COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 199,071: 40,287 5,087 51,635 91,066 134,644 182,988 191,366: 16,083 7,706
Old : 111,596: 32,600 10,283 20,452 47,904 74,922 100,956 105,656: 10,640 5,940
Other: 87,475: 15,153 2,270 23,717 43,162 59,722 82,032 85,709: 5,443 1,766
: : :
: : Changes in Commitments from: May 12, 2009 :
: -727: 564 -776 1,031 -343 -666 1,252 -411: -1,979 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 2.6 25.9 45.7 67.6 91.9 96.1: 8.1 3.9
Old : 100.0: 29.2 9.2 18.3 42.9 67.1 90.5 94.7: 9.5 5.3
Other: 100.0: 17.3 2.6 27.1 49.3 68.3 93.8 98.0: 6.2 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 106 27 58 57 60 186 127:
Old : 198: 92 37 46 43 48 155 111:
Other: 135: 50 18 30 48 47 114 81:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 32.9 28.8 46.2 15.4 26.8 25.3 37.6
Old : 18.1 42.0 29.1 51.0 18.0 38.8 28.5 47.6
Other: 22.0 29.8 36.0 47.1 16.8 26.4 24.7 36.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 42,646: 12,342 2,164 9,240 16,442 29,526 38,025 40,931: 4,621 1,715
Old : 40,658: 12,409 2,121 8,210 15,767 28,716 36,386 39,047: 4,272 1,611
Other: 1,987: 71 180 893 675 811 1,639 1,884: 349 104
: : :
: : Changes in Commitments from: May 12, 2009 :
: 529: 509 56 -28 -48 134 433 162: 97 368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 5.1 21.7 38.6 69.2 89.2 96.0: 10.8 4.0
Old : 100.0: 30.5 5.2 20.2 38.8 70.6 89.5 96.0: 10.5 4.0
Other: 100.0: 3.6 9.1 44.9 34.0 40.8 82.4 94.8: 17.6 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 53 18 19 23 16 84 46:
Old : 98: 51 19 19 21 16 81 46:
Other: 26: 9 7 13 7 6 23 19:
:----------------------------------------------------------------------------------------------------
: 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 : 22.3 65.7 36.0 75.7 15.0 52.7 24.1 56.5
Old : 21.7 66.9 36.1 77.0 15.8 55.2 25.0 59.2
Other: 47.6 52.8 67.1 71.9 16.0 22.8 18.5 30.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 133,140: 27,113 13,293 24,478 73,288 87,643 124,878 125,414: 8,262 7,726
Old : 85,956: 33,194 12,454 10,100 35,493 56,515 78,786 79,068: 7,170 6,888
Other: 47,184: 5,236 12,156 3,062 37,794 31,128 46,092 46,346: 1,092 838
: : :
: : Changes in Commitments from: May 12, 2009 :
: 3,643: -1,501 95 1,839 2,808 123 3,146 2,058: 497 1,585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 10.0 18.4 55.0 65.8 93.8 94.2: 6.2 5.8
Old : 100.0: 38.6 14.5 11.7 41.3 65.7 91.7 92.0: 8.3 8.0
Other: 100.0: 11.1 25.8 6.5 80.1 66.0 97.7 98.2: 2.3 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 33 36 34 49 45 103 100:
Old : 133: 33 37 25 42 41 89 92:
Other: 74: 18 10 17 32 32 58 52:
:----------------------------------------------------------------------------------------------------
: 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 : 39.4 38.4 54.5 51.1 28.2 23.1 36.2 33.1
Old : 41.5 37.0 57.8 49.3 34.1 26.9 44.0 38.1
Other: 46.0 50.4 63.7 66.5 33.0 38.8 48.2 48.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 996,027: 212,953 15,298 250,356 436,254 675,299 899,562 940,953: 96,465 55,074
Old : 996,027: 212,953 15,298 250,356 436,254 675,299 899,562 940,953: 96,465 55,074
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 27,352: 2,963 -273 12,476 8,207 12,102 23,646 24,306: 3,706 3,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 1.5 25.1 43.8 67.8 90.3 94.5: 9.7 5.5
Old : 100.0: 21.4 1.5 25.1 43.8 67.8 90.3 94.5: 9.7 5.5
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 : 223: 81 38 75 80 91 200 170:
Old : 223: 81 38 75 80 91 200 170:
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 : 14.3 22.2 24.9 33.1 8.6 14.1 14.1 21.8
Old : 14.3 22.2 24.9 33.1 8.6 14.1 14.1 21.8
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, May 19, 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 : 174,424: 36,801 10,887 50,890 73,922 103,163 161,613 164,940: 12,812 9,485
Old : 127,005: 39,232 17,500 24,789 52,758 76,870 116,779 119,159: 10,226 7,846
Other: 47,419: 11,912 7,732 11,756 21,164 26,292 44,833 45,780: 2,586 1,639
: : :
: : Changes in Commitments from: May 12, 2009 :
: 6,537: 3,366 -1,307 3,687 -1,892 3,321 5,161 5,702: 1,376 835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 6.2 29.2 42.4 59.1 92.7 94.6: 7.3 5.4
Old : 100.0: 30.9 13.8 19.5 41.5 60.5 91.9 93.8: 8.1 6.2
Other: 100.0: 25.1 16.3 24.8 44.6 55.4 94.5 96.5: 5.5 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 350: 149 62 98 107 109 301 230:
Old : 345: 145 65 87 98 100 282 215:
Other: 187: 41 36 47 68 84 135 141:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 23.2 29.0 33.8 11.8 14.5 20.0 22.8
Old : 15.8 28.2 26.6 38.7 15.0 27.0 25.7 36.5
Other: 44.8 27.7 56.1 41.0 37.2 23.2 45.4 35.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 32,005: 9,297 8,861 3,166 18,012 15,533 30,476 27,560: 1,529 4,445
Old : 32,005: 9,297 8,861 3,166 18,012 15,533 30,476 27,560: 1,529 4,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 2,250: -549 2,268 91 2,635 167 2,177 2,526: 73 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 27.7 9.9 56.3 48.5 95.2 86.1: 4.8 13.9
Old : 100.0: 29.0 27.7 9.9 56.3 48.5 95.2 86.1: 4.8 13.9
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 : 66: 18 36 8 6 9 28 49:
Old : 66: 18 36 8 6 9 28 49:
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 : 78.2 59.4 87.4 68.1 71.2 51.5 76.3 56.6
Old : 78.2 59.4 87.4 68.1 71.2 51.5 76.3 56.6
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, May 19, 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 : 433,022: 34,002 88,511 4,495 372,239 319,474 410,736 412,480: 22,286 20,543
Old : 433,022: 34,002 88,511 4,495 372,239 319,474 410,736 412,480: 22,286 20,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2009 :
: 20,738: 4,497 -5,497 2,258 12,553 28,025 19,308 24,786: 1,430 -4,047
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 20.4 1.0 86.0 73.8 94.9 95.3: 5.1 4.7
Old : 100.0: 7.9 20.4 1.0 86.0 73.8 94.9 95.3: 5.1 4.7
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 : 217: 23 47 15 84 98 114 153:
Old : 217: 23 47 15 84 98 114 153:
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 : 43.2 24.6 55.9 37.6 32.7 21.8 44.9 29.3
Old : 43.2 24.6 55.9 37.6 32.7 21.8 44.9 29.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2009