COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, 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 : 173,639: 57,547 19,135 13,878 85,070 135,593 156,495 168,606: 17,144 5,033
Old : 168,238: 57,604 18,982 13,661 80,108 130,750 151,373 163,393: 16,865 4,845
Other: 5,401: 135 345 25 4,962 4,843 5,122 5,213: 279 188
: : :
: : Changes in Commitments from: October 13, 2009 :
: 17,304: 10,901 4,254 2,697 3,816 11,957 17,414 18,908: -110 -1,604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.1 11.0 8.0 49.0 78.1 90.1 97.1: 9.9 2.9
Old : 100.0: 34.2 11.3 8.1 47.6 77.7 90.0 97.1: 10.0 2.9
Other: 100.0: 2.5 6.4 0.5 91.9 89.7 94.8 96.5: 5.2 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 123 36 45 46 59 199 121:
Old : 249: 122 37 45 42 58 195 120:
Other: 52: 2 11 2 15 28 18 41:
:----------------------------------------------------------------------------------------------------
: 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 39.1 34.9 52.0 22.7 38.1 33.7 49.6
Old : 23.6 40.3 35.7 52.4 23.2 39.9 34.5 51.2
Other: 75.2 58.2 88.6 75.6 75.2 58.2 87.5 74.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, 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 : 29,931: 14,244 2,323 788 10,686 25,958 25,718 29,069: 4,213 862
Old : 8,778: 3,598 245 0 2,792 8,134 6,390 8,379: 2,388 399
Other: 21,153: 10,782 2,214 652 7,894 17,824 19,328 20,690: 1,825 463
: : :
: : Changes in Commitments from: October 13, 2009 :
: -2,402: -2,199 823 -573 -95 -2,571 -2,867 -2,321: 465 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 7.8 2.6 35.7 86.7 85.9 97.1: 14.1 2.9
Old : 100.0: 41.0 2.8 0.0 31.8 92.7 72.8 95.5: 27.2 4.5
Other: 100.0: 51.0 10.5 3.1 37.3 84.3 91.4 97.8: 8.6 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 48 17 16 23 21 83 44:
Old : 56: 28 8 0 12 11 40 19:
Other: 77: 30 17 13 15 18 55 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 : 22.6 69.9 37.4 80.4 22.6 66.5 37.3 76.6
Old : 26.5 88.9 38.4 92.1 26.5 87.0 38.4 90.1
Other: 31.5 64.6 50.0 76.6 31.5 60.5 49.6 72.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, 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 : 134,993: 48,833 20,828 12,667 60,499 95,996 121,999 129,491: 12,994 5,502
Old : 118,411: 47,967 13,254 12,020 45,603 87,720 105,590 112,994: 12,821 5,417
Other: 16,582: 1,356 8,064 157 14,896 8,276 16,409 16,497: 173 85
: : :
: : Changes in Commitments from: October 13, 2009 :
: 7,017: 2,336 2,724 -288 4,659 4,842 6,707 7,278: 310 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 15.4 9.4 44.8 71.1 90.4 95.9: 9.6 4.1
Old : 100.0: 40.5 11.2 10.2 38.5 74.1 89.2 95.4: 10.8 4.6
Other: 100.0: 8.2 48.6 0.9 89.8 49.9 99.0 99.5: 1.0 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 165: 66 32 34 47 47 136 95:
Old : 165: 67 33 34 47 46 136 94:
Other: 35: 10 5 3 11 14 22 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 : 25.7 35.4 36.2 50.5 20.6 27.2 28.6 38.0
Old : 24.0 33.5 34.6 46.2 20.6 29.4 29.7 41.2
Other: 83.4 85.7 92.4 93.5 62.9 71.3 71.5 76.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, 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 : 774,878: 218,096 37,132 72,330 416,851 625,918 707,277 735,380: 67,601 39,498
Old : 774,878: 218,096 37,132 72,330 416,851 625,918 707,277 735,380: 67,601 39,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 14,338: -799 -6,392 1,323 1,506 32,063 2,030 26,994: 12,308 -12,656
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 4.8 9.3 53.8 80.8 91.3 94.9: 8.7 5.1
Old : 100.0: 28.1 4.8 9.3 53.8 80.8 91.3 94.9: 8.7 5.1
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 : 224: 99 21 56 81 86 196 149:
Old : 224: 99 21 56 81 86 196 149:
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 : 18.6 24.9 30.7 40.1 13.5 16.4 21.3 27.7
Old : 18.6 24.9 30.7 40.1 13.5 16.4 21.3 27.7
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 - Futures Only, 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 : 122,452: 44,265 10,881 15,240 54,858 91,907 114,363 118,028: 8,089 4,424
Old : 118,517: 44,713 11,806 13,032 52,772 89,693 110,517 114,531: 8,000 3,986
Other: 3,935: 1,348 871 412 2,086 2,214 3,846 3,497: 89 438
: : :
: : Changes in Commitments from: October 13, 2009 :
: 11,974: 8,707 1,609 2,918 35 8,729 11,660 13,256: 314 -1,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 8.9 12.4 44.8 75.1 93.4 96.4: 6.6 3.6
Old : 100.0: 37.7 10.0 11.0 44.5 75.7 93.2 96.6: 6.8 3.4
Other: 100.0: 34.3 22.1 10.5 53.0 56.3 97.7 88.9: 2.3 11.1
: : :
:# Traders : Number of Traders in Each Category :
All : 338: 138 50 53 94 112 260 194:
Old : 338: 140 50 52 93 110 259 191:
Other: 60: 5 8 6 19 36 27 48:
:----------------------------------------------------------------------------------------------------
: 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 24.6 32.3 37.7 19.8 19.8 30.6 32.3
Old : 20.4 24.7 31.7 38.1 20.4 21.0 31.3 33.8
Other: 74.5 41.9 85.8 59.5 65.4 35.2 74.5 48.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, 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 : 36,619: 12,477 22,430 2,160 19,383 6,862 34,020 31,452: 2,599 5,167
Old : 36,619: 12,477 22,430 2,160 19,383 6,862 34,020 31,452: 2,599 5,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 2,728: 1,587 2,049 148 966 269 2,701 2,466: 27 262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 61.3 5.9 52.9 18.7 92.9 85.9: 7.1 14.1
Old : 100.0: 34.1 61.3 5.9 52.9 18.7 92.9 85.9: 7.1 14.1
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 : 84: 16 47 7 10 13 31 63:
Old : 84: 16 47 7 10 13 31 63:
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 : 69.9 31.0 84.1 50.6 69.9 29.2 74.9 43.8
Old : 69.9 31.0 84.1 50.6 69.9 29.2 74.9 43.8
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 - Futures Only, 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 : 376,634: 38,160 99,222 2,079 315,855 260,068 356,094 361,369: 20,540 15,265
Old : 376,634: 38,160 99,222 2,079 315,855 260,068 356,094 361,369: 20,540 15,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 13, 2009 :
: 10,062: 3,767 6,994 -1,467 5,295 3,306 7,595 8,833: 2,467 1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 26.3 0.6 83.9 69.1 94.5 95.9: 5.5 4.1
Old : 100.0: 10.1 26.3 0.6 83.9 69.1 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 : 239: 29 51 7 93 93 128 145:
Old : 239: 29 51 7 93 93 128 145:
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 : 45.5 22.1 54.8 36.0 41.7 22.1 49.9 35.0
Old : 45.5 22.1 54.8 36.0 41.7 22.1 49.9 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 23, 2009