COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 186,606: 36,472 4,112 41,508 92,968 133,950 170,949 179,570: 15,658 7,036
Old : 184,159: 36,329 4,173 41,413 90,938 131,569 168,680 177,154: 15,479 7,005
Other: 2,447: 216 11 23 2,030 2,381 2,269 2,416: 178 31
: : :
: : Changes in Commitments from: August 4, 2009 :
: 4,104: 1,067 -809 628 634 3,346 2,329 3,165: 1,776 939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 2.2 22.2 49.8 71.8 91.6 96.2: 8.4 3.8
Old : 100.0: 19.7 2.3 22.5 49.4 71.4 91.6 96.2: 8.4 3.8
Other: 100.0: 8.8 0.5 1.0 82.9 97.3 92.7 98.7: 7.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 104 32 44 59 52 183 112:
Old : 213: 104 32 44 59 52 183 112:
Other: 31: 6 2 4 11 15 18 21:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 33.0 34.1 46.3 19.9 26.8 30.4 38.2
Old : 20.9 33.3 34.3 46.9 20.0 27.2 30.6 38.7
Other: 75.0 82.2 88.2 93.1 74.9 82.2 87.8 92.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 53,715: 15,029 2,520 15,658 17,861 33,558 48,547 51,735: 5,168 1,980
Old : 45,280: 14,262 2,540 12,517 13,883 28,485 40,662 43,541: 4,618 1,738
Other: 8,435: 1,119 333 2,788 3,978 5,073 7,885 8,194: 550 241
: : :
: : Changes in Commitments from: August 4, 2009 :
: 8,171: 1,414 -28 3,798 1,708 4,631 6,920 8,401: 1,250 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 4.7 29.1 33.3 62.5 90.4 96.3: 9.6 3.7
Old : 100.0: 31.5 5.6 27.6 30.7 62.9 89.8 96.2: 10.2 3.8
Other: 100.0: 13.3 3.9 33.0 47.2 60.1 93.5 97.1: 6.5 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 59 17 23 26 21 96 52:
Old : 108: 53 23 23 25 20 94 51:
Other: 41: 17 8 16 13 11 36 29:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 57.4 35.2 69.0 13.7 43.3 21.9 47.1
Old : 24.2 58.8 39.0 70.2 16.3 44.4 23.8 48.8
Other: 38.8 52.7 53.6 66.3 29.1 39.8 38.3 44.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 126,347: 39,208 18,041 12,022 64,748 91,798 115,978 121,861: 10,369 4,485
Old : 19,333: 9,410 8,045 206 6,588 10,391 16,204 18,642: 3,129 691
Other: 107,014: 31,794 11,993 9,820 58,160 81,407 99,774 103,219: 7,240 3,794
: : :
: : Changes in Commitments from: August 4, 2009 :
: -3,893: -2,896 -465 -2,009 1,334 -222 -3,572 -2,696: -322 -1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 14.3 9.5 51.2 72.7 91.8 96.4: 8.2 3.6
Old : 100.0: 48.7 41.6 1.1 34.1 53.7 83.8 96.4: 16.2 3.6
Other: 100.0: 29.7 11.2 9.2 54.3 76.1 93.2 96.5: 6.8 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 61 21 30 46 47 121 87:
Old : 88: 27 10 2 30 23 59 33:
Other: 134: 50 22 27 43 46 106 84:
:----------------------------------------------------------------------------------------------------
: 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 : 31.0 37.7 44.0 51.6 26.9 33.3 37.8 45.3
Old : 29.5 57.8 42.9 75.2 29.5 57.8 42.9 74.2
Other: 35.3 36.7 48.1 52.2 30.5 32.5 40.1 45.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 1,283,970: 201,177 18,351 364,563 611,612 839,000 1,177,352 1,221,914: 106,618 62,056
Old : 1,283,970: 201,177 18,351 364,563 611,612 839,000 1,177,352 1,221,914: 106,618 62,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 144,526: -24,580 6,235 67,678 95,069 68,267 138,167 142,179: 6,359 2,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 1.4 28.4 47.6 65.3 91.7 95.2: 8.3 4.8
Old : 100.0: 15.7 1.4 28.4 47.6 65.3 91.7 95.2: 8.3 4.8
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 : 245: 99 37 81 84 98 216 186:
Old : 245: 99 37 81 84 98 216 186:
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 : 14.7 19.3 25.7 29.4 8.1 10.1 13.2 16.6
Old : 14.7 19.3 25.7 29.4 8.1 10.1 13.2 16.6
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, August 11, 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 : 140,619: 29,579 7,010 37,736 61,448 86,453 128,763 131,199: 11,856 9,420
Old : 49,760: 12,406 5,899 11,714 19,752 28,306 43,872 45,919: 5,888 3,842
Other: 90,859: 20,195 4,133 23,000 41,696 58,147 84,891 85,281: 5,968 5,578
: : :
: : Changes in Commitments from: August 4, 2009 :
: 3,914: 5,411 -2,432 -565 -1,883 5,875 2,963 2,878: 951 1,036
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 5.0 26.8 43.7 61.5 91.6 93.3: 8.4 6.7
Old : 100.0: 24.9 11.9 23.5 39.7 56.9 88.2 92.3: 11.8 7.7
Other: 100.0: 22.2 4.5 25.3 45.9 64.0 93.4 93.9: 6.6 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 346: 138 67 97 108 117 295 239:
Old : 287: 94 70 69 83 89 212 193:
Other: 287: 105 51 69 93 105 228 197:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 19.6 27.6 31.2 16.6 16.0 23.2 25.8
Old : 19.9 30.6 28.3 40.9 19.9 30.0 27.0 37.7
Other: 18.0 19.1 29.8 33.5 15.4 17.8 24.4 28.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 29,207: 5,664 15,774 2,965 18,097 6,293 26,726 25,032: 2,482 4,175
Old : 29,207: 5,664 15,774 2,965 18,097 6,293 26,726 25,032: 2,482 4,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: -1,145: -1,391 -3,814 -54 -997 2,538 -2,442 -1,329: 1,297 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 54.0 10.2 62.0 21.5 91.5 85.7: 8.5 14.3
Old : 100.0: 19.4 54.0 10.2 62.0 21.5 91.5 85.7: 8.5 14.3
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 : 84: 20 49 9 11 7 39 58:
Old : 84: 20 49 9 11 7 39 58:
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 : 73.6 37.8 83.2 55.5 68.8 35.3 74.0 48.5
Old : 73.6 37.8 83.2 55.5 68.8 35.3 74.0 48.5
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, August 11, 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 : 372,648: 34,153 107,487 3,789 316,590 244,991 354,532 356,267: 18,116 16,382
Old : 372,648: 34,153 107,487 3,789 316,590 244,991 354,532 356,267: 18,116 16,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2009 :
: 4,822: -1,963 4,169 -535 7,505 3,480 5,007 7,114: -185 -2,292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 28.8 1.0 85.0 65.7 95.1 95.6: 4.9 4.4
Old : 100.0: 9.2 28.8 1.0 85.0 65.7 95.1 95.6: 4.9 4.4
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 : 226: 23 54 20 85 95 121 156:
Old : 226: 23 54 20 85 95 121 156:
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 : 44.4 20.9 54.4 33.5 42.0 20.8 50.8 31.6
Old : 44.4 20.9 54.4 33.5 42.0 20.8 50.8 31.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2009