COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 29, 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 : 186,395: 66,417 20,962 9,515 91,487 149,610 167,419 180,087: 18,976 6,308
Old : 170,458: 65,501 19,800 7,359 79,908 137,997 152,768 165,156: 17,690 5,302
Other: 15,937: 2,730 2,976 342 11,579 11,613 14,651 14,931: 1,286 1,006
: : :
: : Changes in Commitments from: December 22, 2009 :
: 2,180: 1,599 -346 256 523 2,515 2,378 2,425: -198 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 11.2 5.1 49.1 80.3 89.8 96.6: 10.2 3.4
Old : 100.0: 38.4 11.6 4.3 46.9 81.0 89.6 96.9: 10.4 3.1
Other: 100.0: 17.1 18.7 2.1 72.7 72.9 91.9 93.7: 8.1 6.3
: : :
:# Traders : Number of Traders in Each Category :
All : 247: 122 41 33 50 58 192 118:
Old : 244: 122 41 30 43 56 181 116:
Other: 77: 9 21 2 22 31 32 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 : 21.4 39.6 32.5 52.9 21.2 37.3 31.5 49.3
Old : 22.6 41.9 34.8 55.3 22.5 41.1 34.0 54.1
Other: 54.2 31.4 69.2 47.3 54.2 31.2 69.1 47.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 29, 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 : 35,447: 20,571 1,222 982 10,042 32,069 31,595 34,273: 3,852 1,174
Old : 35,211: 20,588 1,275 908 9,895 31,855 31,391 34,038: 3,820 1,173
Other: 236: 57 21 0 147 214 204 235: 32 1
: : :
: : Changes in Commitments from: December 22, 2009 :
: 890: 587 9 43 435 852 1,065 904: -175 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 3.4 2.8 28.3 90.5 89.1 96.7: 10.9 3.3
Old : 100.0: 58.5 3.6 2.6 28.1 90.5 89.2 96.7: 10.8 3.3
Other: 100.0: 24.2 8.9 0.0 62.3 90.7 86.4 99.6: 13.6 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 65 9 14 20 22 87 43:
Old : 107: 65 9 13 20 22 86 43:
Other: 6: 2 2 0 1 2 3 4:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 73.2 36.7 84.1 21.0 66.1 33.0 77.0
Old : 23.4 73.6 36.6 84.6 21.2 66.9 33.2 77.8
Other: 86.4 99.6 86.4 99.6 71.2 84.3 71.2 84.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, December 29, 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 : 129,231: 50,452 10,517 13,676 55,399 100,783 119,527 124,976: 9,704 4,255
Old : 110,101: 51,534 4,389 10,602 38,489 91,021 100,625 106,012: 9,476 4,089
Other: 19,130: 1,875 9,085 117 16,910 9,762 18,902 18,964: 228 166
: : :
: : Changes in Commitments from: December 22, 2009 :
: -749: -499 -365 -270 437 -150 -332 -785: -417 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 8.1 10.6 42.9 78.0 92.5 96.7: 7.5 3.3
Old : 100.0: 46.8 4.0 9.6 35.0 82.7 91.4 96.3: 8.6 3.7
Other: 100.0: 9.8 47.5 0.6 88.4 51.0 98.8 99.1: 1.2 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 167: 77 22 32 47 46 138 91:
Old : 166: 78 23 30 44 44 133 88:
Other: 47: 11 8 2 15 21 28 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 : 28.7 34.2 41.7 52.9 25.5 25.7 32.8 40.3
Old : 28.6 35.3 39.0 51.6 26.3 33.6 34.9 49.4
Other: 77.8 81.4 90.1 90.2 59.3 69.5 71.6 76.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 29, 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 : 832,552: 223,587 39,827 87,471 435,012 666,575 746,070 793,873: 86,482 38,679
Old : 832,552: 223,587 39,827 87,471 435,012 666,575 746,070 793,873: 86,482 38,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: -3,732: -6,342 701 -1,735 5,125 -1,715 -2,952 -2,749: -780 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 4.8 10.5 52.3 80.1 89.6 95.4: 10.4 4.6
Old : 100.0: 26.9 4.8 10.5 52.3 80.1 89.6 95.4: 10.4 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: 107 32 70 80 90 213 169:
Old : 244: 107 32 70 80 90 213 169:
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 24.1 27.6 39.3 11.9 17.0 18.6 29.2
Old : 16.3 24.1 27.6 39.3 11.9 17.0 18.6 29.2
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 - Futures Only, December 29, 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 : 124,939: 38,824 8,204 13,857 62,853 96,970 115,534 119,031: 9,405 5,908
Old : 115,181: 40,254 10,814 7,921 58,790 90,762 106,965 109,497: 8,216 5,684
Other: 9,758: 3,458 2,278 1,048 4,063 6,208 8,569 9,534: 1,189 224
: : :
: : Changes in Commitments from: December 22, 2009 :
: -5,088: -6,556 -1,186 8 1,239 -4,647 -5,309 -5,825: 221 737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 6.6 11.1 50.3 77.6 92.5 95.3: 7.5 4.7
Old : 100.0: 34.9 9.4 6.9 51.0 78.8 92.9 95.1: 7.1 4.9
Other: 100.0: 35.4 23.3 10.7 41.6 63.6 87.8 97.7: 12.2 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 133 38 49 92 102 252 174:
Old : 315: 136 40 40 92 98 249 164:
Other: 97: 11 19 5 19 56 34 77:
:----------------------------------------------------------------------------------------------------
: 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 24.2 36.9 38.7 21.6 21.6 33.8 33.7
Old : 22.9 25.6 36.5 40.6 22.8 23.2 35.9 36.9
Other: 57.0 35.4 70.8 55.1 54.4 28.6 64.5 44.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 29, 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 : 63,184: 51,050 12,016 2,004 5,766 46,793 58,820 60,813: 4,364 2,371
Old : 63,184: 51,050 12,016 2,004 5,766 46,793 58,820 60,813: 4,364 2,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 3,392: 5,077 173 -1,090 18 5,049 4,005 4,132: -613 -740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 19.0 3.2 9.1 74.1 93.1 96.2: 6.9 3.8
Old : 100.0: 80.8 19.0 3.2 9.1 74.1 93.1 96.2: 6.9 3.8
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 : 74: 34 23 3 8 11 45 35:
Old : 74: 34 23 3 8 11 45 35:
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 : 73.0 69.0 82.9 85.3 71.6 65.5 75.6 77.4
Old : 73.0 69.0 82.9 85.3 71.6 65.5 75.6 77.4
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, December 29, 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 : 339,511: 35,613 86,796 2,767 285,171 236,437 323,551 326,000: 15,960 13,511
Old : 339,511: 35,613 86,796 2,767 285,171 236,437 323,551 326,000: 15,960 13,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2009 :
: 5,230: -799 858 864 5,278 4,655 5,343 6,377: -113 -1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 25.6 0.8 84.0 69.6 95.3 96.0: 4.7 4.0
Old : 100.0: 10.5 25.6 0.8 84.0 69.6 95.3 96.0: 4.7 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 : 220: 23 42 8 95 91 125 134:
Old : 220: 23 42 8 95 91 125 134:
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 : 36.4 21.3 48.1 33.3 32.8 21.3 43.2 32.5
Old : 36.4 21.3 48.1 33.3 32.8 21.3 43.2 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 7, 2010