COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 184,510: 35,003 6,500 45,258 87,148 126,134 167,409 177,892: 17,102 6,619
Old : 108,046: 29,604 8,193 19,854 46,747 74,631 96,205 102,677: 11,841 5,369
Other: 76,464: 10,045 2,954 20,758 40,401 51,503 71,204 75,214: 5,260 1,250
: : :
: : Changes in Commitments from: April 28, 2009 :
: 15,985: 7,487 -4,480 5,424 1,241 15,400 14,151 16,344: 1,833 -359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 3.5 24.5 47.2 68.4 90.7 96.4: 9.3 3.6
Old : 100.0: 27.4 7.6 18.4 43.3 69.1 89.0 95.0: 11.0 5.0
Other: 100.0: 13.1 3.9 27.1 52.8 67.4 93.1 98.4: 6.9 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 104 34 55 59 59 189 129:
Old : 210: 96 42 38 44 51 159 112:
Other: 132: 44 24 29 50 44 109 82:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 32.8 29.5 47.2 16.5 27.9 26.7 39.6
Old : 19.5 40.0 31.5 50.7 19.4 37.2 29.8 47.2
Other: 23.4 34.4 38.4 50.1 18.5 27.5 26.3 38.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 36,634: 10,421 2,536 6,406 15,295 25,872 32,121 34,814: 4,513 1,820
Old : 34,864: 10,471 2,432 5,604 14,625 25,105 30,699 33,141: 4,165 1,722
Other: 1,770: 30 183 723 670 766 1,423 1,673: 348 98
: : :
: : Changes in Commitments from: April 28, 2009 :
: 2,944: 828 -85 1,229 480 2,203 2,537 3,346: 407 -402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 6.9 17.5 41.7 70.6 87.7 95.0: 12.3 5.0
Old : 100.0: 30.0 7.0 16.1 41.9 72.0 88.1 95.1: 11.9 4.9
Other: 100.0: 1.7 10.4 40.8 37.8 43.3 80.3 94.5: 19.7 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 43 24 17 24 17 79 47:
Old : 95: 45 21 17 22 17 76 47:
Other: 25: 5 10 12 7 6 22 18:
:----------------------------------------------------------------------------------------------------
: 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 67.1 34.4 74.6 17.4 56.6 28.3 60.5
Old : 19.6 68.4 34.4 75.5 18.2 59.5 29.4 63.5
Other: 48.3 53.0 67.5 73.6 18.3 24.1 19.7 31.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 125,691: 28,698 11,366 23,349 66,949 84,844 118,997 119,558: 6,695 6,133
Old : 87,106: 36,716 10,878 9,193 35,273 61,423 81,182 81,494: 5,924 5,612
Other: 38,585: 3,408 11,914 2,730 31,676 23,421 37,815 38,065: 771 521
: : :
: : Changes in Commitments from: April 28, 2009 :
: -75: -2,599 71 970 1,839 -1,178 210 -136: -285 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 9.0 18.6 53.3 67.5 94.7 95.1: 5.3 4.9
Old : 100.0: 42.2 12.5 10.6 40.5 70.5 93.2 93.6: 6.8 6.4
Other: 100.0: 8.8 30.9 7.1 82.1 60.7 98.0 98.7: 2.0 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 34 37 28 47 45 95 97:
Old : 125: 32 37 25 41 41 85 91:
Other: 74: 20 8 15 31 32 57 50:
:----------------------------------------------------------------------------------------------------
: 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 : 39.6 40.0 52.9 52.3 28.1 26.3 36.7 36.0
Old : 40.8 37.4 55.7 50.1 34.5 29.3 45.2 41.3
Other: 50.1 52.7 66.0 68.0 43.2 43.6 55.8 54.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 929,344: 196,491 15,928 214,980 425,941 646,386 837,412 877,294: 91,933 52,050
Old : 929,344: 196,491 15,928 214,980 425,941 646,386 837,412 877,294: 91,933 52,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 51,378: 25,585 -10,966 24,871 -13,114 39,105 37,341 53,009: 14,037 -1,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 1.7 23.1 45.8 69.6 90.1 94.4: 9.9 5.6
Old : 100.0: 21.1 1.7 23.1 45.8 69.6 90.1 94.4: 9.9 5.6
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 : 222: 77 35 73 80 95 194 172:
Old : 222: 77 35 73 80 95 194 172:
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 : 15.7 22.6 25.4 32.6 9.0 14.4 14.6 21.4
Old : 15.7 22.6 25.4 32.6 9.0 14.4 14.6 21.4
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, May 5, 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 : 162,761: 31,939 17,206 44,780 75,232 92,014 151,951 154,000: 10,810 8,761
Old : 123,168: 34,276 21,769 22,492 58,008 71,379 114,776 115,640: 8,392 7,528
Other: 39,593: 9,147 6,922 10,804 17,224 20,635 37,175 38,360: 2,418 1,233
: : :
: : Changes in Commitments from: April 28, 2009 :
: 9,156: 3,881 -2,990 3,786 -796 7,755 6,870 8,551: 2,286 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 10.6 27.5 46.2 56.5 93.4 94.6: 6.6 5.4
Old : 100.0: 27.8 17.7 18.3 47.1 58.0 93.2 93.9: 6.8 6.1
Other: 100.0: 23.1 17.5 27.3 43.5 52.1 93.9 96.9: 6.1 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 131 74 91 117 119 297 244:
Old : 355: 135 71 81 106 113 277 234:
Other: 179: 31 38 43 72 79 132 131:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 21.2 28.0 30.6 12.2 14.2 21.0 21.6
Old : 16.5 23.5 27.8 33.2 16.3 22.5 27.4 31.6
Other: 39.0 29.8 52.4 44.3 30.4 23.3 40.8 35.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 25,250: 9,825 3,731 2,990 10,473 14,978 23,288 21,699: 1,962 3,551
Old : 25,250: 9,825 3,731 2,990 10,473 14,978 23,288 21,699: 1,962 3,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: 1,666: -1,645 1,124 77 3,227 -144 1,659 1,057: 7 609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 14.8 11.8 41.5 59.3 92.2 85.9: 7.8 14.1
Old : 100.0: 38.9 14.8 11.8 41.5 59.3 92.2 85.9: 7.8 14.1
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 : 57: 19 28 10 7 6 30 40:
Old : 57: 19 28 10 7 6 30 40:
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 : 64.7 66.9 78.1 73.1 56.2 52.9 65.0 56.9
Old : 64.7 66.9 78.1 73.1 56.2 52.9 65.0 56.9
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, May 5, 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 : 397,427: 31,886 91,865 4,966 344,219 285,708 381,071 382,540: 16,357 14,887
Old : 397,427: 31,886 91,865 4,966 344,219 285,708 381,071 382,540: 16,357 14,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2009 :
: -5,754: -6,600 6,616 -897 -698 -16,267 -8,195 -10,549: 2,441 4,794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 23.1 1.2 86.6 71.9 95.9 96.3: 4.1 3.7
Old : 100.0: 8.0 23.1 1.2 86.6 71.9 95.9 96.3: 4.1 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 : 222: 24 50 16 86 98 119 155:
Old : 222: 24 50 16 86 98 119 155:
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 : 42.7 26.1 55.9 38.1 35.1 23.9 48.2 32.9
Old : 42.7 26.1 55.9 38.1 35.1 23.9 48.2 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 08, 2009