COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 385,674: 56,092 16,858 122,113 183,955 232,388 362,160 371,360: 23,514 14,314
Old : 18,356: 5,453 3,025 133 9,583 12,894 15,169 16,052: 3,187 2,304
Other: 367,318: 52,985 16,179 119,635 174,372 219,494 346,991 355,308: 20,327 12,010
: : :
: : Changes in Commitments from: June 10, 2008 :
: -84,455: -23 -13,578 -37,385 -47,669 -29,989 -85,077 -80,951: 622 -3,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 4.4 31.7 47.7 60.3 93.9 96.3: 6.1 3.7
Old : 100.0: 29.7 16.5 0.7 52.2 70.2 82.6 87.4: 17.4 12.6
Other: 100.0: 14.4 4.4 32.6 47.5 59.8 94.5 96.7: 5.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 146 61 119 70 72 257 217:
Old : 95: 30 12 4 28 25 61 41:
Other: 293: 144 61 111 67 71 245 210:
:----------------------------------------------------------------------------------------------------
: 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 : 20.9 26.9 32.4 38.7 16.5 17.3 22.6 26.1
Old : 33.0 59.7 48.7 71.5 25.2 47.4 39.2 58.7
Other: 21.1 25.8 33.3 37.7 17.2 16.0 23.3 25.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 49,167: 8,303 8,338 11,399 23,505 25,206 43,207 44,943: 5,960 4,224
Old : 37,540: 8,339 8,108 6,640 18,620 18,832 33,599 33,580: 3,941 3,960
Other: 11,627: 750 1,016 3,974 4,885 6,374 9,608 11,363: 2,019 264
: : :
: : Changes in Commitments from: June 10, 2008 :
: -1,328: -100 -503 -522 -668 -807 -1,290 -1,831: -38 504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 17.0 23.2 47.8 51.3 87.9 91.4: 12.1 8.6
Old : 100.0: 22.2 21.6 17.7 49.6 50.2 89.5 89.5: 10.5 10.5
Other: 100.0: 6.4 8.7 34.2 42.0 54.8 82.6 97.7: 17.4 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 37 36 19 26 18 76 60:
Old : 99: 39 31 19 25 18 72 60:
Other: 38: 11 10 11 11 12 31 24:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 52.6 45.1 63.3 17.4 32.1 30.1 39.8
Old : 26.5 47.6 45.6 59.1 22.8 37.5 38.1 47.5
Other: 53.8 74.6 66.9 86.6 9.5 24.9 12.6 28.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 167,258: 67,206 34,472 16,533 69,033 106,160 152,773 157,165: 14,485 10,093
Old : 94,237: 50,791 20,302 8,910 24,878 57,786 84,579 86,998: 9,658 7,239
Other: 73,021: 17,836 15,590 6,202 44,155 48,375 68,193 70,167: 4,827 2,853
: : :
: : Changes in Commitments from: June 10, 2008 :
: -1,573: 5,086 2,410 -2,184 -8,061 -5,281 -5,159 -5,056: 3,586 3,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 20.6 9.9 41.3 63.5 91.3 94.0: 8.7 6.0
Old : 100.0: 53.9 21.5 9.5 26.4 61.3 89.8 92.3: 10.2 7.7
Other: 100.0: 24.4 21.4 8.5 60.5 66.2 93.4 96.1: 6.6 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 89 16 32 49 48 150 89:
Old : 161: 80 20 20 37 37 123 71:
Other: 104: 32 12 20 42 38 83 63:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 40.7 35.5 54.9 23.3 33.0 33.0 46.7
Old : 21.3 46.4 35.5 62.1 19.6 40.2 31.6 55.8
Other: 39.0 36.8 54.6 52.6 38.2 31.8 49.4 45.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 1,168,954: 208,796 86,202 218,315 646,714 797,741 1,073,825 1,102,259: 95,129 66,695
Old : 1,168,954: 208,796 86,202 218,315 646,714 797,741 1,073,825 1,102,259: 95,129 66,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -127,688: 12,336 -6,739 -59,375 -88,787 -58,166 -135,826 -124,280: 8,138 -3,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 7.4 18.7 55.3 68.2 91.9 94.3: 8.1 5.7
Old : 100.0: 17.9 7.4 18.7 55.3 68.2 91.9 94.3: 8.1 5.7
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 : 266: 87 63 85 90 96 219 209:
Old : 266: 87 63 85 90 96 219 209:
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 : 19.2 20.6 30.7 34.5 12.9 15.9 22.7 26.4
Old : 19.2 20.6 30.7 34.5 12.9 15.9 22.7 26.4
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 with Delta-adjusted Options and Futures Combined, June 17, 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 : 199,685: 36,526 12,597 56,762 95,591 120,605 188,879 189,964: 10,805 9,720
Old : 125,162: 28,896 14,676 25,615 61,965 76,520 116,475 116,812: 8,686 8,350
Other: 74,523: 13,450 3,740 25,327 33,626 44,085 72,404 73,153: 2,119 1,370
: : :
: : Changes in Commitments from: June 10, 2008 :
: -19,382: 3,196 -906 -20,557 -2,047 3,707 -19,409 -17,756: 26 -1,627
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 6.3 28.4 47.9 60.4 94.6 95.1: 5.4 4.9
Old : 100.0: 23.1 11.7 20.5 49.5 61.1 93.1 93.3: 6.9 6.7
Other: 100.0: 18.0 5.0 34.0 45.1 59.2 97.2 98.2: 2.8 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 369: 157 65 102 106 118 305 251:
Old : 349: 133 81 80 93 106 269 225:
Other: 228: 74 33 61 84 94 177 169:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 24.8 28.8 35.7 14.9 16.4 22.2 24.2
Old : 18.8 31.1 30.0 42.0 18.5 24.4 26.7 34.0
Other: 21.3 21.4 33.3 33.7 11.8 10.5 20.0 17.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 17, 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 : 27,464: 15,134 7,430 2,652 5,122 15,118 22,908 25,199: 4,556 2,265
Old : 27,464: 15,134 7,430 2,652 5,122 15,118 22,908 25,199: 4,556 2,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 10, 2008 :
: -22,723: -3,574 -5,464 -296 -19,798 -16,562 -23,668 -22,323: 945 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.1 27.1 9.7 18.7 55.0 83.4 91.8: 16.6 8.2
Old : 100.0: 55.1 27.1 9.7 18.7 55.0 83.4 91.8: 16.6 8.2
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 : 81: 49 20 10 9 3 62 31:
Old : 81: 49 20 10 9 3 62 31:
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 : 49.4 70.5 61.1 79.7 43.2 62.1 49.9 69.6
Old : 49.4 70.5 61.1 79.7 43.2 62.1 49.9 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 20, 2008