COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 478,182: 53,001 26,853 162,136 239,805 274,573 454,942 463,562: 23,240 14,620
Old : 192,852: 27,841 33,995 50,053 105,577 100,134 183,471 184,183: 9,381 8,669
Other: 285,330: 39,523 7,222 97,719 134,228 174,439 271,471 279,380: 13,860 5,951
: : :
: : Changes in Commitments from: May 20, 2008 :
: 8,503: -3,704 9,140 961 14,534 -1,946 11,791 8,154: -3,288 349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 5.6 33.9 50.1 57.4 95.1 96.9: 4.9 3.1
Old : 100.0: 14.4 17.6 26.0 54.7 51.9 95.1 95.5: 4.9 4.5
Other: 100.0: 13.9 2.5 34.2 47.0 61.1 95.1 97.9: 4.9 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 148 82 121 79 74 280 234:
Old : 265: 100 88 69 60 54 192 181:
Other: 260: 123 51 93 68 67 228 174:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 29.9 35.8 41.5 13.6 13.8 18.2 19.1
Old : 27.7 35.0 39.3 45.5 16.2 20.5 22.9 25.5
Other: 25.2 29.6 37.4 43.3 19.1 22.3 24.9 31.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 46,469: 8,855 12,092 10,103 22,476 21,136 41,434 43,331: 5,035 3,138
Old : 36,756: 9,369 12,171 5,773 18,135 15,777 33,277 33,721: 3,479 3,034
Other: 9,713: 612 1,046 3,204 4,341 5,359 8,157 9,609: 1,556 104
: : :
: : Changes in Commitments from: May 20, 2008 :
: -515: -240 844 27 -164 -786 -377 84: -139 -599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 26.0 21.7 48.4 45.5 89.2 93.2: 10.8 6.8
Old : 100.0: 25.5 33.1 15.7 49.3 42.9 90.5 91.7: 9.5 8.3
Other: 100.0: 6.3 10.8 33.0 44.7 55.2 84.0 98.9: 16.0 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 34 45 19 27 16 73 69:
Old : 104: 39 38 18 26 15 68 68:
Other: 35: 9 11 12 10 9 30 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 : 29.3 51.3 47.4 62.6 19.7 32.7 33.9 41.7
Old : 27.4 44.9 47.4 57.5 24.7 36.8 40.5 48.2
Other: 59.1 85.5 71.8 93.6 11.7 27.6 15.0 30.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 161,716: 52,184 29,557 19,862 77,874 107,224 149,919 156,643: 11,796 5,073
Old : 98,814: 40,393 18,501 12,755 36,685 64,632 89,832 95,888: 8,981 2,926
Other: 62,902: 13,598 12,862 5,300 41,189 42,592 60,087 60,755: 2,815 2,147
: : :
: : Changes in Commitments from: May 20, 2008 :
: -1,413: -1,729 548 1,235 -794 -2,878 -1,288 -1,095: -125 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 18.3 12.3 48.2 66.3 92.7 96.9: 7.3 3.1
Old : 100.0: 40.9 18.7 12.9 37.1 65.4 90.9 97.0: 9.1 3.0
Other: 100.0: 21.6 20.4 8.4 65.5 67.7 95.5 96.6: 4.5 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 64 25 39 54 51 138 102:
Old : 154: 60 29 34 50 39 128 88:
Other: 96: 25 14 15 36 38 71 58:
:----------------------------------------------------------------------------------------------------
: 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 : 24.1 38.8 36.3 51.6 23.1 29.5 32.2 41.8
Old : 19.8 43.4 31.1 58.1 18.6 37.3 28.7 51.9
Other: 46.2 35.8 61.8 50.0 44.7 29.8 56.6 43.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 1,266,144: 203,439 78,165 256,939 701,909 844,310 1,162,287 1,179,413: 103,858 86,731
Old : 1,266,144: 203,439 78,165 256,939 701,909 844,310 1,162,287 1,179,413: 103,858 86,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 19,034: -7,927 4,055 9,376 13,876 -10,843 15,325 2,588: 3,709 16,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 6.2 20.3 55.4 66.7 91.8 93.2: 8.2 6.8
Old : 100.0: 16.1 6.2 20.3 55.4 66.7 91.8 93.2: 8.2 6.8
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 : 261: 93 54 85 92 95 222 201:
Old : 261: 93 54 85 92 95 222 201:
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 : 17.5 21.0 30.2 32.8 14.2 14.8 23.6 24.7
Old : 17.5 21.0 30.2 32.8 14.2 14.8 23.6 24.7
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 with Delta-adjusted Options and Futures Combined, May 27, 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 : 219,306: 34,580 14,006 75,082 99,289 122,415 208,951 211,504: 10,354 7,802
Old : 162,247: 36,412 17,267 46,007 71,673 92,470 154,091 155,744: 8,155 6,503
Other: 57,059: 8,185 6,755 19,059 27,616 29,945 54,860 55,760: 2,199 1,299
: : :
: : Changes in Commitments from: May 20, 2008 :
: 2,415: -1,332 2,259 2,342 1,233 -3,194 2,243 1,407: 172 1,008
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 6.4 34.2 45.3 55.8 95.3 96.4: 4.7 3.6
Old : 100.0: 22.4 10.6 28.4 44.2 57.0 95.0 96.0: 5.0 4.0
Other: 100.0: 14.3 11.8 33.4 48.4 52.5 96.1 97.7: 3.9 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 150 74 108 111 121 313 260:
Old : 365: 149 74 97 98 109 290 241:
Other: 196: 48 33 55 78 87 151 151:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 22.3 28.1 34.1 14.2 15.6 21.0 22.2
Old : 17.9 26.5 29.2 37.5 17.0 24.4 26.7 32.5
Other: 26.2 25.2 38.5 36.3 20.0 15.2 29.0 21.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 41,305: 16,053 17,345 3,303 17,738 17,054 37,095 37,703: 4,211 3,603
Old : 41,305: 16,053 17,345 3,303 17,738 17,054 37,095 37,703: 4,211 3,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2008 :
: 1,562: -959 1,851 363 2,156 -592 1,560 1,622: 2 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 42.0 8.0 42.9 41.3 89.8 91.3: 10.2 8.7
Old : 100.0: 38.9 42.0 8.0 42.9 41.3 89.8 91.3: 10.2 8.7
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 : 86: 38 33 8 8 10 50 48:
Old : 86: 38 33 8 8 10 50 48:
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 : 72.3 59.5 81.9 72.1 69.5 58.2 73.9 69.1
Old : 72.3 59.5 81.9 72.1 69.5 58.2 73.9 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 30,2008