COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 206,244: 44,466 2,966 46,191 99,680 149,145 190,337 198,302: 15,907 7,942
Old : 201,195: 44,335 3,070 45,861 95,394 144,498 185,591 193,429: 15,605 7,766
Other: 5,048: 273 37 188 4,285 4,647 4,746 4,873: 302 175
: : :
: : Changes in Commitments from: September 22, 2009 :
: 349: -1,494 -531 -823 2,187 1,424 -130 70: 479 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 1.4 22.4 48.3 72.3 92.3 96.1: 7.7 3.9
Old : 100.0: 22.0 1.5 22.8 47.4 71.8 92.2 96.1: 7.8 3.9
Other: 100.0: 5.4 0.7 3.7 84.9 92.0 94.0 96.5: 6.0 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 224: 116 23 51 62 61 195 123:
Old : 224: 115 24 51 60 61 193 123:
Other: 44: 6 7 10 14 22 26 33:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 33.7 32.1 47.1 17.6 25.7 27.4 37.5
Old : 20.6 34.4 32.4 48.0 17.9 26.3 28.0 38.5
Other: 77.5 62.1 86.4 77.3 74.4 62.1 83.2 77.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 39,817: 12,702 2,225 8,533 15,707 27,489 36,942 38,247: 2,875 1,570
Old : 25,851: 9,981 2,386 4,349 9,318 17,883 23,648 24,618: 2,203 1,233
Other: 13,966: 3,496 614 3,410 6,388 9,606 13,294 13,629: 671 337
: : :
: : Changes in Commitments from: September 22, 2009 :
: -3,336: -481 130 -1,495 -1,099 -1,913 -3,075 -3,278: -261 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 5.6 21.4 39.4 69.0 92.8 96.1: 7.2 3.9
Old : 100.0: 38.6 9.2 16.8 36.0 69.2 91.5 95.2: 8.5 4.8
Other: 100.0: 25.0 4.4 24.4 45.7 68.8 95.2 97.6: 4.8 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 45 16 27 29 21 86 56:
Old : 92: 43 17 20 27 14 77 44:
Other: 69: 30 12 20 21 16 59 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 : 22.5 63.9 36.5 72.7 18.9 53.5 29.3 58.6
Old : 27.6 69.7 42.4 78.3 22.9 58.8 34.2 64.4
Other: 27.2 58.2 44.9 72.0 26.0 50.3 39.8 56.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 140,888: 43,767 20,366 24,706 59,354 88,436 127,826 133,507: 13,062 7,381
Old : 130,850: 43,648 16,283 24,481 49,738 82,826 117,866 123,589: 12,984 7,261
Other: 10,038: 299 4,263 45 9,616 5,610 9,960 9,918: 78 120
: : :
: : Changes in Commitments from: September 22, 2009 :
: 591: -280 -909 1,196 -946 -834 -30 -547: 621 1,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 14.5 17.5 42.1 62.8 90.7 94.8: 9.3 5.2
Old : 100.0: 33.4 12.4 18.7 38.0 63.3 90.1 94.5: 9.9 5.5
Other: 100.0: 3.0 42.5 0.4 95.8 55.9 99.2 98.8: 0.8 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 63 31 37 47 52 134 101:
Old : 162: 63 33 37 47 52 134 101:
Other: 24: 7 3 4 10 7 18 13:
:----------------------------------------------------------------------------------------------------
: 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 34.4 39.3 47.1 24.3 27.5 32.6 38.2
Old : 28.3 33.6 39.7 46.9 26.2 29.2 35.2 41.0
Other: 86.9 94.5 97.4 98.2 54.3 59.9 60.8 61.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 1,183,796: 200,437 12,337 331,278 568,293 789,267 1,100,008 1,132,881: 83,788 50,915
Old : 1,183,796: 200,437 12,337 331,278 568,293 789,267 1,100,008 1,132,881: 83,788 50,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 4,048: 11,630 -6,173 8,720 -29,603 2,462 -9,253 5,009: 13,301 -961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 1.0 28.0 48.0 66.7 92.9 95.7: 7.1 4.3
Old : 100.0: 16.9 1.0 28.0 48.0 66.7 92.9 95.7: 7.1 4.3
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 : 236: 95 34 78 85 91 213 174:
Old : 236: 95 34 78 85 91 213 174:
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 : 16.8 19.4 27.0 30.4 8.6 9.8 13.3 17.4
Old : 16.8 19.4 27.0 30.4 8.6 9.8 13.3 17.4
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, September 29, 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 : 124,593: 26,979 7,393 27,943 62,308 83,910 117,231 119,246: 7,362 5,347
Old : 121,288: 27,277 8,101 26,018 60,768 82,059 114,064 116,177: 7,224 5,110
Other: 3,305: 962 552 665 1,540 1,852 3,167 3,068: 138 237
: : :
: : Changes in Commitments from: September 22, 2009 :
: -6,991: -2,736 -1,096 -2,711 -675 -2,134 -6,122 -5,941: -868 -1,049
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 5.9 22.4 50.0 67.3 94.1 95.7: 5.9 4.3
Old : 100.0: 22.5 6.7 21.5 50.1 67.7 94.0 95.8: 6.0 4.2
Other: 100.0: 29.1 16.7 20.1 46.6 56.0 95.8 92.8: 4.2 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 312: 119 56 82 99 108 251 218:
Old : 311: 120 57 80 99 105 249 214:
Other: 55: 8 7 11 15 32 29 45:
:----------------------------------------------------------------------------------------------------
: 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 21.8 31.0 33.9 19.3 18.5 28.4 29.0
Old : 20.0 21.8 30.9 34.2 19.8 19.2 29.1 30.1
Other: 60.8 43.9 77.2 62.5 47.0 34.6 54.9 46.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 29, 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 : 30,950: 8,748 17,571 2,491 16,778 6,988 28,017 27,050: 2,933 3,900
Old : 30,950: 8,748 17,571 2,491 16,778 6,988 28,017 27,050: 2,933 3,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: -3,741: -2,078 -3,534 139 -2,598 -101 -4,537 -3,496: 796 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 56.8 8.0 54.2 22.6 90.5 87.4: 9.5 12.6
Old : 100.0: 28.3 56.8 8.0 54.2 22.6 90.5 87.4: 9.5 12.6
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 : 84: 16 48 9 10 14 32 65:
Old : 84: 16 48 9 10 14 32 65:
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 : 64.6 33.3 82.4 50.4 63.7 30.3 69.7 39.5
Old : 64.6 33.3 82.4 50.4 63.7 30.3 69.7 39.5
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, September 29, 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 : 380,356: 39,186 90,928 4,910 316,788 270,205 360,884 366,043: 19,472 14,313
Old : 380,356: 39,186 90,928 4,910 316,788 270,205 360,884 366,043: 19,472 14,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 22, 2009 :
: 6,423: 7,637 -808 -748 -2,053 8,745 4,837 7,189: 1,587 -765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 23.9 1.3 83.3 71.0 94.9 96.2: 5.1 3.8
Old : 100.0: 10.3 23.9 1.3 83.3 71.0 94.9 96.2: 5.1 3.8
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 : 226: 25 46 12 95 92 130 140:
Old : 226: 25 46 12 95 92 130 140:
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 : 46.2 22.9 56.5 38.1 43.4 22.9 52.6 36.0
Old : 46.2 22.9 56.5 38.1 43.4 22.9 52.6 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2009