COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 217,321: 62,100 8,078 35,818 98,218 165,701 196,136 209,597: 21,185 7,724
Old : 204,448: 61,202 8,728 32,889 90,036 155,711 184,127 197,329: 20,322 7,120
Other: 12,873: 1,609 60 2,219 8,182 9,990 12,010 12,269: 863 604
: : :
: : Changes in Commitments from: November 9, 2009 :
: -51,732: -1,340 1,274 -23,615 -23,076 -27,884 -48,031 -50,224: -3,701 -1,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 3.7 16.5 45.2 76.2 90.3 96.4: 9.7 3.6
Old : 100.0: 29.9 4.3 16.1 44.0 76.2 90.1 96.5: 9.9 3.5
Other: 100.0: 12.5 0.5 17.2 63.6 77.6 93.3 95.3: 6.7 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 241: 127 32 51 58 62 209 125:
Old : 239: 125 34 51 54 62 204 125:
Other: 75: 18 9 18 21 35 47 54:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 37.5 30.5 52.1 18.9 31.9 27.6 45.3
Old : 20.2 38.8 31.0 53.4 19.7 34.2 29.0 48.1
Other: 42.9 36.5 58.8 54.8 38.2 35.7 52.4 53.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,999: 14,018 1,497 8,395 13,679 28,707 36,092 38,599: 3,907 1,400
Old : 39,752: 14,020 1,482 8,349 13,509 28,524 35,877 38,354: 3,875 1,398
Other: 247: 0 17 45 170 183 215 245: 32 2
: : :
: : Changes in Commitments from: November 9, 2009 :
: 476: 379 81 667 -45 -407 1,001 341: -525 134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 3.7 21.0 34.2 71.8 90.2 96.5: 9.8 3.5
Old : 100.0: 35.3 3.7 21.0 34.0 71.8 90.3 96.5: 9.7 3.5
Other: 100.0: 0.1 6.9 18.1 68.9 74.2 87.0 99.2: 13.0 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 56 16 22 26 19 93 46:
Old : 105: 57 15 21 26 19 92 46:
Other: 6: 1 2 3 2 2 5 5:
:----------------------------------------------------------------------------------------------------
: 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 59.8 31.3 71.9 17.1 52.7 27.0 60.5
Old : 17.8 60.1 31.1 72.2 17.2 53.4 27.2 61.3
Other: 82.1 97.1 87.0 99.2 66.9 79.0 66.9 79.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 129,755: 42,375 11,812 19,220 56,983 93,522 118,578 124,554: 11,177 5,201
Old : 111,297: 42,730 5,171 16,800 40,950 84,415 100,481 106,386: 10,816 4,911
Other: 18,458: 1,367 8,363 698 16,033 9,107 18,097 18,168: 361 290
: : :
: : Changes in Commitments from: November 9, 2009 :
: -9,108: -4,577 -1,726 -2,431 651 -2,858 -6,356 -7,014: -2,752 -2,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 9.1 14.8 43.9 72.1 91.4 96.0: 8.6 4.0
Old : 100.0: 38.4 4.6 15.1 36.8 75.8 90.3 95.6: 9.7 4.4
Other: 100.0: 7.4 45.3 3.8 86.9 49.3 98.0 98.4: 2.0 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 55 29 40 42 43 121 93:
Old : 149: 56 31 40 42 41 121 91:
Other: 40: 9 9 7 11 17 23 30:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 34.0 41.3 48.4 24.8 23.1 33.1 35.8
Old : 27.1 32.9 38.7 46.7 25.8 30.5 35.5 43.8
Other: 80.6 80.6 89.6 89.2 59.7 66.5 68.2 71.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,160,204: 151,705 20,008 350,157 579,072 744,545 1,080,933 1,114,710: 79,271 45,494
Old : 1,160,204: 151,705 20,008 350,157 579,072 744,545 1,080,933 1,114,710: 79,271 45,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 700: -438 4,271 -3,921 3,309 1,742 -1,050 2,092: 1,750 -1,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 1.7 30.2 49.9 64.2 93.2 96.1: 6.8 3.9
Old : 100.0: 13.1 1.7 30.2 49.9 64.2 93.2 96.1: 6.8 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: 91 38 88 85 87 212 180:
Old : 230: 91 38 88 85 87 212 180:
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 : 15.6 17.7 25.5 29.8 8.5 11.0 14.2 18.6
Old : 15.6 17.7 25.5 29.8 8.5 11.0 14.2 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, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 134,595: 31,412 6,519 25,492 68,604 95,768 125,508 127,779: 9,087 6,816
Old : 128,197: 32,034 8,015 21,956 65,314 91,910 119,304 121,880: 8,893 6,317
Other: 6,398: 1,707 834 1,206 3,290 3,859 6,203 5,899: 194 499
: : :
: : Changes in Commitments from: November 9, 2009 :
: -29,316: -13,350 -937 -13,657 -972 -13,608 -27,979 -28,202: -1,337 -1,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 4.8 18.9 51.0 71.2 93.2 94.9: 6.8 5.1
Old : 100.0: 25.0 6.3 17.1 50.9 71.7 93.1 95.1: 6.9 4.9
Other: 100.0: 26.7 13.0 18.9 51.4 60.3 97.0 92.2: 3.0 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 127 56 87 106 105 275 212:
Old : 319: 123 62 84 106 103 273 208:
Other: 77: 17 8 13 20 42 41 60:
:----------------------------------------------------------------------------------------------------
: 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 27.9 35.6 40.2 19.3 21.4 30.2 31.8
Old : 20.2 28.1 35.7 40.9 20.0 23.3 31.4 34.1
Other: 61.1 36.9 74.9 53.4 49.2 27.6 57.4 38.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 43,497: 21,500 23,076 2,623 15,473 12,462 39,597 38,162: 3,900 5,336
Old : 43,497: 21,500 23,076 2,623 15,473 12,462 39,597 38,162: 3,900 5,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 4,991: 5,039 541 83 339 3,655 5,461 4,279: -471 712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 53.1 6.0 35.6 28.6 91.0 87.7: 9.0 12.3
Old : 100.0: 49.4 53.1 6.0 35.6 28.6 91.0 87.7: 9.0 12.3
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 : 103: 32 50 10 12 15 49 70:
Old : 103: 32 50 10 12 15 49 70:
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 : 71.0 32.5 80.6 52.4 68.2 28.4 72.0 43.5
Old : 71.0 32.5 80.6 52.4 68.2 28.4 72.0 43.5
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, November 17, 2009
-------------------------------------------------------------------------------------------------------------------
: 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 : 399,704: 32,696 110,058 3,196 342,171 271,127 378,063 384,380: 21,640 15,323
Old : 399,704: 32,696 110,058 3,196 342,171 271,127 378,063 384,380: 21,640 15,323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2009 :
: 14,073: 6,298 3,100 -554 3,350 10,849 9,094 13,394: 4,980 679
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 27.5 0.8 85.6 67.8 94.6 96.2: 5.4 3.8
Old : 100.0: 8.2 27.5 0.8 85.6 67.8 94.6 96.2: 5.4 3.8
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 : 249: 23 54 17 97 109 133 167:
Old : 249: 23 54 17 97 109 133 167:
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 : 47.0 20.1 55.7 31.5 41.9 19.0 49.2 29.6
Old : 47.0 20.1 55.7 31.5 41.9 19.0 49.2 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2009