COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 186,550: 38,301 4,197 40,701 91,892 135,530 170,895 180,428: 15,656 6,122
Old : 184,192: 38,220 4,330 40,536 89,960 133,234 168,716 178,100: 15,476 6,092
Other: 2,359: 225 10 22 1,932 2,296 2,179 2,328: 179 30
: : :
: : Changes in Commitments from: July 14, 2009 :
: 8,543: 2,370 -376 2,554 3,443 6,274 8,367 8,451: 176 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 2.2 21.8 49.3 72.7 91.6 96.7: 8.4 3.3
Old : 100.0: 20.8 2.4 22.0 48.8 72.3 91.6 96.7: 8.4 3.3
Other: 100.0: 9.5 0.4 0.9 81.9 97.3 92.4 98.7: 7.6 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 105 32 48 53 52 180 115:
Old : 212: 105 34 48 53 52 180 115:
Other: 28: 6 2 4 10 14 17 19:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 33.9 33.2 47.6 19.8 28.2 30.1 40.2
Old : 20.5 34.3 33.4 48.1 19.9 28.5 30.4 40.5
Other: 77.8 82.3 89.8 93.4 77.7 82.3 89.4 92.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 49,970: 13,885 2,545 14,028 17,454 31,321 45,367 47,895: 4,603 2,075
Old : 42,494: 13,094 2,438 11,488 13,796 26,679 38,378 40,604: 4,116 1,890
Other: 7,476: 1,003 320 2,328 3,658 4,643 6,989 7,291: 487 185
: : :
: : Changes in Commitments from: July 14, 2009 :
: 5,673: 2,314 -1,023 3,005 -197 3,890 5,122 5,873: 552 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 5.1 28.1 34.9 62.7 90.8 95.8: 9.2 4.2
Old : 100.0: 30.8 5.7 27.0 32.5 62.8 90.3 95.6: 9.7 4.4
Other: 100.0: 13.4 4.3 31.1 48.9 62.1 93.5 97.5: 6.5 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 45 17 22 24 19 79 49:
Old : 93: 42 20 22 24 18 78 48:
Other: 41: 14 11 16 13 11 36 29:
:----------------------------------------------------------------------------------------------------
: 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 57.0 35.3 69.0 15.2 44.0 24.7 48.3
Old : 24.2 57.8 39.6 69.9 17.9 44.6 26.9 49.4
Other: 38.6 54.7 53.6 67.9 31.7 43.6 41.7 48.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 127,305: 36,743 18,030 13,189 66,071 90,439 116,003 121,658: 11,301 5,646
Old : 50,795: 23,462 11,180 2,261 16,843 33,509 42,566 46,949: 8,230 3,846
Other: 76,509: 16,991 10,560 7,219 49,228 56,930 73,438 74,709: 3,072 1,800
: : :
: : Changes in Commitments from: July 14, 2009 :
: 6,900: 3,239 809 637 123 3,429 4,000 4,875: 2,900 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 14.2 10.4 51.9 71.0 91.1 95.6: 8.9 4.4
Old : 100.0: 46.2 22.0 4.5 33.2 66.0 83.8 92.4: 16.2 7.6
Other: 100.0: 22.2 13.8 9.4 64.3 74.4 96.0 97.6: 4.0 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 55 23 27 46 48 119 83:
Old : 130: 48 26 16 31 33 91 63:
Other: 96: 27 10 18 42 40 77 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 : 32.8 35.3 46.2 48.5 28.7 31.5 39.4 43.9
Old : 24.6 37.5 36.7 54.4 24.6 36.9 36.7 52.8
Other: 41.7 34.3 57.2 52.7 33.9 31.4 46.9 43.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 1,032,516: 200,598 11,723 264,968 471,812 694,220 937,377 970,911: 95,138 61,604
Old : 1,032,516: 200,598 11,723 264,968 471,812 694,220 937,377 970,911: 95,138 61,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 5,566: 7,223 886 -9,109 7,271 11,929 5,385 3,706: 182 1,861
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 1.1 25.7 45.7 67.2 90.8 94.0: 9.2 6.0
Old : 100.0: 19.4 1.1 25.7 45.7 67.2 90.8 94.0: 9.2 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 : 234: 93 39 76 80 91 208 174:
Old : 234: 93 39 76 80 91 208 174:
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 : 14.0 20.0 24.0 30.1 9.0 11.6 15.2 18.3
Old : 14.0 20.0 24.0 30.1 9.0 11.6 15.2 18.3
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 21, 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 : 136,482: 21,525 16,429 34,673 69,818 76,750 126,017 127,853: 10,465 8,629
Old : 75,523: 19,986 18,149 11,167 38,391 41,448 69,545 70,764: 5,979 4,759
Other: 60,959: 10,168 6,909 14,877 31,427 35,302 56,472 57,089: 4,487 3,870
: : :
: : Changes in Commitments from: July 14, 2009 :
: 1,046: 867 -1,056 2,244 -2,907 158 204 1,346: 842 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 12.0 25.4 51.2 56.2 92.3 93.7: 7.7 6.3
Old : 100.0: 26.5 24.0 14.8 50.8 54.9 92.1 93.7: 7.9 6.3
Other: 100.0: 16.7 11.3 24.4 51.6 57.9 92.6 93.7: 7.4 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 114 84 93 110 106 272 241:
Old : 318: 113 77 72 95 82 234 205:
Other: 233: 59 51 58 90 93 181 171:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 21.0 28.8 32.1 16.5 15.9 24.0 25.4
Old : 22.3 34.3 33.8 44.3 21.7 33.8 32.4 42.2
Other: 24.2 20.2 37.0 34.3 21.0 20.2 30.7 31.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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 : 28,626: 7,702 17,615 2,733 16,322 3,571 26,758 23,920: 1,869 4,707
Old : 28,626: 7,702 17,615 2,733 16,322 3,571 26,758 23,920: 1,869 4,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 5,857: 2,826 4,157 -87 3,787 289 6,526 4,360: -669 1,497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 61.5 9.5 57.0 12.5 93.5 83.6: 6.5 16.4
Old : 100.0: 26.9 61.5 9.5 57.0 12.5 93.5 83.6: 6.5 16.4
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 : 75: 13 46 6 9 9 25 59:
Old : 75: 13 46 6 9 9 25 59:
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 : 78.1 36.4 87.1 51.7 72.6 31.9 78.0 45.6
Old : 78.1 36.4 87.1 51.7 72.6 31.9 78.0 45.6
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 21, 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 : 360,385: 30,063 97,334 1,617 312,117 243,937 343,797 342,887: 16,588 17,497
Old : 360,385: 30,063 97,334 1,617 312,117 243,937 343,797 342,887: 16,588 17,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 14, 2009 :
: 1,003: 8,284 2,488 -683 -8,275 -547 -673 1,258: 1,676 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 27.0 0.4 86.6 67.7 95.4 95.1: 4.6 4.9
Old : 100.0: 8.3 27.0 0.4 86.6 67.7 95.4 95.1: 4.6 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 : 232: 22 51 12 87 106 118 160:
Old : 232: 22 51 12 87 106 118 160:
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 : 44.1 22.0 55.6 33.3 41.7 21.4 51.8 31.3
Old : 44.1 22.0 55.6 33.3 41.7 21.4 51.8 31.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2009