COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 4, 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 : 169,015: 34,773 33,617 18,274 105,479 107,514 158,526 159,405: 10,489 9,610
Old : 155,119: 34,397 33,648 15,094 95,884 97,204 145,375 145,946: 9,744 9,173
Other: 13,896: 3,118 2,711 438 9,595 10,310 13,151 13,459: 745 437
: : :
: : Changes in Commitments from: October 28, 2008 :
: -2,948: -462 -1,463 -267 -1,431 191 -2,160 -1,539: -788 -1,409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 19.9 10.8 62.4 63.6 93.8 94.3: 6.2 5.7
Old : 100.0: 22.2 21.7 9.7 61.8 62.7 93.7 94.1: 6.3 5.9
Other: 100.0: 22.4 19.5 3.2 69.0 74.2 94.6 96.9: 5.4 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 235: 75 79 54 60 58 167 166:
Old : 234: 77 78 52 57 55 162 162:
Other: 71: 17 16 6 21 28 41 47:
:----------------------------------------------------------------------------------------------------
: 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 30.5 36.6 41.6 18.6 25.6 31.2 32.5
Old : 21.0 31.6 37.2 42.6 19.4 27.3 33.6 34.7
Other: 45.1 33.1 71.6 55.2 36.5 32.0 58.6 50.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 4, 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 : 28,265: 11,543 6,969 185 13,621 18,419 25,349 25,573: 2,916 2,692
Old : 28,016: 11,543 6,726 185 13,372 18,413 25,100 25,324: 2,916 2,692
Other: 249: 0 243 0 249 6 249 249: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -1,362: 22 -527 -452 -596 -144 -1,026 -1,123: -336 -239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 24.7 0.7 48.2 65.2 89.7 90.5: 10.3 9.5
Old : 100.0: 41.2 24.0 0.7 47.7 65.7 89.6 90.4: 10.4 9.6
Other: 100.0: 0.0 97.6 0.0 100.0 2.4 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 35 25 8 25 10 63 41:
Old : 88: 35 25 8 25 10 63 41:
Other: 3: 0 1 0 2 1 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 30.8 64.5 47.3 75.3 30.8 62.2 47.2 73.0
Old : 31.0 65.1 47.7 76.0 31.0 63.6 47.5 74.4
Other: 100.0 100.0 100.0 100.0 97.6 97.6 97.6 97.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, November 4, 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 : 129,961: 34,904 32,568 10,795 81,562 83,200 127,261 126,563: 2,700 3,398
Old : 118,791: 34,655 28,243 10,122 71,678 77,109 116,455 115,474: 2,336 3,317
Other: 11,170: 922 4,998 0 9,884 6,091 10,806 11,089: 364 81
: : :
: : Changes in Commitments from: October 28, 2008 :
: -1,103: -352 -1,192 649 -1,908 -457 -1,611 -1,000: 508 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 25.1 8.3 62.8 64.0 97.9 97.4: 2.1 2.6
Old : 100.0: 29.2 23.8 8.5 60.3 64.9 98.0 97.2: 2.0 2.8
Other: 100.0: 8.3 44.7 0.0 88.5 54.5 96.7 99.3: 3.3 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 31 31 22 54 41 101 86:
Old : 130: 30 32 21 52 40 98 85:
Other: 32: 6 1 0 18 16 24 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 : 32.6 48.5 51.5 60.5 29.5 37.5 44.2 48.9
Old : 30.9 47.7 51.4 60.7 28.3 36.9 44.6 49.7
Other: 71.4 77.5 84.0 93.2 60.1 70.9 70.3 80.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 4, 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 : 634,133: 153,966 56,059 50,529 376,745 474,999 581,240 581,587: 52,893 52,546
Old : 634,133: 153,966 56,059 50,529 376,745 474,999 581,240 581,587: 52,893 52,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -8,776: -8,556 -13,091 -41 -2,070 9,196 -10,667 -3,936: 1,891 -4,840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 8.8 8.0 59.4 74.9 91.7 91.7: 8.3 8.3
Old : 100.0: 24.3 8.8 8.0 59.4 74.9 91.7 91.7: 8.3 8.3
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 : 197: 54 47 52 73 70 155 146:
Old : 197: 54 47 52 73 70 155 146:
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 : 18.1 27.5 31.4 39.4 15.7 16.8 26.3 25.7
Old : 18.1 27.5 31.4 39.4 15.7 16.8 26.3 25.7
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, November 4, 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 : 125,623: 27,065 32,819 12,004 81,179 75,589 120,248 120,412: 5,375 5,211
Old : 121,257: 28,565 33,076 9,509 77,977 73,548 116,051 116,133: 5,206 5,124
Other: 4,366: 396 1,639 599 3,202 2,041 4,197 4,279: 169 87
: : :
: : Changes in Commitments from: October 28, 2008 :
: -2,954: -104 -1,976 -3,346 -734 2,102 -4,184 -3,220: 1,230 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 26.1 9.6 64.6 60.2 95.7 95.9: 4.3 4.1
Old : 100.0: 23.6 27.3 7.8 64.3 60.7 95.7 95.8: 4.3 4.2
Other: 100.0: 9.1 37.5 13.7 73.3 46.7 96.1 98.0: 3.9 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 313: 84 82 59 113 102 240 211:
Old : 313: 83 85 59 112 100 239 209:
Other: 65: 11 4 3 32 30 44 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 : 18.8 26.2 33.7 36.8 17.3 19.9 29.8 28.2
Old : 19.5 27.1 33.8 37.7 17.9 22.1 30.9 30.7
Other: 66.1 65.7 79.5 81.2 49.8 49.5 57.4 58.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 4, 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 : 38,298: 21,057 1,006 2,115 11,754 33,185 34,926 36,306: 3,372 1,992
Old : 38,298: 21,057 1,006 2,115 11,754 33,185 34,926 36,306: 3,372 1,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -981: 684 -326 103 -1,944 -629 -1,157 -852: 176 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.0 2.6 5.5 30.7 86.6 91.2 94.8: 8.8 5.2
Old : 100.0: 55.0 2.6 5.5 30.7 86.6 91.2 94.8: 8.8 5.2
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 : 37: 21 5 4 6 6 29 15:
Old : 37: 21 5 4 6 6 29 15:
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 : 54.5 92.7 78.5 93.9 54.5 80.0 69.8 80.8
Old : 54.5 92.7 78.5 93.9 54.5 80.0 69.8 80.8
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, November 4, 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 : 16,743: 2,202 2,152 562 11,883 14,029 14,647 16,743: 2,096 0
Old : 16,743: 2,202 2,152 562 11,883 14,029 14,647 16,743: 2,096 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -170: -8 -1,008 -10 26 1,438 8 420: -178 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 12.9 3.4 71.0 83.8 87.5 100.0: 12.5 0.0
Old : 100.0: 13.2 12.9 3.4 71.0 83.8 87.5 100.0: 12.5 0.0
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 : 29: 4 5 1 12 11 17 16:
Old : 29: 4 5 1 12 11 17 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 : 49.8 66.4 68.3 84.3 47.2 65.4 63.3 78.3
Old : 49.8 66.4 68.3 84.3 47.2 65.4 63.3 78.3
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 - Futures Only, November 4, 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 : 483,019: 64,999 109,830 7,704 402,378 341,409 475,081 458,943: 7,938 24,076
Old : 483,019: 64,999 109,830 7,704 402,378 341,409 475,081 458,943: 7,938 24,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 28, 2008 :
: -23,749: 15,633 -13,396 -2,639 -36,347 -10,336 -23,353 -26,371: -396 2,622
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 22.7 1.6 83.3 70.7 98.4 95.0: 1.6 5.0
Old : 100.0: 13.5 22.7 1.6 83.3 70.7 98.4 95.0: 1.6 5.0
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 : 246: 23 56 12 90 118 120 179:
Old : 246: 23 56 12 90 118 120 179:
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 : 48.4 23.8 61.1 33.5 46.9 23.8 59.6 33.4
Old : 48.4 23.8 61.1 33.5 46.9 23.8 59.6 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 7, 2008