COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 175,903: 25,265 30,972 43,643 92,332 86,603 161,240 161,219: 14,663 14,684
Old : 127,769: 22,451 30,209 26,467 67,852 58,313 116,769 114,988: 11,000 12,781
Other: 48,134: 6,490 4,440 13,500 24,480 28,291 44,470 46,231: 3,663 1,903
: : :
: : Changes in Commitments from: March 10, 2009 :
: 7,443: 579 118 1,429 5,428 7,412 7,437 8,960: 6 -1,517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 17.6 24.8 52.5 49.2 91.7 91.7: 8.3 8.3
Old : 100.0: 17.6 23.6 20.7 53.1 45.6 91.4 90.0: 8.6 10.0
Other: 100.0: 13.5 9.2 28.0 50.9 58.8 92.4 96.0: 7.6 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 76 64 63 65 58 171 162:
Old : 212: 72 67 53 63 53 162 147:
Other: 121: 34 32 31 40 40 95 83:
:----------------------------------------------------------------------------------------------------
: 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 18.4 29.5 29.6 16.4 13.8 25.9 22.5
Old : 20.7 16.7 34.8 29.4 19.6 15.5 30.3 25.2
Other: 24.7 31.5 39.3 47.1 23.6 28.3 33.3 37.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 33,586: 8,830 8,876 4,945 16,080 16,285 29,855 30,105: 3,731 3,481
Old : 33,105: 8,841 8,872 4,888 15,673 15,882 29,402 29,642: 3,703 3,463
Other: 481: 16 30 31 407 403 453 464: 28 18
: : :
: : Changes in Commitments from: March 10, 2009 :
: 1,127: 765 -522 414 106 748 1,285 639: -158 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 26.4 14.7 47.9 48.5 88.9 89.6: 11.1 10.4
Old : 100.0: 26.7 26.8 14.8 47.3 48.0 88.8 89.5: 11.2 10.5
Other: 100.0: 3.2 6.3 6.4 84.5 83.7 94.1 96.3: 5.9 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 39 40 22 30 19 82 71:
Old : 114: 38 41 22 30 19 82 71:
Other: 16: 4 5 3 6 3 11 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 : 20.2 48.5 34.5 61.0 20.1 41.5 32.7 52.6
Old : 20.5 48.8 34.0 61.4 20.3 42.5 32.8 53.7
Other: 85.3 89.9 93.6 96.2 57.8 63.3 61.0 63.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 127,635: 32,765 11,883 28,496 59,003 81,038 120,265 121,418: 7,370 6,217
Old : 101,724: 39,548 12,556 17,234 38,289 66,102 95,071 95,892: 6,653 5,832
Other: 25,911: 3,264 9,375 1,215 20,715 14,936 25,194 25,525: 717 385
: : :
: : Changes in Commitments from: March 10, 2009 :
: -3,798: -2,027 -2,987 -482 -1,720 305 -4,229 -3,163: 431 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 9.3 22.3 46.2 63.5 94.2 95.1: 5.8 4.9
Old : 100.0: 38.9 12.3 16.9 37.6 65.0 93.5 94.3: 6.5 5.7
Other: 100.0: 12.6 36.2 4.7 79.9 57.6 97.2 98.5: 2.8 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 41 32 27 49 43 105 93:
Old : 135: 42 32 25 43 40 97 89:
Other: 64: 11 11 9 28 27 45 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 : 38.3 39.2 51.5 51.4 27.0 27.9 36.8 38.3
Old : 40.0 36.4 52.5 50.7 31.2 32.8 43.0 44.5
Other: 49.4 54.0 65.2 70.3 44.7 51.1 57.3 65.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 869,500: 147,111 26,695 204,051 446,251 571,688 797,413 802,435: 72,087 67,066
Old : 869,500: 147,111 26,695 204,051 446,251 571,688 797,413 802,435: 72,087 67,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 23,140: 11,984 -1,348 -1,239 12,556 24,776 23,302 22,189: -162 950
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 3.1 23.5 51.3 65.7 91.7 92.3: 8.3 7.7
Old : 100.0: 16.9 3.1 23.5 51.3 65.7 91.7 92.3: 8.3 7.7
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 : 198: 60 39 67 78 84 172 160:
Old : 198: 60 39 67 78 84 172 160:
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 : 16.1 22.8 26.7 33.5 8.3 12.6 13.3 18.3
Old : 16.1 22.8 26.7 33.5 8.3 12.6 13.3 18.3
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 17, 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 : 173,099: 24,588 25,799 51,907 87,742 87,836 164,237 165,543: 8,862 7,556
Old : 147,060: 29,991 28,988 32,013 77,598 78,935 139,603 139,936: 7,457 7,124
Other: 26,039: 5,398 7,613 9,092 10,144 8,901 24,634 25,607: 1,404 432
: : :
: : Changes in Commitments from: March 10, 2009 :
: 5,761: 618 -2,042 104 5,358 9,260 6,080 7,322: -320 -1,561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 14.9 30.0 50.7 50.7 94.9 95.6: 5.1 4.4
Old : 100.0: 20.4 19.7 21.8 52.8 53.7 94.9 95.2: 5.1 4.8
Other: 100.0: 20.7 29.2 34.9 39.0 34.2 94.6 98.3: 5.4 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 101 86 84 125 103 266 243:
Old : 334: 107 83 80 121 97 259 234:
Other: 141: 21 34 35 65 54 110 99:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 22.4 30.1 31.7 10.9 12.2 19.4 19.3
Old : 17.7 22.1 29.2 31.8 14.4 16.4 24.0 24.7
Other: 46.4 47.8 57.7 59.7 30.5 31.0 39.0 38.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 17, 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 : 24,077: 14,605 2,762 2,546 4,329 15,806 21,480 21,114: 2,598 2,963
Old : 24,077: 14,605 2,762 2,546 4,329 15,806 21,480 21,114: 2,598 2,963
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: -6,137: -1,903 1,395 20 -3,600 -7,430 -5,483 -6,015: -654 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.7 11.5 10.6 18.0 65.6 89.2 87.7: 10.8 12.3
Old : 100.0: 60.7 11.5 10.6 18.0 65.6 89.2 87.7: 10.8 12.3
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 : 68: 33 23 9 8 7 44 36:
Old : 68: 33 23 9 8 7 44 36:
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 : 49.9 72.0 69.7 76.9 46.7 55.6 55.5 59.9
Old : 49.9 72.0 69.7 76.9 46.7 55.6 55.5 59.9
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 17, 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 : 486,520: 23,675 108,672 3,342 441,935 349,091 468,952 461,106: 17,568 25,414
Old : 486,520: 23,675 108,672 3,342 441,935 349,091 468,952 461,106: 17,568 25,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 10, 2009 :
: 67,008: 862 9,928 377 61,327 46,267 62,566 56,571: 4,442 10,437
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 22.3 0.7 90.8 71.8 96.4 94.8: 3.6 5.2
Old : 100.0: 4.9 22.3 0.7 90.8 71.8 96.4 94.8: 3.6 5.2
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 : 241: 16 49 13 113 116 141 167:
Old : 241: 16 49 13 113 116 141 167:
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 : 47.3 29.4 57.7 40.0 36.7 22.9 46.9 30.2
Old : 47.3 29.4 57.7 40.0 36.7 22.9 46.9 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2009