COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 158,471: 23,867 23,533 39,874 80,901 81,005 144,643 144,412: 13,828 14,058
Old : 116,868: 22,338 22,662 24,002 59,560 57,612 105,900 104,276: 10,968 12,592
Other: 41,603: 4,823 4,165 12,579 21,341 23,393 38,743 40,137: 2,860 1,466
: : :
: : Changes in Commitments from: February 10, 2009 :
: -4,006: -1,795 8,366 112 -214 -13,241 -1,897 -4,763: -2,109 757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 14.9 25.2 51.1 51.1 91.3 91.1: 8.7 8.9
Old : 100.0: 19.1 19.4 20.5 51.0 49.3 90.6 89.2: 9.4 10.8
Other: 100.0: 11.6 10.0 30.2 51.3 56.2 93.1 96.5: 6.9 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 67 63 58 57 54 152 153:
Old : 198: 73 58 49 54 49 143 142:
Other: 103: 26 29 28 33 34 77 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 : 18.8 18.6 30.7 30.4 18.1 15.7 29.5 24.7
Old : 21.0 18.9 35.3 31.2 20.4 16.9 34.4 27.8
Other: 24.4 32.9 41.4 47.9 23.4 28.1 37.3 36.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 38,413: 7,440 10,052 8,290 18,450 16,709 34,179 35,051: 4,234 3,362
Old : 38,096: 7,602 9,971 8,127 18,135 16,637 33,864 34,735: 4,232 3,361
Other: 317: 0 244 0 315 72 315 316: 2 1
: : :
: : Changes in Commitments from: February 10, 2009 :
: -1,902: -463 743 -425 56 -1,014 -833 -697: -1,069 -1,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 26.2 21.6 48.0 43.5 89.0 91.2: 11.0 8.8
Old : 100.0: 20.0 26.2 21.3 47.6 43.7 88.9 91.2: 11.1 8.8
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 : 124: 40 45 26 33 19 88 80:
Old : 124: 41 44 26 33 19 88 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 : 21.5 45.0 35.9 56.4 17.6 34.2 29.8 42.9
Old : 20.9 45.2 35.4 56.7 17.5 34.9 29.9 43.6
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 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 : 124,784: 39,186 15,792 15,971 60,272 88,128 115,428 119,891: 9,356 4,893
Old : 101,739: 38,503 10,496 12,818 42,068 73,849 93,390 97,163: 8,350 4,576
Other: 23,044: 2,809 7,422 1,027 18,203 14,279 22,039 22,727: 1,006 317
: : :
: : Changes in Commitments from: February 10, 2009 :
: -6,777: 69 1,409 -932 -3,720 -5,894 -4,583 -5,416: -2,194 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 12.7 12.8 48.3 70.6 92.5 96.1: 7.5 3.9
Old : 100.0: 37.8 10.3 12.6 41.3 72.6 91.8 95.5: 8.2 4.5
Other: 100.0: 12.2 32.2 4.5 79.0 62.0 95.6 98.6: 4.4 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 57 16 25 45 45 111 80:
Old : 131: 55 17 23 41 44 103 78:
Other: 58: 12 9 10 26 23 43 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 : 29.0 40.5 42.6 53.8 26.9 32.2 38.2 45.1
Old : 28.3 39.8 42.4 55.6 25.9 33.6 37.6 48.0
Other: 48.9 49.0 65.8 67.9 43.1 46.6 56.3 62.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 886,498: 155,400 25,400 195,215 444,411 590,515 795,026 811,129: 91,472 75,369
Old : 886,498: 155,400 25,400 195,215 444,411 590,515 795,026 811,129: 91,472 75,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: -78,571: 4,372 -1,882 -64,454 -15,276 -17,747 -75,358 -84,083: -3,213 5,512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 2.9 22.0 50.1 66.6 89.7 91.5: 10.3 8.5
Old : 100.0: 17.5 2.9 22.0 50.1 66.6 89.7 91.5: 10.3 8.5
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 : 192: 71 28 62 79 83 173 152:
Old : 192: 71 28 62 79 83 173 152:
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 : 14.8 21.8 24.9 32.8 7.7 11.0 12.6 16.9
Old : 14.8 21.8 24.9 32.8 7.7 11.0 12.6 16.9
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 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 : 159,119: 24,376 19,847 46,630 79,895 85,374 150,901 151,851: 8,218 7,268
Old : 137,598: 29,474 23,990 27,945 73,149 78,809 130,568 130,745: 7,030 6,853
Other: 21,521: 5,378 6,333 8,209 6,746 6,565 20,333 21,107: 1,188 414
: : :
: : Changes in Commitments from: February 10, 2009 :
: -18,803: -159 5,226 -13,357 -2,683 -8,281 -16,198 -16,412: -2,605 -2,391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 12.5 29.3 50.2 53.7 94.8 95.4: 5.2 4.6
Old : 100.0: 21.4 17.4 20.3 53.2 57.3 94.9 95.0: 5.1 5.0
Other: 100.0: 25.0 29.4 38.1 31.3 30.5 94.5 98.1: 5.5 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 314: 93 77 79 120 108 248 235:
Old : 313: 99 73 76 118 104 244 229:
Other: 119: 17 21 24 51 52 80 85:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 22.8 30.8 34.5 12.0 13.4 21.0 21.2
Old : 17.8 22.4 30.3 34.7 14.9 17.3 25.6 26.3
Other: 60.3 56.9 71.1 66.4 34.1 34.0 42.1 39.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 26,593: 15,645 1,410 4,993 2,401 18,080 23,039 24,484: 3,554 2,109
Old : 26,593: 15,645 1,410 4,993 2,401 18,080 23,039 24,484: 3,554 2,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 6,469: 3,372 -129 2,176 203 5,252 5,751 7,299: 718 -829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.8 5.3 18.8 9.0 68.0 86.6 92.1: 13.4 7.9
Old : 100.0: 58.8 5.3 18.8 9.0 68.0 86.6 92.1: 13.4 7.9
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 : 67: 32 20 9 8 8 48 30:
Old : 67: 32 20 9 8 8 48 30:
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 : 41.7 73.3 64.3 86.0 38.9 60.7 47.7 63.5
Old : 41.7 73.3 64.3 86.0 38.9 60.7 47.7 63.5
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, February 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 : 410,163: 20,801 100,687 2,853 373,981 284,788 397,635 388,329: 12,528 21,834
Old : 410,163: 20,801 100,687 2,853 373,981 284,788 397,635 388,329: 12,528 21,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 10, 2009 :
: 4,394: -1,758 -3,794 1,335 1,090 2,250 668 -209: 3,726 4,603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 24.5 0.7 91.2 69.4 96.9 94.7: 3.1 5.3
Old : 100.0: 5.1 24.5 0.7 91.2 69.4 96.9 94.7: 3.1 5.3
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 : 246: 17 55 11 94 118 119 176:
Old : 246: 17 55 11 94 118 119 176:
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 : 40.1 24.8 53.4 33.4 37.3 24.7 50.3 32.8
Old : 40.1 24.8 53.4 33.4 37.3 24.7 50.3 32.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 20, 2009