COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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 : 237,225: 48,692 15,275 53,196 116,065 156,482 217,953 224,953: 19,272 12,271
Old : 201,819: 45,012 16,372 42,917 96,789 131,750 184,718 191,039: 17,102 10,780
Other: 35,405: 5,426 649 8,533 19,276 24,732 33,236 33,914: 2,170 1,491
: : :
: : Changes in Commitments from: January 26, 2010 :
: 2,195: -2,687 4,516 -20 4,210 -4,205 1,503 291: 692 1,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 6.4 22.4 48.9 66.0 91.9 94.8: 8.1 5.2
Old : 100.0: 22.3 8.1 21.3 48.0 65.3 91.5 94.7: 8.5 5.3
Other: 100.0: 15.3 1.8 24.1 54.4 69.9 93.9 95.8: 6.1 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 248: 110 48 64 73 69 212 158:
Old : 245: 104 51 61 65 66 200 153:
Other: 95: 28 11 23 34 46 70 73:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 28.2 33.2 41.8 14.6 17.5 21.6 27.0
Old : 18.5 30.9 32.6 44.6 16.5 23.2 24.4 32.0
Other: 39.3 27.8 53.1 43.2 36.0 25.0 44.8 35.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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 : 49,072: 15,866 1,215 11,749 16,573 34,403 44,188 47,366: 4,884 1,706
Old : 48,183: 15,855 1,329 11,548 15,932 33,631 43,334 46,508: 4,849 1,676
Other: 889: 135 9 77 641 772 853 859: 36 30
: : :
: : Changes in Commitments from: January 26, 2010 :
: -913: 20 -228 -469 -561 -487 -1,010 -1,184: 96 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 2.5 23.9 33.8 70.1 90.0 96.5: 10.0 3.5
Old : 100.0: 32.9 2.8 24.0 33.1 69.8 89.9 96.5: 10.1 3.5
Other: 100.0: 15.2 1.1 8.7 72.1 86.9 96.0 96.6: 4.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 58 15 28 30 26 101 57:
Old : 109: 56 17 28 30 26 101 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 : 22.3 54.5 35.3 68.5 14.3 40.2 23.1 49.6
Old : 21.3 55.4 34.5 68.6 14.6 42.1 23.6 50.7
Other: 90.3 88.5 94.2 96.6 78.5 83.0 81.2 83.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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 : 148,316: 47,852 7,215 30,174 59,524 102,371 137,550 139,760: 10,766 8,556
Old : 125,232: 56,816 7,550 18,705 39,443 90,736 114,964 116,991: 10,268 8,241
Other: 23,084: 1,396 10,025 1,109 20,081 11,635 22,586 22,768: 497 315
: : :
: : Changes in Commitments from: January 26, 2010 :
: -4,254: -1,055 1,691 -3,176 769 -4,844 -3,462 -6,330: -792 2,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 4.9 20.3 40.1 69.0 92.7 94.2: 7.3 5.8
Old : 100.0: 45.4 6.0 14.9 31.5 72.5 91.8 93.4: 8.2 6.6
Other: 100.0: 6.0 43.4 4.8 87.0 50.4 97.8 98.6: 2.2 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 63 33 46 52 52 140 111:
Old : 165: 67 31 45 50 49 137 108:
Other: 56: 8 15 11 21 24 39 41:
:----------------------------------------------------------------------------------------------------
: 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 : 30.7 30.7 43.5 45.6 21.6 22.2 31.0 34.3
Old : 32.5 32.1 42.8 46.8 31.3 31.3 39.4 45.8
Other: 68.6 71.0 81.5 80.2 53.3 61.6 65.9 68.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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 : 1,358,236: 219,292 24,589 388,901 654,963 886,969 1,263,156 1,300,459: 95,080 57,777
Old : 1,358,236: 219,292 24,589 388,901 654,963 886,969 1,263,156 1,300,459: 95,080 57,777
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 36,811: 5,735 353 7,926 26,621 28,174 40,282 36,453: -3,470 358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 1.8 28.6 48.2 65.3 93.0 95.7: 7.0 4.3
Old : 100.0: 16.1 1.8 28.6 48.2 65.3 93.0 95.7: 7.0 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 : 266: 118 37 100 95 99 244 207:
Old : 266: 118 37 100 95 99 244 207:
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 : 16.9 16.2 25.0 29.1 9.9 13.0 13.9 20.7
Old : 16.9 16.2 25.0 29.1 9.9 13.0 13.9 20.7
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, February 2, 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 : 160,748: 32,035 14,260 40,795 79,932 99,742 152,762 154,798: 7,985 5,950
Old : 147,269: 32,923 17,675 33,571 73,926 90,464 140,420 141,710: 6,848 5,558
Other: 13,479: 3,689 1,163 2,646 6,007 9,278 12,342 13,087: 1,137 392
: : :
: : Changes in Commitments from: January 26, 2010 :
: 3,599: -4,892 3,642 4,032 5,802 -4,564 4,942 3,110: -1,343 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 8.9 25.4 49.7 62.0 95.0 96.3: 5.0 3.7
Old : 100.0: 22.4 12.0 22.8 50.2 61.4 95.3 96.2: 4.7 3.8
Other: 100.0: 27.4 8.6 19.6 44.6 68.8 91.6 97.1: 8.4 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 132 79 107 120 117 302 260:
Old : 357: 131 82 104 120 113 300 254:
Other: 107: 20 16 23 29 61 59 91:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 18.6 29.9 31.4 15.3 15.7 24.7 23.8
Old : 16.8 19.4 31.2 32.0 16.3 17.5 27.0 26.8
Other: 46.9 28.3 62.6 46.4 46.3 21.0 52.6 32.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 2, 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 : 69,674: 53,635 11,359 2,696 7,238 53,545 63,569 67,600: 6,105 2,074
Old : 69,674: 53,635 11,359 2,696 7,238 53,545 63,569 67,600: 6,105 2,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 8,231: 9,191 4,341 30 413 4,924 9,634 9,295: -1,402 -1,064
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 16.3 3.9 10.4 76.9 91.2 97.0: 8.8 3.0
Old : 100.0: 77.0 16.3 3.9 10.4 76.9 91.2 97.0: 8.8 3.0
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 : 84: 44 20 6 10 11 60 33:
Old : 84: 44 20 6 10 11 60 33:
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 : 64.7 72.4 77.4 86.3 64.5 66.8 70.3 77.9
Old : 64.7 72.4 77.4 86.3 64.5 66.8 70.3 77.9
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, February 2, 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 : 366,057: 25,566 76,868 2,575 319,535 270,432 347,676 349,876: 18,381 16,181
Old : 366,057: 25,566 76,868 2,575 319,535 270,432 347,676 349,876: 18,381 16,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 26, 2010 :
: 4,467: -10,020 -586 -579 14,746 2,973 4,148 1,808: 319 2,659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 21.0 0.7 87.3 73.9 95.0 95.6: 5.0 4.4
Old : 100.0: 7.0 21.0 0.7 87.3 73.9 95.0 95.6: 5.0 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 : 230: 27 39 14 99 100 135 144:
Old : 230: 27 39 14 99 100 135 144:
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 : 35.8 22.3 48.9 34.3 32.7 22.3 44.2 32.8
Old : 35.8 22.3 48.9 34.3 32.7 22.3 44.2 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 5, 2010