COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 27, 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 : 185,149: 60,024 19,858 14,619 91,404 143,452 166,047 177,929: 19,102 7,220
Old : 178,929: 60,073 19,603 14,366 85,717 137,967 160,156 171,936: 18,773 6,993
Other: 6,220: 146 450 58 5,687 5,485 5,891 5,993: 329 227
: : :
: : Changes in Commitments from: October 20, 2009 :
: 11,510: 2,477 723 741 6,334 7,859 9,552 9,323: 1,958 2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 10.7 7.9 49.4 77.5 89.7 96.1: 10.3 3.9
Old : 100.0: 33.6 11.0 8.0 47.9 77.1 89.5 96.1: 10.5 3.9
Other: 100.0: 2.3 7.2 0.9 91.4 88.2 94.7 96.4: 5.3 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 240: 113 39 46 48 61 193 123:
Old : 239: 113 40 46 46 60 191 122:
Other: 52: 3 11 1 16 27 19 39:
:----------------------------------------------------------------------------------------------------
: 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 : 21.5 38.0 32.6 50.6 21.5 36.9 31.6 47.7
Old : 22.0 39.3 33.4 51.2 21.9 38.8 32.4 49.7
Other: 73.7 54.0 88.2 70.6 73.7 54.0 87.2 70.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 27, 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 : 31,349: 14,376 2,407 1,845 10,706 26,000 26,927 30,252: 4,422 1,097
Old : 3,902: 1,133 2 0 2,086 3,644 3,219 3,646: 683 256
Other: 27,447: 13,970 3,132 1,118 8,620 22,356 23,708 26,606: 3,739 841
: : :
: : Changes in Commitments from: October 20, 2009 :
: 1,418: 132 84 1,057 20 42 1,209 1,183: 209 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 7.7 5.9 34.2 82.9 85.9 96.5: 14.1 3.5
Old : 100.0: 29.0 0.1 0.0 53.5 93.4 82.5 93.4: 17.5 6.6
Other: 100.0: 50.9 11.4 4.1 31.4 81.5 86.4 96.9: 13.6 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 51 18 16 23 20 87 42:
Old : 23: 6 1 0 12 7 18 8:
Other: 99: 49 19 14 17 18 77 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 : 21.6 68.0 35.1 78.1 21.6 64.8 35.0 74.6
Old : 52.4 92.7 69.5 93.4 52.1 90.4 67.6 90.6
Other: 24.2 65.1 37.8 76.6 24.2 62.0 37.6 73.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 27, 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 : 142,494: 54,546 23,659 14,243 60,181 98,365 128,970 136,267: 13,524 6,227
Old : 125,767: 53,569 15,942 13,570 45,263 90,151 112,402 119,663: 13,365 6,104
Other: 16,727: 1,444 8,184 206 14,918 8,214 16,568 16,604: 159 123
: : :
: : Changes in Commitments from: October 20, 2009 :
: 7,501: 5,713 2,831 1,576 -318 2,369 6,971 6,776: 530 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.3 16.6 10.0 42.2 69.0 90.5 95.6: 9.5 4.4
Old : 100.0: 42.6 12.7 10.8 36.0 71.7 89.4 95.1: 10.6 4.9
Other: 100.0: 8.6 48.9 1.2 89.2 49.1 99.0 99.3: 1.0 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 71 32 40 47 48 145 103:
Old : 175: 73 35 40 47 47 145 102:
Other: 38: 12 5 3 11 15 23 23:
:----------------------------------------------------------------------------------------------------
: 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 : 25.8 35.4 36.2 50.4 21.1 27.7 29.9 38.8
Old : 24.4 33.5 35.3 45.9 21.9 29.9 31.2 41.5
Other: 82.7 85.4 92.3 93.4 62.4 71.1 70.9 75.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 27, 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 : 774,344: 211,835 36,700 75,412 420,612 623,374 707,859 735,486: 66,485 38,858
Old : 774,344: 211,835 36,700 75,412 420,612 623,374 707,859 735,486: 66,485 38,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -534: -6,261 -432 3,082 3,761 -2,544 582 106: -1,116 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 4.7 9.7 54.3 80.5 91.4 95.0: 8.6 5.0
Old : 100.0: 27.4 4.7 9.7 54.3 80.5 91.4 95.0: 8.6 5.0
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 : 228: 98 23 56 81 87 195 153:
Old : 228: 98 23 56 81 87 195 153:
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 : 17.9 24.1 30.3 39.5 13.2 16.3 20.9 27.5
Old : 17.9 24.1 30.3 39.5 13.2 16.3 20.9 27.5
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 - Futures Only, October 27, 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 : 122,873: 43,835 10,317 15,343 56,429 93,017 115,607 118,677: 7,266 4,196
Old : 118,522: 44,247 11,514 12,939 54,187 90,383 111,373 114,836: 7,149 3,686
Other: 4,351: 1,564 779 428 2,242 2,634 4,234 3,841: 117 510
: : :
: : Changes in Commitments from: October 20, 2009 :
: 421: -430 -564 103 1,571 1,110 1,244 649: -823 -228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 8.4 12.5 45.9 75.7 94.1 96.6: 5.9 3.4
Old : 100.0: 37.3 9.7 10.9 45.7 76.3 94.0 96.9: 6.0 3.1
Other: 100.0: 35.9 17.9 9.8 51.5 60.5 97.3 88.3: 2.7 11.7
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 126 48 59 92 112 254 197:
Old : 329: 128 51 57 91 110 252 194:
Other: 63: 7 7 6 17 40 27 51:
:----------------------------------------------------------------------------------------------------
: 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 24.4 32.8 38.1 20.5 20.1 32.1 33.0
Old : 21.1 24.5 32.9 38.7 21.1 21.5 32.9 34.7
Other: 74.0 41.7 85.4 56.4 65.7 35.6 75.0 48.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 27, 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 : 36,160: 12,790 21,715 2,229 17,525 7,460 32,544 31,404: 3,616 4,756
Old : 36,160: 12,790 21,715 2,229 17,525 7,460 32,544 31,404: 3,616 4,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: -459: 313 -715 69 -1,858 598 -1,476 -48: 1,017 -411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.4 60.1 6.2 48.5 20.6 90.0 86.8: 10.0 13.2
Old : 100.0: 35.4 60.1 6.2 48.5 20.6 90.0 86.8: 10.0 13.2
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 : 91: 20 48 7 10 15 36 65:
Old : 91: 20 48 7 10 15 36 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 : 65.2 32.3 80.1 50.3 65.2 29.8 69.5 42.6
Old : 65.2 32.3 80.1 50.3 65.2 29.8 69.5 42.6
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 - Futures Only, October 27, 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 : 388,467: 41,226 98,254 2,687 323,259 273,068 367,172 374,009: 21,295 14,458
Old : 388,467: 41,226 98,254 2,687 323,259 273,068 367,172 374,009: 21,295 14,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 20, 2009 :
: 11,833: 3,066 -968 608 7,404 13,000 11,078 12,640: 755 -807
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 25.3 0.7 83.2 70.3 94.5 96.3: 5.5 3.7
Old : 100.0: 10.6 25.3 0.7 83.2 70.3 94.5 96.3: 5.5 3.7
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 : 238: 28 48 8 92 99 125 150:
Old : 238: 28 48 8 92 99 125 150:
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 : 44.2 21.7 52.8 35.3 39.8 21.7 47.5 34.2
Old : 44.2 21.7 52.8 35.3 39.8 21.7 47.5 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2009