COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 246,645: 73,731 9,563 46,137 105,199 184,175 225,067 239,875: 21,578 6,770
Old : 226,096: 72,736 11,642 39,665 93,449 168,950 205,850 220,257: 20,247 5,839
Other: 20,549: 3,177 103 4,291 11,749 15,225 19,217 19,618: 1,332 931
: : :
: : Changes in Commitments from: December 8, 2009 :
: 10,328: 3,453 1,048 2,824 2,953 6,251 9,230 10,123: 1,098 204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 3.9 18.7 42.7 74.7 91.3 97.3: 8.7 2.7
Old : 100.0: 32.2 5.1 17.5 41.3 74.7 91.0 97.4: 9.0 2.6
Other: 100.0: 15.5 0.5 20.9 57.2 74.1 93.5 95.5: 6.5 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 274: 147 34 59 64 68 238 140:
Old : 271: 146 35 56 59 67 229 138:
Other: 87: 21 11 25 23 41 56 68:
:----------------------------------------------------------------------------------------------------
: 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 35.9 27.2 48.6 15.8 30.4 23.6 40.8
Old : 17.0 37.7 27.5 50.0 16.8 33.1 25.5 43.6
Other: 41.5 30.7 55.5 49.0 38.7 29.4 50.4 45.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 51,136: 17,913 1,543 12,656 15,983 35,042 46,553 49,241: 4,584 1,896
Old : 50,844: 17,919 1,591 12,550 15,825 34,808 46,294 48,949: 4,550 1,895
Other: 293: 48 6 52 158 233 259 292: 34 1
: : :
: : Changes in Commitments from: December 8, 2009 :
: 4,570: 1,819 -139 2,042 1,144 2,584 5,004 4,487: -435 83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 3.0 24.7 31.3 68.5 91.0 96.3: 9.0 3.7
Old : 100.0: 35.2 3.1 24.7 31.1 68.5 91.1 96.3: 8.9 3.7
Other: 100.0: 16.4 1.9 17.9 54.0 79.8 88.4 99.7: 11.6 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 119: 71 13 26 27 22 111 50:
Old : 119: 71 13 25 27 22 110 50:
Other: 9: 4 1 3 2 3 7 6:
:----------------------------------------------------------------------------------------------------
: 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 53.4 31.0 66.3 14.6 42.9 23.1 50.9
Old : 18.5 53.6 30.8 66.6 14.7 43.4 23.2 51.4
Other: 79.4 89.0 88.4 99.7 53.1 69.2 57.9 69.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 138,663: 51,704 11,855 17,812 57,200 103,582 126,716 133,248: 11,947 5,415
Old : 119,170: 51,780 4,981 15,204 40,511 93,740 107,495 113,925: 11,675 5,245
Other: 19,493: 1,646 8,597 886 16,689 9,841 19,221 19,324: 272 169
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,678: 2,071 919 -716 905 2,917 2,260 3,121: 418 -442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 8.5 12.8 41.3 74.7 91.4 96.1: 8.6 3.9
Old : 100.0: 43.5 4.2 12.8 34.0 78.7 90.2 95.6: 9.8 4.4
Other: 100.0: 8.4 44.1 4.5 85.6 50.5 98.6 99.1: 1.4 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 72 29 39 43 45 134 98:
Old : 164: 73 29 37 41 43 130 95:
Other: 46: 12 7 10 15 19 31 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 32.4 38.5 48.7 24.3 25.1 31.9 37.9
Old : 26.3 33.0 36.3 48.9 25.1 31.2 34.0 46.2
Other: 76.9 77.8 87.6 87.1 58.0 66.1 68.7 72.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 1,227,576: 190,543 14,191 354,121 581,870 804,993 1,126,535 1,173,306: 101,041 54,270
Old : 1,227,576: 190,543 14,191 354,121 581,870 804,993 1,126,535 1,173,306: 101,041 54,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 73,533: 25,843 -6,926 25,653 537 49,795 52,033 68,522: 21,500 5,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 1.2 28.8 47.4 65.6 91.8 95.6: 8.2 4.4
Old : 100.0: 15.5 1.2 28.8 47.4 65.6 91.8 95.6: 8.2 4.4
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 : 255: 104 42 94 90 96 233 195:
Old : 255: 104 42 94 90 96 233 195:
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 : 14.0 18.0 23.2 30.3 8.1 11.8 13.3 19.4
Old : 14.0 18.0 23.2 30.3 8.1 11.8 13.3 19.4
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, December 15, 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 : 158,299: 45,561 8,635 35,195 66,703 107,893 147,459 151,723: 10,840 6,577
Old : 148,605: 46,357 11,916 28,759 62,906 101,617 138,021 142,293: 10,584 6,312
Other: 9,694: 3,747 1,261 1,893 3,798 6,275 9,438 9,430: 256 264
: : :
: : Changes in Commitments from: December 8, 2009 :
: 10,676: 6,180 849 2,277 1,788 7,818 10,245 10,944: 431 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 5.5 22.2 42.1 68.2 93.2 95.8: 6.8 4.2
Old : 100.0: 31.2 8.0 19.4 42.3 68.4 92.9 95.8: 7.1 4.2
Other: 100.0: 38.7 13.0 19.5 39.2 64.7 97.4 97.3: 2.6 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 360: 154 62 86 103 112 309 215:
Old : 360: 155 65 85 103 109 309 211:
Other: 96: 19 10 16 23 55 47 78:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 19.5 29.9 31.7 16.9 17.0 26.4 27.2
Old : 17.7 20.3 30.1 32.4 17.7 18.2 27.8 29.4
Other: 58.0 32.1 73.4 45.3 50.9 25.5 62.0 36.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 15, 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 : 52,580: 37,586 11,860 4,008 5,716 33,097 47,310 48,964: 5,270 3,615
Old : 52,580: 37,586 11,860 4,008 5,716 33,097 47,310 48,964: 5,270 3,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 2,995: 8,625 -3,247 -1,071 -4,569 7,619 2,985 3,301: 10 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 22.6 7.6 10.9 62.9 90.0 93.1: 10.0 6.9
Old : 100.0: 71.5 22.6 7.6 10.9 62.9 90.0 93.1: 10.0 6.9
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 : 75: 37 22 7 10 8 53 32:
Old : 75: 37 22 7 10 8 53 32:
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 57.1 75.2 78.9 60.9 51.1 65.6 66.6
Old : 66.1 57.1 75.2 78.9 60.9 51.1 65.6 66.6
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 15, 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 : 429,557: 46,553 100,928 7,341 348,008 295,239 401,902 403,508: 27,655 26,048
Old : 429,557: 46,553 100,928 7,341 348,008 295,239 401,902 403,508: 27,655 26,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2009 :
: 24,598: 8,432 874 2,719 3,201 9,668 14,352 13,261: 10,246 11,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 23.5 1.7 81.0 68.7 93.6 93.9: 6.4 6.1
Old : 100.0: 10.8 23.5 1.7 81.0 68.7 93.6 93.9: 6.4 6.1
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 : 244: 25 52 24 103 112 145 172:
Old : 244: 25 52 24 103 112 145 172:
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 : 40.9 18.3 50.9 30.1 36.8 18.1 45.7 28.5
Old : 40.9 18.3 50.9 30.1 36.8 18.1 45.7 28.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2009