COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 161,620: 29,855 6,047 32,990 84,067 112,110 146,911 151,147: 14,709 10,473
Old : 19,360: 7,890 1,745 0 6,806 14,405 14,696 16,150: 4,664 3,210
Other: 142,260: 23,710 6,047 31,244 77,261 97,705 132,215 134,997: 10,045 7,263
: : :
: : Changes in Commitments from: June 9, 2009 :
: -35,688: -3,666 773 -19,928 -10,153 -17,031 -33,747 -36,186: -1,941 498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 3.7 20.4 52.0 69.4 90.9 93.5: 9.1 6.5
Old : 100.0: 40.8 9.0 0.0 35.2 74.4 75.9 83.4: 24.1 16.6
Other: 100.0: 16.7 4.3 22.0 54.3 68.7 92.9 94.9: 7.1 5.1
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 89 34 46 58 55 166 118:
Old : 93: 36 11 0 22 26 58 37:
Other: 183: 72 40 35 54 50 145 106:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 31.0 33.1 44.6 19.3 25.5 31.0 37.4
Old : 22.5 57.1 36.6 67.4 22.5 57.1 36.6 67.4
Other: 21.6 29.3 36.8 43.9 21.3 23.1 33.9 36.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 42,498: 9,754 3,877 9,189 19,131 26,530 38,074 39,596: 4,424 2,902
Old : 39,070: 9,173 3,798 7,984 17,878 24,508 35,035 36,291: 4,035 2,779
Other: 3,428: 809 307 977 1,252 2,022 3,039 3,306: 389 122
: : :
: : Changes in Commitments from: June 9, 2009 :
: -2,151: -2,374 1,382 -404 1,133 -3,439 -1,644 -2,461: -507 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 9.1 21.6 45.0 62.4 89.6 93.2: 10.4 6.8
Old : 100.0: 23.5 9.7 20.4 45.8 62.7 89.7 92.9: 10.3 7.1
Other: 100.0: 23.6 9.0 28.5 36.5 59.0 88.6 96.4: 11.4 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 105: 36 35 21 30 19 81 61:
Old : 104: 44 26 21 30 19 80 61:
Other: 33: 7 13 13 10 8 30 21:
:----------------------------------------------------------------------------------------------------
: 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 : 22.5 60.2 35.7 69.0 16.4 44.3 25.2 48.1
Old : 22.8 60.5 36.5 69.3 17.9 45.4 26.6 49.5
Other: 33.5 62.8 54.8 79.4 24.2 40.0 39.4 44.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 125,405: 42,153 18,914 11,847 62,004 90,565 116,005 121,326: 9,400 4,079
Old : 62,216: 32,982 9,606 2,531 19,392 47,063 54,905 59,201: 7,310 3,015
Other: 63,189: 11,658 11,795 6,829 42,612 43,501 61,099 62,125: 2,090 1,064
: : :
: : Changes in Commitments from: June 9, 2009 :
: -4,798: 1,372 -1,921 -476 -4,836 -2,381 -3,941 -4,779: -857 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 15.1 9.4 49.4 72.2 92.5 96.7: 7.5 3.3
Old : 100.0: 53.0 15.4 4.1 31.2 75.6 88.2 95.2: 11.8 4.8
Other: 100.0: 18.4 18.7 10.8 67.4 68.8 96.7 98.3: 3.3 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 57 27 21 45 49 114 86:
Old : 140: 55 26 13 29 41 89 75:
Other: 87: 23 10 16 36 37 67 55:
:----------------------------------------------------------------------------------------------------
: 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 : 34.1 36.7 45.8 49.6 29.6 31.9 39.6 44.4
Old : 28.3 35.9 41.2 52.5 28.3 34.4 41.2 49.8
Other: 42.2 38.4 57.6 57.6 32.9 34.9 45.1 45.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 990,462: 178,720 17,810 228,791 499,141 684,408 906,653 931,010: 83,810 59,453
Old : 990,462: 178,720 17,810 228,791 499,141 684,408 906,653 931,010: 83,810 59,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -98,723: -27,014 -6,293 -48,752 -14,634 -52,639 -90,400 -107,684: -8,323 8,962
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 1.8 23.1 50.4 69.1 91.5 94.0: 8.5 6.0
Old : 100.0: 18.0 1.8 23.1 50.4 69.1 91.5 94.0: 8.5 6.0
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 : 221: 68 40 72 92 97 201 174:
Old : 221: 68 40 72 92 97 201 174:
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 : 14.5 22.2 25.6 31.5 9.3 11.8 15.1 19.0
Old : 14.5 22.2 25.6 31.5 9.3 11.8 15.1 19.0
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, June 16, 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 : 155,270: 29,843 9,052 39,145 76,427 99,411 145,415 147,608: 9,855 7,662
Old : 101,286: 29,972 13,992 15,699 48,701 66,194 94,373 95,885: 6,913 5,401
Other: 53,985: 11,042 6,231 12,275 27,726 33,218 51,042 51,723: 2,942 2,261
: : :
: : Changes in Commitments from: June 9, 2009 :
: -23,399: -11,304 1,525 -12,296 2,018 -11,208 -21,582 -21,979: -1,817 -1,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 5.8 25.2 49.2 64.0 93.7 95.1: 6.3 4.9
Old : 100.0: 29.6 13.8 15.5 48.1 65.4 93.2 94.7: 6.8 5.3
Other: 100.0: 20.5 11.5 22.7 51.4 61.5 94.5 95.8: 5.5 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 332: 121 64 94 115 114 292 226:
Old : 323: 123 62 80 104 96 268 201:
Other: 220: 55 44 48 77 92 157 159:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 25.4 32.5 35.9 14.0 15.3 22.2 23.9
Old : 19.0 35.5 31.0 46.3 16.6 28.8 27.8 39.0
Other: 32.3 19.5 45.1 35.4 28.1 18.8 39.6 31.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 21,880: 3,909 12,484 2,804 12,566 2,612 19,279 17,899: 2,600 3,981
Old : 21,880: 3,909 12,484 2,804 12,566 2,612 19,279 17,899: 2,600 3,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: -21,809: -8,441 -1,903 -905 -12,746 -18,515 -22,092 -21,323: 283 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 57.1 12.8 57.4 11.9 88.1 81.8: 11.9 18.2
Old : 100.0: 17.9 57.1 12.8 57.4 11.9 88.1 81.8: 11.9 18.2
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 : 62: 16 34 6 8 7 26 45:
Old : 62: 16 34 6 8 7 26 45:
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 : 66.4 42.0 79.2 61.1 59.5 36.4 67.3 49.9
Old : 66.4 42.0 79.2 61.1 59.5 36.4 67.3 49.9
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, June 16, 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 : 458,085: 29,743 97,326 8,816 402,330 334,595 440,889 440,736: 17,196 17,348
Old : 458,085: 29,743 97,326 8,816 402,330 334,595 440,889 440,736: 17,196 17,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2009 :
: 17,013: -2,564 -3,100 2,190 17,472 16,059 17,098 15,149: -85 1,864
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 21.2 1.9 87.8 73.0 96.2 96.2: 3.8 3.8
Old : 100.0: 6.5 21.2 1.9 87.8 73.0 96.2 96.2: 3.8 3.8
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 : 230: 22 49 22 101 104 135 164:
Old : 230: 22 49 22 101 104 135 164:
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 : 48.5 27.4 59.4 38.8 31.7 17.1 42.1 24.8
Old : 48.5 27.4 59.4 38.8 31.7 17.1 42.1 24.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2009