COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 259,084: 61,823 6,575 60,801 115,757 183,360 238,382 250,737: 20,702 8,347
Old : 251,566: 61,652 6,686 60,120 109,435 176,669 231,206 243,474: 20,359 8,091
Other: 7,518: 317 36 535 6,323 6,691 7,175 7,263: 343 256
: : :
: : Changes in Commitments from: October 20, 2009 :
: 9,963: 2,139 1,290 -512 6,653 7,196 8,279 7,974: 1,683 1,988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 2.5 23.5 44.7 70.8 92.0 96.8: 8.0 3.2
Old : 100.0: 24.5 2.7 23.9 43.5 70.2 91.9 96.8: 8.1 3.2
Other: 100.0: 4.2 0.5 7.1 84.1 89.0 95.4 96.6: 4.6 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 251: 130 30 59 66 66 223 136:
Old : 251: 128 33 59 65 66 222 136:
Other: 55: 12 3 11 17 30 31 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 : 17.5 32.5 27.6 45.8 15.4 26.1 22.7 36.5
Old : 17.3 33.2 27.7 46.5 15.7 27.5 23.2 37.9
Other: 66.3 46.6 81.3 65.7 65.9 45.9 76.2 62.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 41,152: 13,834 1,177 8,473 14,004 30,087 36,311 39,737: 4,841 1,415
Old : 3,902: 1,133 2 0 2,086 3,644 3,219 3,646: 683 256
Other: 37,250: 13,536 2,010 7,638 11,918 26,443 33,092 36,091: 4,158 1,159
: : :
: : Changes in Commitments from: October 20, 2009 :
: 2,595: -71 31 2,164 424 301 2,517 2,495: 78 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 2.9 20.6 34.0 73.1 88.2 96.6: 11.8 3.4
Old : 100.0: 29.0 0.1 0.0 53.5 93.4 82.5 93.4: 17.5 6.6
Other: 100.0: 36.3 5.4 20.5 32.0 71.0 88.8 96.9: 11.2 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 59 13 21 26 22 94 48:
Old : 23: 6 1 0 12 7 18 8:
Other: 105: 57 14 19 24 21 88 47:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 59.0 29.4 69.2 16.5 53.0 26.7 60.3
Old : 52.4 92.7 69.5 93.4 52.1 90.4 67.6 90.6
Other: 18.6 55.9 31.5 67.2 17.8 49.7 27.8 57.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 160,810: 50,925 24,300 28,094 67,689 101,514 146,708 153,909: 14,102 6,902
Old : 143,435: 50,605 16,787 26,709 52,213 93,191 129,527 136,687: 13,908 6,749
Other: 17,375: 1,012 8,205 694 15,476 8,324 17,181 17,222: 194 153
: : :
: : Changes in Commitments from: October 20, 2009 :
: 7,544: 5,584 2,705 1,707 -183 2,478 7,108 6,889: 436 654
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 15.1 17.5 42.1 63.1 91.2 95.7: 8.8 4.3
Old : 100.0: 35.3 11.7 18.6 36.4 65.0 90.3 95.3: 9.7 4.7
Other: 100.0: 5.8 47.2 4.0 89.1 47.9 98.9 99.1: 1.1 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 68 41 49 49 53 151 119:
Old : 183: 71 43 49 49 52 151 118:
Other: 38: 9 8 9 12 15 24 29:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 32.8 36.7 46.9 21.3 25.2 29.1 35.2
Old : 25.5 31.0 36.0 43.1 21.6 27.2 30.2 37.5
Other: 81.6 82.2 90.8 90.1 62.1 68.4 69.7 72.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 1,165,972: 175,708 12,076 337,139 575,024 766,181 1,087,872 1,115,396: 78,100 50,575
Old : 1,165,972: 175,708 12,076 337,139 575,024 766,181 1,087,872 1,115,396: 78,100 50,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -14,220: -8,623 -2,128 -1,390 -2,835 -9,292 -12,849 -12,811: -1,371 -1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 1.0 28.9 49.3 65.7 93.3 95.7: 6.7 4.3
Old : 100.0: 15.1 1.0 28.9 49.3 65.7 93.3 95.7: 6.7 4.3
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: 93 37 83 84 93 211 181:
Old : 236: 93 37 83 84 93 211 181:
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 : 15.9 18.1 26.0 29.8 9.0 10.6 14.2 17.4
Old : 15.9 18.1 26.0 29.8 9.0 10.6 14.2 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, October 27, 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 : 153,465: 43,718 8,428 37,938 62,474 100,883 144,130 147,249: 9,335 6,216
Old : 148,625: 44,022 9,881 35,161 60,224 97,898 139,407 142,939: 9,218 5,685
Other: 4,841: 1,712 563 761 2,250 2,986 4,723 4,310: 117 531
: : :
: : Changes in Commitments from: October 20, 2009 :
: -2,308: -820 -952 -1,473 1,024 590 -1,269 -1,835: -1,039 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 5.5 24.7 40.7 65.7 93.9 95.9: 6.1 4.1
Old : 100.0: 29.6 6.6 23.7 40.5 65.9 93.8 96.2: 6.2 3.8
Other: 100.0: 35.4 11.6 15.7 46.5 61.7 97.6 89.0: 2.4 11.0
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 138 68 96 113 123 307 242:
Old : 360: 138 71 94 113 122 305 240:
Other: 69: 11 7 12 18 43 35 57:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 21.4 29.5 33.3 16.5 16.4 25.7 26.5
Old : 17.5 21.5 28.7 33.6 16.9 17.4 26.3 27.7
Other: 66.5 37.5 78.6 53.4 56.9 32.7 63.9 42.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 27, 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 : 37,569: 12,485 21,888 2,822 18,024 7,566 33,332 32,276: 4,237 5,293
Old : 37,569: 12,485 21,888 2,822 18,024 7,566 33,332 32,276: 4,237 5,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -294: 224 -724 154 -1,880 603 -1,502 34: 1,208 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 58.3 7.5 48.0 20.1 88.7 85.9: 11.3 14.1
Old : 100.0: 33.2 58.3 7.5 48.0 20.1 88.7 85.9: 11.3 14.1
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 : 102: 27 51 9 11 18 44 72:
Old : 102: 27 51 9 11 18 44 72:
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 : 64.2 31.0 78.5 48.4 63.1 28.7 67.3 41.0
Old : 64.2 31.0 78.5 48.4 63.1 28.7 67.3 41.0
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 27, 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 : 389,802: 41,309 98,214 3,354 323,633 273,600 368,296 375,168: 21,506 14,634
Old : 389,802: 41,309 98,214 3,354 323,633 273,600 368,296 375,168: 21,506 14,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 12,150: 3,117 -772 688 7,543 13,046 11,347 12,962: 803 -812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 25.2 0.9 83.0 70.2 94.5 96.2: 5.5 3.8
Old : 100.0: 10.6 25.2 0.9 83.0 70.2 94.5 96.2: 5.5 3.8
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 : 241: 31 48 16 94 101 134 156:
Old : 241: 31 48 16 94 101 134 156:
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 : 44.0 21.7 52.6 35.2 39.7 21.7 47.3 34.1
Old : 44.0 21.7 52.6 35.2 39.7 21.7 47.3 34.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2009