COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 235,030: 51,379 10,760 53,216 111,855 160,687 216,450 224,663: 18,580 10,368
Old : 203,584: 48,240 11,635 44,357 94,285 138,599 186,882 194,591: 16,702 8,993
Other: 31,446: 4,591 577 7,407 17,570 22,088 29,568 30,071: 1,878 1,374
: : :
: : Changes in Commitments from: January 19, 2010 :
: -3,981: -8,069 1,952 2,298 2,879 -9,335 -2,892 -5,086: -1,089 1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 4.6 22.6 47.6 68.4 92.1 95.6: 7.9 4.4
Old : 100.0: 23.7 5.7 21.8 46.3 68.1 91.8 95.6: 8.2 4.4
Other: 100.0: 14.6 1.8 23.6 55.9 70.2 94.0 95.6: 6.0 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 246: 117 35 60 72 65 211 147:
Old : 244: 115 38 57 65 62 200 143:
Other: 92: 26 11 23 32 44 65 71:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 29.7 31.9 44.2 14.7 20.0 21.7 30.2
Old : 17.8 31.9 31.0 46.9 16.4 25.5 24.2 34.9
Other: 42.7 28.7 55.9 44.9 38.4 25.9 47.0 37.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 49,985: 15,846 1,443 12,217 17,134 34,890 45,198 48,550: 4,788 1,436
Old : 49,105: 15,823 1,537 12,039 16,492 34,112 44,354 47,688: 4,751 1,417
Other: 880: 120 2 82 642 778 844 861: 37 19
: : :
: : Changes in Commitments from: January 19, 2010 :
: 3,270: -76 250 1,917 359 1,160 2,200 3,327: 1,069 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 2.9 24.4 34.3 69.8 90.4 97.1: 9.6 2.9
Old : 100.0: 32.2 3.1 24.5 33.6 69.5 90.3 97.1: 9.7 2.9
Other: 100.0: 13.6 0.2 9.3 73.0 88.3 95.8 97.8: 4.2 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 56 16 28 29 24 98 57:
Old : 108: 55 17 28 29 24 98 57:
Other: 16: 10 1 5 2 4 13 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 : 23.6 54.1 36.5 68.7 14.5 38.9 23.2 48.1
Old : 22.7 55.0 35.8 68.9 14.8 40.8 23.6 49.2
Other: 89.7 89.3 93.8 97.8 76.9 83.2 79.7 83.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 152,570: 48,907 5,524 33,350 58,755 107,215 141,012 146,089: 11,558 6,481
Old : 130,865: 57,049 5,604 22,487 40,174 96,553 119,710 124,644: 11,155 6,221
Other: 21,705: 1,374 9,436 1,347 18,581 10,662 21,302 21,446: 403 259
: : :
: : Changes in Commitments from: January 19, 2010 :
: 3,439: -1,571 -4,949 6,043 678 1,611 5,150 2,705: -1,711 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 3.6 21.9 38.5 70.3 92.4 95.8: 7.6 4.2
Old : 100.0: 43.6 4.3 17.2 30.7 73.8 91.5 95.2: 8.5 4.8
Other: 100.0: 6.3 43.5 6.2 85.6 49.1 98.1 98.8: 1.9 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 79 28 51 52 50 160 112:
Old : 185: 81 29 50 50 47 157 109:
Other: 53: 9 11 13 21 22 39 38:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 31.5 39.0 46.8 20.6 22.6 27.3 33.5
Old : 26.9 31.6 37.7 46.3 23.9 30.9 32.8 45.1
Other: 70.9 72.7 83.8 81.5 54.7 63.0 67.4 69.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 1,321,425: 213,557 24,236 380,975 628,342 858,795 1,222,874 1,264,006: 98,551 57,419
Old : 1,321,425: 213,557 24,236 380,975 628,342 858,795 1,222,874 1,264,006: 98,551 57,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 7,455: 1,225 1,282 -16,181 28,921 23,302 13,965 8,403: -6,510 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 1.8 28.8 47.6 65.0 92.5 95.7: 7.5 4.3
Old : 100.0: 16.2 1.8 28.8 47.6 65.0 92.5 95.7: 7.5 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 : 261: 111 39 93 94 99 239 199:
Old : 261: 111 39 93 94 99 239 199:
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 : 15.9 15.7 24.3 28.6 9.7 12.7 13.8 20.5
Old : 15.9 15.7 24.3 28.6 9.7 12.7 13.8 20.5
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 26, 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 : 157,148: 36,927 10,618 36,763 74,130 104,307 147,820 151,688: 9,328 5,460
Old : 144,233: 38,256 13,958 28,827 68,870 96,109 135,953 138,895: 8,280 5,338
Other: 12,915: 3,783 1,771 2,825 5,260 8,197 11,867 12,793: 1,048 122
: : :
: : Changes in Commitments from: January 19, 2010 :
: -1,302: -2,525 1,474 920 1,710 -2,328 105 67: -1,407 -1,369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 6.8 23.4 47.2 66.4 94.1 96.5: 5.9 3.5
Old : 100.0: 26.5 9.7 20.0 47.7 66.6 94.3 96.3: 5.7 3.7
Other: 100.0: 29.3 13.7 21.9 40.7 63.5 91.9 99.1: 8.1 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 151 67 105 114 120 309 258:
Old : 368: 147 76 100 113 116 305 251:
Other: 115: 21 18 24 31 65 63 97:
:----------------------------------------------------------------------------------------------------
: 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 19.8 29.4 31.5 16.0 16.9 27.0 26.4
Old : 17.2 21.0 30.3 33.0 17.1 19.0 29.0 29.2
Other: 50.0 32.0 62.7 49.1 44.3 22.3 52.5 35.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 61,443: 44,444 7,018 2,667 6,825 48,620 53,936 58,305: 7,507 3,138
Old : 61,443: 44,444 7,018 2,667 6,825 48,620 53,936 58,305: 7,507 3,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 10,739: 8,091 644 -258 984 9,627 8,817 10,013: 1,922 726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 11.4 4.3 11.1 79.1 87.8 94.9: 12.2 5.1
Old : 100.0: 72.3 11.4 4.3 11.1 79.1 87.8 94.9: 12.2 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 : 78: 40 19 7 7 13 52 36:
Old : 78: 40 19 7 7 13 52 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 : 59.0 74.2 73.0 86.1 58.9 68.0 64.6 75.5
Old : 59.0 74.2 73.0 86.1 58.9 68.0 64.6 75.5
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 26, 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 : 361,590: 35,585 77,454 3,154 304,788 267,459 343,528 348,068: 18,062 13,522
Old : 361,590: 35,585 77,454 3,154 304,788 267,459 343,528 348,068: 18,062 13,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2010 :
: 16,769: -911 -7,380 1,268 16,977 27,320 17,334 21,208: -565 -4,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 21.4 0.9 84.3 74.0 95.0 96.3: 5.0 3.7
Old : 100.0: 9.8 21.4 0.9 84.3 74.0 95.0 96.3: 5.0 3.7
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 : 241: 35 42 14 98 99 142 146:
Old : 241: 35 42 14 98 99 142 146:
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 : 35.1 22.3 48.5 33.0 32.0 22.3 43.8 31.4
Old : 35.1 22.3 48.5 33.0 32.0 22.3 43.8 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2010