COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, October 28, 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 : 171,963: 35,235 35,080 18,541 106,910 107,323 160,686 160,944: 11,277 11,019
Old : 159,384: 35,073 35,067 15,251 98,477 98,368 148,801 148,686: 10,583 10,698
Other: 12,579: 3,020 2,871 432 8,433 8,955 11,885 12,258: 694 321
: : :
: : Changes in Commitments from: October 21, 2008 :
: 2,811: -1,378 764 409 3,495 1,320 2,526 2,493: 285 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 20.4 10.8 62.2 62.4 93.4 93.6: 6.6 6.4
Old : 100.0: 22.0 22.0 9.6 61.8 61.7 93.4 93.3: 6.6 6.7
Other: 100.0: 24.0 22.8 3.4 67.0 71.2 94.5 97.4: 5.5 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 226: 72 75 56 60 54 162 160:
Old : 225: 74 73 53 57 51 157 155:
Other: 69: 15 15 6 22 28 40 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 : 20.0 29.5 35.5 40.9 18.5 24.2 30.8 32.1
Old : 20.4 31.0 36.5 42.1 19.8 26.4 33.4 34.3
Other: 48.2 32.1 74.3 55.6 38.6 31.0 57.5 49.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, October 28, 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 : 29,627: 11,521 7,496 637 14,217 18,563 26,375 26,696: 3,252 2,931
Old : 3,333: 1,002 247 0 1,369 2,867 2,371 3,114: 962 219
Other: 26,294: 11,007 7,737 149 12,848 15,696 24,004 23,582: 2,290 2,712
: : :
: : Changes in Commitments from: October 21, 2008 :
: -1,480: -239 35 -818 123 -665 -934 -1,448: -546 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 25.3 2.2 48.0 62.7 89.0 90.1: 11.0 9.9
Old : 100.0: 30.1 7.4 0.0 41.1 86.0 71.1 93.4: 28.9 6.6
Other: 100.0: 41.9 29.4 0.6 48.9 59.7 91.3 89.7: 8.7 10.3
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 32 30 10 28 11 65 48:
Old : 27: 7 4 0 14 2 21 6:
Other: 88: 31 30 6 22 10 55 44:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 61.6 45.8 72.5 29.0 59.7 45.6 70.5
Old : 32.0 91.6 50.1 93.4 32.0 91.6 50.1 93.4
Other: 32.3 59.1 50.4 71.2 32.3 58.1 50.2 70.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, October 28, 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 : 131,064: 35,256 33,760 10,146 83,470 83,657 128,872 127,563: 2,192 3,501
Old : 119,950: 35,065 29,422 9,486 73,541 77,613 118,092 116,521: 1,858 3,429
Other: 11,114: 851 4,998 0 9,929 6,044 10,780 11,042: 334 72
: : :
: : Changes in Commitments from: October 21, 2008 :
: 13,922: 5,817 4,201 2,117 7,787 8,597 15,721 14,915: -1,799 -993
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 25.8 7.7 63.7 63.8 98.3 97.3: 1.7 2.7
Old : 100.0: 29.2 24.5 7.9 61.3 64.7 98.5 97.1: 1.5 2.9
Other: 100.0: 7.7 45.0 0.0 89.3 54.4 97.0 99.4: 3.0 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 29 37 18 57 46 99 92:
Old : 134: 29 37 17 55 45 96 91:
Other: 30: 4 1 0 17 17 21 18:
:----------------------------------------------------------------------------------------------------
: 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 : 32.2 48.5 50.9 60.3 29.2 37.7 43.3 48.9
Old : 30.4 47.8 50.8 60.6 28.0 37.1 43.4 49.8
Other: 71.7 77.9 84.4 92.9 60.4 71.2 70.6 80.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, October 28, 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 : 642,909: 162,522 69,150 50,570 378,815 465,803 591,907 585,523: 51,002 57,386
Old : 642,909: 162,522 69,150 50,570 378,815 465,803 591,907 585,523: 51,002 57,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -15,733: 1,634 1,780 -6,122 -9,246 -9,903 -13,734 -14,245: -1,999 -1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 10.8 7.9 58.9 72.5 92.1 91.1: 7.9 8.9
Old : 100.0: 25.3 10.8 7.9 58.9 72.5 92.1 91.1: 7.9 8.9
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 : 198: 56 47 48 72 68 150 146:
Old : 198: 56 47 48 72 68 150 146:
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 : 17.8 26.2 30.9 37.8 15.7 15.9 25.8 24.9
Old : 17.8 26.2 30.9 37.8 15.7 15.9 25.8 24.9
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 28, 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 : 128,577: 27,169 34,795 15,350 81,913 73,487 124,432 123,632: 4,145 4,945
Old : 124,373: 28,727 35,038 12,837 78,800 71,617 120,364 119,492: 4,009 4,881
Other: 4,204: 399 1,714 556 3,113 1,870 4,068 4,140: 136 64
: : :
: : Changes in Commitments from: October 21, 2008 :
: -636: 763 -803 1,696 -3,282 -1,498 -823 -605: 187 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 27.1 11.9 63.7 57.2 96.8 96.2: 3.2 3.8
Old : 100.0: 23.1 28.2 10.3 63.4 57.6 96.8 96.1: 3.2 3.9
Other: 100.0: 9.5 40.8 13.2 74.0 44.5 96.8 98.5: 3.2 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 315: 79 88 56 118 98 234 215:
Old : 315: 78 90 56 118 97 234 214:
Other: 62: 9 4 4 31 29 41 36:
:----------------------------------------------------------------------------------------------------
: 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 : 20.7 27.6 35.4 37.7 17.1 19.5 30.4 27.5
Old : 20.1 27.0 34.9 37.3 17.7 21.6 31.4 29.9
Other: 67.3 66.4 79.5 80.9 52.0 53.2 60.4 62.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, October 28, 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 : 39,279: 20,373 1,332 2,012 13,698 33,814 36,083 37,158: 3,196 2,121
Old : 39,279: 20,373 1,332 2,012 13,698 33,814 36,083 37,158: 3,196 2,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -4,761: -7,393 -320 -69 2,465 -4,950 -4,997 -5,339: 236 578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 3.4 5.1 34.9 86.1 91.9 94.6: 8.1 5.4
Old : 100.0: 51.9 3.4 5.1 34.9 86.1 91.9 94.6: 8.1 5.4
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 : 40: 21 9 2 8 4 31 14:
Old : 40: 21 9 2 8 4 31 14:
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 : 60.8 92.3 78.6 93.8 57.1 80.4 69.9 81.3
Old : 60.8 92.3 78.6 93.8 57.1 80.4 69.9 81.3
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 28, 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 : 16,913: 2,210 3,160 572 11,857 12,591 14,639 16,323: 2,274 590
Old : 16,913: 2,210 3,160 572 11,857 12,591 14,639 16,323: 2,274 590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 885: -10 1,569 -238 851 -217 603 1,114: 282 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 18.7 3.4 70.1 74.4 86.6 96.5: 13.4 3.5
Old : 100.0: 13.1 18.7 3.4 70.1 74.4 86.6 96.5: 13.4 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 : 28: 4 4 1 12 10 17 14:
Old : 28: 4 4 1 12 10 17 14:
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 : 51.7 68.3 69.9 84.9 49.2 64.9 67.5 81.5
Old : 51.7 68.3 69.9 84.9 49.2 64.9 67.5 81.5
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 28, 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 : 506,768: 49,366 123,226 10,343 438,725 351,745 498,434 485,314: 8,334 21,454
Old : 506,768: 49,366 123,226 10,343 438,725 351,745 498,434 485,314: 8,334 21,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 37,085: 11,421 10,923 2,174 17,598 18,837 31,193 31,934: 5,892 5,151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 24.3 2.0 86.6 69.4 98.4 95.8: 1.6 4.2
Old : 100.0: 9.7 24.3 2.0 86.6 69.4 98.4 95.8: 1.6 4.2
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 : 241: 25 48 14 87 115 118 171:
Old : 241: 25 48 14 87 115 118 171:
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 : 51.6 24.5 61.7 34.7 49.8 24.4 59.9 34.6
Old : 51.6 24.5 61.7 34.7 49.8 24.4 59.9 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 31, 2008