346 82,848 83,420: 5,870 5,297
Other: 37,049: 2,917 11,998 2,602 30,420 21,675 35,939 36,275: 1,110 774
: : :
: : Changes in Commitments from: April 21, 2009 :
: 1,610: -657 -113 -74 2,110 593 1,379 405: 230 1,204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 9.0 17.8 51.8 68.4 94.5 95.2: 5.5 4.8
Old : 100.0: 42.9 10.2 11.3 39.1 72.5 93.4 94.0: 6.6 6.0
Other: 100.0: 7.9 32.4 7.0 82.1 58.5 97.0 97.9: 3.0 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 38 28 28 46 46 97 91:
Old : 125: 36 29 25 38 44 85 88:
Other: 71: 16 9 15 30 32 53 50:
:----------------------------------------------------------------------------------------------------
: 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 : 37.6 41.3 52.2 53.3 29.7 28.5 39.2 38.5
Old : 38.4 38.3 54.2 51.5 33.3 32.0 45.6 44.8
Other: 51.5 51.4 66.4 66.9 46.4 44.6 58.7 56.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 877,967: 170,906 26,894 190,109 439,055 607,281 800,070 824,285: 77,896 53,682
Old : 877,967: 170,906 26,894 190,109 439,055 607,281 800,070 824,285: 77,896 53,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 2,025: 7,160 -9,911 6,282 -16,298 11,266 -2,857 7,637: 4,882 -5,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 3.1 21.7 50.0 69.2 91.1 93.9: 8.9 6.1
Old : 100.0: 19.5 3.1 21.7 50.0 69.2 91.1 93.9: 8.9 6.1
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: 59 42 69 78 89 177 166:
Old : 207: 59 42 69 78 89 177 166:
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 : 16.5 22.2 26.3 31.8 9.3 11.9 15.0 18.1
Old : 16.5 22.2 26.3 31.8 9.3 11.9 15.0 18.1
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, April 28, 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 : 153,605: 28,058 20,196 40,994 76,029 84,259 145,081 145,450: 8,524 8,155
Old : 117,514: 30,024 24,229 20,460 60,581 65,620 111,064 110,309: 6,449 7,205
Other: 36,091: 8,320 6,254 10,249 15,448 18,639 34,017 35,141: 2,075 950
: : :
: : Changes in Commitments from: April 21, 2009 :
: -2,311: 245 -1,500 85 -2,708 -838 -2,378 -2,253: 67 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 13.1 26.7 49.5 54.9 94.5 94.7: 5.5 5.3
Old : 100.0: 25.5 20.6 17.4 51.6 55.8 94.5 93.9: 5.5 6.1
Other: 100.0: 23.1 17.3 28.4 42.8 51.6 94.3 97.4: 5.7 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 114 83 86 120 112 276 247:
Old : 342: 115 82 79 114 105 262 237:
Other: 171: 32 32 43 71 71 130 121:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 21.5 28.4 30.9 12.5 14.4 21.9 23.0
Old : 17.2 23.4 29.0 33.9 17.0 22.4 28.8 32.8
Other: 40.1 34.1 54.1 48.1 30.2 25.7 40.6 37.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 23,584: 11,470 2,607 2,913 7,246 15,121 21,629 20,641: 1,955 2,942
Old : 23,584: 11,470 2,607 2,913 7,246 15,121 21,629 20,641: 1,955 2,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: -911: -1,774 -85 126 1,479 -1,348 -169 -1,307: -742 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 11.1 12.4 30.7 64.1 91.7 87.5: 8.3 12.5
Old : 100.0: 48.6 11.1 12.4 30.7 64.1 91.7 87.5: 8.3 12.5
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 : 58: 26 21 10 8 6 38 33:
Old : 58: 26 21 10 8 6 38 33:
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 : 51.8 71.2 68.6 77.3 45.5 56.0 56.4 60.1
Old : 51.8 71.2 68.6 77.3 45.5 56.0 56.4 60.1
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, April 28, 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 : 403,182: 38,485 85,250 5,864 344,917 301,975 389,266 393,089: 13,916 10,093
Old : 403,182: 38,485 85,250 5,864 344,917 301,975 389,266 393,089: 13,916 10,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2009 :
: 1,218: 6,662 4,925 1,784 -3,279 -750 5,167 5,959: -3,949 -4,740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 21.1 1.5 85.5 74.9 96.5 97.5: 3.5 2.5
Old : 100.0: 9.5 21.1 1.5 85.5 74.9 96.5 97.5: 3.5 2.5
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 : 231: 30 47 15 85 104 123 158:
Old : 231: 30 47 15 85 104 123 158:
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 : 43.9 26.3 56.8 38.0 36.8 24.3 49.3 32.7
Old : 43.9 26.3 56.8 38.0 36.8 24.3 49.3 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 1, 2009