COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 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 : 205,131: 27,893 12,936 67,253 92,073 112,278 187,219 192,467: 17,912 12,664
Old : 173,481: 23,016 13,373 56,868 79,374 93,041 159,258 163,282: 14,223 10,198
Other: 31,650: 6,441 1,127 8,821 12,699 19,236 27,961 29,184: 3,689 2,466
: : :
: : Changes in Commitments from: December 30, 2008 :
: 8,374: 653 -2,714 3,572 810 6,064 5,035 6,923: 3,339 1,452
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 6.3 32.8 44.9 54.7 91.3 93.8: 8.7 6.2
Old : 100.0: 13.3 7.7 32.8 45.8 53.6 91.8 94.1: 8.2 5.9
Other: 100.0: 20.4 3.6 27.9 40.1 60.8 88.3 92.2: 11.7 7.8
: : :
:# Traders : Number of Traders in Each Category :
All : 203: 90 33 60 67 59 176 138:
Old : 201: 87 36 58 66 57 172 135:
Other: 84: 24 15 24 34 32 70 60:
:----------------------------------------------------------------------------------------------------
: 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 22.5 30.2 35.8 15.9 17.8 24.1 27.1
Old : 19.0 23.0 33.0 36.6 18.1 19.6 27.7 28.9
Other: 20.6 29.1 35.4 45.4 19.1 25.9 31.2 39.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 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 : 38,290: 6,527 8,160 9,313 19,135 17,599 34,975 35,072: 3,315 3,218
Old : 37,984: 6,618 8,007 9,222 18,830 17,537 34,670 34,767: 3,314 3,217
Other: 306: 0 243 0 305 62 305 305: 1 1
: : :
: : Changes in Commitments from: December 30, 2008 :
: -837: -61 -567 270 -989 -223 -780 -521: -57 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 21.3 24.3 50.0 46.0 91.3 91.6: 8.7 8.4
Old : 100.0: 17.4 21.1 24.3 49.6 46.2 91.3 91.5: 8.7 8.5
Other: 100.0: 0.0 79.4 0.0 99.6 20.3 99.6 99.7: 0.4 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 33 33 23 34 15 78 63:
Old : 103: 34 32 23 34 15 78 63:
Other: 4: 0 2 0 2 1 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 53.0 43.4 64.9 17.9 34.0 28.6 42.9
Old : 28.1 53.3 42.9 65.2 17.8 34.7 28.7 43.7
Other: 99.6 99.7 99.6 99.7 79.4 79.4 79.4 79.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 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 : 130,260: 35,512 14,989 17,406 65,673 90,130 118,591 122,525: 11,669 7,735
Old : 114,674: 34,819 11,097 15,555 53,218 80,449 103,591 107,101: 11,083 7,573
Other: 15,585: 2,121 5,320 424 12,455 9,681 14,999 15,424: 586 161
: : :
: : Changes in Commitments from: December 30, 2008 :
: 600: -988 -1,288 -991 915 1,950 -1,065 -329: 1,664 929
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 11.5 13.4 50.4 69.2 91.0 94.1: 9.0 5.9
Old : 100.0: 30.4 9.7 13.6 46.4 70.2 90.3 93.4: 9.7 6.6
Other: 100.0: 13.6 34.1 2.7 79.9 62.1 96.2 99.0: 3.8 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 116: 42 11 24 50 44 101 72:
Old : 116: 38 16 21 48 44 97 71:
Other: 43: 8 3 4 24 21 33 27:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 39.6 40.6 53.0 25.0 32.4 36.8 45.2
Old : 25.4 38.9 40.4 53.5 24.0 32.1 36.5 46.5
Other: 55.0 53.2 69.7 74.9 45.2 51.2 58.5 66.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 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 : 980,181: 120,514 46,608 265,001 519,123 607,106 904,639 918,715: 75,543 61,466
Old : 980,181: 120,514 46,608 265,001 519,123 607,106 904,639 918,715: 75,543 61,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 28,912: 8,913 -14,248 11,425 -985 37,392 19,353 34,569: 9,559 -5,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 4.8 27.0 53.0 61.9 92.3 93.7: 7.7 6.3
Old : 100.0: 12.3 4.8 27.0 53.0 61.9 92.3 93.7: 7.7 6.3
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 : 222: 64 54 73 89 90 193 180:
Old : 222: 64 54 73 89 90 193 180:
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 : 17.2 21.3 28.2 32.2 9.1 10.6 15.4 16.2
Old : 17.2 21.3 28.2 32.2 9.1 10.6 15.4 16.2
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, January 6, 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 : 166,407: 18,220 25,164 52,552 87,471 80,827 158,243 158,543: 8,164 7,864
Old : 152,271: 22,652 28,130 38,854 83,496 77,662 145,002 144,646: 7,270 7,626
Other: 14,136: 3,932 5,399 5,334 3,975 3,165 13,241 13,897: 895 239
: : :
: : Changes in Commitments from: December 30, 2008 :
: 4,660: 2,534 -4,015 3,055 -2,107 4,841 3,481 3,881: 1,178 779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 15.1 31.6 52.6 48.6 95.1 95.3: 4.9 4.7
Old : 100.0: 14.9 18.5 25.5 54.8 51.0 95.2 95.0: 4.8 5.0
Other: 100.0: 27.8 38.2 37.7 28.1 22.4 93.7 98.3: 6.3 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 96 68 88 126 110 263 231:
Old : 316: 98 69 87 126 107 262 228:
Other: 95: 14 14 18 47 36 71 58:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 21.7 29.4 33.8 12.3 13.7 21.6 21.3
Old : 16.2 20.1 29.2 32.6 13.5 16.1 24.8 24.5
Other: 65.5 70.1 74.8 77.7 36.6 43.2 41.9 46.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 6, 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 : 17,378: 8,345 2,820 2,753 3,695 8,422 14,793 13,995: 2,585 3,383
Old : 17,378: 8,345 2,820 2,753 3,695 8,422 14,793 13,995: 2,585 3,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: 117: 22 480 -39 -402 -116 -419 325: 536 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 16.2 15.8 21.3 48.5 85.1 80.5: 14.9 19.5
Old : 100.0: 48.0 16.2 15.8 21.3 48.5 85.1 80.5: 14.9 19.5
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 : 42: 15 16 6 6 6 23 27:
Old : 42: 15 16 6 6 6 23 27:
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 : 62.8 60.4 76.6 69.4 51.9 45.4 55.9 50.9
Old : 62.8 60.4 76.6 69.4 51.9 45.4 55.9 50.9
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, January 6, 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 : 411,412: 23,462 87,788 3,751 369,285 295,724 396,498 387,263: 14,914 24,149
Old : 411,412: 23,462 87,788 3,751 369,285 295,724 396,498 387,263: 14,914 24,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 30, 2008 :
: -13,092: -2,023 -3,004 -2,910 -9,688 -6,989 -14,620 -12,903: 1,528 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 21.3 0.9 89.8 71.9 96.4 94.1: 3.6 5.9
Old : 100.0: 5.7 21.3 0.9 89.8 71.9 96.4 94.1: 3.6 5.9
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 : 245: 21 47 11 96 118 123 170:
Old : 245: 21 47 11 96 118 123 170:
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 : 40.0 28.8 54.3 37.2 37.6 28.7 51.5 36.0
Old : 40.0 28.8 54.3 37.2 37.6 28.7 51.5 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 9, 2009