COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 174,819: 30,006 11,248 39,478 93,020 114,098 162,505 164,824: 12,315 9,996
Old : 172,128: 29,880 11,466 39,224 90,942 111,466 160,046 162,156: 12,081 9,971
Other: 2,691: 356 12 24 2,078 2,631 2,458 2,667: 233 24
: : :
: : Changes in Commitments from: August 25, 2009 :
: -1,949: -2,186 3,060 557 512 -6,091 -1,117 -2,474: -833 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 6.4 22.6 53.2 65.3 93.0 94.3: 7.0 5.7
Old : 100.0: 17.4 6.7 22.8 52.8 64.8 93.0 94.2: 7.0 5.8
Other: 100.0: 13.2 0.4 0.9 77.2 97.8 91.3 99.1: 8.7 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 201: 80 41 49 60 54 165 125:
Old : 201: 80 43 48 60 54 164 125:
Other: 32: 5 4 4 12 15 20 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 : 22.2 29.2 36.7 40.7 21.5 22.2 33.1 32.4
Old : 22.4 29.7 36.9 41.2 21.6 22.6 33.4 32.6
Other: 66.8 84.9 83.4 94.2 66.7 84.9 83.1 94.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 39,763: 13,899 2,116 7,856 14,863 28,159 36,618 38,131: 3,146 1,632
Old : 30,828: 12,554 2,124 4,782 10,733 22,588 28,068 29,494: 2,760 1,334
Other: 8,935: 1,897 544 2,522 4,130 5,572 8,550 8,638: 386 298
: : :
: : Changes in Commitments from: August 25, 2009 :
: -3,289: -1,440 233 -521 -756 -2,964 -2,717 -3,252: -572 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 5.3 19.8 37.4 70.8 92.1 95.9: 7.9 4.1
Old : 100.0: 40.7 6.9 15.5 34.8 73.3 91.0 95.7: 9.0 4.3
Other: 100.0: 21.2 6.1 28.2 46.2 62.4 95.7 96.7: 4.3 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 44 18 22 25 16 80 45:
Old : 87: 41 18 20 24 12 74 41:
Other: 52: 17 15 17 16 13 47 31:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 66.9 39.4 75.7 19.8 56.4 30.6 60.5
Old : 27.4 71.0 45.9 80.0 24.5 61.3 36.0 66.2
Other: 33.0 56.3 50.7 69.7 29.5 43.7 41.0 49.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 128,235: 38,964 17,439 18,022 60,968 87,522 117,954 122,984: 10,281 5,252
Old : 120,760: 38,829 15,474 17,829 53,852 82,208 110,510 115,512: 10,250 5,249
Other: 7,475: 276 2,106 52 7,116 5,314 7,444 7,472: 31 3
: : :
: : Changes in Commitments from: August 25, 2009 :
: 835: -923 -364 869 1,358 221 1,303 725: -469 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 13.6 14.1 47.5 68.3 92.0 95.9: 8.0 4.1
Old : 100.0: 32.2 12.8 14.8 44.6 68.1 91.5 95.7: 8.5 4.3
Other: 100.0: 3.7 28.2 0.7 95.2 71.1 99.6 100.0: 0.4 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 56 23 31 45 47 119 86:
Old : 145: 56 25 31 44 47 118 86:
Other: 21: 3 3 2 9 11 13 15:
:----------------------------------------------------------------------------------------------------
: 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 : 31.4 36.0 43.9 49.7 27.4 31.1 37.9 43.0
Old : 31.9 36.3 45.1 50.7 30.6 33.7 41.7 46.6
Other: 84.7 92.9 97.5 97.9 61.9 68.5 70.4 70.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 1,392,039: 194,685 16,013 428,520 665,786 886,693 1,288,991 1,331,227: 103,048 60,812
Old : 1,392,039: 194,685 16,013 428,520 665,786 886,693 1,288,991 1,331,227: 103,048 60,812
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 75,006: -1,488 1,240 28,285 46,681 41,723 73,478 71,248: 1,528 3,757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 1.2 30.8 47.8 63.7 92.6 95.6: 7.4 4.4
Old : 100.0: 14.0 1.2 30.8 47.8 63.7 92.6 95.6: 7.4 4.4
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 : 258: 96 46 89 88 102 224 202:
Old : 258: 96 46 89 88 102 224 202:
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 : 16.0 19.2 26.6 29.3 8.4 9.5 13.2 16.3
Old : 16.0 19.2 26.6 29.3 8.4 9.5 13.2 16.3
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, September 1, 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 : 116,102: 20,224 12,243 26,358 61,762 69,994 108,344 108,595: 7,758 7,507
Old : 114,245: 20,364 12,618 25,320 60,920 68,885 106,605 106,823: 7,640 7,421
Other: 1,857: 805 570 92 842 1,109 1,739 1,771: 118 86
: : :
: : Changes in Commitments from: August 25, 2009 :
: 4,159: -1,807 4,680 2,027 3,950 -3,054 4,170 3,653: -12 506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 10.5 22.7 53.2 60.3 93.3 93.5: 6.7 6.5
Old : 100.0: 17.8 11.0 22.2 53.3 60.3 93.3 93.5: 6.7 6.5
Other: 100.0: 43.3 30.7 4.9 45.4 59.7 93.6 95.4: 6.4 4.6
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 102 70 75 111 107 247 222:
Old : 308: 101 72 74 111 105 246 219:
Other: 46: 8 7 9 9 25 21 38:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 21.9 31.4 33.5 20.3 18.5 28.5 28.9
Old : 20.6 21.9 31.4 33.6 20.6 19.0 28.9 29.5
Other: 69.4 65.7 84.5 79.0 64.6 58.8 77.0 71.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 1, 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 : 31,839: 7,963 10,369 3,077 17,026 14,713 28,066 28,159: 3,773 3,680
Old : 31,839: 7,963 10,369 3,077 17,026 14,713 28,066 28,159: 3,773 3,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 2,936: 2,657 -3,460 87 -206 6,944 2,538 3,571: 398 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 32.6 9.7 53.5 46.2 88.2 88.4: 11.8 11.6
Old : 100.0: 25.0 32.6 9.7 53.5 46.2 88.2 88.4: 11.8 11.6
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 : 87: 30 42 7 10 9 43 55:
Old : 87: 30 42 7 10 9 43 55:
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 : 60.1 53.2 73.2 67.7 55.5 48.8 65.7 59.2
Old : 60.1 53.2 73.2 67.7 55.5 48.8 65.7 59.2
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, September 1, 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 : 385,929: 29,130 108,470 3,976 333,257 257,355 366,363 369,801: 19,566 16,128
Old : 385,929: 29,130 108,470 3,976 333,257 257,355 366,363 369,801: 19,566 16,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 25, 2009 :
: 4,145: -7,224 6,335 -987 11,357 113 3,146 5,461: 999 -1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 28.1 1.0 86.4 66.7 94.9 95.8: 5.1 4.2
Old : 100.0: 7.5 28.1 1.0 86.4 66.7 94.9 95.8: 5.1 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 : 230: 23 54 19 94 93 129 154:
Old : 230: 23 54 19 94 93 129 154:
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 : 41.6 20.2 51.6 33.6 39.6 19.6 48.3 31.2
Old : 41.6 20.2 51.6 33.6 39.6 19.6 48.3 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2009