COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 232,131: 68,859 8,349 41,680 101,746 175,585 212,284 225,614: 19,846 6,517
Old : 214,701: 67,827 10,361 36,354 91,600 162,210 195,781 208,925: 18,920 5,777
Other: 17,429: 3,108 65 3,249 10,146 13,375 16,503 16,689: 926 740
: : :
: : Changes in Commitments from: November 24, 2009 :
: 767: -2,203 869 2,067 2,185 -1,533 2,049 1,403: -1,282 -636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 3.6 18.0 43.8 75.6 91.5 97.2: 8.5 2.8
Old : 100.0: 31.6 4.8 16.9 42.7 75.6 91.2 97.3: 8.8 2.7
Other: 100.0: 17.8 0.4 18.6 58.2 76.7 94.7 95.8: 5.3 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 138 23 53 59 64 217 126:
Old : 246: 134 28 51 55 63 210 124:
Other: 83: 26 7 21 21 39 54 61:
:----------------------------------------------------------------------------------------------------
: 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 36.3 29.5 49.7 17.6 30.9 26.1 42.6
Old : 19.0 37.5 29.9 50.9 18.7 33.0 28.0 45.2
Other: 39.9 32.2 55.5 52.0 37.6 32.0 51.4 49.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 43,291: 14,827 1,818 9,247 14,360 30,761 38,433 41,826: 4,858 1,465
Old : 43,047: 14,837 1,816 9,188 14,195 30,580 38,221 41,584: 4,826 1,463
Other: 244: 2 14 46 164 182 212 242: 32 2
: : :
: : Changes in Commitments from: November 24, 2009 :
: 3,685: 1,110 99 1,170 732 2,460 3,012 3,730: 673 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 4.2 21.4 33.2 71.1 88.8 96.6: 11.2 3.4
Old : 100.0: 34.5 4.2 21.3 33.0 71.0 88.8 96.6: 11.2 3.4
Other: 100.0: 0.8 5.9 18.9 67.2 74.4 86.9 99.2: 13.1 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 68 16 24 25 21 104 50:
Old : 117: 68 16 23 25 21 103 50:
Other: 6: 1 2 3 2 2 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 57.5 31.2 70.8 16.8 48.9 26.2 57.5
Old : 18.4 57.8 31.0 71.1 16.9 49.6 26.3 58.2
Other: 81.3 97.6 86.9 99.2 66.5 78.7 66.5 78.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 134,173: 48,164 11,338 18,142 55,553 98,915 121,860 128,395: 12,314 5,778
Old : 115,303: 48,187 4,363 15,629 39,371 89,724 103,186 109,716: 12,117 5,588
Other: 18,870: 1,536 8,533 955 16,182 9,191 18,674 18,680: 196 191
: : :
: : Changes in Commitments from: November 24, 2009 :
: 2,876: 1,682 -1,106 238 -143 2,825 1,778 1,957: 1,098 918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 8.5 13.5 41.4 73.7 90.8 95.7: 9.2 4.3
Old : 100.0: 41.8 3.8 13.6 34.1 77.8 89.5 95.2: 10.5 4.8
Other: 100.0: 8.1 45.2 5.1 85.8 48.7 99.0 99.0: 1.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 68 28 41 43 42 135 93:
Old : 162: 68 31 40 42 40 133 90:
Other: 43: 10 9 10 13 17 27 33:
:----------------------------------------------------------------------------------------------------
: 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 : 27.3 35.3 39.0 50.8 23.8 26.3 31.4 39.1
Old : 26.0 34.9 36.2 48.6 24.7 32.9 33.6 46.3
Other: 78.8 79.3 88.6 87.7 58.4 65.5 67.9 70.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 1,157,622: 159,275 17,213 334,685 583,062 760,978 1,077,023 1,112,876: 80,599 44,746
Old : 1,157,622: 159,275 17,213 334,685 583,062 760,978 1,077,023 1,112,876: 80,599 44,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 6,366: 5,787 -5,472 -3,921 3,568 18,221 5,434 8,829: 932 -2,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 1.5 28.9 50.4 65.7 93.0 96.1: 7.0 3.9
Old : 100.0: 13.8 1.5 28.9 50.4 65.7 93.0 96.1: 7.0 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 : 240: 89 45 91 87 92 218 189:
Old : 240: 89 45 91 87 92 218 189:
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 : 15.7 18.3 25.4 30.6 8.3 11.3 14.0 19.1
Old : 15.7 18.3 25.4 30.6 8.3 11.3 14.0 19.1
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, December 1, 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 : 137,520: 34,799 7,171 29,421 63,680 94,713 127,900 131,305: 9,620 6,215
Old : 129,447: 35,448 9,418 24,710 59,916 89,610 120,075 123,738: 9,372 5,709
Other: 8,073: 2,504 906 1,558 3,763 5,104 7,825 7,567: 248 506
: : :
: : Changes in Commitments from: November 24, 2009 :
: 8,122: 5,392 1,051 2,533 -734 4,394 7,192 7,979: 930 143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 5.2 21.4 46.3 68.9 93.0 95.5: 7.0 4.5
Old : 100.0: 27.4 7.3 19.1 46.3 69.2 92.8 95.6: 7.2 4.4
Other: 100.0: 31.0 11.2 19.3 46.6 63.2 96.9 93.7: 3.1 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 137 60 86 102 109 289 214:
Old : 338: 136 64 84 102 107 287 211:
Other: 84: 19 10 14 21 47 45 67:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 20.9 33.0 32.9 19.4 17.1 30.2 27.3
Old : 20.2 21.4 33.1 33.5 20.2 18.6 31.7 29.5
Other: 53.5 34.4 69.0 47.6 49.6 24.8 59.1 35.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 1, 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 : 41,255: 23,395 19,423 2,849 10,123 14,294 36,367 36,566: 4,888 4,689
Old : 41,255: 23,395 19,423 2,849 10,123 14,294 36,367 36,566: 4,888 4,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: -76: 869 -2,042 44 -1,016 1,949 -104 -49: 28 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 47.1 6.9 24.5 34.6 88.2 88.6: 11.8 11.4
Old : 100.0: 56.7 47.1 6.9 24.5 34.6 88.2 88.6: 11.8 11.4
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 : 95: 27 49 10 10 14 43 67:
Old : 95: 27 49 10 10 14 43 67:
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 : 70.6 38.6 80.0 57.5 66.4 33.6 69.8 48.6
Old : 70.6 38.6 80.0 57.5 66.4 33.6 69.8 48.6
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, December 1, 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 : 409,570: 31,332 105,267 3,322 353,913 283,459 388,567 392,048: 21,003 17,522
Old : 409,570: 31,332 105,267 3,322 353,913 283,459 388,567 392,048: 21,003 17,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 24, 2009 :
: 5,055: -2,347 -2,260 1,301 3,121 3,362 2,075 2,403: 2,979 2,651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 25.7 0.8 86.4 69.2 94.9 95.7: 5.1 4.3
Old : 100.0: 7.7 25.7 0.8 86.4 69.2 94.9 95.7: 5.1 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 : 244: 27 51 16 97 105 134 162:
Old : 244: 27 51 16 97 105 134 162:
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 : 46.6 19.4 55.3 31.2 42.3 19.4 49.7 29.9
Old : 46.6 19.4 55.3 31.2 42.3 19.4 49.7 29.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 4, 2009