COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 157,426: 23,075 26,573 39,545 81,708 75,814 144,328 141,931: 13,097 15,495
Old : 114,287: 21,881 25,495 23,498 59,137 51,513 104,516 100,506: 9,771 13,781
Other: 43,138: 4,323 4,206 12,918 22,571 24,301 39,812 41,425: 3,326 1,714
: : :
: : Changes in Commitments from: February 17, 2009 :
: -1,045: -792 3,039 -330 807 -5,191 -315 -2,482: -731 1,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 16.9 25.1 51.9 48.2 91.7 90.2: 8.3 9.8
Old : 100.0: 19.1 22.3 20.6 51.7 45.1 91.5 87.9: 8.5 12.1
Other: 100.0: 10.0 9.7 29.9 52.3 56.3 92.3 96.0: 7.7 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 205: 63 66 57 58 52 153 150:
Old : 200: 68 62 48 56 45 146 136:
Other: 104: 22 33 26 35 35 78 73:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 17.1 30.9 29.0 18.1 14.3 29.8 24.6
Old : 21.0 17.1 35.9 29.9 20.8 15.6 35.4 27.1
Other: 24.2 32.7 41.5 47.4 22.9 28.2 37.6 37.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 33,154: 7,783 10,574 4,278 16,794 14,386 28,855 29,239: 4,299 3,916
Old : 32,815: 7,785 10,574 4,274 16,462 14,054 28,520 28,903: 4,294 3,912
Other: 340: 0 1 3 332 332 335 336: 5 4
: : :
: : Changes in Commitments from: February 17, 2009 :
: -5,259: 344 522 -4,012 -1,656 -2,323 -5,324 -5,813: 65 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 31.9 12.9 50.7 43.4 87.0 88.2: 13.0 11.8
Old : 100.0: 23.7 32.2 13.0 50.2 42.8 86.9 88.1: 13.1 11.9
Other: 100.0: 0.0 0.4 0.8 97.8 97.8 98.5 98.9: 1.5 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 113: 32 45 21 31 16 77 71:
Old : 113: 32 45 21 31 16 77 71:
Other: 7: 0 3 2 3 2 5 5:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 44.2 36.1 55.6 20.2 38.0 34.1 48.8
Old : 20.4 44.4 35.5 55.9 20.3 38.9 34.2 49.8
Other: 98.4 98.8 98.5 98.9 76.0 76.4 76.0 76.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 129,713: 37,465 16,710 22,312 61,325 85,395 121,103 124,417: 8,610 5,296
Old : 105,319: 36,403 10,961 18,844 42,498 70,541 97,746 100,346: 7,574 4,973
Other: 24,394: 3,284 7,971 1,246 18,827 14,853 23,357 24,070: 1,037 323
: : :
: : Changes in Commitments from: February 17, 2009 :
: 4,929: -1,721 918 6,342 1,054 -2,733 5,675 4,526: -745 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 12.9 17.2 47.3 65.8 93.4 95.9: 6.6 4.1
Old : 100.0: 34.6 10.4 17.9 40.4 67.0 92.8 95.3: 7.2 4.7
Other: 100.0: 13.5 32.7 5.1 77.2 60.9 95.8 98.7: 4.2 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 51 24 26 44 43 109 83:
Old : 134: 52 22 23 40 43 101 81:
Other: 63: 12 13 9 27 25 46 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 : 33.0 39.3 46.3 51.6 27.0 27.8 38.1 39.6
Old : 33.5 38.1 47.9 52.5 26.2 30.0 37.3 42.9
Other: 48.4 49.9 64.4 67.7 41.7 47.7 54.1 62.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 853,180: 151,688 27,715 191,771 433,711 576,631 777,170 796,117: 76,010 57,062
Old : 853,180: 151,688 27,715 191,771 433,711 576,631 777,170 796,117: 76,010 57,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -33,318: -3,712 2,316 -3,444 -10,700 -13,884 -17,856 -15,012: -15,462 -18,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 3.2 22.5 50.8 67.6 91.1 93.3: 8.9 6.7
Old : 100.0: 17.8 3.2 22.5 50.8 67.6 91.1 93.3: 8.9 6.7
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 : 201: 65 38 60 81 87 177 157:
Old : 201: 65 38 60 81 87 177 157:
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 : 15.6 22.6 25.9 33.6 8.2 11.3 13.3 17.6
Old : 15.6 22.6 25.9 33.6 8.2 11.3 13.3 17.6
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 24, 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 : 153,837: 24,907 21,581 46,920 73,398 72,316 145,225 140,818: 8,612 13,020
Old : 131,589: 29,706 25,203 28,239 66,304 65,622 124,249 119,064: 7,341 12,525
Other: 22,248: 5,426 6,604 8,456 7,093 6,694 20,976 21,754: 1,272 494
: : :
: : Changes in Commitments from: February 17, 2009 :
: -5,282: 531 1,734 290 -6,497 -13,058 -5,676 -11,034: 394 5,752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 14.0 30.5 47.7 47.0 94.4 91.5: 5.6 8.5
Old : 100.0: 22.6 19.2 21.5 50.4 49.9 94.4 90.5: 5.6 9.5
Other: 100.0: 24.4 29.7 38.0 31.9 30.1 94.3 97.8: 5.7 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 321: 89 84 81 121 103 256 231:
Old : 320: 101 75 78 119 99 252 225:
Other: 133: 15 32 30 56 53 93 93:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 18.1 28.3 28.6 12.6 11.8 21.7 19.8
Old : 15.9 16.6 27.6 27.8 15.9 15.6 26.7 25.1
Other: 57.6 55.2 68.7 65.4 32.7 32.9 40.1 39.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 24, 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 : 24,036: 14,397 1,596 3,529 3,210 16,332 21,136 21,457: 2,900 2,579
Old : 24,036: 14,397 1,596 3,529 3,210 16,332 21,136 21,457: 2,900 2,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: -2,557: -1,248 186 -1,464 810 -1,748 -1,903 -3,027: -654 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.9 6.6 14.7 13.4 67.9 87.9 89.3: 12.1 10.7
Old : 100.0: 59.9 6.6 14.7 13.4 67.9 87.9 89.3: 12.1 10.7
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 : 73: 36 21 9 10 8 52 32:
Old : 73: 36 21 9 10 8 52 32:
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 : 43.0 73.6 64.6 82.0 38.3 59.7 49.5 62.5
Old : 43.0 73.6 64.6 82.0 38.3 59.7 49.5 62.5
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 24, 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 : 414,996: 24,860 103,584 3,601 371,556 287,641 400,017 394,825: 14,979 20,171
Old : 414,996: 24,860 103,584 3,601 371,556 287,641 400,017 394,825: 14,979 20,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 17, 2009 :
: 4,833: 4,059 2,896 748 -2,425 2,852 2,381 6,496: 2,451 -1,664
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 25.0 0.9 89.5 69.3 96.4 95.1: 3.6 4.9
Old : 100.0: 6.0 25.0 0.9 89.5 69.3 96.4 95.1: 3.6 4.9
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 : 246: 20 55 13 93 116 122 175:
Old : 246: 20 55 13 93 116 122 175:
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 : 40.4 25.1 53.9 33.9 37.7 25.0 50.7 33.6
Old : 40.4 25.1 53.9 33.9 37.7 25.0 50.7 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2009