COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 249,121: 59,684 5,285 61,314 109,104 176,164 230,102 242,763: 19,019 6,359
Old : 242,501: 59,511 5,404 60,760 103,503 170,194 223,775 236,358: 18,726 6,143
Other: 6,621: 329 36 398 5,601 5,970 6,328 6,405: 293 216
: : :
: : Changes in Commitments from: October 13, 2009 :
: 23,385: 11,223 1,948 7,637 4,977 15,734 23,836 25,319: -452 -1,935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 2.1 24.6 43.8 70.7 92.4 97.4: 7.6 2.6
Old : 100.0: 24.5 2.2 25.1 42.7 70.2 92.3 97.5: 7.7 2.5
Other: 100.0: 5.0 0.6 6.0 84.6 90.2 95.6 96.7: 4.4 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 261: 140 28 62 65 63 232 135:
Old : 261: 139 29 62 62 63 229 135:
Other: 55: 11 3 12 16 30 30 43:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 33.6 28.4 46.5 15.9 27.0 23.6 37.8
Old : 18.3 34.2 28.6 47.4 16.2 27.9 24.1 39.3
Other: 66.5 50.9 81.8 69.0 65.9 48.9 76.3 65.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 38,557: 13,905 1,146 6,309 13,580 29,786 33,794 37,242: 4,763 1,315
Old : 8,778: 3,598 245 0 2,792 8,134 6,390 8,379: 2,388 399
Other: 29,779: 10,583 1,177 6,034 10,788 21,652 27,404 28,863: 2,375 916
: : :
: : Changes in Commitments from: October 13, 2009 :
: -11,527: 2,051 -621 -6,980 -6,886 -3,757 -11,815 -11,359: 288 -168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 3.0 16.4 35.2 77.3 87.6 96.6: 12.4 3.4
Old : 100.0: 41.0 2.8 0.0 31.8 92.7 72.8 95.5: 27.2 4.5
Other: 100.0: 35.5 4.0 20.3 36.2 72.7 92.0 96.9: 8.0 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 62 8 22 25 23 91 51:
Old : 56: 28 8 0 12 11 40 19:
Other: 85: 43 9 19 22 21 68 46:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 61.0 31.6 71.0 17.6 55.8 29.2 63.5
Old : 26.5 88.9 38.4 92.1 26.5 87.0 38.4 90.1
Other: 23.1 54.6 39.5 66.3 22.4 48.4 35.4 56.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 153,267: 45,341 21,596 26,388 67,872 99,036 139,600 147,019: 13,667 6,247
Old : 136,037: 44,980 14,074 25,180 52,419 90,650 122,578 129,905: 13,459 6,132
Other: 17,230: 929 8,089 640 15,453 8,385 17,022 17,114: 208 115
: : :
: : Changes in Commitments from: October 13, 2009 :
: 7,014: 3,336 3,629 -1,296 4,583 4,841 6,622 7,174: 392 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 14.1 17.2 44.3 64.6 91.1 95.9: 8.9 4.1
Old : 100.0: 33.1 10.3 18.5 38.5 66.6 90.1 95.5: 9.9 4.5
Other: 100.0: 5.4 47.0 3.7 89.7 48.7 98.8 99.3: 1.2 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 64 41 45 49 53 143 114:
Old : 174: 65 42 45 49 52 143 113:
Other: 35: 7 8 9 12 14 23 27:
:----------------------------------------------------------------------------------------------------
: 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 : 26.9 32.7 37.2 47.2 20.9 24.6 27.7 34.2
Old : 25.4 30.8 36.0 43.2 21.0 26.6 28.7 37.0
Other: 82.3 82.5 91.0 90.2 62.6 68.6 70.3 72.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 1,180,191: 184,332 14,204 338,529 577,860 775,474 1,100,721 1,128,207: 79,471 51,984
Old : 1,180,191: 184,332 14,204 338,529 577,860 775,474 1,100,721 1,128,207: 79,471 51,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 25,524: 4,789 -7,174 7,055 1,753 37,903 13,597 37,784: 11,926 -12,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 1.2 28.7 49.0 65.7 93.3 95.6: 6.7 4.4
Old : 100.0: 15.6 1.2 28.7 49.0 65.7 93.3 95.6: 6.7 4.4
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: 85 40 79 84 92 207 175:
Old : 230: 85 40 79 84 92 207 175:
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 : 16.3 18.6 26.5 30.2 9.1 10.7 14.3 17.4
Old : 16.3 18.6 26.5 30.2 9.1 10.7 14.3 17.4
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, October 20, 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 : 155,773: 44,538 9,380 39,411 61,450 100,293 145,400 149,084: 10,374 6,689
Old : 151,374: 44,858 10,525 36,871 59,361 97,749 141,090 145,146: 10,284 6,229
Other: 4,399: 1,478 651 743 2,089 2,544 4,310 3,939: 89 460
: : :
: : Changes in Commitments from: October 13, 2009 :
: 14,813: 8,776 788 5,486 291 9,881 14,553 16,155: 260 -1,342
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 6.0 25.3 39.4 64.4 93.3 95.7: 6.7 4.3
Old : 100.0: 29.6 7.0 24.4 39.2 64.6 93.2 95.9: 6.8 4.1
Other: 100.0: 33.6 14.8 16.9 47.5 57.8 98.0 89.5: 2.0 10.5
: : :
:# Traders : Number of Traders in Each Category :
All : 367: 159 57 93 112 125 311 241:
Old : 366: 159 58 92 112 124 310 239:
Other: 64: 8 8 11 19 39 33 53:
:----------------------------------------------------------------------------------------------------
: 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 : 18.1 21.6 28.9 32.9 15.7 15.6 24.2 25.5
Old : 17.6 21.6 28.2 33.2 16.0 16.5 24.7 26.6
Other: 66.6 37.5 78.7 55.2 54.9 32.2 62.8 42.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 20, 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 : 37,862: 12,261 22,611 2,668 19,904 6,963 34,834 32,242: 3,029 5,621
Old : 37,862: 12,261 22,611 2,668 19,904 6,963 34,834 32,242: 3,029 5,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 2,873: 1,548 2,103 231 984 250 2,762 2,583: 110 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.4 59.7 7.0 52.6 18.4 92.0 85.2: 8.0 14.8
Old : 100.0: 32.4 59.7 7.0 52.6 18.4 92.0 85.2: 8.0 14.8
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 : 95: 22 51 9 11 16 39 70:
Old : 95: 22 51 9 11 16 39 70:
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 : 69.2 30.0 82.9 48.9 68.4 28.3 73.2 42.3
Old : 69.2 30.0 82.9 48.9 68.4 28.3 73.2 42.3
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, October 20, 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 : 377,652: 38,192 98,986 2,666 316,090 260,553 356,949 362,206: 20,703 15,446
Old : 377,652: 38,192 98,986 2,666 316,090 260,553 356,949 362,206: 20,703 15,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 9,305: 3,746 6,562 -1,691 4,761 3,234 6,817 8,106: 2,488 1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 26.2 0.7 83.7 69.0 94.5 95.9: 5.5 4.1
Old : 100.0: 10.1 26.2 0.7 83.7 69.0 94.5 95.9: 5.5 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 : 242: 29 54 14 96 95 137 151:
Old : 242: 29 54 14 96 95 137 151:
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 : 45.3 22.0 54.6 35.9 41.6 22.0 49.8 34.9
Old : 45.3 22.0 54.6 35.9 41.6 22.0 49.8 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2009