COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 251,227: 68,163 9,924 49,629 113,046 183,594 230,838 243,147: 20,389 8,080
Old : 226,414: 66,888 11,544 42,207 98,486 165,860 207,581 219,611: 18,833 6,803
Other: 24,813: 3,108 213 5,589 14,561 17,734 23,257 23,536: 1,555 1,277
: : :
: : Changes in Commitments from: December 29, 2009 :
: -65: -5,563 757 4,017 1,707 -5,469 161 -695: -226 630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 4.0 19.8 45.0 73.1 91.9 96.8: 8.1 3.2
Old : 100.0: 29.5 5.1 18.6 43.5 73.3 91.7 97.0: 8.3 3.0
Other: 100.0: 12.5 0.9 22.5 58.7 71.5 93.7 94.9: 6.3 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 256: 134 33 61 67 63 227 137:
Old : 253: 131 33 59 61 61 218 134:
Other: 87: 21 11 24 27 40 60 66:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 34.9 29.0 48.3 15.6 28.1 23.2 38.1
Old : 17.1 37.1 28.7 50.2 16.8 31.8 25.4 41.9
Other: 42.8 28.2 55.7 45.0 40.1 27.0 48.6 41.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 48,860: 17,371 1,152 10,686 16,304 35,616 44,361 47,454: 4,499 1,406
Old : 48,543: 17,345 1,184 10,584 16,146 35,371 44,076 47,139: 4,467 1,404
Other: 317: 64 7 64 158 245 285 315: 32 2
: : :
: : Changes in Commitments from: December 29, 2009 :
: 1,657: -1,117 -210 1,583 782 339 1,248 1,712: 409 -54
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 2.4 21.9 33.4 72.9 90.8 97.1: 9.2 2.9
Old : 100.0: 35.7 2.4 21.8 33.3 72.9 90.8 97.1: 9.2 2.9
Other: 100.0: 20.1 2.1 20.1 49.7 77.2 89.9 99.4: 10.1 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 71 10 23 24 21 103 47:
Old : 114: 71 10 23 24 21 103 47:
Other: 11: 5 2 4 2 3 9 7:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 58.8 35.2 71.0 15.0 45.1 23.7 52.9
Old : 21.4 59.1 35.0 71.3 15.1 45.6 23.9 53.5
Other: 80.4 87.0 89.8 99.4 51.1 65.6 56.1 65.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 139,254: 46,063 10,361 23,477 58,422 100,964 127,962 134,801: 11,292 4,453
Old : 118,776: 48,907 5,818 17,974 40,812 90,625 107,693 114,417: 11,083 4,359
Other: 20,478: 1,529 8,916 1,130 17,611 10,338 20,270 20,384: 209 94
: : :
: : Changes in Commitments from: December 29, 2009 :
: 691: -2,800 -221 2,151 238 -917 -411 1,012: 1,102 -321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 7.4 16.9 42.0 72.5 91.9 96.8: 8.1 3.2
Old : 100.0: 41.2 4.9 15.1 34.4 76.3 90.7 96.3: 9.3 3.7
Other: 100.0: 7.5 43.5 5.5 86.0 50.5 99.0 99.5: 1.0 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 173: 70 32 44 48 50 143 106:
Old : 172: 71 33 42 47 48 140 103:
Other: 48: 9 10 12 16 21 32 37:
:----------------------------------------------------------------------------------------------------
: 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 : 27.6 31.2 40.9 47.9 24.4 22.2 30.8 34.3
Old : 27.4 32.3 38.5 47.3 25.2 30.5 33.8 44.9
Other: 75.7 73.9 87.3 82.7 58.5 62.7 70.0 70.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,298,093: 199,107 18,982 383,823 616,572 843,844 1,199,502 1,246,649: 98,591 51,444
Old : 1,298,093: 199,107 18,982 383,823 616,572 843,844 1,199,502 1,246,649: 98,591 51,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: 28,678: -295 -1,503 13,280 17,980 17,680 30,965 29,456: -2,287 -778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 1.5 29.6 47.5 65.0 92.4 96.0: 7.6 4.0
Old : 100.0: 15.3 1.5 29.6 47.5 65.0 92.4 96.0: 7.6 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 : 260: 107 41 95 93 100 238 201:
Old : 260: 107 41 95 93 100 238 201:
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 : 14.4 17.2 23.4 28.7 7.9 10.3 12.0 18.6
Old : 14.4 17.2 23.4 28.7 7.9 10.3 12.0 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, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 154,613: 36,277 10,398 35,415 71,580 101,729 143,272 147,542: 11,341 7,071
Old : 143,393: 37,826 13,901 28,072 67,117 94,423 133,015 136,396: 10,378 6,997
Other: 11,220: 3,786 1,831 2,008 4,463 7,306 10,257 11,146: 963 74
: : :
: : Changes in Commitments from: December 29, 2009 :
: 3,644: 127 2,846 2,539 1,315 -1,281 3,980 4,104: -337 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 6.7 22.9 46.3 65.8 92.7 95.4: 7.3 4.6
Old : 100.0: 26.4 9.7 19.6 46.8 65.8 92.8 95.1: 7.2 4.9
Other: 100.0: 33.7 16.3 17.9 39.8 65.1 91.4 99.3: 8.6 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 147 66 100 107 112 306 237:
Old : 359: 149 69 95 107 109 302 233:
Other: 105: 17 16 18 26 62 53 87:
:----------------------------------------------------------------------------------------------------
: 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 : 17.2 19.8 29.8 31.7 17.2 17.4 27.6 26.9
Old : 18.0 20.9 30.3 33.1 18.0 18.8 29.2 29.3
Other: 49.0 31.3 61.5 49.0 48.2 25.2 56.2 39.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 63,511: 48,642 9,224 2,884 6,629 48,509 58,155 60,617: 5,356 2,895
Old : 63,511: 48,642 9,224 2,884 6,629 48,509 58,155 60,617: 5,356 2,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -1,202: -2,437 -2,767 15 555 1,268 -1,866 -1,484: 664 282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 14.5 4.5 10.4 76.4 91.6 95.4: 8.4 4.6
Old : 100.0: 76.6 14.5 4.5 10.4 76.4 91.6 95.4: 8.4 4.6
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: 40 22 7 9 10 53 36:
Old : 79: 40 22 7 9 10 53 36:
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 : 67.4 72.5 77.9 85.5 66.0 67.5 70.0 76.1
Old : 67.4 72.5 77.9 85.5 66.0 67.5 70.0 76.1
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, January 5, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 334,868: 35,399 79,379 3,758 275,110 234,668 314,267 317,804: 20,601 17,064
Old : 334,868: 35,399 79,379 3,758 275,110 234,668 314,267 317,804: 20,601 17,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2009 :
: -5,537: -238 -7,649 696 -10,508 -1,888 -10,050 -8,842: 4,513 3,305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 23.7 1.1 82.2 70.1 93.8 94.9: 6.2 5.1
Old : 100.0: 10.6 23.7 1.1 82.2 70.1 93.8 94.9: 6.2 5.1
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 : 222: 25 47 15 92 89 131 137:
Old : 222: 25 47 15 92 89 131 137:
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 : 36.1 22.2 47.3 34.4 33.3 22.2 43.1 33.6
Old : 36.1 22.2 47.3 34.4 33.3 22.2 43.1 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2010