COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 227,544: 52,698 11,276 42,767 113,296 164,833 208,762 218,876: 18,783 8,669
Old : 181,764: 48,372 12,699 28,943 88,225 133,148 165,540 174,790: 16,225 6,975
Other: 45,780: 7,081 1,332 11,069 25,071 31,685 43,222 44,086: 2,558 1,694
: : :
: : Changes in Commitments from: February 9, 2010 :
: 10,891: 3,916 -3,722 3,515 1,458 13,728 8,890 13,521: 2,001 -2,630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 5.0 18.8 49.8 72.4 91.7 96.2: 8.3 3.8
Old : 100.0: 26.6 7.0 15.9 48.5 73.3 91.1 96.2: 8.9 3.8
Other: 100.0: 15.5 2.9 24.2 54.8 69.2 94.4 96.3: 5.6 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 119 27 58 62 68 198 143:
Old : 226: 108 37 50 54 64 183 134:
Other: 105: 37 9 26 38 46 81 76:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 32.5 32.4 45.5 15.3 21.9 23.3 31.3
Old : 17.5 37.0 30.6 49.6 17.5 30.1 26.8 39.7
Other: 34.8 26.1 48.5 39.3 32.9 22.4 42.3 33.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 47,785: 15,950 1,475 11,986 15,494 32,830 43,430 46,291: 4,355 1,494
Old : 46,495: 15,878 1,594 11,600 14,709 31,876 42,187 45,071: 4,308 1,424
Other: 1,290: 192 0 266 785 954 1,243 1,220: 47 70
: : :
: : Changes in Commitments from: February 9, 2010 :
: -197: 49 170 20 -88 -172 -18 18: -179 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 3.1 25.1 32.4 68.7 90.9 96.9: 9.1 3.1
Old : 100.0: 34.1 3.4 24.9 31.6 68.6 90.7 96.9: 9.3 3.1
Other: 100.0: 14.9 0.0 20.6 60.9 73.9 96.4 94.6: 3.6 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 61 11 27 33 25 105 55:
Old : 112: 57 15 27 33 25 105 55:
Other: 16: 11 1 9 1 4 13 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 : 21.0 53.1 34.2 68.3 14.9 40.4 23.7 49.9
Old : 19.9 54.1 33.2 68.4 15.3 42.7 24.4 51.4
Other: 82.5 76.5 93.4 90.8 53.8 56.4 57.2 56.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 132,288: 39,253 11,264 22,962 61,852 90,986 124,067 125,212: 8,221 7,076
Old : 106,032: 48,315 11,464 11,021 39,077 76,838 98,413 99,322: 7,620 6,710
Other: 26,256: 1,421 10,282 1,459 22,775 14,148 25,655 25,890: 601 366
: : :
: : Changes in Commitments from: February 9, 2010 :
: -3,292: -1,786 1,818 -107 -670 -5,274 -2,563 -3,562: -729 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 8.5 17.4 46.8 68.8 93.8 94.7: 6.2 5.3
Old : 100.0: 45.6 10.8 10.4 36.9 72.5 92.8 93.7: 7.2 6.3
Other: 100.0: 5.4 39.2 5.6 86.7 53.9 97.7 98.6: 2.3 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 44 34 37 54 48 120 101:
Old : 147: 49 32 36 51 46 117 98:
Other: 57: 8 13 12 28 24 45 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 : 33.8 31.7 49.1 46.8 24.8 21.2 34.8 32.9
Old : 38.2 33.9 49.6 47.7 37.4 32.2 47.2 45.4
Other: 59.6 63.5 79.3 77.8 46.2 56.1 65.9 64.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,088,715: 191,499 13,230 241,880 579,601 787,423 1,012,980 1,042,533: 75,735 46,182
Old : 1,088,715: 191,499 13,230 241,880 579,601 787,423 1,012,980 1,042,533: 75,735 46,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -220,588: 10,186 -11,448 -135,110 -87,135 -61,870 -212,059 -208,428: -8,529 -12,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 1.2 22.2 53.2 72.3 93.0 95.8: 7.0 4.2
Old : 100.0: 17.6 1.2 22.2 53.2 72.3 93.0 95.8: 7.0 4.2
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 : 241: 102 35 86 86 92 219 183:
Old : 241: 102 35 86 86 92 219 183:
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 : 19.0 19.1 27.9 33.2 13.4 16.2 18.2 24.3
Old : 19.0 19.1 27.9 33.2 13.4 16.2 18.2 24.3
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, February 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 150,277: 32,442 18,108 30,042 79,382 94,470 141,867 142,621: 8,411 7,657
Old : 133,883: 34,605 21,437 21,178 71,179 84,177 126,963 126,793: 6,920 7,090
Other: 16,394: 3,775 2,609 2,925 8,203 10,293 14,904 15,828: 1,491 567
: : :
: : Changes in Commitments from: February 9, 2010 :
: -17,681: 1,784 27 -10,194 -4,515 -4,027 -12,925 -14,194: -4,756 -3,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 12.1 20.0 52.8 62.9 94.4 94.9: 5.6 5.1
Old : 100.0: 25.8 16.0 15.8 53.2 62.9 94.8 94.7: 5.2 5.3
Other: 100.0: 23.0 15.9 17.8 50.0 62.8 90.9 96.5: 9.1 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 124 71 89 119 118 278 247:
Old : 336: 119 78 85 115 114 272 240:
Other: 119: 23 14 23 39 67 71 96:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 20.7 33.0 32.6 16.1 16.4 26.7 25.1
Old : 19.2 22.3 33.8 34.4 17.7 18.4 30.2 28.9
Other: 46.3 32.2 59.4 47.4 46.3 26.8 53.2 37.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 61,223: 45,414 7,919 3,471 6,639 47,607 55,524 58,997: 5,700 2,226
Old : 61,223: 45,414 7,919 3,471 6,639 47,607 55,524 58,997: 5,700 2,226
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: -340: -89 3,388 77 -181 -4,038 -193 -573: -148 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 12.9 5.7 10.8 77.8 90.7 96.4: 9.3 3.6
Old : 100.0: 74.2 12.9 5.7 10.8 77.8 90.7 96.4: 9.3 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 : 85: 48 19 8 13 7 67 31:
Old : 85: 48 19 8 13 7 67 31:
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 : 58.3 77.0 70.6 87.3 57.4 73.1 63.6 79.4
Old : 58.3 77.0 70.6 87.3 57.4 73.1 63.6 79.4
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, February 16, 2010
-------------------------------------------------------------------------------------------------------------------
: 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 : 390,294: 17,644 88,604 2,858 352,748 280,082 373,250 371,545: 17,043 18,749
Old : 390,294: 17,644 88,604 2,858 352,748 280,082 373,250 371,545: 17,043 18,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2010 :
: 9,075: -328 8,063 -51 7,126 -2,826 6,747 5,186: 2,328 3,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 22.7 0.7 90.4 71.8 95.6 95.2: 4.4 4.8
Old : 100.0: 4.5 22.7 0.7 90.4 71.8 95.6 95.2: 4.4 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 : 234: 23 50 17 92 102 130 155:
Old : 234: 23 50 17 92 102 130 155:
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 : 38.1 22.0 52.0 34.1 35.3 21.5 47.6 33.1
Old : 38.1 22.0 52.0 34.1 35.3 21.5 47.6 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2010