COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 247,038: 63,498 10,769 50,326 112,690 177,647 226,513 238,742: 20,525 8,296
Old : 219,690: 62,076 12,363 41,803 96,802 158,606 200,680 212,772: 19,010 6,919
Other: 27,348: 3,348 332 6,597 15,888 19,041 25,833 25,970: 1,515 1,378
: : :
: : Changes in Commitments from: January 5, 2010 :
: -4,189: -4,665 845 697 -357 -5,947 -4,325 -4,405: 136 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 4.4 20.4 45.6 71.9 91.7 96.6: 8.3 3.4
Old : 100.0: 28.3 5.6 19.0 44.1 72.2 91.3 96.9: 8.7 3.1
Other: 100.0: 12.2 1.2 24.1 58.1 69.6 94.5 95.0: 5.5 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 257: 130 40 59 67 65 223 142:
Old : 252: 127 40 56 60 62 212 137:
Other: 88: 18 16 22 30 42 62 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 : 17.9 33.4 29.2 47.4 15.0 25.6 22.4 35.6
Old : 16.8 35.2 28.9 49.4 16.2 29.5 24.8 40.0
Other: 40.8 27.2 53.5 44.5 37.2 25.0 45.1 37.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 49,147: 16,433 993 10,383 16,857 35,368 43,672 46,744: 5,475 2,404
Old : 48,340: 16,433 1,043 10,254 16,211 34,643 42,897 45,940: 5,442 2,400
Other: 808: 55 4 75 645 725 775 804: 33 4
: : :
: : Changes in Commitments from: January 5, 2010 :
: 287: -938 -159 -304 552 -248 -689 -710: 976 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 2.0 21.1 34.3 72.0 88.9 95.1: 11.1 4.9
Old : 100.0: 34.0 2.2 21.2 33.5 71.7 88.7 95.0: 11.3 5.0
Other: 100.0: 6.8 0.5 9.3 79.9 89.8 96.0 99.5: 4.0 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 64 8 24 27 21 99 47:
Old : 106: 64 8 24 27 21 99 47:
Other: 12: 5 2 5 2 4 9 9:
:----------------------------------------------------------------------------------------------------
: 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 : 24.0 56.5 36.5 69.9 14.7 41.3 22.9 50.7
Old : 23.0 57.4 35.7 70.0 15.0 43.3 23.3 51.8
Other: 93.4 92.5 95.9 99.5 84.5 88.7 85.2 88.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 141,550: 46,178 11,806 24,318 60,388 101,404 130,884 137,529: 10,666 4,021
Old : 120,524: 49,084 6,990 18,712 42,428 90,968 110,223 116,670: 10,301 3,855
Other: 21,025: 1,428 9,150 1,272 17,960 10,437 20,661 20,859: 365 166
: : :
: : Changes in Commitments from: January 5, 2010 :
: 2,296: 115 1,445 841 1,965 441 2,922 2,727: -626 -432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 8.3 17.2 42.7 71.6 92.5 97.2: 7.5 2.8
Old : 100.0: 40.7 5.8 15.5 35.2 75.5 91.5 96.8: 8.5 3.2
Other: 100.0: 6.8 43.5 6.1 85.4 49.6 98.3 99.2: 1.7 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 70 32 46 51 48 147 107:
Old : 175: 69 34 44 50 46 144 104:
Other: 48: 9 9 12 19 19 34 35:
:----------------------------------------------------------------------------------------------------
: 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 : 26.6 30.0 39.7 47.2 23.5 20.8 30.1 33.3
Old : 26.0 31.0 36.9 46.8 24.1 28.9 32.7 44.0
Other: 73.3 74.1 85.3 82.9 56.5 63.3 68.5 70.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 1,292,016: 203,548 18,087 389,361 600,120 829,160 1,193,029 1,236,607: 98,987 55,409
Old : 1,292,016: 203,548 18,087 389,361 600,120 829,160 1,193,029 1,236,607: 98,987 55,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: -6,077: 4,440 -896 5,538 -16,452 -14,684 -6,473 -10,042: 396 3,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 1.4 30.1 46.4 64.2 92.3 95.7: 7.7 4.3
Old : 100.0: 15.8 1.4 30.1 46.4 64.2 92.3 95.7: 7.7 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 : 269: 109 48 100 94 99 249 204:
Old : 269: 109 48 100 94 99 249 204:
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 : 13.8 15.8 22.4 27.3 7.5 10.7 11.5 18.2
Old : 13.8 15.8 22.4 27.3 7.5 10.7 11.5 18.2
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 12, 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 : 156,729: 39,231 9,336 35,737 70,385 105,013 145,352 150,085: 11,377 6,644
Old : 145,318: 40,799 12,932 28,281 65,829 97,536 134,909 138,749: 10,409 6,569
Other: 11,411: 3,810 1,782 2,077 4,556 7,477 10,443 11,336: 968 75
: : :
: : Changes in Commitments from: January 5, 2010 :
: 2,116: 2,954 -1,062 321 -1,195 3,284 2,080 2,543: 36 -427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 6.0 22.8 44.9 67.0 92.7 95.8: 7.3 4.2
Old : 100.0: 28.1 8.9 19.5 45.3 67.1 92.8 95.5: 7.2 4.5
Other: 100.0: 33.4 15.6 18.2 39.9 65.5 91.5 99.3: 8.5 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 354: 148 64 96 102 110 301 230:
Old : 353: 155 64 91 102 107 297 225:
Other: 107: 18 17 20 25 63 54 90:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 19.9 28.7 31.5 16.2 17.1 26.3 26.8
Old : 17.0 20.9 29.1 32.8 17.0 18.7 27.9 29.2
Other: 49.0 31.3 61.3 48.2 48.1 24.9 55.9 38.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 12, 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 : 53,265: 40,234 6,684 2,699 5,001 41,439 47,934 50,821: 5,331 2,444
Old : 53,265: 40,234 6,684 2,699 5,001 41,439 47,934 50,821: 5,331 2,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: -10,247: -8,408 -2,540 -186 -1,628 -7,070 -10,221 -9,796: -25 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 12.5 5.1 9.4 77.8 90.0 95.4: 10.0 4.6
Old : 100.0: 75.5 12.5 5.1 9.4 77.8 90.0 95.4: 10.0 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 : 80: 35 28 9 6 11 47 45:
Old : 80: 35 28 9 6 11 47 45:
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 73.4 79.4 83.9 64.5 67.8 69.0 73.8
Old : 67.4 73.4 79.4 83.9 64.5 67.8 69.0 73.8
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, January 12, 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 : 339,912: 33,409 83,267 2,519 285,757 239,134 321,685 324,920: 18,227 14,992
Old : 339,912: 33,409 83,267 2,519 285,757 239,134 321,685 324,920: 18,227 14,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 5, 2010 :
: 5,044: -1,990 3,888 -1,238 10,647 4,466 7,418 7,116: -2,374 -2,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 24.5 0.7 84.1 70.4 94.6 95.6: 5.4 4.4
Old : 100.0: 9.8 24.5 0.7 84.1 70.4 94.6 95.6: 5.4 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 : 235: 25 54 17 95 92 136 147:
Old : 235: 25 54 17 95 92 136 147:
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 : 36.5 22.7 48.7 34.3 33.6 22.7 44.1 33.5
Old : 36.5 22.7 48.7 34.3 33.6 22.7 44.1 33.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 15, 2010