COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 162,477: 25,663 15,168 39,762 81,115 94,246 146,539 149,176: 15,937 13,301
Old : 124,631: 23,393 14,411 24,812 63,158 73,385 111,363 112,608: 13,268 12,023
Other: 37,846: 5,152 3,639 12,067 17,957 20,861 35,176 36,567: 2,669 1,279
: : :
: : Changes in Commitments from: February 3, 2009 :
: -34,299: -1,281 2,424 -23,889 -9,036 -16,394 -34,206 -37,859: -92 3,560
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 9.3 24.5 49.9 58.0 90.2 91.8: 9.8 8.2
Old : 100.0: 18.8 11.6 19.9 50.7 58.9 89.4 90.4: 10.6 9.6
Other: 100.0: 13.6 9.6 31.9 47.4 55.1 92.9 96.6: 7.1 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 69 52 56 59 56 157 139:
Old : 187: 69 48 48 57 52 149 128:
Other: 100: 24 27 29 34 34 77 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 : 18.4 23.4 30.4 35.6 17.7 19.0 28.8 28.9
Old : 20.3 26.4 34.5 38.3 19.7 22.0 33.6 33.5
Other: 25.4 31.2 41.0 47.2 23.3 26.9 34.8 35.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 40,315: 7,903 9,309 8,715 18,394 17,723 35,012 35,748: 5,303 4,567
Old : 39,998: 8,048 9,210 8,570 18,079 17,651 34,697 35,432: 5,301 4,566
Other: 317: 0 244 0 315 72 315 316: 2 1
: : :
: : Changes in Commitments from: February 3, 2009 :
: -210: 739 193 -1,556 -1,017 -288 -1,835 -1,651: 1,625 1,441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 23.1 21.6 45.6 44.0 86.8 88.7: 13.2 11.3
Old : 100.0: 20.1 23.0 21.4 45.2 44.1 86.7 88.6: 13.3 11.4
Other: 100.0: 0.0 77.0 0.0 99.4 22.7 99.4 99.7: 0.6 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 38 44 27 32 20 87 80:
Old : 122: 39 43 27 32 20 87 80:
Other: 5: 0 3 0 2 1 2 4:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 44.5 35.6 56.5 17.0 34.7 28.8 43.0
Old : 20.4 44.6 35.1 56.8 16.9 35.4 28.8 43.8
Other: 99.4 99.7 99.4 99.7 76.7 77.0 76.7 77.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 131,561: 39,117 14,383 16,902 63,992 94,022 120,011 125,307: 11,550 6,254
Old : 108,847: 38,160 9,002 13,968 46,170 79,973 98,298 102,943: 10,549 5,905
Other: 22,714: 2,815 7,239 1,076 17,822 14,049 21,713 22,364: 1,001 349
: : :
: : Changes in Commitments from: February 3, 2009 :
: -5,949: 3,104 231 -5,605 -4,290 -1,471 -6,790 -6,844: 841 896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 10.9 12.8 48.6 71.5 91.2 95.2: 8.8 4.8
Old : 100.0: 35.1 8.3 12.8 42.4 73.5 90.3 94.6: 9.7 5.4
Other: 100.0: 12.4 31.9 4.7 78.5 61.9 95.6 98.5: 4.4 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 55 15 24 47 47 112 79:
Old : 128: 52 17 21 45 46 105 77:
Other: 58: 12 9 10 27 23 44 37:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 42.0 43.0 54.9 25.6 31.8 36.6 44.3
Old : 27.1 41.8 42.7 56.9 24.7 33.6 35.6 47.3
Other: 48.3 48.3 65.6 67.6 43.2 46.0 56.4 61.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 965,069: 151,028 27,282 259,669 459,687 608,262 870,384 895,212: 94,685 69,857
Old : 965,069: 151,028 27,282 259,669 459,687 608,262 870,384 895,212: 94,685 69,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -11,487: 9,744 -7,960 -10,200 -21,812 3,844 -22,268 -14,317: 10,781 2,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 2.8 26.9 47.6 63.0 90.2 92.8: 9.8 7.2
Old : 100.0: 15.6 2.8 26.9 47.6 63.0 90.2 92.8: 9.8 7.2
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 : 219: 82 34 82 87 91 204 178:
Old : 219: 82 34 82 87 91 204 178:
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 : 15.4 20.9 24.9 32.3 6.9 10.2 11.3 15.6
Old : 15.4 20.9 24.9 32.3 6.9 10.2 11.3 15.6
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, February 10, 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 : 177,922: 24,534 14,622 59,987 82,578 93,655 167,099 168,264: 10,823 9,659
Old : 157,112: 29,547 19,044 41,757 76,198 87,113 147,501 147,914: 9,611 9,198
Other: 20,810: 5,656 6,245 7,562 6,380 6,543 19,598 20,350: 1,212 460
: : :
: : Changes in Commitments from: February 3, 2009 :
: -1,191: -1,661 -1,597 -562 270 -160 -1,953 -2,319: 762 1,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 8.2 33.7 46.4 52.6 93.9 94.6: 6.1 5.4
Old : 100.0: 18.8 12.1 26.6 48.5 55.4 93.9 94.1: 6.1 5.9
Other: 100.0: 27.2 30.0 36.3 30.7 31.4 94.2 97.8: 5.8 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 319: 112 61 90 120 115 267 237:
Old : 318: 112 63 88 118 112 263 233:
Other: 109: 16 20 22 47 47 75 77:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 22.7 29.4 33.6 10.8 12.5 19.0 19.9
Old : 16.7 20.7 28.5 32.0 12.8 15.6 22.5 24.0
Other: 62.6 58.7 72.3 66.8 35.4 35.1 43.4 40.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 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 : 20,123: 12,273 1,540 2,817 2,198 12,829 17,288 17,185: 2,836 2,938
Old : 20,123: 12,273 1,540 2,817 2,198 12,829 17,288 17,185: 2,836 2,938
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -656: -136 -216 -88 -253 -796 -478 -1,101: -178 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.0 7.7 14.0 10.9 63.7 85.9 85.4: 14.1 14.6
Old : 100.0: 61.0 7.7 14.0 10.9 63.7 85.9 85.4: 14.1 14.6
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 : 57: 26 19 11 7 7 39 31:
Old : 57: 26 19 11 7 7 39 31:
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 : 55.6 71.1 69.3 77.1 47.1 55.2 53.7 58.8
Old : 55.6 71.1 69.3 77.1 47.1 55.2 53.7 58.8
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 10, 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 : 405,769: 22,559 104,481 1,518 372,891 282,539 396,967 388,538: 8,802 17,231
Old : 405,769: 22,559 104,481 1,518 372,891 282,539 396,967 388,538: 8,802 17,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2009 :
: -1,648: 1,215 6,534 -905 5,868 -4,308 6,178 1,320: -7,825 -2,968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 25.7 0.4 91.9 69.6 97.8 95.8: 2.2 4.2
Old : 100.0: 5.6 25.7 0.4 91.9 69.6 97.8 95.8: 2.2 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 : 250: 20 57 10 98 114 125 174:
Old : 250: 20 57 10 98 114 125 174:
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 : 40.6 24.7 52.8 33.3 38.2 24.6 50.0 33.0
Old : 40.6 24.7 52.8 33.3 38.2 24.6 50.0 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 13, 2009