COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 251,292: 73,726 9,167 45,612 111,339 189,063 230,677 243,842: 20,614 7,450
Old : 228,204: 72,446 10,934 38,794 97,734 172,197 208,974 221,925: 19,230 6,279
Other: 23,088: 3,144 97 4,954 13,605 16,866 21,703 21,917: 1,384 1,171
: : :
: : Changes in Commitments from: December 22, 2009 :
: 3,864: 2,733 -295 270 947 4,021 3,950 3,996: -86 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 3.6 18.2 44.3 75.2 91.8 97.0: 8.2 3.0
Old : 100.0: 31.7 4.8 17.0 42.8 75.5 91.6 97.2: 8.4 2.8
Other: 100.0: 13.6 0.4 21.5 58.9 73.1 94.0 94.9: 6.0 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 140 35 57 63 63 228 133:
Old : 256: 130 43 54 58 62 219 131:
Other: 83: 28 5 22 24 38 55 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 : 18.1 36.5 28.5 49.4 15.8 29.7 23.4 40.1
Old : 17.1 38.6 28.2 51.2 16.8 33.2 25.4 43.7
Other: 44.3 30.0 57.2 48.1 41.3 28.4 50.6 43.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 47,203: 18,488 1,362 9,103 15,522 35,277 43,113 45,742: 4,090 1,460
Old : 46,897: 18,491 1,415 8,985 15,363 35,038 42,839 45,438: 4,058 1,459
Other: 306: 57 7 58 159 239 274 305: 32 1
: : :
: : Changes in Commitments from: December 22, 2009 :
: 1,944: 323 -25 762 1,004 1,169 2,089 1,906: -145 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 2.9 19.3 32.9 74.7 91.3 96.9: 8.7 3.1
Old : 100.0: 39.4 3.0 19.2 32.8 74.7 91.3 96.9: 8.7 3.1
Other: 100.0: 18.6 2.4 19.1 51.9 78.2 89.5 99.7: 10.5 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 65 12 22 26 23 100 48:
Old : 112: 64 13 22 26 23 100 48:
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 : 21.1 59.2 33.6 70.7 15.8 46.6 25.5 55.4
Old : 20.9 59.5 33.5 71.0 15.9 47.2 25.7 56.0
Other: 80.0 88.0 89.5 99.7 52.5 67.9 57.8 67.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 138,563: 48,863 10,582 21,326 58,185 101,881 128,373 133,789: 10,190 4,774
Old : 118,590: 50,402 4,842 17,326 40,929 91,841 108,657 114,009: 9,933 4,581
Other: 19,973: 1,563 8,843 897 17,255 10,039 19,716 19,780: 257 193
: : :
: : Changes in Commitments from: December 22, 2009 :
: -972: -634 -375 -288 456 -269 -466 -932: -506 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 7.6 15.4 42.0 73.5 92.6 96.6: 7.4 3.4
Old : 100.0: 42.5 4.1 14.6 34.5 77.4 91.6 96.1: 8.4 3.9
Other: 100.0: 7.8 44.3 4.5 86.4 50.3 98.7 99.0: 1.3 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 72 31 43 47 49 143 104:
Old : 170: 75 30 41 45 47 139 101:
Other: 47: 10 9 9 15 22 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 : 27.8 32.0 40.4 49.7 24.7 23.9 31.5 37.3
Old : 26.7 33.2 37.8 48.5 25.4 31.4 33.5 45.9
Other: 76.1 78.0 87.9 86.3 58.4 66.6 70.2 73.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 1,269,415: 199,402 20,485 370,543 598,592 826,164 1,168,537 1,217,193: 100,878 52,222
Old : 1,269,415: 199,402 20,485 370,543 598,592 826,164 1,168,537 1,217,193: 100,878 52,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -1,262: -4,462 3,968 -2,641 6,650 -1,824 -453 -497: -809 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 1.6 29.2 47.2 65.1 92.1 95.9: 7.9 4.1
Old : 100.0: 15.7 1.6 29.2 47.2 65.1 92.1 95.9: 7.9 4.1
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 : 253: 101 44 92 90 97 231 195:
Old : 253: 101 44 92 90 97 231 195:
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 17.3 23.0 29.4 8.1 11.0 12.7 18.8
Old : 14.0 17.3 23.0 29.4 8.1 11.0 12.7 18.8
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 29, 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 : 150,969: 36,150 7,552 32,876 70,265 103,010 139,292 143,438: 11,677 7,531
Old : 139,771: 37,622 10,922 25,784 65,890 95,788 129,297 132,494: 10,474 7,277
Other: 11,198: 3,599 1,700 2,022 4,374 7,222 9,995 10,943: 1,203 255
: : :
: : Changes in Commitments from: December 22, 2009 :
: -8,103: -7,850 -1,378 -1,610 1,412 -5,404 -8,048 -8,393: -55 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 5.0 21.8 46.5 68.2 92.3 95.0: 7.7 5.0
Old : 100.0: 26.9 7.8 18.4 47.1 68.5 92.5 94.8: 7.5 5.2
Other: 100.0: 32.1 15.2 18.1 39.1 64.5 89.3 97.7: 10.7 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 140 66 93 109 110 299 228:
Old : 350: 138 72 89 109 108 296 225:
Other: 101: 18 14 18 22 60 48 85:
:----------------------------------------------------------------------------------------------------
: 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 20.2 30.7 32.5 17.9 17.9 28.3 27.8
Old : 18.8 21.3 31.0 34.0 18.8 19.2 30.0 30.3
Other: 49.7 31.1 61.9 49.1 47.4 25.2 55.2 37.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 29, 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 : 64,713: 51,079 11,991 2,869 6,074 47,241 60,022 62,101: 4,692 2,613
Old : 64,713: 51,079 11,991 2,869 6,074 47,241 60,022 62,101: 4,692 2,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 3,442: 5,078 180 -1,072 11 5,006 4,017 4,115: -575 -673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.9 18.5 4.4 9.4 73.0 92.7 96.0: 7.3 4.0
Old : 100.0: 78.9 18.5 4.4 9.4 73.0 92.7 96.0: 7.3 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 : 78: 37 24 8 8 11 51 38:
Old : 78: 37 24 8 8 11 51 38:
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 : 71.7 68.1 81.4 84.6 69.9 64.1 73.8 75.8
Old : 71.7 68.1 81.4 84.6 69.9 64.1 73.8 75.8
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 29, 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 : 340,405: 35,636 87,028 3,062 285,618 236,556 324,316 326,646: 16,089 13,759
Old : 340,405: 35,636 87,028 3,062 285,618 236,556 324,316 326,646: 16,089 13,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 5,378: -792 924 980 5,330 4,691 5,518 6,596: -141 -1,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 25.6 0.9 83.9 69.5 95.3 96.0: 4.7 4.0
Old : 100.0: 10.5 25.6 0.9 83.9 69.5 95.3 96.0: 4.7 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 : 224: 23 46 14 95 92 131 139:
Old : 224: 23 46 14 95 92 131 139:
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 : 36.3 21.2 47.9 33.2 32.7 21.2 43.1 32.4
Old : 36.3 21.2 47.9 33.2 32.7 21.2 43.1 32.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2010