COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 187,701: 37,665 5,156 42,030 92,996 133,186 172,691 180,372: 15,009 7,328
Old : 183,395: 37,527 5,227 41,825 89,314 129,137 168,666 176,189: 14,729 7,206
Other: 4,306: 239 30 104 3,683 4,049 4,026 4,183: 280 122
: : :
: : Changes in Commitments from: September 8, 2009 :
: 9,354: 5,429 -3,775 1,806 175 13,663 7,409 11,693: 1,945 -2,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 2.7 22.4 49.5 71.0 92.0 96.1: 8.0 3.9
Old : 100.0: 20.5 2.9 22.8 48.7 70.4 92.0 96.1: 8.0 3.9
Other: 100.0: 5.5 0.7 2.4 85.5 94.0 93.5 97.2: 6.5 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 102 27 49 56 57 178 119:
Old : 209: 102 28 49 56 57 178 119:
Other: 35: 8 2 7 10 18 19 26:
:----------------------------------------------------------------------------------------------------
: 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 : 21.4 33.6 34.6 45.7 20.0 26.8 30.6 37.1
Old : 21.9 34.2 35.1 46.6 20.4 27.2 31.1 38.0
Other: 84.1 68.0 90.4 82.5 84.1 68.0 90.3 82.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 41,053: 13,161 3,804 8,696 15,999 26,682 37,855 39,181: 3,197 1,871
Old : 30,463: 11,722 3,889 4,870 11,258 20,188 27,850 28,947: 2,613 1,516
Other: 10,590: 2,155 631 3,109 4,741 6,494 10,005 10,234: 584 356
: : :
: : Changes in Commitments from: September 8, 2009 :
: 2,222: -97 1,360 1,127 947 -240 1,976 2,246: 246 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 9.3 21.2 39.0 65.0 92.2 95.4: 7.8 4.6
Old : 100.0: 38.5 12.8 16.0 37.0 66.3 91.4 95.0: 8.6 5.0
Other: 100.0: 20.4 6.0 29.4 44.8 61.3 94.5 96.6: 5.5 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 41 26 25 27 16 82 54:
Old : 92: 37 26 20 25 11 73 46:
Other: 55: 22 13 20 16 13 49 35:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 61.0 37.5 70.3 19.3 50.0 30.2 55.3
Old : 27.6 64.8 44.9 74.5 24.8 54.3 37.0 61.0
Other: 30.8 54.5 48.5 67.8 26.7 41.6 38.3 48.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 140,409: 44,250 20,787 21,837 61,665 92,415 127,751 135,039: 12,657 5,369
Old : 130,934: 44,125 17,213 21,647 52,544 86,711 118,316 125,571: 12,618 5,363
Other: 9,474: 276 3,726 38 9,121 5,704 9,435 9,468: 39 6
: : :
: : Changes in Commitments from: September 8, 2009 :
: 9,497: 3,736 2,766 3,384 898 3,450 8,018 9,600: 1,478 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 14.8 15.6 43.9 65.8 91.0 96.2: 9.0 3.8
Old : 100.0: 33.7 13.1 16.5 40.1 66.2 90.4 95.9: 9.6 4.1
Other: 100.0: 2.9 39.3 0.4 96.3 60.2 99.6 99.9: 0.4 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 72 22 35 44 52 133 97:
Old : 164: 72 24 35 43 52 132 97:
Other: 24: 5 3 1 11 10 17 13:
:----------------------------------------------------------------------------------------------------
: 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 : 28.0 35.5 39.5 48.4 24.1 30.2 33.9 41.6
Old : 27.4 35.0 39.7 48.6 25.9 31.9 36.3 44.5
Other: 86.7 94.4 97.9 98.3 52.2 57.7 59.0 59.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 1,190,475: 181,843 23,298 320,641 600,909 793,916 1,103,394 1,137,855: 87,081 52,620
Old : 1,190,475: 181,843 23,298 320,641 600,909 793,916 1,103,394 1,137,855: 87,081 52,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -149,604: -3,642 -1,874 -77,303 -67,151 -62,209 -148,096 -141,385: -1,508 -8,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 2.0 26.9 50.5 66.7 92.7 95.6: 7.3 4.4
Old : 100.0: 15.3 2.0 26.9 50.5 66.7 92.7 95.6: 7.3 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 : 238: 87 37 80 89 97 213 183:
Old : 238: 87 37 80 89 97 213 183:
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 : 17.2 18.3 26.8 28.3 10.7 10.4 16.3 18.1
Old : 17.2 18.3 26.8 28.3 10.7 10.4 16.3 18.1
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 15, 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 : 122,119: 25,308 13,052 26,829 62,493 76,418 114,630 116,298: 7,489 5,821
Old : 120,047: 25,586 13,871 25,400 61,650 75,170 112,637 114,441: 7,410 5,607
Other: 2,072: 1,083 542 67 843 1,248 1,993 1,858: 79 214
: : :
: : Changes in Commitments from: September 8, 2009 :
: 3,394: 4,247 -2,121 163 -596 6,395 3,814 4,438: -420 -1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 10.7 22.0 51.2 62.6 93.9 95.2: 6.1 4.8
Old : 100.0: 21.3 11.6 21.2 51.4 62.6 93.8 95.3: 6.2 4.7
Other: 100.0: 52.3 26.2 3.3 40.7 60.2 96.2 89.7: 3.8 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 126 65 81 102 103 260 220:
Old : 323: 127 65 80 102 100 259 216:
Other: 47: 8 7 9 10 25 22 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 : 19.7 21.2 31.4 33.0 19.5 18.5 28.4 28.6
Old : 20.1 21.2 31.3 33.1 19.9 19.0 28.8 29.3
Other: 73.6 56.7 87.0 71.6 71.5 50.5 82.5 65.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 15, 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 : 35,319: 10,350 19,641 3,324 19,302 7,576 32,976 30,540: 2,343 4,778
Old : 35,319: 10,350 19,641 3,324 19,302 7,576 32,976 30,540: 2,343 4,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: -3,676: 608 3,136 789 -4,623 -7,060 -3,225 -3,135: -450 -541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 55.6 9.4 54.7 21.4 93.4 86.5: 6.6 13.5
Old : 100.0: 29.3 55.6 9.4 54.7 21.4 93.4 86.5: 6.6 13.5
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 : 88: 18 49 6 11 14 32 66:
Old : 88: 18 49 6 11 14 32 66:
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 : 72.8 34.5 85.2 54.8 68.4 29.7 72.4 43.3
Old : 72.8 34.5 85.2 54.8 68.4 29.7 72.4 43.3
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 15, 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 : 436,746: 32,037 111,594 5,888 371,344 292,283 409,268 409,765: 27,478 26,981
Old : 436,746: 32,037 111,594 5,888 371,344 292,283 409,268 409,765: 27,478 26,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 8, 2009 :
: 53,362: -4,509 -675 1,030 47,927 41,682 44,448 42,036: 8,914 11,326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 25.6 1.3 85.0 66.9 93.7 93.8: 6.3 6.2
Old : 100.0: 7.3 25.6 1.3 85.0 66.9 93.7 93.8: 6.3 6.2
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: 20 52 20 104 105 140 161:
Old : 230: 20 52 20 104 105 140 161:
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 : 40.1 18.8 51.7 31.7 34.7 17.6 43.4 28.8
Old : 40.1 18.8 51.7 31.7 34.7 17.6 43.4 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2009