COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 199,798: 39,723 5,863 50,604 91,409 135,310 181,736 191,777: 18,062 8,021
Old : 115,827: 32,677 10,036 21,072 49,669 78,677 103,418 109,786: 12,408 6,041
Other: 83,972: 14,213 2,994 22,365 41,740 56,633 78,318 81,991: 5,654 1,980
: : :
: : Changes in Commitments from: May 5, 2009 :
: 15,288: 4,721 -637 5,346 4,261 9,176 14,327 13,885: 961 1,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 2.9 25.3 45.8 67.7 91.0 96.0: 9.0 4.0
Old : 100.0: 28.2 8.7 18.2 42.9 67.9 89.3 94.8: 10.7 5.2
Other: 100.0: 16.9 3.6 26.6 49.7 67.4 93.3 97.6: 6.7 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 225: 105 33 59 58 60 193 130:
Old : 211: 99 39 42 45 49 164 110:
Other: 138: 50 21 30 48 48 110 88:
:----------------------------------------------------------------------------------------------------
: 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 33.4 28.5 47.3 15.5 27.6 25.2 39.2
Old : 17.5 42.4 29.2 51.8 17.4 39.5 28.7 48.5
Other: 21.5 32.2 36.1 48.4 15.5 27.0 24.1 36.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 42,116: 11,833 2,108 9,268 16,490 29,392 37,592 40,769: 4,525 1,347
Old : 40,142: 11,867 2,002 8,317 15,817 28,573 36,001 38,892: 4,141 1,250
Other: 1,975: 65 205 853 673 820 1,591 1,877: 383 97
: : :
: : Changes in Commitments from: May 5, 2009 :
: 5,482: 1,412 -428 2,863 1,196 3,521 5,471 5,955: 12 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 5.0 22.0 39.2 69.8 89.3 96.8: 10.7 3.2
Old : 100.0: 29.6 5.0 20.7 39.4 71.2 89.7 96.9: 10.3 3.1
Other: 100.0: 3.3 10.4 43.2 34.1 41.5 80.6 95.1: 19.4 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 50 22 21 22 18 86 49:
Old : 101: 51 20 21 20 18 83 49:
Other: 27: 7 10 14 7 6 24 20:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 64.9 35.7 75.4 15.1 51.3 23.0 55.2
Old : 21.6 66.1 35.8 76.6 15.8 53.7 23.9 57.9
Other: 46.7 52.2 66.1 72.2 15.8 23.5 18.2 31.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 129,497: 28,614 13,198 22,639 70,480 87,520 121,732 123,357: 7,765 6,140
Old : 86,305: 33,994 10,920 9,545 35,962 60,347 79,502 80,813: 6,803 5,492
Other: 43,192: 4,687 12,345 3,026 34,517 27,173 42,231 42,544: 961 648
: : :
: : Changes in Commitments from: May 5, 2009 :
: 3,806: -84 1,832 -711 3,530 2,677 2,736 3,798: 1,070 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 10.2 17.5 54.4 67.6 94.0 95.3: 6.0 4.7
Old : 100.0: 39.4 12.7 11.1 41.7 69.9 92.1 93.6: 7.9 6.4
Other: 100.0: 10.9 28.6 7.0 79.9 62.9 97.8 98.5: 2.2 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 34 39 31 45 43 99 95:
Old : 129: 35 36 25 40 39 86 90:
Other: 71: 19 8 17 29 31 56 49:
:----------------------------------------------------------------------------------------------------
: 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 : 39.6 39.6 53.1 52.0 29.0 24.7 36.5 35.0
Old : 40.3 36.9 55.2 49.5 32.9 28.4 42.7 40.5
Other: 48.0 51.2 63.9 67.7 37.9 40.2 50.1 51.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 968,675: 209,990 15,571 237,880 428,047 663,197 875,916 916,648: 92,759 52,028
Old : 968,675: 209,990 15,571 237,880 428,047 663,197 875,916 916,648: 92,759 52,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 39,331: 13,499 -357 22,900 2,106 16,811 38,505 39,354: 826 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 1.6 24.6 44.2 68.5 90.4 94.6: 9.6 5.4
Old : 100.0: 21.7 1.6 24.6 44.2 68.5 90.4 94.6: 9.6 5.4
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 : 232: 86 39 76 79 94 205 174:
Old : 232: 86 39 76 79 94 205 174:
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 : 14.6 23.0 24.8 33.6 8.6 15.4 14.4 23.1
Old : 14.6 23.0 24.8 33.6 8.6 15.4 14.4 23.1
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, May 12, 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 : 167,888: 33,434 12,194 47,202 75,815 99,841 156,451 159,238: 11,436 8,650
Old : 122,641: 36,065 17,973 22,492 55,204 74,852 113,762 115,317: 8,879 7,323
Other: 45,247: 10,960 7,811 11,119 20,611 24,990 42,690 43,920: 2,557 1,327
: : :
: : Changes in Commitments from: May 5, 2009 :
: 5,126: 1,496 -5,012 2,422 582 7,828 4,500 5,238: 626 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 7.3 28.1 45.2 59.5 93.2 94.8: 6.8 5.2
Old : 100.0: 29.4 14.7 18.3 45.0 61.0 92.8 94.0: 7.2 6.0
Other: 100.0: 24.2 17.3 24.6 45.6 55.2 94.3 97.1: 5.7 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 133 68 98 112 115 298 237:
Old : 347: 135 68 86 101 109 277 226:
Other: 184: 34 38 45 69 83 131 138:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 20.9 29.5 31.3 12.1 12.5 20.7 20.6
Old : 16.7 25.0 27.9 34.9 16.4 23.7 27.5 32.9
Other: 44.5 28.0 56.3 41.8 36.3 23.2 44.8 35.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 29,754: 9,847 6,593 3,075 15,377 15,366 28,299 25,034: 1,456 4,720
Old : 29,754: 9,847 6,593 3,075 15,377 15,366 28,299 25,034: 1,456 4,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 4,505: 22 2,861 85 4,904 389 5,011 3,335: -506 1,169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 22.2 10.3 51.7 51.6 95.1 84.1: 4.9 15.9
Old : 100.0: 33.1 22.2 10.3 51.7 51.6 95.1 84.1: 4.9 15.9
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: 17 31 9 6 8 28 43:
Old : 59: 17 31 9 6 8 28 43:
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 : 73.8 61.3 85.6 70.3 67.5 52.4 73.7 57.4
Old : 73.8 61.3 85.6 70.3 67.5 52.4 73.7 57.4
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, May 12, 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 : 412,284: 29,505 94,008 2,237 359,686 291,449 391,428 387,694: 20,856 24,590
Old : 412,284: 29,505 94,008 2,237 359,686 291,449 391,428 387,694: 20,856 24,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2009 :
: 14,857: -2,381 2,143 -2,730 15,468 5,741 10,357 5,154: 4,499 9,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 22.8 0.5 87.2 70.7 94.9 94.0: 5.1 6.0
Old : 100.0: 7.2 22.8 0.5 87.2 70.7 94.9 94.0: 5.1 6.0
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 : 218: 22 49 14 85 97 115 152:
Old : 218: 22 49 14 85 97 115 152:
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 : 42.2 24.9 55.1 36.8 33.2 22.8 45.9 30.8
Old : 42.2 24.9 55.1 36.8 33.2 22.8 45.9 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2009