COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 247,428: 70,993 9,462 45,342 110,392 185,042 226,727 239,846: 20,700 7,582
Old : 225,435: 69,963 11,177 38,819 97,384 169,016 206,166 219,011: 19,270 6,424
Other: 21,992: 2,894 149 4,659 13,009 16,026 20,562 20,835: 1,430 1,158
: : :
: : Changes in Commitments from: December 15, 2009 :
: 783: -2,738 -101 -795 5,194 867 1,661 -29: -878 812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 3.8 18.3 44.6 74.8 91.6 96.9: 8.4 3.1
Old : 100.0: 31.0 5.0 17.2 43.2 75.0 91.5 97.2: 8.5 2.8
Other: 100.0: 13.2 0.7 21.2 59.2 72.9 93.5 94.7: 6.5 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 136 35 56 63 63 223 132:
Old : 251: 132 37 53 58 62 214 130:
Other: 83: 24 9 23 24 37 56 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 : 18.0 36.0 28.6 48.9 16.0 29.4 23.9 39.6
Old : 17.2 38.0 28.5 50.6 17.1 32.7 25.9 43.0
Other: 44.7 29.5 57.9 48.2 41.4 29.1 51.0 44.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 45,259: 18,165 1,387 8,341 14,518 34,108 41,024 43,836: 4,235 1,423
Old : 44,960: 18,173 1,439 8,229 14,356 33,870 40,757 43,538: 4,202 1,422
Other: 300: 52 8 54 161 237 267 299: 33 1
: : :
: : Changes in Commitments from: December 15, 2009 :
: -5,877: 252 -156 -4,315 -1,466 -934 -5,529 -5,405: -349 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 3.1 18.4 32.1 75.4 90.6 96.9: 9.4 3.1
Old : 100.0: 40.4 3.2 18.3 31.9 75.3 90.7 96.8: 9.3 3.2
Other: 100.0: 17.2 2.5 17.9 53.9 79.2 89.0 99.7: 11.0 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 64 9 20 25 22 97 43:
Old : 107: 64 9 20 25 22 97 43:
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 : 20.5 59.8 32.9 70.9 16.5 48.5 26.0 57.6
Old : 20.3 60.1 32.8 71.2 16.6 49.1 26.2 58.3
Other: 78.9 88.9 89.0 99.7 52.9 68.6 57.9 68.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 139,535: 49,497 10,957 21,614 57,729 102,149 128,840 134,721: 10,696 4,814
Old : 119,666: 50,310 4,557 18,323 40,568 92,125 109,201 115,005: 10,465 4,661
Other: 19,869: 1,585 8,799 892 17,161 10,024 19,638 19,716: 231 153
: : :
: : Changes in Commitments from: December 15, 2009 :
: 872: -2,207 -897 3,802 528 -1,432 2,123 1,472: -1,252 -601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 7.9 15.5 41.4 73.2 92.3 96.5: 7.7 3.5
Old : 100.0: 42.0 3.8 15.3 33.9 77.0 91.3 96.1: 8.7 3.9
Other: 100.0: 8.0 44.3 4.5 86.4 50.5 98.8 99.2: 1.2 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 169: 75 27 42 45 49 140 103:
Old : 168: 77 26 40 44 47 137 100:
Other: 46: 10 8 11 14 21 30 36:
:----------------------------------------------------------------------------------------------------
: 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 31.7 39.7 49.1 24.2 23.5 30.9 37.0
Old : 26.1 32.0 37.1 47.5 24.9 30.2 32.7 44.9
Other: 76.0 78.1 87.9 86.4 58.3 66.6 70.1 72.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 1,270,677: 203,864 16,518 373,184 591,942 827,988 1,168,990 1,217,690: 101,687 52,987
Old : 1,270,677: 203,864 16,518 373,184 591,942 827,988 1,168,990 1,217,690: 101,687 52,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 43,101: 13,321 2,326 19,063 10,072 22,995 42,456 44,384: 646 -1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 1.3 29.4 46.6 65.2 92.0 95.8: 8.0 4.2
Old : 100.0: 16.0 1.3 29.4 46.6 65.2 92.0 95.8: 8.0 4.2
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 : 258: 113 39 91 88 94 237 191:
Old : 258: 113 39 91 88 94 237 191:
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 : 13.9 17.8 22.9 29.8 8.1 10.9 12.8 18.6
Old : 13.9 17.8 22.9 29.8 8.1 10.9 12.8 18.6
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, December 22, 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 : 159,072: 44,000 8,930 34,487 68,853 108,414 147,340 151,831: 11,732 7,241
Old : 148,127: 45,335 12,251 27,400 64,593 101,309 137,328 140,960: 10,799 7,168
Other: 10,945: 3,607 1,622 2,144 4,261 7,105 10,012 10,871: 933 74
: : :
: : Changes in Commitments from: December 15, 2009 :
: 773: -1,561 294 -708 2,150 521 -119 108: 892 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 5.6 21.7 43.3 68.2 92.6 95.4: 7.4 4.6
Old : 100.0: 30.6 8.3 18.5 43.6 68.4 92.7 95.2: 7.3 4.8
Other: 100.0: 33.0 14.8 19.6 38.9 64.9 91.5 99.3: 8.5 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 145 69 92 106 112 306 228:
Old : 359: 148 72 88 106 110 303 225:
Other: 102: 17 14 17 25 59 52 82:
:----------------------------------------------------------------------------------------------------
: 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 19.4 29.2 31.6 16.9 17.1 26.7 26.9
Old : 17.8 20.3 29.6 32.8 17.8 18.3 28.2 29.2
Other: 52.0 32.3 64.8 49.5 48.1 24.7 56.0 36.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 61,272: 46,001 11,810 3,940 6,064 42,235 56,005 57,986: 5,267 3,286
Old : 61,272: 46,001 11,810 3,940 6,064 42,235 56,005 57,986: 5,267 3,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: 8,692: 8,415 -49 -67 348 9,138 8,695 9,021: -3 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 19.3 6.4 9.9 68.9 91.4 94.6: 8.6 5.4
Old : 100.0: 75.1 19.3 6.4 9.9 68.9 91.4 94.6: 8.6 5.4
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 : 79: 36 27 8 8 10 50 40:
Old : 79: 36 27 8 8 10 50 40:
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 : 71.3 63.9 80.2 80.5 66.3 58.8 70.2 71.0
Old : 71.3 63.9 80.2 80.5 66.3 58.8 70.2 71.0
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, December 22, 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 : 335,027: 36,429 86,104 2,081 280,288 231,865 318,798 320,050: 16,230 14,977
Old : 335,027: 36,429 86,104 2,081 280,288 231,865 318,798 320,050: 16,230 14,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 15, 2009 :
: -94,529: -10,124 -14,824 -5,260 -67,720 -63,373 -83,104 -83,458: -11,425 -11,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 25.7 0.6 83.7 69.2 95.2 95.5: 4.8 4.5
Old : 100.0: 10.9 25.7 0.6 83.7 69.2 95.2 95.5: 4.8 4.5
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 : 221: 25 45 16 96 87 134 135:
Old : 221: 25 45 16 96 87 134 135:
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 : 35.5 22.2 47.7 33.6 31.7 22.2 42.6 31.8
Old : 35.5 22.2 47.7 33.6 31.7 22.2 42.6 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2009