COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 205,895: 45,960 3,497 47,015 97,493 147,721 190,468 198,232: 15,427 7,663
Old : 201,049: 45,817 3,651 46,694 93,390 143,212 185,901 193,557: 15,147 7,492
Other: 4,846: 329 32 135 4,103 4,509 4,566 4,675: 280 171
: : :
: : Changes in Commitments from: September 15, 2009 :
: 18,194: 8,295 -1,659 4,984 4,497 14,534 17,776 17,860: 418 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 1.7 22.8 47.4 71.7 92.5 96.3: 7.5 3.7
Old : 100.0: 22.8 1.8 23.2 46.5 71.2 92.5 96.3: 7.5 3.7
Other: 100.0: 6.8 0.7 2.8 84.7 93.0 94.2 96.5: 5.8 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 119 26 54 62 61 201 128:
Old : 232: 117 29 54 61 61 200 128:
Other: 41: 10 2 8 12 21 23 30:
:----------------------------------------------------------------------------------------------------
: 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 33.1 32.0 46.7 17.6 26.0 27.4 37.3
Old : 20.6 33.6 32.4 47.4 17.9 26.4 28.0 38.3
Other: 78.6 65.0 88.7 80.9 76.9 65.0 85.0 79.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 43,153: 13,183 2,095 10,029 16,806 29,402 40,018 41,525: 3,135 1,628
Old : 30,789: 11,077 2,356 5,606 11,636 21,643 28,319 29,606: 2,470 1,183
Other: 12,364: 2,972 605 3,556 5,170 7,759 11,698 11,920: 666 444
: : :
: : Changes in Commitments from: September 15, 2009 :
: 2,100: 22 -1,709 1,333 807 2,720 2,162 2,344: -62 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 4.9 23.2 38.9 68.1 92.7 96.2: 7.3 3.8
Old : 100.0: 36.0 7.7 18.2 37.8 70.3 92.0 96.2: 8.0 3.8
Other: 100.0: 24.0 4.9 28.8 41.8 62.8 94.6 96.4: 5.4 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 47 19 25 27 21 89 52:
Old : 93: 44 19 20 25 15 80 43:
Other: 60: 26 11 19 16 16 50 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 : 23.4 63.5 37.4 73.1 17.1 50.4 27.5 54.2
Old : 27.5 69.4 44.6 79.3 22.0 56.5 33.8 61.2
Other: 31.4 52.6 50.0 65.0 26.0 39.3 37.3 46.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 140,297: 44,047 21,275 23,509 60,300 89,270 127,856 134,054: 12,441 6,243
Old : 130,283: 43,916 17,166 23,312 50,669 83,618 117,897 124,096: 12,386 6,187
Other: 10,014: 285 4,263 43 9,631 5,652 9,959 9,958: 55 56
: : :
: : Changes in Commitments from: September 15, 2009 :
: -112: -202 488 1,673 -1,365 -3,146 105 -986: -217 874
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 15.2 16.8 43.0 63.6 91.1 95.6: 8.9 4.4
Old : 100.0: 33.7 13.2 17.9 38.9 64.2 90.5 95.3: 9.5 4.7
Other: 100.0: 2.8 42.6 0.4 96.2 56.4 99.5 99.4: 0.5 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 68 28 37 47 50 135 99:
Old : 163: 68 30 37 47 50 135 99:
Other: 24: 6 4 4 10 8 18 14:
:----------------------------------------------------------------------------------------------------
: 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 : 28.6 35.0 39.3 48.1 24.6 28.7 33.1 40.1
Old : 28.2 34.3 39.7 47.9 26.6 30.5 35.7 43.0
Other: 87.1 94.7 97.6 98.4 54.4 59.9 60.9 61.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 1,179,749: 188,807 18,510 322,558 597,896 786,804 1,109,261 1,127,872: 70,487 51,876
Old : 1,179,749: 188,807 18,510 322,558 597,896 786,804 1,109,261 1,127,872: 70,487 51,876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -10,726: 6,964 -4,788 1,917 -3,013 -7,111 5,867 -9,983: -16,594 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 1.6 27.3 50.7 66.7 94.0 95.6: 6.0 4.4
Old : 100.0: 16.0 1.6 27.3 50.7 66.7 94.0 95.6: 6.0 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 : 236: 84 38 76 93 98 214 179:
Old : 236: 84 38 76 93 98 214 179:
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 : 17.6 17.9 27.5 28.9 10.0 9.8 15.7 17.4
Old : 17.6 17.9 27.5 28.9 10.0 9.8 15.7 17.4
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 22, 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 : 131,583: 29,715 8,489 30,654 62,984 86,045 123,353 125,187: 8,231 6,396
Old : 128,975: 29,806 9,155 29,214 61,815 84,497 120,835 122,866: 8,140 6,108
Other: 2,609: 1,135 559 214 1,169 1,548 2,518 2,321: 91 288
: : :
: : Changes in Commitments from: September 15, 2009 :
: 9,464: 4,407 -4,563 3,825 491 9,627 8,723 8,889: 741 575
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 6.5 23.3 47.9 65.4 93.7 95.1: 6.3 4.9
Old : 100.0: 23.1 7.1 22.7 47.9 65.5 93.7 95.3: 6.3 4.7
Other: 100.0: 43.5 21.4 8.2 44.8 59.3 96.5 89.0: 3.5 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 127 57 84 100 108 264 216:
Old : 320: 128 57 83 100 105 263 212:
Other: 54: 6 9 9 13 30 25 43:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 22.3 31.5 34.3 18.5 17.9 27.7 28.5
Old : 19.5 22.4 31.4 34.6 18.9 18.5 28.2 29.2
Other: 71.1 47.0 85.9 64.0 66.9 42.7 77.4 58.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 22, 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 : 34,691: 10,825 21,105 2,353 19,376 7,088 32,554 30,546: 2,137 4,145
Old : 34,691: 10,825 21,105 2,353 19,376 7,088 32,554 30,546: 2,137 4,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -628: 476 1,464 -971 73 -487 -422 6: -206 -634
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 60.8 6.8 55.9 20.4 93.8 88.1: 6.2 11.9
Old : 100.0: 31.2 60.8 6.8 55.9 20.4 93.8 88.1: 6.2 11.9
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 : 90: 19 51 5 11 13 33 66:
Old : 90: 19 51 5 11 13 33 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 : 73.7 34.0 87.4 55.4 71.1 31.9 75.6 46.6
Old : 73.7 34.0 87.4 55.4 71.1 31.9 75.6 46.6
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, September 22, 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 : 373,933: 31,549 91,737 5,658 318,841 261,460 356,048 358,854: 17,885 15,079
Old : 373,933: 31,549 91,737 5,658 318,841 261,460 356,048 358,854: 17,885 15,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 15, 2009 :
: -62,813: -488 -19,857 -230 -52,503 -30,824 -53,220 -50,910: -9,592 -11,902
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 24.5 1.5 85.3 69.9 95.2 96.0: 4.8 4.0
Old : 100.0: 8.4 24.5 1.5 85.3 69.9 95.2 96.0: 4.8 4.0
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 : 223: 23 46 13 88 96 121 145:
Old : 223: 23 46 13 88 96 121 145:
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 : 47.5 22.1 57.7 37.4 44.9 22.0 54.0 35.1
Old : 47.5 22.1 57.7 37.4 44.9 22.0 54.0 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 25, 2008