COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 177,290: 34,828 5,621 39,138 90,255 126,099 164,221 170,859: 13,069 6,431
Old : 174,891: 34,750 5,764 38,960 88,295 123,766 162,005 168,490: 12,886 6,401
Other: 2,399: 231 11 25 1,960 2,333 2,216 2,369: 183 30
: : :
: : Changes in Commitments from: July 21, 2009 :
: -9,260: -3,473 1,425 -1,564 -1,637 -9,430 -6,674 -9,570: -2,587 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 3.2 22.1 50.9 71.1 92.6 96.4: 7.4 3.6
Old : 100.0: 19.9 3.3 22.3 50.5 70.8 92.6 96.3: 7.4 3.7
Other: 100.0: 9.6 0.4 1.0 81.7 97.3 92.4 98.7: 7.6 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 100 33 48 56 53 178 116:
Old : 210: 99 35 48 56 53 178 116:
Other: 28: 4 4 4 10 14 17 19:
:----------------------------------------------------------------------------------------------------
: 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 32.3 34.8 45.9 20.9 26.7 31.9 38.1
Old : 21.5 32.7 35.1 46.5 21.1 27.1 32.2 38.2
Other: 76.5 82.6 89.6 93.4 76.4 82.6 89.2 92.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 47,872: 14,440 2,651 12,541 16,501 30,600 43,481 45,792: 4,390 2,080
Old : 40,783: 13,713 2,640 10,115 12,996 26,152 36,824 38,907: 3,959 1,876
Other: 7,089: 1,022 306 2,131 3,505 4,448 6,657 6,885: 432 204
: : :
: : Changes in Commitments from: July 21, 2009 :
: -2,099: 555 106 -1,487 -953 -721 -1,886 -2,103: -213 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 5.5 26.2 34.5 63.9 90.8 95.7: 9.2 4.3
Old : 100.0: 33.6 6.5 24.8 31.9 64.1 90.3 95.4: 9.7 4.6
Other: 100.0: 14.4 4.3 30.1 49.4 62.8 93.9 97.1: 6.1 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 48 20 21 26 18 85 49:
Old : 98: 45 23 21 26 17 84 48:
Other: 40: 14 11 16 13 10 36 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 : 20.8 58.8 34.7 69.8 16.1 47.5 26.1 51.5
Old : 22.9 59.6 38.9 70.5 18.9 48.2 28.3 52.8
Other: 38.8 56.0 53.6 68.9 33.1 46.1 44.4 50.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 130,384: 39,695 16,984 14,668 65,687 93,166 120,049 124,818: 10,335 5,566
Old : 47,793: 22,369 11,597 2,315 15,931 30,625 40,614 44,537: 7,178 3,256
Other: 82,591: 21,679 9,740 8,000 49,756 62,541 79,435 80,281: 3,156 2,310
: : :
: : Changes in Commitments from: July 21, 2009 :
: 3,079: 2,951 -1,046 1,479 -384 2,727 4,046 3,160: -967 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 13.0 11.2 50.4 71.5 92.1 95.7: 7.9 4.3
Old : 100.0: 46.8 24.3 4.8 33.3 64.1 85.0 93.2: 15.0 6.8
Other: 100.0: 26.2 11.8 9.7 60.2 75.7 96.2 97.2: 3.8 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 63 24 31 49 50 130 90:
Old : 135: 53 24 16 33 33 94 65:
Other: 107: 32 12 21 44 44 87 67:
:----------------------------------------------------------------------------------------------------
: 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 : 31.2 35.7 44.2 48.8 27.2 31.9 37.8 44.2
Old : 22.1 40.9 34.9 58.0 22.1 39.5 34.9 56.1
Other: 40.2 32.7 54.6 50.7 32.8 28.7 45.0 42.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 1,091,083: 216,606 10,749 279,226 497,047 743,727 992,879 1,033,702: 98,203 57,380
Old : 1,091,083: 216,606 10,749 279,226 497,047 743,727 992,879 1,033,702: 98,203 57,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 58,567: 16,009 -974 14,259 25,235 49,507 55,502 62,791: 3,065 -4,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 1.0 25.6 45.6 68.2 91.0 94.7: 9.0 5.3
Old : 100.0: 19.9 1.0 25.6 45.6 68.2 91.0 94.7: 9.0 5.3
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: 98 43 82 78 89 215 179:
Old : 242: 98 43 82 78 89 215 179:
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 : 14.5 20.3 24.9 31.0 8.6 11.2 13.9 18.2
Old : 14.5 20.3 24.9 31.0 8.6 11.2 13.9 18.2
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 with Delta-adjusted Options and Futures Combined, July 28, 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 : 133,484: 21,272 15,057 34,635 67,082 75,011 122,990 124,702: 10,494 8,782
Old : 68,952: 18,947 17,347 9,949 34,198 37,029 63,094 64,326: 5,858 4,627
Other: 64,532: 11,579 6,963 15,432 32,885 37,982 59,895 60,377: 4,637 4,155
: : :
: : Changes in Commitments from: July 21, 2009 :
: -2,998: -253 -1,373 -38 -2,736 -1,740 -3,027 -3,150: 29 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 11.3 25.9 50.3 56.2 92.1 93.4: 7.9 6.6
Old : 100.0: 27.5 25.2 14.4 49.6 53.7 91.5 93.3: 8.5 6.7
Other: 100.0: 17.9 10.8 23.9 51.0 58.9 92.8 93.6: 7.2 6.4
: : :
:# Traders : Number of Traders in Each Category :
All : 334: 118 79 97 109 106 273 243:
Old : 311: 110 78 72 90 83 226 207:
Other: 241: 70 46 63 95 93 197 172:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 20.6 28.9 31.4 17.0 15.9 24.4 25.1
Old : 23.6 34.2 34.3 44.5 23.1 33.6 33.8 42.6
Other: 23.3 19.6 35.9 34.2 19.2 19.1 28.7 31.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 28, 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 : 27,294: 5,992 16,125 2,948 16,288 3,275 25,228 22,349: 2,066 4,945
Old : 27,294: 5,992 16,125 2,948 16,288 3,275 25,228 22,349: 2,066 4,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: -1,333: -1,710 -1,489 214 -34 -296 -1,530 -1,571: 197 238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 59.1 10.8 59.7 12.0 92.4 81.9: 7.6 18.1
Old : 100.0: 22.0 59.1 10.8 59.7 12.0 92.4 81.9: 7.6 18.1
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 : 72: 11 47 6 10 6 26 55:
Old : 72: 11 47 6 10 6 26 55:
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 : 77.5 34.8 87.1 51.3 71.6 30.6 77.3 45.5
Old : 77.5 34.8 87.1 51.3 71.6 30.6 77.3 45.5
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, July 28, 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 : 369,354: 33,146 98,936 4,774 314,059 248,224 351,979 351,933: 17,375 17,420
Old : 369,354: 33,146 98,936 4,774 314,059 248,224 351,979 351,933: 17,375 17,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 21, 2009 :
: 8,969: 3,083 1,602 3,157 1,942 4,287 8,182 9,046: 787 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 26.8 1.3 85.0 67.2 95.3 95.3: 4.7 4.7
Old : 100.0: 9.0 26.8 1.3 85.0 67.2 95.3 95.3: 4.7 4.7
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: 21 50 15 89 102 124 153:
Old : 230: 21 50 15 89 102 124 153:
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 : 44.0 21.2 54.7 32.5 41.2 21.0 50.6 30.8
Old : 44.0 21.2 54.7 32.5 41.2 21.0 50.6 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 31, 2009