COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 178,346: 32,236 8,931 40,225 92,821 119,524 165,282 168,679: 13,064 9,667
Old : 174,862: 32,100 8,990 40,110 89,845 116,181 162,055 165,282: 12,807 9,580
Other: 3,484: 226 30 25 2,976 3,343 3,227 3,398: 257 87
: : :
: : Changes in Commitments from: September 1, 2009 :
: 3,527: 2,230 -2,317 747 -199 5,426 2,778 3,856: 749 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 5.0 22.6 52.0 67.0 92.7 94.6: 7.3 5.4
Old : 100.0: 18.4 5.1 22.9 51.4 66.4 92.7 94.5: 7.3 5.5
Other: 100.0: 6.5 0.9 0.7 85.4 95.9 92.6 97.5: 7.4 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 204: 86 35 50 60 57 168 126:
Old : 204: 86 36 50 60 57 168 126:
Other: 32: 5 3 4 11 16 18 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 : 21.6 30.4 35.8 42.0 20.6 23.6 32.0 33.9
Old : 22.0 30.9 36.4 42.5 21.0 24.0 32.6 34.2
Other: 82.1 81.3 90.3 91.4 82.1 81.3 90.0 91.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 38,830: 13,258 2,444 7,569 15,053 26,923 35,879 36,935: 2,951 1,895
Old : 29,391: 11,995 2,500 4,288 10,704 21,063 26,987 27,850: 2,404 1,541
Other: 9,439: 1,971 652 2,573 4,349 5,860 8,892 9,085: 546 354
: : :
: : Changes in Commitments from: September 1, 2009 :
: -933: -641 328 -287 190 -1,237 -738 -1,196: -195 263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 6.3 19.5 38.8 69.3 92.4 95.1: 7.6 4.9
Old : 100.0: 40.8 8.5 14.6 36.4 71.7 91.8 94.8: 8.2 5.2
Other: 100.0: 20.9 6.9 27.3 46.1 62.1 94.2 96.2: 5.8 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 41 19 21 28 16 80 45:
Old : 86: 40 17 20 27 12 75 41:
Other: 52: 17 15 18 16 13 47 32:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 64.5 38.6 73.5 20.3 55.4 31.4 59.8
Old : 27.1 68.8 45.5 77.8 25.7 61.0 37.9 66.4
Other: 33.6 55.4 51.4 68.7 29.6 42.2 41.6 48.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 130,912: 40,514 18,021 18,453 60,767 88,966 119,733 125,439: 11,179 5,473
Old : 121,830: 40,395 14,473 18,257 52,031 83,631 110,682 116,360: 11,148 5,470
Other: 9,082: 277 3,706 38 8,736 5,335 9,051 9,079: 31 3
: : :
: : Changes in Commitments from: September 1, 2009 :
: 2,677: 1,549 582 430 -201 1,444 1,779 2,456: 898 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 13.8 14.1 46.4 68.0 91.5 95.8: 8.5 4.2
Old : 100.0: 33.2 11.9 15.0 42.7 68.6 90.8 95.5: 9.2 4.5
Other: 100.0: 3.1 40.8 0.4 96.2 58.7 99.7 100.0: 0.3 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 151: 64 22 32 47 48 128 87:
Old : 151: 64 24 32 46 48 127 87:
Other: 22: 3 3 1 10 12 14 15:
:----------------------------------------------------------------------------------------------------
: 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 : 30.9 35.5 43.2 49.3 26.6 30.1 36.8 42.0
Old : 30.6 34.9 43.7 49.5 28.8 31.8 39.7 44.9
Other: 86.3 94.1 97.9 98.2 52.0 57.5 59.1 59.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 1,340,079: 185,486 25,172 397,944 668,060 856,124 1,251,490 1,279,241: 88,589 60,838
Old : 1,340,079: 185,486 25,172 397,944 668,060 856,124 1,251,490 1,279,241: 88,589 60,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -51,960: -9,199 9,159 -30,576 2,275 -30,569 -37,500 -51,986: -14,459 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 1.9 29.7 49.9 63.9 93.4 95.5: 6.6 4.5
Old : 100.0: 13.8 1.9 29.7 49.9 63.9 93.4 95.5: 6.6 4.5
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 : 252: 88 44 90 91 102 221 202:
Old : 252: 88 44 90 91 102 221 202:
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 18.4 26.3 28.2 9.5 9.8 14.6 16.9
Old : 16.1 18.4 26.3 28.2 9.5 9.8 14.6 16.9
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, September 8, 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 : 118,725: 21,060 15,172 26,666 63,089 70,023 110,816 111,861: 7,909 6,864
Old : 116,842: 21,344 15,835 25,401 62,259 68,906 109,004 110,141: 7,838 6,701
Other: 1,882: 921 543 60 830 1,117 1,811 1,719: 71 163
: : :
: : Changes in Commitments from: September 1, 2009 :
: 2,623: 837 2,930 308 1,327 28 2,472 3,266: 151 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 12.8 22.5 53.1 59.0 93.3 94.2: 6.7 5.8
Old : 100.0: 18.3 13.6 21.7 53.3 59.0 93.3 94.3: 6.7 5.7
Other: 100.0: 48.9 28.8 3.2 44.1 59.3 96.2 91.3: 3.8 8.7
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 105 77 83 111 109 261 231:
Old : 323: 106 78 82 111 106 260 227:
Other: 46: 8 7 9 9 25 21 38:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 21.3 31.0 33.6 19.8 18.6 28.1 29.3
Old : 20.1 21.2 31.0 33.7 20.1 19.0 28.5 30.0
Other: 70.9 62.4 86.6 75.9 68.3 55.6 81.5 68.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 8, 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 : 38,994: 9,742 16,505 2,534 23,925 14,636 36,201 33,675: 2,793 5,319
Old : 38,994: 9,742 16,505 2,534 23,925 14,636 36,201 33,675: 2,793 5,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: 7,155: 1,778 6,136 -542 6,899 -77 8,135 5,516: -979 1,639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 42.3 6.5 61.4 37.5 92.8 86.4: 7.2 13.6
Old : 100.0: 25.0 42.3 6.5 61.4 37.5 92.8 86.4: 7.2 13.6
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 : 82: 23 42 8 10 13 37 59:
Old : 82: 23 42 8 10 13 37 59:
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 : 70.4 36.4 83.8 55.3 57.8 28.9 64.9 40.8
Old : 70.4 36.4 83.8 55.3 57.8 28.9 64.9 40.8
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, September 8, 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 : 383,383: 36,546 112,269 4,858 323,416 250,602 364,820 367,728: 18,564 15,655
Old : 383,383: 36,546 112,269 4,858 323,416 250,602 364,820 367,728: 18,564 15,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2009 :
: -2,546: 7,416 3,799 882 -9,841 -6,754 -1,544 -2,073: -1,002 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 29.3 1.3 84.4 65.4 95.2 95.9: 4.8 4.1
Old : 100.0: 9.5 29.3 1.3 84.4 65.4 95.2 95.9: 4.8 4.1
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 : 234: 21 58 18 97 93 132 155:
Old : 234: 21 58 18 97 93 132 155:
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 : 40.0 21.0 50.1 34.8 37.6 20.6 46.5 32.9
Old : 40.0 21.0 50.1 34.8 37.6 20.6 46.5 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2008