COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 168,460: 24,686 30,854 42,214 86,903 79,191 153,803 152,259: 14,657 16,202
Old : 122,343: 22,882 29,641 25,876 62,371 52,703 111,129 108,220: 11,214 14,123
Other: 46,117: 4,930 4,338 13,212 24,533 26,488 42,674 44,039: 3,443 2,078
: : :
: : Changes in Commitments from: March 3, 2009 :
: 6,703: 206 563 1,556 3,320 4,612 5,083 6,731: 1,620 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 18.3 25.1 51.6 47.0 91.3 90.4: 8.7 9.6
Old : 100.0: 18.7 24.2 21.2 51.0 43.1 90.8 88.5: 9.2 11.5
Other: 100.0: 10.7 9.4 28.6 53.2 57.4 92.5 95.5: 7.5 4.5
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 69 67 58 63 55 160 159:
Old : 207: 68 67 47 59 50 148 145:
Other: 114: 35 23 28 43 38 90 78:
:----------------------------------------------------------------------------------------------------
: 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 16.1 29.6 27.3 16.8 12.2 26.8 21.1
Old : 19.5 14.7 34.2 26.2 19.5 13.3 31.8 23.3
Other: 25.3 31.5 40.2 47.8 24.4 28.3 34.1 36.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 32,459: 8,065 9,398 4,531 15,974 15,537 28,570 29,466: 3,889 2,993
Old : 32,039: 8,084 9,406 4,467 15,628 15,190 28,179 29,063: 3,861 2,976
Other: 420: 20 30 26 346 347 392 403: 28 17
: : :
: : Changes in Commitments from: March 3, 2009 :
: 96: -121 -1,274 -95 194 1,891 -23 522: 119 -426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 29.0 14.0 49.2 47.9 88.0 90.8: 12.0 9.2
Old : 100.0: 25.2 29.4 13.9 48.8 47.4 88.0 90.7: 12.0 9.3
Other: 100.0: 4.7 7.2 6.2 82.4 82.6 93.3 96.0: 6.7 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 40 35 21 31 17 79 68:
Old : 110: 38 37 21 31 17 79 68:
Other: 14: 3 4 3 4 4 8 10:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 49.6 35.5 63.3 20.7 42.6 33.7 55.4
Old : 21.2 50.0 35.0 63.8 21.0 43.7 33.8 56.6
Other: 90.0 88.3 93.3 95.8 65.0 70.4 68.1 70.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 131,433: 34,792 14,870 28,978 60,723 80,732 124,493 124,581: 6,939 6,852
Old : 105,987: 39,105 12,873 20,516 40,168 66,076 99,788 99,465: 6,199 6,522
Other: 25,446: 2,990 9,300 1,160 20,556 14,656 24,705 25,116: 740 330
: : :
: : Changes in Commitments from: March 3, 2009 :
: 1,690: -430 -1,184 2,398 97 -316 2,066 898: -376 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 11.3 22.0 46.2 61.4 94.7 94.8: 5.3 5.2
Old : 100.0: 36.9 12.1 19.4 37.9 62.3 94.2 93.8: 5.8 6.2
Other: 100.0: 11.7 36.5 4.6 80.8 57.6 97.1 98.7: 2.9 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 40 36 28 50 42 108 92:
Old : 137: 44 33 26 45 40 101 89:
Other: 64: 12 11 9 29 26 46 41:
:----------------------------------------------------------------------------------------------------
: 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 : 36.8 39.8 50.4 51.8 26.1 26.1 36.6 36.2
Old : 37.9 37.2 52.4 51.2 26.4 30.4 38.8 41.6
Other: 50.1 54.8 66.2 72.6 45.4 52.7 58.2 67.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 846,361: 135,126 28,043 205,290 433,696 546,913 774,112 780,245: 72,249 66,115
Old : 846,361: 135,126 28,043 205,290 433,696 546,913 774,112 780,245: 72,249 66,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 4,887: -9,797 -2,032 4,918 11,890 -3,758 7,011 -872: -2,124 5,758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 3.3 24.3 51.2 64.6 91.5 92.2: 8.5 7.8
Old : 100.0: 16.0 3.3 24.3 51.2 64.6 91.5 92.2: 8.5 7.8
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 : 197: 60 39 68 80 84 173 162:
Old : 197: 60 39 68 80 84 173 162:
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 21.7 26.2 33.0 8.3 12.2 13.5 17.7
Old : 15.5 21.7 26.2 33.0 8.3 12.2 13.5 17.7
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, March 10, 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 : 167,338: 23,970 27,842 51,803 82,383 78,577 158,157 158,221: 9,181 9,117
Old : 143,487: 29,565 30,674 32,939 73,214 71,247 135,718 134,860: 7,768 8,627
Other: 23,851: 4,678 7,441 8,591 9,169 7,329 22,439 23,361: 1,413 490
: : :
: : Changes in Commitments from: March 3, 2009 :
: 5,910: 773 1,297 892 3,711 3,104 5,376 5,293: 534 618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 16.6 31.0 49.2 47.0 94.5 94.6: 5.5 5.4
Old : 100.0: 20.6 21.4 23.0 51.0 49.7 94.6 94.0: 5.4 6.0
Other: 100.0: 19.6 31.2 36.0 38.4 30.7 94.1 97.9: 5.9 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 340: 100 88 82 132 109 265 251:
Old : 338: 103 85 80 130 105 261 245:
Other: 139: 18 32 33 66 51 107 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 : 16.2 20.0 27.0 29.7 11.2 12.9 19.7 20.1
Old : 15.1 19.0 26.3 28.9 14.0 16.8 23.8 25.3
Other: 50.0 51.3 61.2 63.0 30.9 33.5 37.8 40.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 30,214: 16,509 1,367 2,526 7,928 23,237 26,963 27,129: 3,251 3,085
Old : 30,214: 16,509 1,367 2,526 7,928 23,237 26,963 27,129: 3,251 3,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: 4,357: 2,489 -197 -1,589 4,004 5,754 4,904 3,968: -547 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 4.5 8.4 26.2 76.9 89.2 89.8: 10.8 10.2
Old : 100.0: 54.6 4.5 8.4 26.2 76.9 89.2 89.8: 10.8 10.2
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 : 63: 33 16 9 10 8 47 29:
Old : 63: 33 16 9 10 8 47 29:
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 : 41.6 81.1 64.7 84.3 37.5 63.1 53.7 64.9
Old : 41.6 81.1 64.7 84.3 37.5 63.1 53.7 64.9
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, March 10, 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 : 419,512: 22,812 98,745 2,965 380,608 302,824 406,386 404,534: 13,126 14,978
Old : 419,512: 22,812 98,745 2,965 380,608 302,824 406,386 404,534: 13,126 14,978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2009 :
: -5,109: -1,405 -3,938 -2,073 -1,646 1,773 -5,123 -4,237: 15 -872
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 23.5 0.7 90.7 72.2 96.9 96.4: 3.1 3.6
Old : 100.0: 5.4 23.5 0.7 90.7 72.2 96.9 96.4: 3.1 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 : 248: 22 52 12 105 114 136 169:
Old : 248: 22 52 12 105 114 136 169:
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 : 44.9 26.6 58.9 37.2 41.2 26.5 55.0 36.0
Old : 44.9 26.6 58.9 37.2 41.2 26.5 55.0 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2009