COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 163,208: 29,109 5,761 35,800 85,421 113,623 150,329 155,184: 12,879 8,023
Old : 161,151: 29,132 5,752 35,747 83,572 111,703 148,451 153,203: 12,700 7,948
Other: 2,056: 2 34 27 1,849 1,920 1,878 1,981: 178 75
: : :
: : Changes in Commitments from: June 30, 2009 :
: 7,792: 1,410 -4,335 2,143 2,983 11,194 6,536 9,003: 1,256 -1,211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 3.5 21.9 52.3 69.6 92.1 95.1: 7.9 4.9
Old : 100.0: 18.1 3.6 22.2 51.9 69.3 92.1 95.1: 7.9 4.9
Other: 100.0: 0.1 1.6 1.3 89.9 93.4 91.3 96.3: 8.7 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 191: 82 40 44 53 51 159 114:
Old : 191: 84 40 44 53 51 159 114:
Other: 23: 2 4 3 9 12 12 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 : 22.1 31.0 35.9 45.6 21.6 25.0 33.1 37.4
Old : 22.2 31.4 36.2 46.1 21.7 25.3 33.3 37.6
Other: 87.4 89.2 90.3 93.9 87.2 89.2 88.8 92.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 41,905: 10,781 7,470 8,691 17,912 22,976 37,383 39,137: 4,522 2,768
Old : 37,046: 10,147 7,357 6,968 16,015 20,078 33,130 34,403: 3,916 2,643
Other: 4,860: 920 399 1,437 1,897 2,898 4,254 4,734: 606 126
: : :
: : Changes in Commitments from: June 30, 2009 :
: 1,853: -845 -2,036 1,853 521 2,109 1,528 1,925: 324 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 17.8 20.7 42.7 54.8 89.2 93.4: 10.8 6.6
Old : 100.0: 27.4 19.9 18.8 43.2 54.2 89.4 92.9: 10.6 7.1
Other: 100.0: 18.9 8.2 29.6 39.0 59.6 87.5 97.4: 12.5 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 40 34 22 28 16 77 64:
Old : 105: 46 28 21 28 15 76 62:
Other: 38: 10 14 16 12 8 35 25:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 54.6 36.4 65.5 18.5 44.6 28.5 51.7
Old : 23.5 54.6 39.0 66.2 20.9 45.6 31.2 53.4
Other: 31.5 59.0 49.1 73.7 23.8 43.3 38.2 48.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 118,657: 32,772 15,193 14,150 64,681 84,640 111,604 113,983: 7,053 4,674
Old : 49,231: 24,953 10,049 1,068 18,139 34,766 44,160 45,883: 5,071 3,348
Other: 69,426: 12,868 10,193 8,033 46,543 49,874 67,444 68,100: 1,982 1,326
: : :
: : Changes in Commitments from: June 30, 2009 :
: 343: 151 421 841 -177 -1,203 814 58: -471 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 12.8 11.9 54.5 71.3 94.1 96.1: 5.9 3.9
Old : 100.0: 50.7 20.4 2.2 36.8 70.6 89.7 93.2: 10.3 6.8
Other: 100.0: 18.5 14.7 11.6 67.0 71.8 97.1 98.1: 2.9 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 48 25 30 43 45 109 86:
Old : 129: 46 26 17 31 34 86 68:
Other: 94: 30 7 19 36 39 71 60:
:----------------------------------------------------------------------------------------------------
: 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 : 37.1 32.3 50.3 46.3 32.0 26.7 43.4 40.0
Old : 35.5 34.0 49.5 48.4 35.5 33.5 49.4 47.8
Other: 40.5 35.3 56.5 53.4 31.7 32.0 45.4 44.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 1,001,126: 199,932 11,003 249,744 459,859 683,995 909,535 944,742: 91,591 56,384
Old : 1,001,126: 199,932 11,003 249,744 459,859 683,995 909,535 944,742: 91,591 56,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -37,823: -5,776 -1,368 -2,420 -29,456 -34,802 -37,652 -38,590: -171 767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 1.1 24.9 45.9 68.3 90.9 94.4: 9.1 5.6
Old : 100.0: 20.0 1.1 24.9 45.9 68.3 90.9 94.4: 9.1 5.6
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 : 233: 91 36 78 83 93 212 173:
Old : 233: 91 36 78 83 93 212 173:
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 : 13.4 21.4 23.6 31.9 9.2 11.7 15.3 18.5
Old : 13.4 21.4 23.6 31.9 9.2 11.7 15.3 18.5
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, July 7, 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 : 141,909: 23,427 15,567 36,557 72,485 80,762 132,469 132,886: 9,440 9,023
Old : 84,874: 22,641 17,521 14,397 41,756 47,233 78,794 79,151: 6,079 5,723
Other: 57,035: 10,213 7,473 12,734 30,729 33,528 53,675 53,735: 3,360 3,300
: : :
: : Changes in Commitments from: June 30, 2009 :
: 393: -1,177 1,587 458 96 -3,283 -623 -1,238: 1,016 1,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 11.0 25.8 51.1 56.9 93.3 93.6: 6.7 6.4
Old : 100.0: 26.7 20.6 17.0 49.2 55.7 92.8 93.3: 7.2 6.7
Other: 100.0: 17.9 13.1 22.3 53.9 58.8 94.1 94.2: 5.9 5.8
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 121 81 99 111 102 275 246:
Old : 329: 124 75 77 96 84 241 215:
Other: 229: 48 60 53 89 89 171 169:
:----------------------------------------------------------------------------------------------------
: 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 21.9 30.8 32.6 16.0 15.5 22.9 24.4
Old : 22.6 33.2 33.7 43.2 21.6 32.6 31.6 41.4
Other: 29.1 21.1 42.6 35.4 25.4 21.0 36.9 32.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 7, 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 : 21,548: 4,830 11,972 2,834 11,282 3,411 18,946 18,217: 2,602 3,331
Old : 21,548: 4,830 11,972 2,834 11,282 3,411 18,946 18,217: 2,602 3,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: -76: 474 800 -105 -800 -247 -431 447: 355 -524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 55.6 13.2 52.4 15.8 87.9 84.5: 12.1 15.5
Old : 100.0: 22.4 55.6 13.2 52.4 15.8 87.9 84.5: 12.1 15.5
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 : 69: 14 37 9 9 11 30 51:
Old : 69: 14 37 9 9 11 30 51:
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 : 65.8 44.9 79.2 60.0 58.8 38.6 66.4 49.6
Old : 65.8 44.9 79.2 60.0 58.8 38.6 66.4 49.6
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, July 7, 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 : 359,587: 22,558 108,327 1,505 321,422 233,032 345,485 342,864: 14,102 16,723
Old : 359,587: 22,558 108,327 1,505 321,422 233,032 345,485 342,864: 14,102 16,723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2009 :
: 11,881: -2,324 10,642 -992 16,982 -90 13,666 9,559: -1,785 2,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 30.1 0.4 89.4 64.8 96.1 95.3: 3.9 4.7
Old : 100.0: 6.3 30.1 0.4 89.4 64.8 96.1 95.3: 3.9 4.7
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: 16 54 10 90 100 112 158:
Old : 227: 16 54 10 90 100 112 158:
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 : 43.7 22.7 55.7 33.6 40.2 22.1 51.2 31.0
Old : 43.7 22.7 55.7 33.6 40.2 22.1 51.2 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2009