COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 176,769: 32,192 8,188 38,921 92,508 120,189 163,621 167,298: 13,147 9,471
Old : 174,093: 32,067 8,398 38,675 90,426 117,581 161,168 164,654: 12,924 9,438
Other: 2,676: 348 13 23 2,082 2,608 2,453 2,644: 223 32
: : :
: : Changes in Commitments from: August 18, 2009 :
: -4,665: -2,644 3,424 -1,303 138 -8,117 -3,809 -5,996: -856 1,331
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 4.6 22.0 52.3 68.0 92.6 94.6: 7.4 5.4
Old : 100.0: 18.4 4.8 22.2 51.9 67.5 92.6 94.6: 7.4 5.4
Other: 100.0: 13.0 0.5 0.9 77.8 97.4 91.7 98.8: 8.3 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 93 40 49 58 53 174 125:
Old : 210: 94 40 49 58 53 174 125:
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 : 21.7 30.9 35.7 43.1 20.9 24.3 32.2 34.6
Old : 21.8 31.3 36.0 43.7 21.0 24.7 32.5 35.0
Other: 67.3 84.1 83.7 93.5 67.1 84.1 83.4 93.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 43,052: 15,339 1,883 8,377 15,618 31,123 39,334 41,384: 3,718 1,669
Old : 34,567: 14,346 1,810 5,353 11,570 25,949 31,269 33,112: 3,298 1,455
Other: 8,485: 1,470 550 2,547 4,048 5,174 8,065 8,271: 420 214
: : :
: : Changes in Commitments from: August 18, 2009 :
: -6,254: -307 -35 -4,674 -933 -1,342 -5,915 -6,051: -339 -203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 4.4 19.5 36.3 72.3 91.4 96.1: 8.6 3.9
Old : 100.0: 41.5 5.2 15.5 33.5 75.1 90.5 95.8: 9.5 4.2
Other: 100.0: 17.3 6.5 30.0 47.7 61.0 95.0 97.5: 5.0 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 53 14 23 24 16 89 43:
Old : 93: 51 15 22 23 13 84 40:
Other: 48: 17 14 17 14 12 43 31:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 66.4 37.2 74.8 17.9 55.5 28.4 59.7
Old : 26.1 70.1 42.9 78.8 22.3 59.6 33.1 64.5
Other: 35.5 54.5 53.7 68.1 31.2 41.8 43.2 48.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 127,401: 39,888 17,803 17,154 59,610 87,301 116,651 122,258: 10,750 5,142
Old : 156: 0 0 0 150 0 150 0: 6 156
Other: 127,245: 39,888 17,803 17,154 59,460 87,301 116,501 122,258: 10,744 4,986
: : :
: : Changes in Commitments from: August 18, 2009 :
: 4,724: 2,961 1,844 -447 -333 3,099 2,181 4,496: 2,543 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 14.0 13.5 46.8 68.5 91.6 96.0: 8.4 4.0
Old : 100.0: 0.0 0.0 0.0 96.2 0.0 96.2 0.0: 3.8 100.0
Other: 100.0: 31.3 14.0 13.5 46.7 68.6 91.6 96.1: 8.4 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 67 24 29 41 46 125 84:
Old : 1: 0 0 0 1 0 1 0:
Other: 153: 67 24 29 41 46 125 84:
:----------------------------------------------------------------------------------------------------
: 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 : 31.5 36.8 44.2 50.6 27.7 32.1 37.8 44.2
Old : 96.2 0.0 96.2 0.0 96.2 0.0 96.2 0.0
Other: 31.6 36.8 44.2 50.7 27.8 32.2 37.9 44.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 1,317,033: 196,173 14,773 400,235 619,104 844,970 1,215,513 1,259,978: 101,520 57,055
Old : 1,317,033: 196,173 14,773 400,235 619,104 844,970 1,215,513 1,259,978: 101,520 57,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 17,352: -3,121 3,414 4,280 18,399 12,124 19,558 19,818: -2,206 -2,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 1.1 30.4 47.0 64.2 92.3 95.7: 7.7 4.3
Old : 100.0: 14.9 1.1 30.4 47.0 64.2 92.3 95.7: 7.7 4.3
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 : 249: 96 42 83 83 96 217 188:
Old : 249: 96 42 83 83 96 217 188:
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 : 15.7 19.2 26.2 29.2 8.6 9.7 13.5 16.8
Old : 15.7 19.2 26.2 29.2 8.6 9.7 13.5 16.8
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, August 25, 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 : 111,943: 22,030 7,562 24,331 57,812 73,048 104,174 104,942: 7,769 7,001
Old : 541: 0 10 0 537 384 537 394: 4 147
Other: 111,402: 22,030 7,552 24,331 57,275 72,664 103,637 104,548: 7,765 6,854
: : :
: : Changes in Commitments from: August 18, 2009 :
: -8,888: -5,314 3,012 -395 -2,436 -11,324 -8,145 -8,707: -744 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 6.8 21.7 51.6 65.3 93.1 93.7: 6.9 6.3
Old : 100.0: 0.0 1.8 0.0 99.3 71.0 99.3 72.8: 0.7 27.2
Other: 100.0: 19.8 6.8 21.8 51.4 65.2 93.0 93.8: 7.0 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 102 58 67 107 106 240 204:
Old : 24: 0 1 0 4 20 4 21:
Other: 296: 102 58 67 107 105 240 203:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 21.9 31.4 35.5 20.5 19.5 28.8 30.4
Old : 99.3 49.4 99.3 62.1 99.1 49.4 99.1 62.1
Other: 20.6 21.9 31.6 35.6 20.6 19.5 29.0 30.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 25, 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 : 28,903: 5,306 13,829 2,990 17,232 7,769 25,529 24,588: 3,374 4,315
Old : 28,903: 5,306 13,829 2,990 17,232 7,769 25,529 24,588: 3,374 4,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 2,300: 1,893 2,553 -95 878 -936 2,677 1,522: -377 778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 47.8 10.3 59.6 26.9 88.3 85.1: 11.7 14.9
Old : 100.0: 18.4 47.8 10.3 59.6 26.9 88.3 85.1: 11.7 14.9
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 : 79: 25 40 6 9 9 37 52:
Old : 79: 25 40 6 9 9 37 52:
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 : 70.1 40.2 78.9 60.4 64.5 37.5 69.0 52.8
Old : 70.1 40.2 78.9 60.4 64.5 37.5 69.0 52.8
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 25, 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 : 381,784: 36,354 102,135 4,963 321,900 257,242 363,217 364,340: 18,567 17,444
Old : 381,784: 36,354 102,135 4,963 321,900 257,242 363,217 364,340: 18,567 17,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2009 :
: 3,412: -7,052 -3,824 -781 10,261 5,531 2,427 925: 985 2,487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 26.8 1.3 84.3 67.4 95.1 95.4: 4.9 4.6
Old : 100.0: 9.5 26.8 1.3 84.3 67.4 95.1 95.4: 4.9 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 : 229: 25 50 17 93 94 129 150:
Old : 229: 25 50 17 93 94 129 150:
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 : 42.3 20.8 52.8 34.4 40.3 20.6 49.5 32.7
Old : 42.3 20.8 52.8 34.4 40.3 20.6 49.5 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2009