COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 202,131: 25,089 13,480 65,767 97,073 111,482 187,928 190,729: 14,203 11,403
Old : 171,546: 20,978 13,667 54,854 83,944 92,673 159,776 161,194: 11,771 10,352
Other: 30,585: 5,770 1,472 9,254 13,129 18,808 28,152 29,534: 2,433 1,050
: : :
: : Changes in Commitments from: January 13, 2009 :
: -1,571: -1,905 83 -1,971 1,413 246 -2,463 -1,642: 892 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 6.7 32.5 48.0 55.2 93.0 94.4: 7.0 5.6
Old : 100.0: 12.2 8.0 32.0 48.9 54.0 93.1 94.0: 6.9 6.0
Other: 100.0: 18.9 4.8 30.3 42.9 61.5 92.0 96.6: 8.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 73 47 57 66 60 162 143:
Old : 193: 69 47 52 64 58 156 136:
Other: 85: 25 17 26 33 31 71 61:
:----------------------------------------------------------------------------------------------------
: 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 : 17.1 21.0 29.5 34.8 15.3 15.6 23.5 24.0
Old : 18.4 20.8 31.7 34.9 17.1 16.5 26.7 24.4
Other: 21.1 31.2 37.5 48.3 20.9 28.4 34.0 41.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 39,282: 7,596 8,535 9,258 19,155 18,386 36,009 36,179: 3,273 3,103
Old : 38,975: 7,727 8,422 9,128 18,850 18,324 35,704 35,873: 3,271 3,102
Other: 307: 0 244 0 305 62 305 306: 2 1
: : :
: : Changes in Commitments from: January 13, 2009 :
: 223: 81 673 76 143 -581 301 168: -77 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 21.7 23.6 48.8 46.8 91.7 92.1: 8.3 7.9
Old : 100.0: 19.8 21.6 23.4 48.4 47.0 91.6 92.0: 8.4 8.0
Other: 100.0: 0.0 79.5 0.0 99.4 20.2 99.4 99.7: 0.6 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 33 38 24 34 15 79 67:
Old : 107: 34 37 24 34 15 79 67:
Other: 4: 0 2 0 2 1 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 28.1 53.8 42.7 65.3 17.8 35.6 28.6 43.9
Old : 27.7 54.1 42.2 65.7 17.8 36.3 28.7 44.7
Other: 99.4 99.7 99.4 99.7 79.2 79.5 79.2 79.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 129,693: 32,242 14,278 20,931 68,947 90,000 122,120 125,210: 7,573 4,483
Old : 112,384: 31,722 9,687 18,713 55,100 79,589 105,535 107,989: 6,850 4,395
Other: 17,309: 2,095 6,166 643 13,848 10,412 16,586 17,221: 724 88
: : :
: : Changes in Commitments from: January 13, 2009 :
: -8,134: -4,911 -1,952 490 631 -2,319 -3,790 -3,782: -4,344 -4,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 11.0 16.1 53.2 69.4 94.2 96.5: 5.8 3.5
Old : 100.0: 28.2 8.6 16.7 49.0 70.8 93.9 96.1: 6.1 3.9
Other: 100.0: 12.1 35.6 3.7 80.0 60.2 95.8 99.5: 4.2 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 137: 47 19 36 55 45 121 91:
Old : 135: 45 20 33 54 45 116 90:
Other: 48: 9 6 5 25 20 37 28:
:----------------------------------------------------------------------------------------------------
: 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 : 27.0 37.9 41.5 51.1 24.7 29.9 36.1 42.6
Old : 25.4 36.7 40.6 51.4 23.4 31.0 34.6 44.3
Other: 55.1 52.7 69.8 72.6 48.9 51.7 58.9 66.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 970,670: 135,841 42,975 263,330 496,049 602,269 895,220 908,573: 75,450 62,097
Old : 970,670: 135,841 42,975 263,330 496,049 602,269 895,220 908,573: 75,450 62,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 4,943: 11,622 -4,270 1,879 -12,570 10,916 930 8,524: 4,013 -3,581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 4.4 27.1 51.1 62.0 92.2 93.6: 7.8 6.4
Old : 100.0: 14.0 4.4 27.1 51.1 62.0 92.2 93.6: 7.8 6.4
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 : 224: 73 48 77 88 88 197 182:
Old : 224: 73 48 77 88 88 197 182:
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 19.8 26.7 31.3 8.2 9.1 13.0 14.5
Old : 16.1 19.8 26.7 31.3 8.2 9.1 13.0 14.5
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, January 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 : 166,899: 24,149 21,176 53,941 78,235 83,141 156,325 158,258: 10,574 8,641
Old : 150,428: 28,523 24,117 39,102 73,227 78,936 140,852 142,155: 9,576 8,273
Other: 16,471: 4,035 5,468 6,430 5,008 4,205 15,473 16,103: 998 367
: : :
: : Changes in Commitments from: January 13, 2009 :
: 1,079: 2,135 -727 443 -1,333 2,882 1,244 2,598: -165 -1,519
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 12.7 32.3 46.9 49.8 93.7 94.8: 6.3 5.2
Old : 100.0: 19.0 16.0 26.0 48.7 52.5 93.6 94.5: 6.4 5.5
Other: 100.0: 24.5 33.2 39.0 30.4 25.5 93.9 97.8: 6.1 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 100 74 89 121 106 269 228:
Old : 320: 104 74 87 121 103 268 224:
Other: 96: 15 16 18 45 37 68 63:
:----------------------------------------------------------------------------------------------------
: 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 : 18.7 21.0 29.3 32.2 11.3 13.6 20.2 21.5
Old : 17.5 18.6 29.1 30.3 14.6 16.5 24.9 25.7
Other: 66.0 66.7 73.5 74.1 36.9 38.0 40.1 42.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 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 : 16,954: 8,103 1,982 2,925 3,084 9,526 14,111 14,433: 2,843 2,521
Old : 16,954: 8,103 1,982 2,925 3,084 9,526 14,111 14,433: 2,843 2,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 1,854: 818 144 217 158 1,483 1,193 1,844: 661 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 11.7 17.3 18.2 56.2 83.2 85.1: 16.8 14.9
Old : 100.0: 47.8 11.7 17.3 18.2 56.2 83.2 85.1: 16.8 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 : 48: 20 15 6 7 8 30 26:
Old : 48: 20 15 6 7 8 30 26:
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 : 45.8 62.4 67.1 74.7 35.6 45.4 48.1 52.7
Old : 45.8 62.4 67.1 74.7 35.6 45.4 48.1 52.7
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, January 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 : 419,302: 28,359 91,769 1,656 375,029 304,425 405,044 397,851: 14,257 21,451
Old : 419,302: 28,359 91,769 1,656 375,029 304,425 405,044 397,851: 14,257 21,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 13, 2009 :
: 8,070: 2,551 2,416 -2,930 4,849 6,126 4,469 5,612: 3,601 2,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 21.9 0.4 89.4 72.6 96.6 94.9: 3.4 5.1
Old : 100.0: 6.8 21.9 0.4 89.4 72.6 96.6 94.9: 3.4 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 : 245: 22 52 8 94 117 121 172:
Old : 245: 22 52 8 94 117 121 172:
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 : 38.1 28.8 51.1 37.5 36.5 28.7 49.1 37.2
Old : 38.1 28.8 51.1 37.5 36.5 28.7 49.1 37.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 23, 2009