COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 178,007: 35,932 4,573 38,147 88,449 129,256 162,528 171,977: 15,479 6,030
Old : 175,813: 35,931 4,656 38,031 86,542 127,185 160,504 169,873: 15,310 5,941
Other: 2,194: 95 11 23 1,907 2,071 2,024 2,104: 169 89
: : :
: : Changes in Commitments from: July 7, 2009 :
: 14,799: 6,823 -1,188 2,348 3,028 15,633 12,199 16,793: 2,601 -1,993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 2.6 21.4 49.7 72.6 91.3 96.6: 8.7 3.4
Old : 100.0: 20.4 2.6 21.6 49.2 72.3 91.3 96.6: 8.7 3.4
Other: 100.0: 4.3 0.5 1.0 86.9 94.4 92.3 95.9: 7.7 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 99 34 46 50 48 170 111:
Old : 200: 98 37 46 50 48 170 111:
Other: 25: 4 2 3 10 13 14 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 : 21.1 34.0 34.3 48.1 20.4 27.5 31.2 40.5
Old : 21.2 34.3 34.6 48.6 20.5 27.9 31.4 40.8
Other: 82.7 86.4 90.0 92.8 82.6 86.4 89.5 91.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 44,297: 11,571 3,568 11,023 17,650 27,431 40,245 42,022: 4,052 2,275
Old : 38,473: 10,956 3,565 8,656 15,423 24,154 35,035 36,374: 3,438 2,099
Other: 5,824: 951 339 2,032 2,228 3,277 5,210 5,648: 613 176
: : :
: : Changes in Commitments from: July 7, 2009 :
: 2,392: 790 -3,902 2,333 -262 4,455 2,862 2,885: -470 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 8.1 24.9 39.8 61.9 90.9 94.9: 9.1 5.1
Old : 100.0: 28.5 9.3 22.5 40.1 62.8 91.1 94.5: 8.9 5.5
Other: 100.0: 16.3 5.8 34.9 38.3 56.3 89.5 97.0: 10.5 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 37 25 22 25 15 73 52:
Old : 90: 36 26 20 25 14 71 50:
Other: 41: 14 12 17 13 9 37 28:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 58.0 37.5 68.8 17.2 44.2 26.7 48.9
Old : 25.2 59.3 40.8 70.2 19.8 45.7 30.0 51.0
Other: 29.0 53.2 45.3 68.4 21.2 39.2 32.2 42.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 120,405: 33,504 17,221 12,552 65,948 87,010 112,004 116,783: 8,401 3,622
Old : 47,624: 22,030 10,685 1,579 17,948 32,638 41,557 44,902: 6,067 2,722
Other: 72,781: 15,033 10,096 7,414 48,000 54,372 70,447 71,881: 2,334 900
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,748: 732 2,028 -1,598 1,266 2,371 400 2,800: 1,348 -1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 14.3 10.4 54.8 72.3 93.0 97.0: 7.0 3.0
Old : 100.0: 46.3 22.4 3.3 37.7 68.5 87.3 94.3: 12.7 5.7
Other: 100.0: 20.7 13.9 10.2 66.0 74.7 96.8 98.8: 3.2 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 49 27 30 47 48 117 88:
Old : 134: 47 28 17 32 36 90 70:
Other: 100: 26 12 19 41 40 77 61:
:----------------------------------------------------------------------------------------------------
: 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 : 36.1 34.2 49.7 47.5 31.6 30.0 43.2 42.8
Old : 33.1 36.0 45.6 50.6 33.1 35.5 45.6 49.9
Other: 40.7 35.2 57.2 53.4 33.2 32.5 46.9 44.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 1,026,949: 193,375 10,838 274,077 464,541 682,291 931,993 967,206: 94,956 59,743
Old : 1,026,949: 193,375 10,838 274,077 464,541 682,291 931,993 967,206: 94,956 59,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 25,823: -6,558 -165 24,333 4,682 -1,704 22,458 22,464: 3,365 3,359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 1.1 26.7 45.2 66.4 90.8 94.2: 9.2 5.8
Old : 100.0: 18.8 1.1 26.7 45.2 66.4 90.8 94.2: 9.2 5.8
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 : 233: 88 41 77 82 90 209 172:
Old : 233: 88 41 77 82 90 209 172:
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 : 13.3 20.1 23.1 30.5 9.0 11.1 15.1 17.7
Old : 13.3 20.1 23.1 30.5 9.0 11.1 15.1 17.7
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 14, 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 : 135,436: 20,658 17,485 32,429 72,726 76,592 125,813 126,507: 9,623 8,929
Old : 77,345: 18,570 17,411 11,810 41,110 42,827 71,490 72,049: 5,855 5,296
Other: 58,091: 9,205 7,191 13,502 31,616 33,765 54,323 54,458: 3,768 3,633
: : :
: : Changes in Commitments from: July 7, 2009 :
: -6,473: -2,769 1,918 -4,128 241 -4,169 -6,657 -6,379: 183 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.9 23.9 53.7 56.6 92.9 93.4: 7.1 6.6
Old : 100.0: 24.0 22.5 15.3 53.2 55.4 92.4 93.2: 7.6 6.8
Other: 100.0: 15.8 12.4 23.2 54.4 58.1 93.5 93.7: 6.5 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 108 86 86 109 101 262 233:
Old : 314: 109 78 68 97 79 230 201:
Other: 221: 50 51 53 88 90 172 161:
:----------------------------------------------------------------------------------------------------
: 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 21.6 29.1 33.1 16.3 15.9 23.7 25.5
Old : 21.3 34.7 32.4 45.0 21.3 34.0 29.9 42.4
Other: 26.0 21.3 39.4 35.2 23.6 21.3 33.9 32.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 22,769: 4,876 13,458 2,820 12,535 3,282 20,232 19,560: 2,537 3,209
Old : 22,769: 4,876 13,458 2,820 12,535 3,282 20,232 19,560: 2,537 3,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: 1,222: 46 1,486 -14 1,254 -129 1,286 1,343: -64 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 59.1 12.4 55.1 14.4 88.9 85.9: 11.1 14.1
Old : 100.0: 21.4 59.1 12.4 55.1 14.4 88.9 85.9: 11.1 14.1
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 : 66: 14 35 9 9 9 29 48:
Old : 66: 14 35 9 9 9 29 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 : 72.2 43.6 81.2 59.2 64.4 38.3 69.4 50.0
Old : 72.2 43.6 81.2 59.2 64.4 38.3 69.4 50.0
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 14, 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 : 359,381: 21,778 94,846 2,299 320,392 244,483 344,470 341,629: 14,912 17,752
Old : 359,381: 21,778 94,846 2,299 320,392 244,483 344,470 341,629: 14,912 17,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2009 :
: -205: -779 -13,481 794 -1,030 11,452 -1,016 -1,235: 810 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 26.4 0.6 89.2 68.0 95.9 95.1: 4.1 4.9
Old : 100.0: 6.1 26.4 0.6 89.2 68.0 95.9 95.1: 4.1 4.9
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 : 221: 14 51 11 86 101 108 155:
Old : 221: 14 51 11 86 101 108 155:
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 : 44.5 22.9 57.3 34.8 40.7 22.4 52.2 31.4
Old : 44.5 22.9 57.3 34.8 40.7 22.4 52.2 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2009