COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 181,434: 34,836 4,764 40,224 92,370 128,306 167,430 173,294: 14,004 8,140
Old : 178,805: 34,684 4,868 40,085 90,217 125,750 164,987 170,704: 13,819 8,101
Other: 2,629: 271 15 20 2,153 2,555 2,444 2,591: 185 38
: : :
: : Changes in Commitments from: August 11, 2009 :
: -5,172: -1,636 652 -1,284 -598 -5,644 -3,518 -6,276: -1,654 1,104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 2.6 22.2 50.9 70.7 92.3 95.5: 7.7 4.5
Old : 100.0: 19.4 2.7 22.4 50.5 70.3 92.3 95.5: 7.7 4.5
Other: 100.0: 10.3 0.6 0.8 81.9 97.2 93.0 98.5: 7.0 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 103 33 50 60 55 184 121:
Old : 215: 102 34 50 60 55 184 121:
Other: 32: 5 4 3 12 15 19 20:
:----------------------------------------------------------------------------------------------------
: 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 31.7 34.6 45.0 20.1 25.6 31.1 36.1
Old : 20.9 32.1 34.8 45.7 20.2 26.0 31.4 36.8
Other: 71.3 82.1 85.8 91.8 71.2 82.1 85.4 91.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 49,306: 15,646 1,918 13,051 16,552 32,466 45,249 47,435: 4,057 1,872
Old : 41,150: 14,765 1,724 10,191 12,592 27,569 37,548 39,484: 3,602 1,666
Other: 8,156: 1,302 614 2,440 3,960 4,896 7,701 7,950: 455 206
: : :
: : Changes in Commitments from: August 11, 2009 :
: -4,409: 618 -601 -2,607 -1,309 -1,092 -3,298 -4,300: -1,110 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 3.9 26.5 33.6 65.8 91.8 96.2: 8.2 3.8
Old : 100.0: 35.9 4.2 24.8 30.6 67.0 91.2 96.0: 8.8 4.0
Other: 100.0: 16.0 7.5 29.9 48.5 60.0 94.4 97.5: 5.6 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 52 18 26 26 22 93 54:
Old : 99: 53 16 26 25 19 89 51:
Other: 45: 16 13 16 13 12 40 30:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 60.5 34.5 70.9 15.5 48.3 25.0 52.5
Old : 22.5 62.5 39.1 73.0 18.6 50.3 27.7 55.4
Other: 36.6 53.5 54.5 66.8 32.3 40.7 44.6 47.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 122,677: 36,927 15,959 17,601 59,942 84,202 114,470 117,762: 8,207 4,915
Old : 483: 0 0 0 466 154 466 154: 17 329
Other: 122,194: 36,927 15,959 17,601 59,476 84,048 114,004 117,608: 8,190 4,586
: : :
: : Changes in Commitments from: August 11, 2009 :
: -3,670: -2,281 -2,083 5,579 -4,805 -7,595 -1,508 -4,099: -2,162 429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 13.0 14.3 48.9 68.6 93.3 96.0: 6.7 4.0
Old : 100.0: 0.0 0.0 0.0 96.5 31.9 96.5 31.9: 3.5 68.1
Other: 100.0: 30.2 13.1 14.4 48.7 68.8 93.3 96.2: 6.7 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 147: 60 24 32 42 47 121 87:
Old : 5: 0 0 0 1 4 1 4:
Other: 147: 60 24 32 42 45 121 85:
:----------------------------------------------------------------------------------------------------
: 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 : 32.9 37.2 46.0 51.2 28.5 31.8 38.9 44.2
Old : 96.5 31.9 96.5 31.9 96.5 31.9 96.5 31.9
Other: 33.0 37.3 46.2 51.4 28.6 32.3 39.1 44.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 1,299,681: 199,294 11,360 395,955 600,706 832,845 1,195,954 1,240,160: 103,726 59,521
Old : 1,299,681: 199,294 11,360 395,955 600,706 832,845 1,195,954 1,240,160: 103,726 59,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 15,711: -1,884 -6,991 31,392 -10,906 -6,155 18,602 18,246: -2,891 -2,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 0.9 30.5 46.2 64.1 92.0 95.4: 8.0 4.6
Old : 100.0: 15.3 0.9 30.5 46.2 64.1 92.0 95.4: 8.0 4.6
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 : 244: 98 38 81 81 94 214 182:
Old : 244: 98 38 81 81 94 214 182:
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 : 14.7 19.2 25.2 28.9 8.5 10.3 13.5 17.2
Old : 14.7 19.2 25.2 28.9 8.5 10.3 13.5 17.2
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, August 18, 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 : 120,832: 27,345 4,550 24,726 60,248 84,372 112,318 113,648: 8,513 7,183
Old : 10,627: 1,455 553 30 7,569 9,129 9,054 9,712: 1,573 915
Other: 110,205: 26,343 4,451 24,242 52,679 75,243 103,264 103,936: 6,940 6,268
: : :
: : Changes in Commitments from: August 11, 2009 :
: -19,787: -2,234 -2,460 -13,010 -1,200 -2,081 -16,445 -17,551: -3,342 -2,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 3.8 20.5 49.9 69.8 93.0 94.1: 7.0 5.9
Old : 100.0: 13.7 5.2 0.3 71.2 85.9 85.2 91.4: 14.8 8.6
Other: 100.0: 23.9 4.0 22.0 47.8 68.3 93.7 94.3: 6.3 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 114 43 72 104 106 248 197:
Old : 116: 16 10 1 42 55 58 66:
Other: 286: 114 43 70 96 103 238 192:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 22.9 32.5 37.1 18.9 17.9 26.7 29.2
Old : 55.9 66.2 64.2 76.4 55.9 66.0 64.2 75.4
Other: 20.8 24.6 31.9 38.6 20.3 20.5 28.8 32.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 26,603: 3,413 11,277 3,085 16,354 8,704 22,852 23,066: 3,751 3,537
Old : 26,603: 3,413 11,277 3,085 16,354 8,704 22,852 23,066: 3,751 3,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: -2,604: -2,250 -4,498 120 -1,743 2,412 -3,874 -1,966: 1,270 -638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 42.4 11.6 61.5 32.7 85.9 86.7: 14.1 13.3
Old : 100.0: 12.8 42.4 11.6 61.5 32.7 85.9 86.7: 14.1 13.3
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 : 77: 23 37 9 12 8 41 49:
Old : 77: 23 37 9 12 8 41 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 : 65.7 43.7 74.9 62.9 60.5 40.5 65.0 54.1
Old : 65.7 43.7 74.9 62.9 60.5 40.5 65.0 54.1
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, August 18, 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 : 378,372: 43,406 105,959 5,744 311,640 251,712 360,790 363,415: 17,582 14,957
Old : 378,372: 43,406 105,959 5,744 311,640 251,712 360,790 363,415: 17,582 14,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2009 :
: 5,724: 9,253 -1,528 1,955 -4,950 6,721 6,258 7,148: -534 -1,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 28.0 1.5 82.4 66.5 95.4 96.0: 4.6 4.0
Old : 100.0: 11.5 28.0 1.5 82.4 66.5 95.4 96.0: 4.6 4.0
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 : 228: 25 50 21 89 97 128 154:
Old : 228: 25 50 21 89 97 128 154:
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 : 43.6 21.1 53.7 33.8 41.4 21.0 50.2 31.8
Old : 43.6 21.1 53.7 33.8 41.4 21.0 50.2 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2009