COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 161,757: 24,480 30,291 40,657 83,583 74,579 148,720 145,527: 13,037 16,230
Old : 117,453: 22,926 29,137 24,639 59,985 49,325 107,550 103,102: 9,903 14,352
Other: 44,304: 4,672 4,272 12,900 23,598 25,254 41,170 42,426: 3,134 1,878
: : :
: : Changes in Commitments from: February 24, 2009 :
: 4,332: 1,405 3,718 1,112 1,875 -1,234 4,392 3,596: -61 735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 18.7 25.1 51.7 46.1 91.9 90.0: 8.1 10.0
Old : 100.0: 19.5 24.8 21.0 51.1 42.0 91.6 87.8: 8.4 12.2
Other: 100.0: 10.5 9.6 29.1 53.3 57.0 92.9 95.8: 7.1 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 67 68 58 60 54 157 159:
Old : 207: 68 65 47 58 46 147 143:
Other: 108: 32 24 28 39 35 84 75:
:----------------------------------------------------------------------------------------------------
: 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 15.6 29.8 27.1 17.7 11.9 28.8 21.5
Old : 20.3 15.5 34.2 27.1 20.2 14.2 33.9 25.0
Other: 24.7 32.8 41.7 47.9 23.7 28.7 37.1 37.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 32,363: 8,187 10,672 4,626 15,780 13,646 28,593 28,944: 3,770 3,419
Old : 32,023: 8,187 10,670 4,623 15,448 13,314 28,258 28,608: 3,765 3,415
Other: 339: 0 2 2 332 332 334 336: 5 3
: : :
: : Changes in Commitments from: February 24, 2009 :
: -791: 403 97 348 -1,014 -740 -262 -295: -529 -497
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 33.0 14.3 48.8 42.2 88.4 89.4: 11.6 10.6
Old : 100.0: 25.6 33.3 14.4 48.2 41.6 88.2 89.3: 11.8 10.7
Other: 100.0: 0.0 0.5 0.7 97.8 97.8 98.5 99.0: 1.5 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 34 46 21 30 15 78 71:
Old : 116: 34 46 21 30 15 78 71:
Other: 8: 0 4 2 3 2 5 6:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 44.5 35.9 58.1 20.9 39.3 33.8 52.2
Old : 21.3 44.7 35.4 58.5 21.1 40.2 33.9 53.2
Other: 98.4 98.8 98.5 99.0 76.0 76.4 76.0 76.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 129,743: 35,222 16,054 26,580 60,626 81,048 122,428 123,682: 7,315 6,061
Old : 104,531: 37,180 11,483 20,613 40,519 66,630 98,312 98,726: 6,219 5,805
Other: 25,211: 3,017 9,547 992 20,107 14,418 24,116 24,956: 1,096 255
: : :
: : Changes in Commitments from: February 24, 2009 :
: 30: -2,243 -656 4,268 -699 -4,347 1,325 -734: -1,295 764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 12.4 20.5 46.7 62.5 94.4 95.3: 5.6 4.7
Old : 100.0: 35.6 11.0 19.7 38.8 63.7 94.1 94.4: 5.9 5.6
Other: 100.0: 12.0 37.9 3.9 79.8 57.2 95.7 99.0: 4.3 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 45 34 28 48 43 109 93:
Old : 140: 48 31 28 43 42 103 91:
Other: 61: 13 10 9 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 : 35.3 39.9 48.9 52.1 26.6 26.2 37.5 38.1
Old : 36.1 37.2 51.0 51.6 25.2 30.1 37.6 41.5
Other: 50.0 56.5 65.9 73.4 44.8 54.4 57.5 68.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 841,474: 144,923 30,075 200,372 421,805 550,670 767,101 781,117: 74,373 60,357
Old : 841,474: 144,923 30,075 200,372 421,805 550,670 767,101 781,117: 74,373 60,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: -11,706: -6,765 2,359 8,601 -11,906 -25,961 -10,069 -15,000: -1,636 3,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 3.6 23.8 50.1 65.4 91.2 92.8: 8.8 7.2
Old : 100.0: 17.2 3.6 23.8 50.1 65.4 91.2 92.8: 8.8 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 : 203: 65 40 67 77 86 176 164:
Old : 203: 65 40 67 77 86 176 164:
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 : 15.0 22.3 25.1 33.4 8.1 12.7 13.6 18.2
Old : 15.0 22.3 25.1 33.4 8.1 12.7 13.6 18.2
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, March 3, 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 : 161,428: 23,197 26,545 50,911 78,673 75,472 152,781 152,928: 8,647 8,499
Old : 138,349: 28,311 29,354 32,510 70,303 68,564 131,124 130,427: 7,225 7,922
Other: 23,079: 5,063 7,368 8,224 8,370 6,909 21,657 22,501: 1,422 578
: : :
: : Changes in Commitments from: February 24, 2009 :
: 7,591: -1,710 4,964 3,991 5,275 3,156 7,556 12,111: 34 -4,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 16.4 31.5 48.7 46.8 94.6 94.7: 5.4 5.3
Old : 100.0: 20.5 21.2 23.5 50.8 49.6 94.8 94.3: 5.2 5.7
Other: 100.0: 21.9 31.9 35.6 36.3 29.9 93.8 97.5: 6.2 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 91 90 82 130 108 262 245:
Old : 333: 103 80 80 128 104 258 240:
Other: 140: 19 32 32 63 53 104 95:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 20.0 26.7 30.0 11.7 13.0 20.7 20.5
Old : 14.7 18.8 26.4 29.3 13.6 17.1 24.1 26.0
Other: 53.1 52.7 63.5 64.0 31.7 34.4 38.7 40.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 3, 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 : 25,857: 14,020 1,564 4,115 3,924 17,483 22,059 23,162: 3,798 2,695
Old : 25,857: 14,020 1,564 4,115 3,924 17,483 22,059 23,162: 3,798 2,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 1,820: -377 -31 586 714 1,150 922 1,705: 898 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 6.0 15.9 15.2 67.6 85.3 89.6: 14.7 10.4
Old : 100.0: 54.2 6.0 15.9 15.2 67.6 85.3 89.6: 14.7 10.4
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 : 70: 36 19 9 12 7 53 30:
Old : 70: 36 19 9 12 7 53 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 : 37.9 72.7 57.4 83.1 29.9 57.8 42.8 60.5
Old : 37.9 72.7 57.4 83.1 29.9 57.8 42.8 60.5
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, March 3, 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 : 424,621: 24,217 102,682 5,038 382,254 301,051 411,509 408,772: 13,112 15,849
Old : 424,621: 24,217 102,682 5,038 382,254 301,051 411,509 408,772: 13,112 15,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 24, 2009 :
: 9,625: -643 -901 1,437 10,698 13,410 11,493 13,946: -1,868 -4,322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 24.2 1.2 90.0 70.9 96.9 96.3: 3.1 3.7
Old : 100.0: 5.7 24.2 1.2 90.0 70.9 96.9 96.3: 3.1 3.7
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 : 253: 23 57 15 100 114 132 177:
Old : 253: 23 57 15 100 114 132 177:
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 : 41.8 25.1 56.3 35.0 38.8 25.0 53.3 34.6
Old : 41.8 25.1 56.3 35.0 38.8 25.0 53.3 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 5, 2009