COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 197,183: 37,907 4,760 52,086 91,897 132,019 181,890 188,865: 15,292 8,318
Old : 106,411: 29,279 9,344 20,353 46,983 70,124 96,615 99,821: 9,796 6,590
Other: 90,771: 15,841 2,629 24,520 44,915 61,895 85,275 89,044: 5,496 1,727
: : :
: : Changes in Commitments from: May 19, 2009 :
: -1,889: -2,380 -327 451 832 -2,625 -1,097 -2,501: -791 612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 2.4 26.4 46.6 67.0 92.2 95.8: 7.8 4.2
Old : 100.0: 27.5 8.8 19.1 44.2 65.9 90.8 93.8: 9.2 6.2
Other: 100.0: 17.5 2.9 27.0 49.5 68.2 93.9 98.1: 6.1 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 99 28 55 58 56 180 120:
Old : 189: 83 40 43 42 46 147 107:
Other: 135: 53 18 27 50 45 117 76:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 32.6 29.3 45.5 15.7 26.1 25.7 36.6
Old : 18.6 41.7 30.0 50.7 18.5 38.2 29.4 47.1
Other: 22.5 28.5 36.5 46.3 17.5 25.7 25.2 36.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 43,851: 12,671 2,183 9,608 16,814 30,390 39,094 42,182: 4,757 1,669
Old : 41,801: 12,771 2,130 8,535 16,099 29,573 37,406 40,238: 4,396 1,563
Other: 2,049: 42 196 931 715 817 1,688 1,944: 361 106
: : :
: : Changes in Commitments from: May 19, 2009 :
: 1,205: 329 19 368 372 864 1,069 1,251: 136 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 5.0 21.9 38.3 69.3 89.2 96.2: 10.8 3.8
Old : 100.0: 30.6 5.1 20.4 38.5 70.7 89.5 96.3: 10.5 3.7
Other: 100.0: 2.1 9.6 45.4 34.9 39.9 82.4 94.8: 17.6 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 52 20 19 25 17 88 46:
Old : 100: 52 19 19 23 17 85 46:
Other: 26: 8 8 13 6 7 22 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 : 22.6 65.6 36.1 75.7 14.7 52.4 23.9 56.3
Old : 22.1 66.8 36.2 77.0 15.4 55.0 24.9 59.0
Other: 46.4 51.2 67.0 70.6 18.5 22.3 20.0 30.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 134,938: 27,808 16,602 24,084 74,513 86,849 126,405 127,534: 8,533 7,404
Old : 86,116: 29,958 12,667 12,159 36,453 54,606 78,570 79,432: 7,546 6,683
Other: 48,822: 6,082 12,165 3,694 38,060 32,243 47,835 48,102: 987 720
: : :
: : Changes in Commitments from: May 19, 2009 :
: 1,798: 696 3,308 -394 1,225 -794 1,526 2,120: 271 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 12.3 17.8 55.2 64.4 93.7 94.5: 6.3 5.5
Old : 100.0: 34.8 14.7 14.1 42.3 63.4 91.2 92.2: 8.8 7.8
Other: 100.0: 12.5 24.9 7.6 78.0 66.0 98.0 98.5: 2.0 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 36 34 35 50 43 105 100:
Old : 129: 33 35 29 41 40 89 93:
Other: 74: 16 12 18 31 32 58 53:
:----------------------------------------------------------------------------------------------------
: 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 : 39.3 39.8 53.5 51.5 28.4 22.5 36.2 33.4
Old : 41.2 36.6 56.4 50.7 30.2 26.4 40.7 36.8
Other: 45.2 48.5 62.9 65.1 33.3 38.5 48.8 48.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 1,037,468: 228,226 15,488 260,390 450,152 705,618 938,768 981,495: 98,699 55,972
Old : 1,037,468: 228,226 15,488 260,390 450,152 705,618 938,768 981,495: 98,699 55,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 41,440: 15,273 190 10,034 13,899 30,319 39,206 40,542: 2,235 898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 1.5 25.1 43.4 68.0 90.5 94.6: 9.5 5.4
Old : 100.0: 22.0 1.5 25.1 43.4 68.0 90.5 94.6: 9.5 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 : 231: 88 36 75 84 94 209 174:
Old : 231: 88 36 75 84 94 209 174:
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 : 13.5 21.5 24.0 32.4 8.5 13.9 13.8 21.6
Old : 13.5 21.5 24.0 32.4 8.5 13.9 13.8 21.6
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, May 26, 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 : 182,227: 40,677 10,203 54,310 74,921 108,001 169,907 172,514: 12,320 9,713
Old : 131,568: 42,713 17,731 26,505 52,745 79,561 121,963 123,798: 9,606 7,771
Other: 50,659: 12,973 7,481 12,796 22,176 28,439 47,944 48,716: 2,714 1,942
: : :
: : Changes in Commitments from: May 19, 2009 :
: 7,803: 3,876 -684 3,420 998 4,838 8,294 7,574: -492 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 5.6 29.8 41.1 59.3 93.2 94.7: 6.8 5.3
Old : 100.0: 32.5 13.5 20.1 40.1 60.5 92.7 94.1: 7.3 5.9
Other: 100.0: 25.6 14.8 25.3 43.8 56.1 94.6 96.2: 5.4 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 157 61 100 107 115 313 235:
Old : 356: 152 67 88 96 107 291 221:
Other: 197: 49 34 47 70 86 141 145:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 23.0 28.7 33.2 11.6 13.9 20.4 22.3
Old : 15.9 27.9 27.0 38.8 15.2 26.8 26.3 36.7
Other: 44.5 26.1 56.0 39.2 37.1 22.0 45.2 33.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 39,196: 12,995 14,783 3,657 20,982 16,140 37,634 34,580: 1,561 4,616
Old : 39,196: 12,995 14,783 3,657 20,982 16,140 37,634 34,580: 1,561 4,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: 7,191: 3,698 5,922 491 2,969 607 7,159 7,020: 32 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 37.7 9.3 53.5 41.2 96.0 88.2: 4.0 11.8
Old : 100.0: 33.2 37.7 9.3 53.5 41.2 96.0 88.2: 4.0 11.8
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 : 70: 14 41 8 8 10 24 57:
Old : 70: 14 41 8 8 10 24 57:
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 : 82.2 55.2 90.0 67.3 75.9 50.9 80.0 58.1
Old : 82.2 55.2 90.0 67.3 75.9 50.9 80.0 58.1
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, May 26, 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 : 430,822: 32,661 90,745 6,307 377,129 315,761 416,097 412,814: 14,725 18,009
Old : 430,822: 32,661 90,745 6,307 377,129 315,761 416,097 412,814: 14,725 18,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2009 :
: -2,200: -1,341 2,235 1,812 4,890 -3,713 5,361 334: -7,561 -2,534
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 21.1 1.5 87.5 73.3 96.6 95.8: 3.4 4.2
Old : 100.0: 7.6 21.1 1.5 87.5 73.3 96.6 95.8: 3.4 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 : 227: 31 48 14 86 100 125 154:
Old : 227: 31 48 14 86 100 125 154:
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 : 45.0 24.8 58.1 38.3 34.2 22.5 47.0 30.0
Old : 45.0 24.8 58.1 38.3 34.2 22.5 47.0 30.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2009