COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 206,397: 42,182 3,152 46,479 101,370 149,516 190,030 199,147: 16,366 7,250
Old : 201,222: 42,028 3,280 46,122 97,012 144,775 185,162 194,177: 16,060 7,045
Other: 5,174: 313 31 198 4,358 4,740 4,868 4,969: 306 205
: : :
: : Changes in Commitments from: September 29, 2009 :
: 153: -2,284 186 287 1,690 371 -307 845: 460 -692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 1.5 22.5 49.1 72.4 92.1 96.5: 7.9 3.5
Old : 100.0: 20.9 1.6 22.9 48.2 71.9 92.0 96.5: 8.0 3.5
Other: 100.0: 6.0 0.6 3.8 84.2 91.6 94.1 96.0: 5.9 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 110 27 54 63 60 194 125:
Old : 220: 108 29 54 60 60 191 125:
Other: 48: 12 2 10 16 24 29 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 : 20.8 33.8 32.2 47.2 17.8 25.6 27.5 37.2
Old : 20.9 34.5 32.6 48.0 18.1 26.2 28.0 38.3
Other: 76.6 61.8 85.9 76.8 73.8 61.5 83.0 76.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 41,378: 13,227 2,527 9,162 15,876 27,684 38,265 39,373: 3,113 2,004
Old : 24,451: 9,834 2,413 4,600 7,796 16,111 22,230 23,125: 2,222 1,326
Other: 16,926: 4,497 1,218 3,458 8,080 11,573 16,035 16,249: 891 678
: : :
: : Changes in Commitments from: September 29, 2009 :
: 1,560: 525 302 629 169 195 1,322 1,126: 238 434
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 6.1 22.1 38.4 66.9 92.5 95.2: 7.5 4.8
Old : 100.0: 40.2 9.9 18.8 31.9 65.9 90.9 94.6: 9.1 5.4
Other: 100.0: 26.6 7.2 20.4 47.7 68.4 94.7 96.0: 5.3 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 46 18 26 30 22 89 57:
Old : 89: 39 19 20 27 16 76 45:
Other: 72: 31 13 20 22 16 60 42:
:----------------------------------------------------------------------------------------------------
: 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 61.2 35.8 70.2 18.0 50.8 28.5 56.1
Old : 28.7 68.1 44.4 77.6 22.7 54.9 34.1 59.9
Other: 26.1 58.4 43.1 71.5 25.6 52.0 39.8 59.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 147,392: 45,067 21,391 25,529 63,264 93,584 133,860 140,505: 13,532 6,887
Old : 133,991: 44,991 17,020 24,706 51,214 85,756 120,912 127,482: 13,080 6,509
Other: 13,401: 356 4,652 542 12,050 7,828 12,948 13,023: 453 378
: : :
: : Changes in Commitments from: September 29, 2009 :
: 6,504: 1,300 1,026 824 3,910 5,149 6,034 6,998: 471 -494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 14.5 17.3 42.9 63.5 90.8 95.3: 9.2 4.7
Old : 100.0: 33.6 12.7 18.4 38.2 64.0 90.2 95.1: 9.8 4.9
Other: 100.0: 2.7 34.7 4.0 89.9 58.4 96.6 97.2: 3.4 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 70 35 44 48 52 145 111:
Old : 175: 69 38 44 48 52 145 111:
Other: 30: 4 8 6 11 12 21 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 : 28.0 33.4 38.3 46.2 23.7 25.7 30.7 35.7
Old : 28.2 33.2 38.8 46.1 26.1 29.2 33.8 40.5
Other: 79.4 83.5 89.8 91.4 55.4 58.6 60.6 60.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 1,162,945: 197,670 14,686 329,792 561,832 776,328 1,089,294 1,120,806: 73,652 42,140
Old : 1,162,945: 197,670 14,686 329,792 561,832 776,328 1,089,294 1,120,806: 73,652 42,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -20,851: -2,767 2,349 -1,486 -6,462 -12,939 -10,714 -12,076: -10,136 -8,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 1.3 28.4 48.3 66.8 93.7 96.4: 6.3 3.6
Old : 100.0: 17.0 1.3 28.4 48.3 66.8 93.7 96.4: 6.3 3.6
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 : 244: 103 32 81 87 93 218 180:
Old : 244: 103 32 81 87 93 218 180:
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 : 16.8 18.7 27.1 30.0 8.9 10.3 13.9 17.1
Old : 16.8 18.7 27.1 30.0 8.9 10.3 13.9 17.1
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, October 6, 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 : 130,961: 28,531 8,892 31,143 62,836 85,427 122,511 125,463: 8,450 5,498
Old : 127,677: 28,630 9,386 29,435 61,283 83,672 119,349 122,494: 8,328 5,183
Other: 3,284: 943 548 666 1,553 1,755 3,162 2,969: 122 315
: : :
: : Changes in Commitments from: September 29, 2009 :
: 6,368: 1,552 1,500 3,200 528 1,517 5,280 6,217: 1,088 151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 6.8 23.8 48.0 65.2 93.5 95.8: 6.5 4.2
Old : 100.0: 22.4 7.4 23.1 48.0 65.5 93.5 95.9: 6.5 4.1
Other: 100.0: 28.7 16.7 20.3 47.3 53.4 96.3 90.4: 3.7 9.6
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 125 67 92 105 114 273 234:
Old : 330: 126 67 91 105 111 272 230:
Other: 53: 7 7 10 15 31 28 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 : 18.8 21.0 30.6 32.3 18.6 17.4 27.3 27.2
Old : 19.3 21.0 30.3 32.5 19.1 18.1 28.0 28.1
Other: 62.3 44.4 78.3 63.4 48.2 35.1 57.7 47.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 6, 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 : 33,322: 10,302 19,736 2,755 17,606 6,567 30,663 29,058: 2,659 4,264
Old : 33,322: 10,302 19,736 2,755 17,606 6,567 30,663 29,058: 2,659 4,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: 2,372: 1,554 2,165 264 829 -421 2,646 2,008: -275 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 59.2 8.3 52.8 19.7 92.0 87.2: 8.0 12.8
Old : 100.0: 30.9 59.2 8.3 52.8 19.7 92.0 87.2: 8.0 12.8
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 : 85: 23 43 7 11 12 36 60:
Old : 85: 23 43 7 11 12 36 60:
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 : 63.5 32.4 79.9 54.3 62.7 30.0 69.5 44.6
Old : 63.5 32.4 79.9 54.3 62.7 30.0 69.5 44.6
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, October 6, 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 : 374,624: 41,069 96,709 6,080 307,838 258,185 354,987 360,974: 19,636 13,649
Old : 374,624: 41,069 96,709 6,080 307,838 258,185 354,987 360,974: 19,636 13,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2009 :
: -5,733: 1,883 5,781 1,170 -8,950 -12,020 -5,897 -5,069: 164 -664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 25.8 1.6 82.2 68.9 94.8 96.4: 5.2 3.6
Old : 100.0: 11.0 25.8 1.6 82.2 68.9 94.8 96.4: 5.2 3.6
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 : 224: 27 51 13 87 91 125 144:
Old : 224: 27 51 13 87 91 125 144:
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 : 45.6 22.8 55.3 37.7 42.7 22.8 51.3 36.0
Old : 45.6 22.8 55.3 37.7 42.7 22.8 51.3 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 9, 2008