COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 192,724: 27,393 17,692 47,527 101,020 115,864 175,940 181,084: 16,784 11,640
Old : 133,168: 22,590 18,369 26,377 72,087 78,895 121,054 123,642: 12,113 9,526
Other: 59,557: 9,780 4,300 16,173 28,933 36,969 54,886 57,442: 4,671 2,115
: : :
: : Changes in Commitments from: March 31, 2009 :
: 1,840: 872 -5,290 478 838 8,220 2,187 3,408: -347 -1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 9.2 24.7 52.4 60.1 91.3 94.0: 8.7 6.0
Old : 100.0: 17.0 13.8 19.8 54.1 59.2 90.9 92.8: 9.1 7.2
Other: 100.0: 16.4 7.2 27.2 48.6 62.1 92.2 96.4: 7.8 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 220: 86 48 62 67 62 182 151:
Old : 206: 87 42 51 60 57 161 138:
Other: 128: 37 33 33 47 39 107 83:
:----------------------------------------------------------------------------------------------------
: 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 : 19.6 26.3 30.9 39.0 15.7 17.4 25.0 26.7
Old : 23.3 28.2 37.1 40.9 18.6 18.9 29.5 29.5
Other: 21.0 34.8 34.4 50.6 19.6 29.8 29.9 40.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 35,865: 9,611 7,136 5,864 16,360 19,966 31,836 32,966: 4,030 2,900
Old : 35,072: 9,634 7,142 5,642 15,824 19,417 31,100 32,202: 3,972 2,870
Other: 794: 22 39 177 537 548 736 764: 58 30
: : :
: : Changes in Commitments from: March 31, 2009 :
: 1,732: 333 202 746 676 1,007 1,756 1,955: -23 -223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 19.9 16.3 45.6 55.7 88.8 91.9: 11.2 8.1
Old : 100.0: 27.5 20.4 16.1 45.1 55.4 88.7 91.8: 11.3 8.2
Other: 100.0: 2.8 4.9 22.3 67.6 69.1 92.7 96.2: 7.3 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 114: 44 34 23 28 21 84 70:
Old : 114: 45 33 23 27 21 83 70:
Other: 20: 6 5 9 7 5 17 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 : 18.4 54.9 32.0 64.4 18.1 47.6 29.8 54.7
Old : 18.7 55.5 31.8 64.9 18.5 49.0 30.2 56.2
Other: 69.2 70.8 84.3 92.5 36.5 41.9 39.0 43.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 120,302: 38,220 11,948 16,450 57,618 87,968 112,287 116,365: 8,015 3,937
Old : 91,287: 36,519 5,359 11,811 35,979 70,960 84,310 88,130: 6,977 3,158
Other: 29,015: 3,797 8,685 2,542 21,638 17,008 27,977 28,236: 1,038 780
: : :
: : Changes in Commitments from: March 31, 2009 :
: -2,700: 3,758 1,198 -5,025 -2,061 1,172 -3,328 -2,656: 628 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 9.9 13.7 47.9 73.1 93.3 96.7: 6.7 3.3
Old : 100.0: 40.0 5.9 12.9 39.4 77.7 92.4 96.5: 7.6 3.5
Other: 100.0: 13.1 29.9 8.8 74.6 58.6 96.4 97.3: 3.6 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 126: 46 18 28 47 44 105 81:
Old : 121: 49 14 25 40 41 93 77:
Other: 69: 13 12 14 28 30 52 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 : 33.2 44.6 47.3 58.1 29.2 33.6 38.8 47.1
Old : 33.6 44.0 48.9 59.7 29.8 38.1 39.6 51.0
Other: 44.8 47.1 62.9 63.4 41.3 44.9 56.3 60.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 937,268: 148,465 39,540 204,089 510,741 619,954 863,296 863,583: 73,972 73,685
Old : 937,268: 148,465 39,540 204,089 510,741 619,954 863,296 863,583: 73,972 73,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 5,109: -14,689 6,058 -839 22,083 -3,049 6,555 2,170: -1,446 2,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 4.2 21.8 54.5 66.1 92.1 92.1: 7.9 7.9
Old : 100.0: 15.8 4.2 21.8 54.5 66.1 92.1 92.1: 7.9 7.9
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 : 206: 56 48 71 79 90 173 175:
Old : 206: 56 48 71 79 90 173 175:
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 : 17.3 22.8 28.6 33.4 8.5 10.2 13.6 15.5
Old : 17.3 22.8 28.6 33.4 8.5 10.2 13.6 15.5
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, April 7, 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 : 180,478: 27,513 15,949 53,882 88,721 102,712 170,116 172,542: 10,362 7,936
Old : 147,925: 31,116 19,564 32,177 75,885 88,976 139,178 140,717: 8,747 7,208
Other: 32,553: 6,642 6,630 11,459 12,837 13,736 30,938 31,825: 1,615 728
: : :
: : Changes in Commitments from: March 31, 2009 :
: -25: -221 -3,143 -235 -679 2,321 -1,134 -1,057: 1,109 1,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 8.8 29.9 49.2 56.9 94.3 95.6: 5.7 4.4
Old : 100.0: 21.0 13.2 21.8 51.3 60.1 94.1 95.1: 5.9 4.9
Other: 100.0: 20.4 20.4 35.2 39.4 42.2 95.0 97.8: 5.0 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 331: 118 65 86 121 113 281 232:
Old : 328: 121 63 82 116 110 272 226:
Other: 157: 22 36 37 66 65 114 112:
:----------------------------------------------------------------------------------------------------
: 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 : 20.3 22.9 30.6 32.4 10.5 11.2 18.4 18.6
Old : 17.8 23.2 28.6 33.5 13.1 15.6 22.4 24.2
Other: 45.8 39.6 58.0 52.3 28.7 24.9 37.2 33.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 24,920: 13,333 4,001 2,905 7,348 14,647 23,585 21,552: 1,334 3,367
Old : 24,920: 13,333 4,001 2,905 7,348 14,647 23,585 21,552: 1,334 3,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 120: 2,225 -518 -41 -2,281 -99 -96 -658: 217 779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 16.1 11.7 29.5 58.8 94.6 86.5: 5.4 13.5
Old : 100.0: 53.5 16.1 11.7 29.5 58.8 94.6 86.5: 5.4 13.5
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 : 53: 17 24 10 6 8 29 37:
Old : 53: 17 24 10 6 8 29 37:
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 : 68.8 66.0 83.5 73.2 62.2 53.7 70.9 58.3
Old : 68.8 66.0 83.5 73.2 62.2 53.7 70.9 58.3
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, April 7, 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 : 391,001: 26,179 82,237 1,823 355,003 293,336 383,005 377,397: 7,997 13,604
Old : 391,001: 26,179 82,237 1,823 355,003 293,336 383,005 377,397: 7,997 13,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2009 :
: 148: -419 -743 -1,375 4,705 1,550 2,910 -568: -2,763 716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 21.0 0.5 90.8 75.0 98.0 96.5: 2.0 3.5
Old : 100.0: 6.7 21.0 0.5 90.8 75.0 98.0 96.5: 2.0 3.5
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 : 224: 22 46 14 90 102 121 153:
Old : 224: 22 46 14 90 102 121 153:
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 : 45.0 26.7 57.3 38.0 38.6 26.0 50.9 34.3
Old : 45.0 26.7 57.3 38.0 38.6 26.0 50.9 34.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2009