COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 16, 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 : 127,864: 24,630 25,896 11,522 78,374 76,525 114,526 113,943: 13,338 13,921
Old : 111,126: 21,787 25,793 7,608 69,833 64,600 99,228 98,001: 11,898 13,125
Other: 16,738: 5,993 3,253 764 8,541 11,925 15,298 15,942: 1,440 796
: : :
: : Changes in Commitments from: December 9, 2008 :
: -2,153: 802 -1,196 -574 -1,790 269 -1,562 -1,501: -591 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 20.3 9.0 61.3 59.8 89.6 89.1: 10.4 10.9
Old : 100.0: 19.6 23.2 6.8 62.8 58.1 89.3 88.2: 10.7 11.8
Other: 100.0: 35.8 19.4 4.6 51.0 71.2 91.4 95.2: 8.6 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 177: 57 51 42 53 50 134 122:
Old : 177: 53 55 39 49 47 128 118:
Other: 76: 18 14 7 27 30 48 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 : 25.0 26.3 39.3 38.6 23.1 23.8 36.9 35.4
Old : 27.0 27.3 42.9 39.6 25.6 25.3 41.3 36.3
Other: 36.6 31.0 58.6 55.8 34.7 30.9 51.7 52.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 16, 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 : 29,666: 12,109 8,315 1,164 13,267 17,060 26,540 26,539: 3,126 3,127
Old : 29,361: 12,109 8,072 1,164 12,962 16,998 26,235 26,234: 3,126 3,127
Other: 305: 0 243 0 305 62 305 305: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 1,135: 845 -84 523 -436 577 932 1,016: 203 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 28.0 3.9 44.7 57.5 89.5 89.5: 10.5 10.5
Old : 100.0: 41.2 27.5 4.0 44.1 57.9 89.4 89.3: 10.6 10.7
Other: 100.0: 0.0 79.7 0.0 100.0 20.3 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 36 30 16 24 13 65 56:
Old : 94: 36 30 16 23 13 64 56:
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 : 31.7 56.7 46.8 67.5 31.2 55.9 46.1 66.7
Old : 31.7 57.1 47.0 68.0 31.2 57.0 46.3 67.9
Other: 100.0 100.0 100.0 100.0 79.7 79.7 79.7 79.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, December 16, 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 : 113,238: 31,516 16,183 10,989 62,997 80,960 105,502 108,132: 7,736 5,106
Old : 99,812: 30,964 12,343 9,681 51,641 72,817 92,286 94,841: 7,526 4,971
Other: 13,426: 1,845 5,133 15 11,356 8,143 13,216 13,291: 210 135
: : :
: : Changes in Commitments from: December 9, 2008 :
: 1,715: 664 -4,460 726 -391 6,082 999 2,348: 716 -633
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 14.3 9.7 55.6 71.5 93.2 95.5: 6.8 4.5
Old : 100.0: 31.0 12.4 9.7 51.7 73.0 92.5 95.0: 7.5 5.0
Other: 100.0: 13.7 38.2 0.1 84.6 60.7 98.4 99.0: 1.6 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 125: 36 24 21 51 41 95 80:
Old : 124: 33 27 18 49 41 90 79:
Other: 44: 9 2 1 24 18 33 21:
:----------------------------------------------------------------------------------------------------
: 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 : 35.9 42.1 52.0 57.3 33.4 34.5 46.2 49.4
Old : 34.7 41.4 52.2 58.2 32.9 35.5 46.8 50.9
Other: 62.3 59.8 75.1 82.1 53.0 55.8 65.2 73.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 16, 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 : 641,129: 146,248 58,399 53,571 385,398 474,338 585,217 586,308: 55,912 54,821
Old : 641,129: 146,248 58,399 53,571 385,398 474,338 585,217 586,308: 55,912 54,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -11,082: -1,889 -12,541 -586 -3,292 12,823 -5,767 -304: -5,315 -10,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 9.1 8.4 60.1 74.0 91.3 91.4: 8.7 8.6
Old : 100.0: 22.8 9.1 8.4 60.1 74.0 91.3 91.4: 8.7 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 : 204: 56 47 56 79 75 163 157:
Old : 204: 56 47 56 79 75 163 157:
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 : 16.5 27.3 29.6 38.0 12.7 14.5 22.1 22.4
Old : 16.5 27.3 29.6 38.0 12.7 14.5 22.1 22.4
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, December 16, 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 : 119,674: 18,273 28,336 18,182 76,989 66,107 113,444 112,625: 6,230 7,049
Old : 108,792: 22,485 30,789 7,472 73,451 63,674 103,408 101,935: 5,384 6,857
Other: 10,882: 3,307 5,066 3,191 3,538 2,433 10,036 10,690: 846 192
: : :
: : Changes in Commitments from: December 9, 2008 :
: 5,019: -756 -1,831 5,887 -524 1,114 4,607 5,170: 412 -151
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 23.7 15.2 64.3 55.2 94.8 94.1: 5.2 5.9
Old : 100.0: 20.7 28.3 6.9 67.5 58.5 95.1 93.7: 4.9 6.3
Other: 100.0: 30.4 46.6 29.3 32.5 22.4 92.2 98.2: 7.8 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 78 73 48 114 82 218 182:
Old : 288: 77 76 47 113 79 216 179:
Other: 76: 13 4 5 42 30 55 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 : 17.7 21.8 33.0 37.8 16.3 19.5 27.9 29.6
Old : 18.7 23.7 34.4 39.4 18.2 22.9 32.5 34.3
Other: 72.1 80.4 80.4 87.9 44.8 54.8 49.5 58.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 16, 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 : 16,566: 10,250 1,731 2,052 2,638 9,576 14,940 13,359: 1,626 3,207
Old : 16,566: 10,250 1,731 2,052 2,638 9,576 14,940 13,359: 1,626 3,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -24,936: -7,829 483 -1,996 -14,456 -23,760 -24,281 -25,273: -655 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.9 10.4 12.4 15.9 57.8 90.2 80.6: 9.8 19.4
Old : 100.0: 61.9 10.4 12.4 15.9 57.8 90.2 80.6: 9.8 19.4
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 : 47: 12 18 2 5 13 19 32:
Old : 47: 12 18 2 5 13 19 32:
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 : 75.6 58.5 83.5 67.7 56.1 38.6 60.7 44.3
Old : 75.6 58.5 83.5 67.7 56.1 38.6 60.7 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 1000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-239772
Commitments of Traders - Futures Only, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 1000 IND X $100.00) :
: : :
All : 49,127: 210 3,976 0 45,308 15,451 45,518 19,427: 3,609 29,700
Old : 49,127: 210 3,976 0 45,308 15,451 45,518 19,427: 3,609 29,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 8.1 0.0 92.2 31.5 92.7 39.5: 7.3 60.5
Old : 100.0: 0.4 8.1 0.0 92.2 31.5 92.7 39.5: 7.3 60.5
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 : 20: 1 5 0 12 6 13 11:
Old : 20: 1 5 0 12 6 13 11:
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 : 67.6 34.7 86.0 38.1 43.9 7.5 58.9 9.4
Old : 67.6 34.7 86.0 38.1 43.9 7.5 58.9 9.4
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, December 16, 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 : 16,444: 2,360 1,459 0 13,298 14,698 15,658 16,157: 786 287
Old : 16,444: 2,360 1,459 0 13,298 14,698 15,658 16,157: 786 287
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -983: -1,147 -506 0 407 -763 -740 -1,269: -243 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 8.9 0.0 80.9 89.4 95.2 98.3: 4.8 1.7
Old : 100.0: 14.4 8.9 0.0 80.9 89.4 95.2 98.3: 4.8 1.7
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 : 20: 3 2 0 9 9 12 11:
Old : 20: 3 2 0 9 9 12 11:
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 : 60.2 78.1 84.6 94.4 52.8 73.3 74.8 82.5
Old : 60.2 78.1 84.6 94.4 52.8 73.3 74.8 82.5
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, December 16, 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 : 574,009: 42,903 98,591 16,904 496,578 436,995 556,385 552,490: 17,624 21,519
Old : 574,009: 42,903 98,591 16,904 496,578 436,995 556,385 552,490: 17,624 21,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 44,399: 1,194 -10,890 12,829 32,357 50,483 46,380 52,422: -1,981 -8,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 17.2 2.9 86.5 76.1 96.9 96.3: 3.1 3.7
Old : 100.0: 7.5 17.2 2.9 86.5 76.1 96.9 96.3: 3.1 3.7
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 : 244: 24 43 19 106 126 140 180:
Old : 244: 24 43 19 106 126 140 180:
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 : 42.1 23.4 53.7 35.0 37.0 23.3 47.7 33.9
Old : 42.1 23.4 53.7 35.0 37.0 23.3 47.7 33.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2008