COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 151,430: 25,367 8,530 32,361 82,489 100,942 140,216 141,833: 11,214 9,597
Old : 1,673: 26 0 0 1,601 1,412 1,627 1,412: 46 261
Other: 149,757: 25,343 8,532 32,359 80,888 99,530 138,589 140,421: 11,168 9,336
: : :
: : Changes in Commitments from: June 16, 2009 :
: -10,190: -4,488 2,483 -629 -1,578 -11,167 -6,695 -9,314: -3,495 -877
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 5.6 21.4 54.5 66.7 92.6 93.7: 7.4 6.3
Old : 100.0: 1.6 0.0 0.0 95.7 84.4 97.3 84.4: 2.7 15.6
Other: 100.0: 16.9 5.7 21.6 54.0 66.5 92.5 93.8: 7.5 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 77 37 41 53 53 149 114:
Old : 13: 2 0 0 4 7 6 7:
Other: 184: 77 37 41 53 51 149 112:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 28.8 35.8 42.9 20.9 22.6 33.2 34.1
Old : 96.7 81.8 97.3 84.4 96.7 81.8 97.3 84.4
Other: 21.5 28.9 36.2 42.6 21.1 22.7 33.6 35.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 40,135: 10,415 7,237 7,151 18,103 22,601 35,669 36,988: 4,466 3,146
Old : 35,953: 9,777 7,167 5,725 16,399 19,998 31,901 32,891: 4,051 3,062
Other: 4,182: 929 361 1,134 1,704 2,602 3,767 4,098: 414 84
: : :
: : Changes in Commitments from: June 16, 2009 :
: -2,364: 661 3,360 -2,038 -1,028 -3,929 -2,405 -2,608: 42 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 18.0 17.8 45.1 56.3 88.9 92.2: 11.1 7.8
Old : 100.0: 27.2 19.9 15.9 45.6 55.6 88.7 91.5: 11.3 8.5
Other: 100.0: 22.2 8.6 27.1 40.7 62.2 90.1 98.0: 9.9 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 37 36 22 32 15 79 65:
Old : 107: 42 31 20 31 14 77 62:
Other: 37: 8 15 15 11 8 33 24:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 55.5 35.9 64.6 17.8 43.9 27.9 50.2
Old : 21.6 55.1 37.9 64.9 19.9 44.3 29.4 51.2
Other: 32.9 63.8 54.2 78.1 26.5 46.6 42.7 51.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 120,153: 34,718 14,183 13,007 64,141 87,718 111,865 114,909: 8,287 5,244
Old : 54,205: 27,289 6,649 2,143 18,620 41,954 48,053 50,747: 6,152 3,458
Other: 65,948: 10,623 10,729 7,668 45,521 45,764 63,813 64,162: 2,135 1,786
: : :
: : Changes in Commitments from: June 16, 2009 :
: -5,252: -7,435 -4,731 1,160 2,137 -2,846 -4,139 -6,417: -1,113 1,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 11.8 10.8 53.4 73.0 93.1 95.6: 6.9 4.4
Old : 100.0: 50.3 12.3 4.0 34.4 77.4 88.7 93.6: 11.3 6.4
Other: 100.0: 16.1 16.3 11.6 69.0 69.4 96.8 97.3: 3.2 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 138: 48 25 23 45 46 108 81:
Old : 131: 48 23 15 30 37 86 68:
Other: 88: 21 12 17 37 36 69 54:
:----------------------------------------------------------------------------------------------------
: 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 : 36.2 34.1 48.8 47.7 31.2 28.8 42.0 42.2
Old : 31.6 37.7 44.7 52.2 31.5 37.2 44.6 51.6
Other: 41.7 36.4 58.2 54.2 32.6 33.1 45.8 45.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 1,018,956: 190,268 17,567 226,304 512,348 719,376 928,921 963,247: 90,035 55,708
Old : 1,018,956: 190,268 17,567 226,304 512,348 719,376 928,921 963,247: 90,035 55,708
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 28,493: 11,548 -244 -2,487 13,207 34,968 22,268 32,237: 6,225 -3,744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 1.7 22.2 50.3 70.6 91.2 94.5: 8.8 5.5
Old : 100.0: 18.7 1.7 22.2 50.3 70.6 91.2 94.5: 8.8 5.5
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 : 227: 79 36 71 88 99 206 173:
Old : 227: 79 36 71 88 99 206 173:
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 : 14.7 24.4 25.5 33.6 9.6 13.5 15.6 20.6
Old : 14.7 24.4 25.5 33.6 9.6 13.5 15.6 20.6
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, June 23, 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 : 142,104: 24,486 10,433 36,039 72,881 87,421 133,406 133,892: 8,699 8,212
Old : 87,566: 23,735 13,832 14,332 43,884 53,838 81,951 82,002: 5,615 5,564
Other: 54,538: 10,877 6,726 11,582 28,996 33,583 51,455 51,891: 3,083 2,648
: : :
: : Changes in Commitments from: June 16, 2009 :
: -13,166: -5,357 1,381 -3,106 -3,546 -11,990 -12,009 -13,716: -1,157 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 7.3 25.4 51.3 61.5 93.9 94.2: 6.1 5.8
Old : 100.0: 27.1 15.8 16.4 50.1 61.5 93.6 93.6: 6.4 6.4
Other: 100.0: 19.9 12.3 21.2 53.2 61.6 94.3 95.1: 5.7 4.9
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 118 69 99 110 107 280 232:
Old : 319: 120 68 77 97 89 247 204:
Other: 228: 52 54 49 81 94 163 167:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 25.4 30.9 35.5 15.3 18.3 24.0 26.2
Old : 19.9 35.6 32.7 46.0 18.9 34.8 31.7 44.3
Other: 31.4 22.0 44.9 36.4 27.8 22.0 39.9 33.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 22,140: 4,597 12,265 2,900 12,335 3,200 19,833 18,366: 2,306 3,774
Old : 22,140: 4,597 12,265 2,900 12,335 3,200 19,833 18,366: 2,306 3,774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: 260: 688 -218 97 -231 589 554 467: -294 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 55.4 13.1 55.7 14.5 89.6 83.0: 10.4 17.0
Old : 100.0: 20.8 55.4 13.1 55.7 14.5 89.6 83.0: 10.4 17.0
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 : 68: 16 37 6 8 8 28 48:
Old : 68: 16 37 6 8 8 28 48:
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 : 63.8 41.9 77.4 57.3 56.7 35.8 67.3 47.1
Old : 63.8 41.9 77.4 57.3 56.7 35.8 67.3 47.1
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, June 23, 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 : 356,007: 33,799 99,740 1,657 305,081 242,357 340,537 343,753: 15,470 12,254
Old : 356,007: 33,799 99,740 1,657 305,081 242,357 340,537 343,753: 15,470 12,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2009 :
: -102,078: 4,056 2,413 -7,159 -97,249 -92,238 -100,352 -96,983: -1,726 -5,095
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 28.0 0.5 85.7 68.1 95.7 96.6: 4.3 3.4
Old : 100.0: 9.5 28.0 0.5 85.7 68.1 95.7 96.6: 4.3 3.4
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 : 222: 19 47 9 90 97 116 146:
Old : 222: 19 47 9 90 97 116 146:
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 : 44.3 22.9 55.7 35.2 40.9 22.9 51.9 33.4
Old : 44.3 22.9 55.7 35.2 40.9 22.9 51.9 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 2, 2009