COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 185,485: 39,286 40,584 20,059 113,917 114,212 173,262 174,855: 12,223 10,630
Old : 173,403: 38,752 40,013 17,213 105,835 105,716 161,800 162,942: 11,603 10,461
Other: 12,082: 2,944 2,981 436 8,082 8,496 11,462 11,913: 620 169
: : :
: : Changes in Commitments from: September 30, 2008 :
: -9,831: -3,855 -2,743 249 -5,290 -5,150 -8,896 -7,644: -935 -2,187
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 21.9 10.8 61.4 61.6 93.4 94.3: 6.6 5.7
Old : 100.0: 22.3 23.1 9.9 61.0 61.0 93.3 94.0: 6.7 6.0
Other: 100.0: 24.4 24.7 3.6 66.9 70.3 94.9 98.6: 5.1 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 74 86 57 58 58 164 177:
Old : 241: 75 84 54 51 52 155 169:
Other: 71: 13 19 5 20 27 36 48:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 30.7 38.2 40.4 21.1 24.0 33.5 32.5
Old : 24.0 32.0 39.5 41.8 22.3 25.2 35.9 33.9
Other: 49.0 39.5 70.7 65.3 39.9 32.6 54.2 52.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 31,344: 11,423 9,232 2,508 13,095 16,476 27,026 28,216: 4,318 3,128
Old : 15,106: 7,476 8,785 0 4,985 4,061 12,461 12,846: 2,645 2,260
Other: 16,238: 6,339 2,839 116 8,110 12,415 14,565 15,370: 1,673 868
: : :
: : Changes in Commitments from: September 30, 2008 :
: 853: -87 441 385 381 -141 679 685: 174 168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 29.5 8.0 41.8 52.6 86.2 90.0: 13.8 10.0
Old : 100.0: 49.5 58.2 0.0 33.0 26.9 82.5 85.0: 17.5 15.0
Other: 100.0: 39.0 17.5 0.7 49.9 76.5 89.7 94.7: 10.3 5.3
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 36 33 18 24 15 69 64:
Old : 91: 36 32 0 16 11 52 43:
Other: 66: 25 17 4 17 11 42 32:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 50.1 41.9 61.9 25.1 47.8 40.9 59.4
Old : 28.3 42.1 41.0 60.4 28.3 42.1 41.0 60.3
Other: 34.5 71.3 55.8 81.4 34.5 68.7 54.2 78.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 117,470: 30,332 24,464 8,503 73,509 81,423 112,344 114,390: 5,126 3,080
Old : 106,943: 30,240 19,669 8,244 63,701 76,238 102,185 104,151: 4,758 2,792
Other: 10,527: 345 5,048 6 9,808 5,185 10,159 10,239: 368 288
: : :
: : Changes in Commitments from: September 30, 2008 :
: -7,024: -3,929 1,018 -1,201 1,658 -4,327 -3,472 -4,510: -3,552 -2,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 20.8 7.2 62.6 69.3 95.6 97.4: 4.4 2.6
Old : 100.0: 28.3 18.4 7.7 59.6 71.3 95.6 97.4: 4.4 2.6
Other: 100.0: 3.3 48.0 0.1 93.2 49.3 96.5 97.3: 3.5 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 139: 33 35 22 55 45 103 93:
Old : 139: 33 37 22 54 44 102 92:
Other: 28: 3 3 2 16 13 20 17:
:----------------------------------------------------------------------------------------------------
: 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 : 32.8 43.3 49.1 56.4 29.7 34.5 42.1 46.9
Old : 30.3 41.7 48.1 55.6 28.2 33.2 42.6 46.9
Other: 74.4 79.1 86.6 92.1 62.0 71.5 70.7 77.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 677,691: 160,122 70,144 58,546 404,195 490,407 622,863 619,097: 54,828 58,594
Old : 677,691: 160,122 70,144 58,546 404,195 490,407 622,863 619,097: 54,828 58,594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -27,659: -4,579 11,468 -1,480 -20,896 -42,726 -26,955 -32,738: -704 5,079
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 10.4 8.6 59.6 72.4 91.9 91.4: 8.1 8.6
Old : 100.0: 23.6 10.4 8.6 59.6 72.4 91.9 91.4: 8.1 8.6
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 : 202: 58 43 55 73 72 160 149:
Old : 202: 58 43 55 73 72 160 149:
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 : 19.1 26.3 31.6 39.2 16.4 20.1 28.6 30.0
Old : 19.1 26.3 31.6 39.2 16.4 20.1 28.6 30.0
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, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 138,300: 27,789 36,423 15,905 89,075 79,927 132,769 132,255: 5,531 6,045
Old : 134,349: 29,449 36,751 13,213 86,296 78,401 128,958 128,365: 5,391 5,984
Other: 3,951: 521 1,853 511 2,779 1,526 3,811 3,890: 140 61
: : :
: : Changes in Commitments from: September 30, 2008 :
: 1,269: -4,948 5,277 4,115 74 -9,933 -759 -541: 2,028 1,810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 26.3 11.5 64.4 57.8 96.0 95.6: 4.0 4.4
Old : 100.0: 21.9 27.4 9.8 64.2 58.4 96.0 95.5: 4.0 4.5
Other: 100.0: 13.2 46.9 12.9 70.3 38.6 96.5 98.5: 3.5 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 70 98 58 112 105 225 231:
Old : 322: 69 100 58 110 105 223 231:
Other: 56: 8 5 4 23 31 32 39:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 28.2 37.0 38.2 15.9 17.6 28.6 24.8
Old : 21.1 28.1 36.6 37.9 16.4 19.5 29.4 26.9
Other: 71.9 65.3 85.0 80.3 58.9 55.8 66.8 64.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 45,172: 25,947 2,348 2,445 14,010 38,878 42,402 43,671: 2,770 1,501
Old : 45,172: 25,947 2,348 2,445 14,010 38,878 42,402 43,671: 2,770 1,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -1,055: -969 413 139 -45 639 -875 1,191: -180 -2,246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.4 5.2 5.4 31.0 86.1 93.9 96.7: 6.1 3.3
Old : 100.0: 57.4 5.2 5.4 31.0 86.1 93.9 96.7: 6.1 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 : 52: 29 9 3 11 6 40 18:
Old : 52: 29 9 3 11 6 40 18:
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 : 55.0 92.2 76.4 95.0 54.4 82.0 69.9 83.2
Old : 55.0 92.2 76.4 95.0 54.4 82.0 69.9 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777
Commitments of Traders - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 IND X $500.00) :
: : :
All : 11,634: 1,349 2,604 639 7,011 7,976 8,999 11,219: 2,635 415
Old : 11,634: 1,349 2,604 639 7,011 7,976 8,999 11,219: 2,635 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 3,233: -197 555 -23 3,075 2,832 2,855 3,364: 378 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 22.4 5.5 60.3 68.6 77.4 96.4: 22.6 3.6
Old : 100.0: 11.6 22.4 5.5 60.3 68.6 77.4 96.4: 22.6 3.6
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 : 23: 3 5 1 6 11 10 16:
Old : 23: 3 5 1 6 11 10 16:
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 : 57.6 58.1 75.1 76.3 54.9 52.7 68.9 70.5
Old : 57.6 58.1 75.1 76.3 54.9 52.7 68.9 70.5
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 - Futures Only, October 7, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 488,462: 46,502 141,596 9,389 415,126 300,810 471,017 451,795: 17,445 36,667
Old : 488,462: 46,502 141,596 9,389 415,126 300,810 471,017 451,795: 17,445 36,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -5,826: 23,645 -6,028 1,449 -24,696 5,893 398 1,314: -6,224 -7,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 29.0 1.9 85.0 61.6 96.4 92.5: 3.6 7.5
Old : 100.0: 9.5 29.0 1.9 85.0 61.6 96.4 92.5: 3.6 7.5
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 : 269: 35 59 11 91 119 131 184:
Old : 269: 35 59 11 91 119 131 184:
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 : 50.3 21.8 60.8 29.3 48.9 21.8 58.9 29.2
Old : 50.3 21.8 60.8 29.3 48.9 21.8 58.9 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 10, 2008