COTTON NO. 2 - ICE FUTURES U.S. Code-033661
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 247,428
COMMITMENTS
70,993 9,462 45,342 110,392 185,042 226,727 239,846 20,700 7,582
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 783)
-2,738 -101 -795 5,194 867 1,661 -29 -878 812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 3.8 18.3 44.6 74.8 91.6 96.9 8.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
136 35 56 63 63 223 132
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 45,259
COMMITMENTS
18,165 1,387 8,341 14,518 34,108 41,024 43,836 4,235 1,423
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -5,877)
252 -156 -4,315 -1,466 -934 -5,529 -5,405 -349 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 3.1 18.4 32.1 75.4 90.6 96.9 9.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
64 9 20 25 22 97 43
COCOA - ICE FUTURES U.S. Code-073732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 139,535
COMMITMENTS
49,497 10,957 21,614 57,729 102,149 128,840 134,721 10,696 4,814
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 872)
-2,207 -897 3,802 528 -1,432 2,123 1,472 -1,252 -601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 7.9 15.5 41.4 73.2 92.3 96.5 7.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
75 27 42 45 49 140 103
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,270,677
COMMITMENTS
203,864 16,518 373,184 591,942 827,988 1168990 1217690 101,687 52,987
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 43,101)
13,321 2,326 19,063 10,072 22,995 42,456 44,384 646 -1,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 1.3 29.4 46.6 65.2 92.0 95.8 8.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
113 39 91 88 94 237 191
COFFEE C - ICE FUTURES U.S. Code-083731
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 159,072
COMMITMENTS
44,000 8,930 34,487 68,853 108,414 147,340 151,831 11,732 7,241
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 773)
-1,561 294 -708 2,150 521 -119 108 892 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 5.6 21.7 43.3 68.2 92.6 95.4 7.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
145 69 92 106 112 306 228
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 61,272
COMMITMENTS
46,001 11,810 3,940 6,064 42,235 56,005 57,986 5,267 3,286
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 8,692)
8,415 -49 -67 348 9,138 8,695 9,021 -3 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.1 19.3 6.4 9.9 68.9 91.4 94.6 8.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
36 27 8 8 10 50 40
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/09 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 335,027
COMMITMENTS
36,429 86,104 2,081 280,288 231,865 318,798 320,050 16,230 14,977
CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -94,529)
-10,124 -14,824 -5,260 -67,720 -63,373 -83,104 -83,458 -11,425 -11,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 25.7 0.6 83.7 69.2 95.2 95.5 4.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
25 45 16 96 87 134 135
Updated December 28, 2009