COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 267,579: 65,183 6,209 59,456 120,926 193,160 245,565 258,825: 22,014 8,754
Old : 258,037: 64,831 6,397 58,094 113,699 185,193 236,623 249,684: 21,414 8,353
Other: 9,541: 590 50 1,124 7,227 7,967 8,941 9,141: 600 400
: : :
: : Changes in Commitments from: October 27, 2009 :
: 8,494: 3,360 -367 -1,346 5,168 9,800 7,183 8,088: 1,312 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 2.3 22.2 45.2 72.2 91.8 96.7: 8.2 3.3
Old : 100.0: 25.1 2.5 22.5 44.1 71.8 91.7 96.8: 8.3 3.2
Other: 100.0: 6.2 0.5 11.8 75.7 83.5 93.7 95.8: 6.3 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 254: 136 29 61 64 66 225 138:
Old : 254: 135 31 61 63 66 224 138:
Other: 59: 12 6 12 18 30 35 43:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 34.2 28.3 47.1 14.8 26.8 21.6 36.7
Old : 17.6 35.1 28.4 48.0 15.2 28.1 22.1 38.4
Other: 58.6 41.2 75.6 61.5 54.2 41.2 65.5 57.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 38,848: 13,773 1,633 7,456 13,673 28,296 34,901 37,385: 3,947 1,463
Old : 38,651: 13,779 1,632 7,445 13,512 28,113 34,736 37,190: 3,915 1,461
Other: 197: 2 9 3 161 183 165 195: 32 2
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,304: -61 456 -1,018 -331 -1,791 -1,410 -2,352: -894 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 4.2 19.2 35.2 72.8 89.8 96.2: 10.2 3.8
Old : 100.0: 35.6 4.2 19.3 35.0 72.7 89.9 96.2: 10.1 3.8
Other: 100.0: 0.8 4.5 1.4 81.6 93.1 83.8 99.0: 16.2 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 48 22 19 26 20 88 47:
Old : 103: 49 21 19 26 20 88 47:
Other: 5: 1 1 2 2 2 4 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 : 18.8 60.3 31.6 71.1 17.5 53.4 27.9 61.4
Old : 18.5 60.6 31.4 71.4 17.5 54.1 28.0 62.1
Other: 83.8 99.0 83.8 99.0 79.6 94.8 79.6 94.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 164,689: 53,130 22,737 31,955 63,043 100,017 148,128 154,709: 16,561 9,980
Old : 147,248: 52,708 15,067 30,500 47,673 91,812 130,881 137,380: 16,367 9,869
Other: 17,441: 984 8,232 893 15,370 8,205 17,247 17,329: 193 112
: : :
: : Changes in Commitments from: October 27, 2009 :
: 3,879: 2,205 -1,563 3,861 -4,646 -1,497 1,420 800: 2,459 3,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 13.8 19.4 38.3 60.7 89.9 93.9: 10.1 6.1
Old : 100.0: 35.8 10.2 20.7 32.4 62.4 88.9 93.3: 11.1 6.7
Other: 100.0: 5.6 47.2 5.1 88.1 47.0 98.9 99.4: 1.1 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 66 45 54 47 50 151 120:
Old : 182: 68 46 54 46 49 150 119:
Other: 38: 9 8 9 11 15 23 29:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 32.0 39.3 45.6 22.9 23.1 30.1 32.8
Old : 28.2 30.2 38.7 42.5 23.4 24.9 31.3 35.3
Other: 82.0 81.9 91.2 89.8 62.5 68.2 70.1 72.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 1,199,980: 172,153 11,014 360,303 584,757 775,144 1,117,214 1,146,461: 82,766 53,518
Old : 1,199,980: 172,153 11,014 360,303 584,757 775,144 1,117,214 1,146,461: 82,766 53,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: 34,008: -3,555 -1,062 23,164 9,733 8,963 29,342 31,065: 4,666 2,943
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 0.9 30.0 48.7 64.6 93.1 95.5: 6.9 4.5
Old : 100.0: 14.3 0.9 30.0 48.7 64.6 93.1 95.5: 6.9 4.5
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 : 239: 87 47 89 84 93 216 186:
Old : 239: 87 47 89 84 93 216 186:
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 : 15.7 17.3 25.6 28.9 8.8 10.5 13.8 17.1
Old : 15.7 17.3 25.6 28.9 8.8 10.5 13.8 17.1
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, November 3, 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 : 160,172: 43,425 7,600 42,032 64,343 103,211 149,800 152,843: 10,372 7,329
Old : 154,353: 43,642 8,896 39,078 61,394 99,589 144,113 147,562: 10,240 6,790
Other: 5,820: 1,700 620 1,038 2,949 3,622 5,687 5,281: 132 539
: : :
: : Changes in Commitments from: October 27, 2009 :
: 6,707: -292 -828 4,094 1,868 2,328 5,670 5,594: 1,037 1,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 4.7 26.2 40.2 64.4 93.5 95.4: 6.5 4.6
Old : 100.0: 28.3 5.8 25.3 39.8 64.5 93.4 95.6: 6.6 4.4
Other: 100.0: 29.2 10.7 17.8 50.7 62.2 97.7 90.7: 2.3 9.3
: : :
:# Traders : Number of Traders in Each Category :
All : 359: 145 61 101 113 121 307 246:
Old : 358: 142 66 99 113 120 305 244:
Other: 71: 14 5 11 20 43 38 56:
:----------------------------------------------------------------------------------------------------
: 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 : 17.8 21.0 30.1 32.6 15.9 15.8 25.3 25.5
Old : 17.1 21.0 29.7 32.9 16.2 16.9 26.0 26.9
Other: 61.6 37.2 75.2 52.6 51.2 28.7 58.3 38.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 3, 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 : 37,297: 14,841 21,409 2,357 15,439 9,552 32,638 33,318: 4,659 3,979
Old : 37,297: 14,841 21,409 2,357 15,439 9,552 32,638 33,318: 4,659 3,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -272: 2,356 -479 -465 -2,585 1,986 -694 1,042: 422 -1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.8 57.4 6.3 41.4 25.6 87.5 89.3: 12.5 10.7
Old : 100.0: 39.8 57.4 6.3 41.4 25.6 87.5 89.3: 12.5 10.7
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 : 91: 32 39 10 10 14 49 57:
Old : 91: 32 39 10 10 14 49 57:
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 : 61.1 32.9 74.7 56.2 60.9 30.9 64.9 46.8
Old : 61.1 32.9 74.7 56.2 60.9 30.9 64.9 46.8
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 with Delta-adjusted Options and Futures Combined, November 3, 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 : 387,124: 33,091 108,554 3,346 333,317 262,403 369,754 374,304: 17,370 12,821
Old : 387,124: 33,091 108,554 3,346 333,317 262,403 369,754 374,304: 17,370 12,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 27, 2009 :
: -2,678: -8,218 10,340 -8 9,684 -11,196 1,458 -864: -4,136 -1,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 28.0 0.9 86.1 67.8 95.5 96.7: 4.5 3.3
Old : 100.0: 8.5 28.0 0.9 86.1 67.8 95.5 96.7: 4.5 3.3
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 : 248: 26 54 20 95 105 132 169:
Old : 248: 26 54 20 95 105 132 169:
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 : 44.7 20.7 54.3 32.4 39.3 19.8 47.8 30.7
Old : 44.7 20.7 54.3 32.4 39.3 19.8 47.8 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 6, 2009