COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 239,011: 59,448 8,807 50,918 108,976 170,022 219,342 229,748: 19,669 9,263
Old : 210,814: 58,353 10,472 41,791 92,521 150,698 192,666 202,960: 18,149 7,854
Other: 28,197: 3,401 642 6,821 16,455 19,325 26,677 26,788: 1,520 1,409
: : :
: : Changes in Commitments from: January 12, 2010 :
: -8,027: -4,050 -1,962 592 -3,713 -7,624 -7,171 -8,994: -856 967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 3.7 21.3 45.6 71.1 91.8 96.1: 8.2 3.9
Old : 100.0: 27.7 5.0 19.8 43.9 71.5 91.4 96.3: 8.6 3.7
Other: 100.0: 12.1 2.3 24.2 58.4 68.5 94.6 95.0: 5.4 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 249: 124 36 64 68 66 219 145:
Old : 246: 123 34 62 60 63 208 141:
Other: 91: 20 17 24 32 41 65 70:
:----------------------------------------------------------------------------------------------------
: 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 32.5 30.0 47.1 14.9 24.3 22.4 34.5
Old : 16.8 34.4 29.3 49.2 16.2 28.6 24.7 39.2
Other: 41.8 26.9 54.4 44.0 37.4 24.2 45.1 36.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 46,716: 15,922 1,193 10,300 16,775 33,729 42,997 45,223: 3,719 1,493
Old : 45,895: 15,915 1,252 10,164 16,129 32,988 42,208 44,405: 3,686 1,490
Other: 821: 74 8 70 645 741 789 818: 32 3
: : :
: : Changes in Commitments from: January 12, 2010 :
: -2,431: -511 201 -83 -82 -1,639 -675 -1,521: -1,756 -911
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 2.6 22.0 35.9 72.2 92.0 96.8: 8.0 3.2
Old : 100.0: 34.7 2.7 22.1 35.1 71.9 92.0 96.8: 8.0 3.2
Other: 100.0: 9.0 1.0 8.5 78.6 90.2 96.0 99.6: 4.0 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 60 8 25 29 23 96 51:
Old : 104: 60 8 25 29 23 96 51:
Other: 15: 8 2 5 2 4 12 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 : 24.4 56.0 37.5 70.0 16.0 42.1 26.2 51.9
Old : 23.4 57.0 36.7 70.1 16.3 44.2 26.7 53.1
Other: 92.1 91.9 95.2 99.6 83.1 88.2 84.8 88.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 149,131: 50,478 10,473 27,307 58,077 105,605 135,862 143,385: 13,269 5,746
Old : 127,524: 53,678 5,705 21,330 39,594 94,948 114,603 121,983: 12,921 5,541
Other: 21,607: 1,392 9,360 1,385 18,482 10,656 21,259 21,401: 347 205
: : :
: : Changes in Commitments from: January 12, 2010 :
: 7,581: 4,300 -1,333 2,989 -2,311 4,200 4,978 5,856: 2,603 1,725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 7.0 18.3 38.9 70.8 91.1 96.1: 8.9 3.9
Old : 100.0: 42.1 4.5 16.7 31.0 74.5 89.9 95.7: 10.1 4.3
Other: 100.0: 6.4 43.3 6.4 85.5 49.3 98.4 99.0: 1.6 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 184: 78 31 49 48 49 153 112:
Old : 183: 80 32 47 47 47 150 109:
Other: 52: 9 11 14 20 22 37 40:
:----------------------------------------------------------------------------------------------------
: 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 : 24.7 30.8 36.8 46.5 21.2 22.5 27.6 34.0
Old : 23.9 31.8 34.4 46.3 21.3 30.8 29.6 44.5
Other: 71.3 72.1 83.9 81.1 55.0 61.9 67.5 69.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 1,313,970: 212,333 22,954 397,156 599,421 835,493 1,208,910 1,255,604: 105,060 58,366
Old : 1,313,970: 212,333 22,954 397,156 599,421 835,493 1,208,910 1,255,604: 105,060 58,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 21,954: 8,785 4,867 7,796 -700 6,334 15,881 18,997: 6,073 2,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 1.7 30.2 45.6 63.6 92.0 95.6: 8.0 4.4
Old : 100.0: 16.2 1.7 30.2 45.6 63.6 92.0 95.6: 8.0 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 : 264: 105 50 96 93 96 242 200:
Old : 264: 105 50 96 93 96 242 200:
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 15.3 22.5 27.2 7.1 10.7 11.3 18.6
Old : 14.0 15.3 22.5 27.2 7.1 10.7 11.3 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 19, 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 : 158,450: 39,452 9,144 35,843 72,420 106,634 147,715 151,621: 10,735 6,829
Old : 146,661: 41,227 12,731 28,182 67,513 98,992 136,921 139,905: 9,740 6,756
Other: 11,789: 3,794 1,981 2,093 4,907 7,642 10,794 11,716: 995 73
: : :
: : Changes in Commitments from: January 12, 2010 :
: 1,721: 221 -192 107 2,035 1,622 2,363 1,537: -642 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 5.8 22.6 45.7 67.3 93.2 95.7: 6.8 4.3
Old : 100.0: 28.1 8.7 19.2 46.0 67.5 93.4 95.4: 6.6 4.6
Other: 100.0: 32.2 16.8 17.8 41.6 64.8 91.6 99.4: 8.4 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 151 68 100 107 116 309 245:
Old : 365: 149 74 95 107 113 306 239:
Other: 114: 20 18 22 29 64 60 95:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 19.7 29.0 31.5 15.7 17.0 26.7 26.9
Old : 16.7 20.8 29.3 32.9 16.6 18.7 28.4 29.5
Other: 49.8 32.3 61.4 48.4 47.8 25.2 55.4 39.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 19, 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 : 50,704: 36,353 6,374 2,924 5,841 38,994 45,118 48,292: 5,586 2,412
Old : 50,704: 36,353 6,374 2,924 5,841 38,994 45,118 48,292: 5,586 2,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: -2,561: -3,881 -310 226 839 -2,445 -2,816 -2,529: 255 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 12.6 5.8 11.5 76.9 89.0 95.2: 11.0 4.8
Old : 100.0: 71.7 12.6 5.8 11.5 76.9 89.0 95.2: 11.0 4.8
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 : 85: 35 28 9 10 12 51 46:
Old : 85: 35 28 9 10 12 51 46:
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 : 66.5 71.7 76.8 82.8 61.4 65.1 64.9 71.5
Old : 66.5 71.7 76.8 82.8 61.4 65.1 64.9 71.5
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 19, 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 : 344,821: 36,497 84,834 1,886 287,811 240,139 326,194 326,859: 18,627 17,961
Old : 344,821: 36,497 84,834 1,886 287,811 240,139 326,194 326,859: 18,627 17,961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 12, 2010 :
: 4,909: 3,088 1,567 -633 2,054 1,005 4,509 1,940: 400 2,969
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 24.6 0.5 83.5 69.6 94.6 94.8: 5.4 5.2
Old : 100.0: 10.6 24.6 0.5 83.5 69.6 94.6 94.8: 5.4 5.2
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 : 238: 31 47 12 101 93 144 140:
Old : 238: 31 47 12 101 93 144 140:
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 22.5 47.9 33.4 32.9 22.5 43.2 33.1
Old : 36.1 22.5 47.9 33.4 32.9 22.5 43.2 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 22, 2010