COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 239,186: 63,087 7,586 49,105 106,437 174,251 218,629 230,943: 20,557 8,243
Old : 189,608: 57,131 8,803 34,538 80,351 139,929 172,020 183,270: 17,589 6,338
Other: 49,577: 8,053 881 12,470 26,086 34,322 46,609 47,673: 2,968 1,904
: : :
: : Changes in Commitments from: February 16, 2010 :
: 11,641: 10,388 -3,690 6,338 -6,860 9,419 9,867 12,067: 1,774 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 3.2 20.5 44.5 72.9 91.4 96.6: 8.6 3.4
Old : 100.0: 30.1 4.6 18.2 42.4 73.8 90.7 96.7: 9.3 3.3
Other: 100.0: 16.2 1.8 25.2 52.6 69.2 94.0 96.2: 6.0 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 130 28 58 60 63 210 133:
Old : 234: 125 31 52 50 58 192 127:
Other: 112: 46 8 26 38 45 91 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 : 18.6 32.9 30.8 46.2 14.7 23.7 22.3 34.4
Old : 17.4 37.8 29.3 51.5 16.9 33.3 25.4 44.3
Other: 33.4 26.9 46.9 40.7 32.0 23.3 41.5 34.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 40,955: 16,168 1,402 6,725 13,432 31,020 36,325 39,147: 4,631 1,808
Old : 39,566: 16,018 1,388 6,415 12,561 30,037 34,994 37,840: 4,572 1,726
Other: 1,390: 169 34 291 871 983 1,331 1,308: 59 82
: : :
: : Changes in Commitments from: February 16, 2010 :
: -6,829: 218 -73 -5,261 -2,062 -1,810 -7,105 -7,143: 276 314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 3.4 16.4 32.8 75.7 88.7 95.6: 11.3 4.4
Old : 100.0: 40.5 3.5 16.2 31.7 75.9 88.4 95.6: 11.6 4.4
Other: 100.0: 12.2 2.5 20.9 62.7 70.7 95.8 94.1: 4.2 5.9
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 59 10 23 27 23 95 49:
Old : 105: 55 14 23 27 23 95 49:
Other: 16: 10 2 9 1 4 13 13:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 58.0 35.3 71.3 17.8 47.1 28.2 58.3
Old : 22.0 59.4 34.2 71.7 18.5 50.3 29.2 60.7
Other: 76.5 75.4 91.1 89.8 55.0 55.9 57.7 56.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 131,183: 38,534 10,559 23,483 60,331 89,410 122,349 123,452: 8,834 7,731
Old : 104,214: 47,323 11,046 11,399 37,254 74,290 95,976 96,734: 8,239 7,480
Other: 26,968: 1,717 10,019 1,579 23,077 15,120 26,373 26,717: 596 251
: : :
: : Changes in Commitments from: February 16, 2010 :
: -1,105: -719 -705 521 -1,521 -1,577 -1,719 -1,760: 614 655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 8.0 17.9 46.0 68.2 93.3 94.1: 6.7 5.9
Old : 100.0: 45.4 10.6 10.9 35.7 71.3 92.1 92.8: 7.9 7.2
Other: 100.0: 6.4 37.2 5.9 85.6 56.1 97.8 99.1: 2.2 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 45 32 37 55 49 120 103:
Old : 147: 50 30 36 53 46 118 99:
Other: 57: 6 15 13 28 25 46 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 : 32.6 31.9 47.8 46.3 23.6 21.3 33.5 32.1
Old : 37.9 34.2 48.5 47.1 37.1 32.3 46.1 44.4
Other: 57.4 60.4 76.8 75.4 43.8 54.2 63.2 63.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 1,008,982: 177,397 15,353 228,018 539,111 724,714 944,526 968,085: 64,456 40,897
Old : 1,008,982: 177,397 15,353 228,018 539,111 724,714 944,526 968,085: 64,456 40,897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -79,733: -14,102 2,123 -13,862 -40,490 -62,709 -68,454 -74,448: -11,280 -5,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 1.5 22.6 53.4 71.8 93.6 95.9: 6.4 4.1
Old : 100.0: 17.6 1.5 22.6 53.4 71.8 93.6 95.9: 6.4 4.1
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 : 237: 91 43 86 87 89 217 180:
Old : 237: 91 43 86 87 89 217 180:
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 : 17.7 19.3 27.2 34.2 11.8 14.4 17.2 23.4
Old : 17.7 19.3 27.2 34.2 11.8 14.4 17.2 23.4
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 23, 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 : 147,548: 30,843 19,471 31,184 76,465 89,701 138,492 140,356: 9,056 7,192
Old : 130,972: 32,374 22,385 22,791 68,284 79,154 123,450 124,330: 7,522 6,642
Other: 16,576: 3,817 2,435 3,044 8,181 10,547 15,042 16,026: 1,534 549
: : :
: : Changes in Commitments from: February 16, 2010 :
: -2,729: -1,599 1,363 1,142 -2,917 -4,769 -3,375 -2,265: 645 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 13.2 21.1 51.8 60.8 93.9 95.1: 6.1 4.9
Old : 100.0: 24.7 17.1 17.4 52.1 60.4 94.3 94.9: 5.7 5.1
Other: 100.0: 23.0 14.7 18.4 49.4 63.6 90.7 96.7: 9.3 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 120 76 89 119 114 277 246:
Old : 338: 120 79 83 115 106 271 233:
Other: 129: 27 16 24 41 70 77 102:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 19.4 33.1 31.5 16.3 16.0 27.4 24.8
Old : 20.2 20.3 35.0 31.8 18.2 18.5 31.1 28.8
Other: 46.0 31.6 58.9 46.9 46.0 25.2 52.8 35.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 23, 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 : 60,454: 43,461 4,985 3,524 7,718 49,378 54,703 57,888: 5,751 2,567
Old : 60,454: 43,461 4,985 3,524 7,718 49,378 54,703 57,888: 5,751 2,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: -769: -1,953 -2,934 54 1,079 1,771 -820 -1,109: 51 341
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 8.2 5.8 12.8 81.7 90.5 95.8: 9.5 4.2
Old : 100.0: 71.9 8.2 5.8 12.8 81.7 90.5 95.8: 9.5 4.2
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 : 89: 48 22 8 14 10 67 36:
Old : 89: 48 22 8 14 10 67 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 : 58.4 78.6 71.4 86.3 57.3 73.7 63.9 78.1
Old : 58.4 78.6 71.4 86.3 57.3 73.7 63.9 78.1
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 23, 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 : 391,816: 31,046 85,290 2,818 341,188 287,528 375,052 375,636: 16,765 16,180
Old : 391,816: 31,046 85,290 2,818 341,188 287,528 375,052 375,636: 16,765 16,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 16, 2010 :
: 1,523: 13,401 -3,314 -40 -11,559 7,446 1,802 4,091: -279 -2,569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 21.8 0.7 87.1 73.4 95.7 95.9: 4.3 4.1
Old : 100.0: 7.9 21.8 0.7 87.1 73.4 95.7 95.9: 4.3 4.1
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 : 230: 27 46 18 91 98 131 150:
Old : 230: 27 46 18 91 98 131 150:
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 : 39.1 23.2 52.8 35.8 36.4 23.0 48.8 35.7
Old : 39.1 23.2 52.8 35.8 36.4 23.0 48.8 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2010