COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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 : 216,653: 48,782 14,998 39,252 111,838 151,105 199,872 205,355: 16,781 11,298
Old : 175,834: 44,843 16,127 27,362 89,436 122,553 161,642 166,042: 14,193 9,793
Other: 40,819: 5,744 676 10,085 22,401 28,552 38,230 39,313: 2,588 1,506
: : :
: : Changes in Commitments from: February 2, 2010 :
: -20,571: 90 -277 -13,944 -4,227 -5,377 -18,081 -19,598: -2,490 -973
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 6.9 18.1 51.6 69.7 92.3 94.8: 7.7 5.2
Old : 100.0: 25.5 9.2 15.6 50.9 69.7 91.9 94.4: 8.1 5.6
Other: 100.0: 14.1 1.7 24.7 54.9 69.9 93.7 96.3: 6.3 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 103 33 59 67 69 191 146:
Old : 220: 101 33 56 62 66 183 141:
Other: 96: 27 13 25 36 43 73 72:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 29.8 32.6 42.5 15.9 19.4 24.1 28.8
Old : 18.2 33.3 31.9 45.8 18.1 26.4 27.9 35.9
Other: 36.6 26.0 51.4 40.3 34.5 23.0 44.0 33.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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 : 47,982: 15,901 1,305 11,966 15,582 33,001 43,448 46,272: 4,533 1,709
Old : 47,073: 15,864 1,408 11,775 14,943 32,230 42,582 45,414: 4,491 1,659
Other: 909: 154 13 74 639 771 866 859: 42 50
: : :
: : Changes in Commitments from: February 2, 2010 :
: -1,090: 34 91 217 -991 -1,402 -739 -1,094: -351 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 2.7 24.9 32.5 68.8 90.6 96.4: 9.4 3.6
Old : 100.0: 33.7 3.0 25.0 31.7 68.5 90.5 96.5: 9.5 3.5
Other: 100.0: 16.9 1.5 8.1 70.3 84.9 95.3 94.5: 4.7 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 111: 60 12 28 33 26 103 57:
Old : 111: 59 13 28 33 26 103 57:
Other: 15: 10 1 5 1 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 : 21.0 52.7 34.1 67.5 14.9 40.2 23.8 49.7
Old : 20.1 53.6 33.3 67.6 15.2 42.3 24.2 50.9
Other: 90.2 86.9 93.9 94.4 78.7 81.5 81.4 81.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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 : 135,580: 41,039 9,445 23,068 62,522 96,260 126,630 128,774: 8,950 6,806
Old : 110,006: 50,194 9,768 11,102 40,332 82,802 101,627 103,671: 8,379 6,336
Other: 25,573: 1,427 10,259 1,385 22,191 13,458 25,003 25,103: 570 470
: : :
: : Changes in Commitments from: February 2, 2010 :
: -12,736: -6,813 2,230 -7,106 2,998 -6,111 -10,920 -10,986: -1,816 -1,750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 7.0 17.0 46.1 71.0 93.4 95.0: 6.6 5.0
Old : 100.0: 45.6 8.9 10.1 36.7 75.3 92.4 94.2: 7.6 5.8
Other: 100.0: 5.6 40.1 5.4 86.8 52.6 97.8 98.2: 2.2 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 51 32 40 57 52 129 107:
Old : 153: 55 30 38 56 49 127 103:
Other: 59: 7 15 10 26 25 43 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 : 33.5 32.0 48.7 47.2 23.8 21.3 34.2 33.6
Old : 37.2 34.2 48.2 48.6 36.4 32.0 45.9 46.1
Other: 61.2 65.6 80.3 78.3 47.4 57.1 66.5 65.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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 : 1,309,303: 181,313 24,678 376,990 666,736 849,293 1,225,039 1,250,961: 84,264 58,342
Old : 1,309,303: 181,313 24,678 376,990 666,736 849,293 1,225,039 1,250,961: 84,264 58,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -48,933: -37,979 89 -11,911 11,773 -37,676 -38,117 -49,498: -10,816 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 1.9 28.8 50.9 64.9 93.6 95.5: 6.4 4.5
Old : 100.0: 13.8 1.9 28.8 50.9 64.9 93.6 95.5: 6.4 4.5
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 : 258: 106 48 103 90 94 236 206:
Old : 258: 106 48 103 90 94 236 206:
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 : 17.5 16.0 25.7 28.5 11.1 13.3 15.7 20.9
Old : 17.5 16.0 25.7 28.5 11.1 13.3 15.7 20.9
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 9, 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 : 167,958: 30,659 18,082 40,235 83,897 98,498 154,791 156,815: 13,166 11,143
Old : 153,393: 32,730 21,505 32,045 76,895 89,175 141,669 142,724: 11,723 10,668
Other: 14,565: 3,672 2,320 2,448 7,002 9,323 13,122 14,090: 1,443 475
: : :
: : Changes in Commitments from: February 2, 2010 :
: 7,210: -1,376 3,822 -560 3,965 -1,245 2,029 2,017: 5,181 5,193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 10.8 24.0 50.0 58.6 92.2 93.4: 7.8 6.6
Old : 100.0: 21.3 14.0 20.9 50.1 58.1 92.4 93.0: 7.6 7.0
Other: 100.0: 25.2 15.9 16.8 48.1 64.0 90.1 96.7: 9.9 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 363: 119 92 104 119 120 290 275:
Old : 362: 119 95 100 119 116 288 268:
Other: 116: 24 16 27 33 65 68 98:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 18.7 30.7 30.5 14.4 14.5 23.6 22.2
Old : 17.2 19.9 30.4 31.2 15.5 16.6 26.1 25.4
Other: 49.0 33.2 62.8 49.1 49.0 27.6 54.8 38.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 9, 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 : 61,564: 45,503 4,531 3,393 6,820 51,646 55,716 59,570: 5,847 1,993
Old : 61,564: 45,503 4,531 3,393 6,820 51,646 55,716 59,570: 5,847 1,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: -8,111: -8,132 -6,828 697 -418 -1,899 -7,853 -8,030: -258 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 7.4 5.5 11.1 83.9 90.5 96.8: 9.5 3.2
Old : 100.0: 73.9 7.4 5.5 11.1 83.9 90.5 96.8: 9.5 3.2
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 : 84: 49 17 7 12 11 65 32:
Old : 84: 49 17 7 12 11 65 32:
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 : 61.0 80.4 70.8 88.5 57.6 75.5 63.6 80.2
Old : 61.0 80.4 70.8 88.5 57.6 75.5 63.6 80.2
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 9, 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 : 381,219: 17,972 80,541 2,910 345,622 282,909 366,503 366,359: 14,716 14,860
Old : 381,219: 17,972 80,541 2,910 345,622 282,909 366,503 366,359: 14,716 14,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 2, 2010 :
: 15,162: -7,594 3,672 334 26,087 12,477 18,827 16,483: -3,666 -1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 21.1 0.8 90.7 74.2 96.1 96.1: 3.9 3.9
Old : 100.0: 4.7 21.1 0.8 90.7 74.2 96.1 96.1: 3.9 3.9
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: 31 39 15 98 97 137 143:
Old : 230: 31 39 15 98 97 137 143:
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 : 37.6 22.1 51.0 34.8 34.5 22.1 46.4 33.3
Old : 37.6 22.1 51.0 34.8 34.5 22.1 46.4 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 7, 2010