COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 269,053: 63,440 6,804 59,433 121,293 193,585 244,167 259,822: 24,886 9,232
Old : 258,659: 62,978 7,178 57,660 113,737 185,023 234,375 249,862: 24,283 8,797
Other: 10,394: 883 46 1,352 7,556 8,561 9,792 9,960: 603 435
: : :
: : Changes in Commitments from: November 3, 2009 :
: 1,475: -1,743 595 -23 368 424 -1,397 997: 2,872 478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 2.5 22.1 45.1 72.0 90.8 96.6: 9.2 3.4
Old : 100.0: 24.3 2.8 22.3 44.0 71.5 90.6 96.6: 9.4 3.4
Other: 100.0: 8.5 0.4 13.0 72.7 82.4 94.2 95.8: 5.8 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 122 35 59 65 65 220 134:
Old : 246: 121 39 59 63 65 218 134:
Other: 67: 18 6 15 19 31 42 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 : 17.9 34.1 27.8 47.3 14.7 26.5 21.6 36.4
Old : 17.7 35.1 27.8 48.2 15.1 27.9 22.2 38.1
Other: 53.4 38.8 70.1 58.7 49.3 38.8 60.9 56.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 39,523: 13,638 1,415 7,729 13,724 29,114 35,091 38,258: 4,432 1,265
Old : 39,323: 13,650 1,415 7,713 13,560 28,931 34,923 38,060: 4,400 1,263
Other: 200: 0 12 4 164 182 168 198: 32 2
: : :
: : Changes in Commitments from: November 3, 2009 :
: 676: -134 -218 273 51 818 190 873: 486 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 3.6 19.6 34.7 73.7 88.8 96.8: 11.2 3.2
Old : 100.0: 34.7 3.6 19.6 34.5 73.6 88.8 96.8: 11.2 3.2
Other: 100.0: 0.0 6.0 1.8 82.2 91.2 84.0 99.0: 16.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 51 17 19 26 19 88 44:
Old : 101: 51 17 19 26 19 88 44:
Other: 5: 0 2 2 2 2 4 4:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 61.0 31.0 71.9 17.2 54.4 27.2 62.1
Old : 18.0 61.3 30.8 72.3 17.3 55.1 27.3 62.9
Other: 84.0 99.0 84.0 99.0 79.9 94.9 79.9 94.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 138,863: 46,952 13,538 21,651 56,332 96,380 124,934 131,568: 13,929 7,295
Old : 121,180: 46,658 6,005 20,189 40,676 87,881 107,524 114,075: 13,656 7,104
Other: 17,683: 985 8,224 770 15,655 8,499 17,410 17,493: 273 191
: : :
: : Changes in Commitments from: November 3, 2009 :
: -25,826: -6,179 -9,200 -10,305 -6,711 -3,636 -23,195 -23,141: -2,631 -2,686
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 9.7 15.6 40.6 69.4 90.0 94.7: 10.0 5.3
Old : 100.0: 38.5 5.0 16.7 33.6 72.5 88.7 94.1: 11.3 5.9
Other: 100.0: 5.6 46.5 4.4 88.5 48.1 98.5 98.9: 1.5 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 67 27 44 45 45 138 98:
Old : 158: 68 30 44 45 43 138 96:
Other: 39: 8 8 10 11 17 23 32:
:----------------------------------------------------------------------------------------------------
: 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 : 27.5 31.8 39.0 45.6 23.2 21.4 31.4 33.8
Old : 26.5 29.6 37.4 44.1 23.8 27.0 33.2 39.8
Other: 82.2 82.0 90.5 89.6 63.0 68.4 70.6 72.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 1,159,504: 152,144 15,738 354,077 575,762 742,804 1,081,983 1,112,619: 77,520 46,885
Old : 1,159,504: 152,144 15,738 354,077 575,762 742,804 1,081,983 1,112,619: 77,520 46,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -40,476: -20,009 4,724 -6,226 -8,995 -32,341 -35,230 -33,843: -5,246 -6,633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 1.4 30.5 49.7 64.1 93.3 96.0: 6.7 4.0
Old : 100.0: 13.1 1.4 30.5 49.7 64.1 93.3 96.0: 6.7 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 : 233: 86 45 88 84 90 212 183:
Old : 233: 86 45 88 84 90 212 183:
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 : 15.1 17.3 24.9 29.4 8.8 10.9 14.0 18.0
Old : 15.1 17.3 24.9 29.4 8.8 10.9 14.0 18.0
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, November 9, 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 : 163,911: 44,762 7,456 39,149 69,576 109,376 153,486 155,981: 10,425 7,930
Old : 157,740: 45,367 9,144 35,671 66,421 105,531 147,458 150,346: 10,282 7,395
Other: 6,171: 1,854 771 1,019 3,155 3,846 6,028 5,635: 143 535
: : :
: : Changes in Commitments from: November 3, 2009 :
: 3,739: 1,337 -144 -2,884 5,233 6,165 3,686 3,138: 53 601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 4.5 23.9 42.4 66.7 93.6 95.2: 6.4 4.8
Old : 100.0: 28.8 5.8 22.6 42.1 66.9 93.5 95.3: 6.5 4.7
Other: 100.0: 30.1 12.5 16.5 51.1 62.3 97.7 91.3: 2.3 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 352: 145 57 101 112 122 306 239:
Old : 351: 143 61 98 112 121 305 235:
Other: 76: 14 9 11 18 45 36 62:
:----------------------------------------------------------------------------------------------------
: 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 20.4 30.1 33.7 15.6 15.6 25.5 25.6
Old : 16.5 20.4 29.8 34.0 16.0 16.7 26.3 27.1
Other: 63.8 35.7 76.7 51.4 54.1 28.5 61.4 39.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 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 : 38,506: 16,461 22,535 2,540 15,134 8,807 34,136 33,882: 4,371 4,624
Old : 38,506: 16,461 22,535 2,540 15,134 8,807 34,136 33,882: 4,371 4,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: 1,209: 1,619 1,127 183 -305 -745 1,497 564: -288 645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 58.5 6.6 39.3 22.9 88.6 88.0: 11.4 12.0
Old : 100.0: 42.7 58.5 6.6 39.3 22.9 88.6 88.0: 11.4 12.0
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 : 100: 33 45 10 11 16 51 64:
Old : 100: 33 45 10 11 16 51 64:
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 : 66.1 33.6 76.2 53.1 62.2 28.0 66.0 42.9
Old : 66.1 33.6 76.2 53.1 62.2 28.0 66.0 42.9
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, November 9, 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 : 385,630: 26,398 106,958 3,750 338,822 260,278 368,970 370,986: 16,661 14,645
Old : 385,630: 26,398 106,958 3,750 338,822 260,278 368,970 370,986: 16,661 14,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2009 :
: -1,494: -6,693 -1,597 404 5,505 -2,125 -784 -3,318: -710 1,824
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 27.7 1.0 87.9 67.5 95.7 96.2: 4.3 3.8
Old : 100.0: 6.8 27.7 1.0 87.9 67.5 95.7 96.2: 4.3 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 : 244: 24 54 19 97 103 137 160:
Old : 244: 24 54 19 97 103 137 160:
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 : 46.1 20.1 55.1 31.2 40.6 19.3 48.5 29.8
Old : 46.1 20.1 55.1 31.2 40.6 19.3 48.5 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2009