COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 196,776: 26,944 12,744 63,651 90,151 110,640 180,746 187,035: 16,030 9,741
Old : 160,819: 23,168 12,582 49,775 74,403 89,827 147,346 152,184: 13,473 8,636
Other: 35,956: 6,025 2,411 11,627 15,747 20,813 33,400 34,851: 2,556 1,105
: : :
: : Changes in Commitments from: January 27, 2009 :
: -8,993: -327 1,826 -5,101 -3,419 -3,640 -8,847 -6,916: -146 -2,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 6.5 32.3 45.8 56.2 91.9 95.0: 8.1 5.0
Old : 100.0: 14.4 7.8 31.0 46.3 55.9 91.6 94.6: 8.4 5.4
Other: 100.0: 16.8 6.7 32.3 43.8 57.9 92.9 96.9: 7.1 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 200: 76 46 57 65 61 171 137:
Old : 195: 75 42 53 62 59 163 131:
Other: 94: 24 24 28 34 33 75 68:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 23.6 28.9 36.5 15.1 17.1 23.8 26.4
Old : 18.2 24.7 31.7 37.6 17.4 20.2 27.6 29.4
Other: 24.2 31.6 40.0 47.5 21.5 27.4 33.5 36.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 40,525: 7,164 9,116 10,271 19,411 18,012 36,847 37,399: 3,678 3,126
Old : 40,208: 7,302 9,010 10,133 19,096 17,940 36,532 37,083: 3,676 3,125
Other: 317: 0 244 0 315 72 315 316: 2 1
: : :
: : Changes in Commitments from: January 27, 2009 :
: 644: -306 1,001 584 588 -902 866 683: -222 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 22.5 25.3 47.9 44.4 90.9 92.3: 9.1 7.7
Old : 100.0: 18.2 22.4 25.2 47.5 44.6 90.9 92.2: 9.1 7.8
Other: 100.0: 0.0 77.0 0.0 99.3 22.7 99.3 99.7: 0.7 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 115: 39 38 29 34 17 87 74:
Old : 115: 40 37 29 34 17 87 74:
Other: 5: 0 3 0 2 1 2 4:
:----------------------------------------------------------------------------------------------------
: 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 : 26.2 49.4 41.0 62.1 17.6 33.2 27.9 41.5
Old : 25.8 49.6 40.5 62.4 17.5 33.9 27.9 42.2
Other: 99.3 99.7 99.3 99.7 76.6 77.0 76.6 77.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 137,510: 36,013 14,152 22,507 68,282 95,492 126,801 132,151: 10,709 5,358
Old : 117,849: 35,629 9,392 19,799 52,556 83,505 107,984 112,696: 9,865 5,153
Other: 19,661: 2,322 6,698 770 15,725 11,988 18,817 19,456: 844 205
: : :
: : Changes in Commitments from: January 27, 2009 :
: 4,447: 4,126 2,288 -486 -435 3,120 3,205 4,921: 1,242 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 10.3 16.4 49.7 69.4 92.2 96.1: 7.8 3.9
Old : 100.0: 30.2 8.0 16.8 44.6 70.9 91.6 95.6: 8.4 4.4
Other: 100.0: 11.8 34.1 3.9 80.0 61.0 95.7 99.0: 4.3 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 55 14 35 53 49 124 90:
Old : 138: 53 18 32 51 49 119 89:
Other: 52: 9 7 7 27 21 40 31:
:----------------------------------------------------------------------------------------------------
: 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 40.7 42.0 53.5 24.4 30.6 34.8 43.0
Old : 27.2 40.4 40.8 55.1 22.8 32.1 32.9 45.5
Other: 52.6 51.2 67.3 70.7 45.9 50.9 57.9 66.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 976,556: 141,284 35,242 269,869 481,499 604,418 892,652 909,529: 83,904 67,027
Old : 976,556: 141,284 35,242 269,869 481,499 604,418 892,652 909,529: 83,904 67,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -5,258: 493 -543 -561 -6,544 -8,087 -6,613 -9,192: 1,355 3,934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 3.6 27.6 49.3 61.9 91.4 93.1: 8.6 6.9
Old : 100.0: 14.5 3.6 27.6 49.3 61.9 91.4 93.1: 8.6 6.9
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 : 230: 77 46 82 92 95 209 187:
Old : 230: 77 46 82 92 95 209 187:
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 : 15.5 20.1 24.9 31.1 6.9 9.1 11.3 14.1
Old : 15.5 20.1 24.9 31.1 6.9 9.1 11.3 14.1
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 3, 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 : 179,113: 26,195 16,219 60,549 82,308 93,815 169,052 170,583: 10,061 8,530
Old : 159,302: 31,242 21,059 42,541 76,549 87,538 150,332 151,138: 8,971 8,164
Other: 19,811: 5,961 6,167 7,001 5,759 6,277 18,721 19,445: 1,091 366
: : :
: : Changes in Commitments from: January 27, 2009 :
: 2,440: -992 -1,281 2,117 1,543 1,411 2,668 2,247: -228 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 9.1 33.8 46.0 52.4 94.4 95.2: 5.6 4.8
Old : 100.0: 19.6 13.2 26.7 48.1 55.0 94.4 94.9: 5.6 5.1
Other: 100.0: 30.1 31.1 35.3 29.1 31.7 94.5 98.2: 5.5 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 110 61 93 124 118 274 241:
Old : 324: 112 62 91 122 115 270 237:
Other: 108: 15 20 20 47 46 74 75:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 23.3 30.0 34.2 10.6 12.5 18.9 19.8
Old : 17.3 22.2 28.9 33.3 13.1 15.5 22.8 23.8
Other: 64.5 59.4 72.1 67.8 38.0 36.7 43.7 41.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 3, 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 : 20,780: 12,409 1,756 2,905 2,451 13,625 17,766 18,286: 3,014 2,493
Old : 20,780: 12,409 1,756 2,905 2,451 13,625 17,766 18,286: 3,014 2,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: 580: 1,951 -124 -661 -1,043 1,503 246 718: 334 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 8.5 14.0 11.8 65.6 85.5 88.0: 14.5 12.0
Old : 100.0: 59.7 8.5 14.0 11.8 65.6 85.5 88.0: 14.5 12.0
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 : 55: 25 18 10 8 6 39 28:
Old : 55: 25 18 10 8 6 39 28:
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 : 48.4 73.1 67.7 79.4 44.0 57.9 52.7 61.4
Old : 48.4 73.1 67.7 79.4 44.0 57.9 52.7 61.4
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 3, 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 : 407,416: 21,344 97,948 2,423 367,023 286,847 390,789 387,218: 16,627 20,199
Old : 407,416: 21,344 97,948 2,423 367,023 286,847 390,789 387,218: 16,627 20,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 27, 2009 :
: -13,650: -3,415 10,139 -3,571 -11,283 -23,572 -18,270 -17,004: 4,619 3,354
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 24.0 0.6 90.1 70.4 95.9 95.0: 4.1 5.0
Old : 100.0: 5.2 24.0 0.6 90.1 70.4 95.9 95.0: 4.1 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 : 245: 17 53 10 94 118 118 174:
Old : 245: 17 53 10 94 118 118 174:
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 : 40.1 24.4 52.3 32.6 38.0 24.3 50.1 32.3
Old : 40.1 24.4 52.3 32.6 38.0 24.3 50.1 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 6, 2009