COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 236,317: 70,278 8,515 43,313 102,246 177,924 215,837 229,752: 20,481 6,566
Old : 217,739: 69,114 10,595 37,654 91,643 163,767 198,412 212,017: 19,328 5,723
Other: 18,578: 3,282 38 3,541 10,603 14,156 17,425 17,735: 1,153 843
: : :
: : Changes in Commitments from: December 1, 2009 :
: 4,187: 1,419 165 1,634 500 2,339 3,553 4,138: 634 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 3.6 18.3 43.3 75.3 91.3 97.2: 8.7 2.8
Old : 100.0: 31.7 4.9 17.3 42.1 75.2 91.1 97.4: 8.9 2.6
Other: 100.0: 17.7 0.2 19.1 57.1 76.2 93.8 95.5: 6.2 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 259: 145 20 57 63 69 225 136:
Old : 256: 138 29 55 59 68 218 134:
Other: 86: 30 3 24 23 40 57 65:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 35.5 28.5 48.8 16.8 30.3 25.1 41.5
Old : 18.2 37.0 28.9 49.8 17.9 32.6 27.0 44.2
Other: 39.2 31.3 55.1 50.5 37.1 31.0 50.1 47.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 46,567: 16,095 1,682 10,614 14,840 32,457 41,548 44,754: 5,018 1,813
Old : 46,324: 16,099 1,675 10,561 14,676 32,276 41,337 44,512: 4,986 1,811
Other: 243: 2 14 46 164 182 211 241: 32 2
: : :
: : Changes in Commitments from: December 1, 2009 :
: 3,276: 1,268 -136 1,368 480 1,696 3,116 2,928: 160 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.6 3.6 22.8 31.9 69.7 89.2 96.1: 10.8 3.9
Old : 100.0: 34.8 3.6 22.8 31.7 69.7 89.2 96.1: 10.8 3.9
Other: 100.0: 0.8 5.6 18.9 67.2 74.7 86.8 99.2: 13.2 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 117: 65 16 27 27 21 108 50:
Old : 117: 66 15 26 27 21 107 50:
Other: 6: 1 2 3 2 2 5 5:
:----------------------------------------------------------------------------------------------------
: 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 55.1 30.3 67.7 15.2 45.7 25.4 54.3
Old : 17.8 55.4 30.1 67.9 15.2 46.3 25.5 54.9
Other: 81.3 97.7 86.8 99.2 66.5 78.8 66.5 78.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 135,985: 49,633 10,935 18,528 56,296 100,664 124,456 130,128: 11,529 5,857
Old : 117,058: 50,158 4,514 15,479 40,100 91,383 105,736 111,376: 11,322 5,682
Other: 18,927: 1,629 8,576 895 16,196 9,281 18,720 18,752: 207 175
: : :
: : Changes in Commitments from: December 1, 2009 :
: 1,812: 1,468 -402 386 743 1,749 2,597 1,733: -785 79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 8.0 13.6 41.4 74.0 91.5 95.7: 8.5 4.3
Old : 100.0: 42.8 3.9 13.2 34.3 78.1 90.3 95.1: 9.7 4.9
Other: 100.0: 8.6 45.3 4.7 85.6 49.0 98.9 99.1: 1.1 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 65 30 42 44 42 136 94:
Old : 162: 67 31 41 43 41 134 92:
Other: 43: 10 9 9 13 17 27 32:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 35.0 39.2 50.6 24.2 26.8 31.9 39.0
Old : 26.5 35.1 36.6 49.2 25.2 33.3 34.1 46.8
Other: 78.6 78.7 88.8 87.0 58.2 64.9 68.2 69.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 1,154,043: 164,700 21,118 328,469 581,333 755,198 1,074,501 1,104,784: 79,541 49,259
Old : 1,154,043: 164,700 21,118 328,469 581,333 755,198 1,074,501 1,104,784: 79,541 49,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -3,579: 5,425 3,905 -6,217 -1,729 -5,780 -2,521 -8,092: -1,058 4,513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 1.8 28.5 50.4 65.4 93.1 95.7: 6.9 4.3
Old : 100.0: 14.3 1.8 28.5 50.4 65.4 93.1 95.7: 6.9 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 : 244: 103 37 92 86 92 220 191:
Old : 244: 103 37 92 86 92 220 191:
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 : 15.8 17.7 25.3 30.2 8.6 11.7 14.4 19.6
Old : 15.8 17.7 25.3 30.2 8.6 11.7 14.4 19.6
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, December 8, 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 : 147,623: 39,381 7,786 32,918 64,915 100,074 137,214 140,778: 10,409 6,845
Old : 138,841: 40,640 10,767 27,030 61,103 94,484 128,773 132,281: 10,067 6,559
Other: 8,782: 3,129 1,408 1,499 3,812 5,590 8,440 8,497: 342 285
: : :
: : Changes in Commitments from: December 1, 2009 :
: 10,103: 4,581 616 3,497 1,236 5,361 9,313 9,473: 790 630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 5.3 22.3 44.0 67.8 92.9 95.4: 7.1 4.6
Old : 100.0: 29.3 7.8 19.5 44.0 68.1 92.7 95.3: 7.3 4.7
Other: 100.0: 35.6 16.0 17.1 43.4 63.7 96.1 96.8: 3.9 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 145 61 85 102 113 298 217:
Old : 351: 146 63 83 102 111 298 213:
Other: 88: 17 11 15 21 52 45 72:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 20.3 31.3 32.1 17.9 17.7 28.1 27.6
Old : 18.7 21.1 31.8 32.7 18.7 18.9 29.5 29.9
Other: 54.8 35.3 69.8 47.9 53.1 26.7 62.5 38.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 8, 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 : 49,584: 28,961 15,107 5,079 10,286 25,478 44,325 45,664: 5,260 3,921
Old : 49,584: 28,961 15,107 5,079 10,286 25,478 44,325 45,664: 5,260 3,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: 8,329: 5,566 -4,316 2,230 163 11,184 7,958 9,098: 371 -769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.4 30.5 10.2 20.7 51.4 89.4 92.1: 10.6 7.9
Old : 100.0: 58.4 30.5 10.2 20.7 51.4 89.4 92.1: 10.6 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 : 84: 31 35 9 11 12 49 50:
Old : 84: 31 35 9 11 12 49 50:
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 : 62.7 47.5 75.5 70.5 51.1 33.4 54.1 47.7
Old : 62.7 47.5 75.5 70.5 51.1 33.4 54.1 47.7
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, December 8, 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 : 404,959: 38,120 100,055 4,623 344,807 285,570 387,550 390,248: 17,408 14,711
Old : 404,959: 38,120 100,055 4,623 344,807 285,570 387,550 390,248: 17,408 14,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2009 :
: -4,611: 6,788 -5,212 1,301 -9,106 2,111 -1,017 -1,800: -3,594 -2,811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 24.7 1.1 85.1 70.5 95.7 96.4: 4.3 3.6
Old : 100.0: 9.4 24.7 1.1 85.1 70.5 95.7 96.4: 4.3 3.6
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 : 243: 25 51 19 100 104 139 160:
Old : 243: 25 51 19 100 104 139 160:
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 19.6 52.7 31.5 38.1 19.4 46.8 29.6
Old : 42.7 19.6 52.7 31.5 38.1 19.4 46.8 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2009