COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 225,737: 48,462 3,337 53,677 104,128 160,430 206,266 217,443: 19,471 8,293
Old : 220,221: 48,292 3,488 53,241 99,538 155,377 201,071 212,106: 19,150 8,115
Other: 5,516: 353 31 253 4,589 5,053 5,195 5,338: 321 178
: : :
: : Changes in Commitments from: October 6, 2009 :
: 19,340: 6,280 185 7,198 2,758 10,914 16,236 18,297: 3,104 1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 1.5 23.8 46.1 71.1 91.4 96.3: 8.6 3.7
Old : 100.0: 21.9 1.6 24.2 45.2 70.6 91.3 96.3: 8.7 3.7
Other: 100.0: 6.4 0.6 4.6 83.2 91.6 94.2 96.8: 5.8 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 236: 125 23 60 63 64 209 134:
Old : 236: 124 25 60 60 64 206 134:
Other: 52: 13 2 11 16 27 30 39:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 33.3 30.3 46.8 16.7 25.5 25.2 36.7
Old : 20.0 34.1 30.6 47.7 17.0 26.1 25.7 38.0
Other: 72.2 59.0 84.4 74.9 70.7 58.2 82.1 74.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 50,084: 11,854 1,767 13,290 20,465 33,544 45,609 48,601: 4,474 1,482
Old : 27,108: 5,401 1,598 7,781 11,025 17,131 24,207 26,510: 2,902 598
Other: 22,975: 7,179 895 4,783 9,441 16,413 21,403 22,091: 1,573 885
: : :
: : Changes in Commitments from: October 6, 2009 :
: 8,706: -1,373 -760 4,128 4,589 5,860 7,345 9,228: 1,361 -522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 3.5 26.5 40.9 67.0 91.1 97.0: 8.9 3.0
Old : 100.0: 19.9 5.9 28.7 40.7 63.2 89.3 97.8: 10.7 2.2
Other: 100.0: 31.2 3.9 20.8 41.1 71.4 93.2 96.2: 6.8 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 48 17 26 31 24 92 57:
Old : 85: 33 20 21 26 20 72 48:
Other: 79: 34 13 19 23 19 63 45:
:----------------------------------------------------------------------------------------------------
: 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 : 27.8 60.0 40.0 70.6 13.9 40.8 22.7 45.8
Old : 41.1 68.8 53.7 79.6 14.1 36.5 20.4 39.9
Other: 24.7 56.9 41.0 69.9 24.1 51.7 38.0 59.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 146,252: 42,005 17,966 27,684 63,289 94,195 132,978 139,845: 13,274 6,408
Old : 130,915: 41,648 11,771 26,658 49,482 86,141 117,788 124,570: 13,127 6,346
Other: 15,337: 774 6,612 609 13,806 8,053 15,190 15,275: 147 62
: : :
: : Changes in Commitments from: October 6, 2009 :
: -1,140: -3,062 -3,425 2,155 25 610 -882 -660: -258 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 12.3 18.9 43.3 64.4 90.9 95.6: 9.1 4.4
Old : 100.0: 31.8 9.0 20.4 37.8 65.8 90.0 95.2: 10.0 4.8
Other: 100.0: 5.0 43.1 4.0 90.0 52.5 99.0 99.6: 1.0 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 66 34 46 49 52 145 110:
Old : 171: 66 37 46 49 52 145 110:
Other: 34: 6 9 8 12 13 23 25:
:----------------------------------------------------------------------------------------------------
: 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 32.6 39.1 46.2 23.4 24.0 29.8 34.0
Old : 28.0 31.2 38.6 44.1 24.9 26.7 32.1 37.7
Other: 80.7 83.3 91.1 91.4 58.6 66.3 67.2 69.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 1,154,668: 179,543 21,379 331,474 576,106 737,570 1,087,124 1,090,423: 67,544 64,244
Old : 1,154,668: 179,543 21,379 331,474 576,106 737,570 1,087,124 1,090,423: 67,544 64,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -8,278: -18,127 6,693 1,682 14,275 -38,758 -2,170 -30,382: -6,108 22,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 1.9 28.7 49.9 63.9 94.2 94.4: 5.8 5.6
Old : 100.0: 15.5 1.9 28.7 49.9 63.9 94.2 94.4: 5.8 5.6
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 : 232: 77 48 81 86 94 207 181:
Old : 232: 77 48 81 86 94 207 181:
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 : 16.7 18.0 27.2 28.4 9.3 10.2 14.7 16.6
Old : 16.7 18.0 27.2 28.4 9.3 10.2 14.7 16.6
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 13, 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 : 140,961: 35,763 8,593 33,925 61,159 90,413 130,846 132,930: 10,114 8,031
Old : 137,158: 35,926 9,344 31,823 59,463 88,253 127,211 129,420: 9,947 7,738
Other: 3,802: 1,141 553 797 1,697 2,159 3,635 3,510: 167 292
: : :
: : Changes in Commitments from: October 6, 2009 :
: 10,000: 7,231 -300 2,781 -1,677 4,986 8,336 7,467: 1,664 2,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 6.1 24.1 43.4 64.1 92.8 94.3: 7.2 5.7
Old : 100.0: 26.2 6.8 23.2 43.4 64.3 92.7 94.4: 7.3 5.6
Other: 100.0: 30.0 14.6 21.0 44.6 56.8 95.6 92.3: 4.4 7.7
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 144 64 90 104 112 292 228:
Old : 346: 143 66 89 104 110 291 225:
Other: 60: 9 7 11 17 35 31 49:
:----------------------------------------------------------------------------------------------------
: 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 : 18.9 21.7 30.1 32.9 17.0 16.5 25.2 26.2
Old : 18.5 21.6 29.7 33.1 17.5 17.3 25.9 27.2
Other: 63.9 42.8 78.0 62.9 48.1 34.5 56.6 45.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 13, 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 : 34,990: 10,713 20,508 2,437 18,921 6,713 32,071 29,659: 2,918 5,331
Old : 34,990: 10,713 20,508 2,437 18,921 6,713 32,071 29,659: 2,918 5,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: 1,668: 411 772 -318 1,314 146 1,408 601: 260 1,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 58.6 7.0 54.1 19.2 91.7 84.8: 8.3 15.2
Old : 100.0: 30.6 58.6 7.0 54.1 19.2 91.7 84.8: 8.3 15.2
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 : 91: 23 49 7 8 16 34 69:
Old : 91: 23 49 7 8 16 34 69:
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 : 69.7 31.0 84.6 51.2 68.9 28.9 73.2 43.0
Old : 69.7 31.0 84.6 51.2 68.9 28.9 73.2 43.0
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 13, 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 : 368,347: 34,446 92,425 4,357 311,329 257,319 350,132 354,100: 18,215 14,247
Old : 368,347: 34,446 92,425 4,357 311,329 257,319 350,132 354,100: 18,215 14,247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 6, 2009 :
: -6,277: -6,623 -4,285 -1,723 3,491 -866 -4,856 -6,874: -1,421 597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 25.1 1.2 84.5 69.9 95.1 96.1: 4.9 3.9
Old : 100.0: 9.4 25.1 1.2 84.5 69.9 95.1 96.1: 4.9 3.9
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 : 229: 31 46 16 90 94 129 148:
Old : 229: 31 46 16 90 94 129 148:
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 : 46.8 22.3 56.4 37.3 43.8 22.2 52.4 35.7
Old : 46.8 22.3 56.4 37.3 43.8 22.2 52.4 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 16, 2009