COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 381,097: 52,338 24,145 125,869 180,777 215,141 358,984 365,155: 22,113 15,942
Old : 372,703: 52,308 24,651 122,522 176,544 209,888 351,374 357,061: 21,329 15,642
Other: 8,394: 1,899 1,363 1,478 4,233 5,253 7,609 8,094: 784 300
: : :
: : Changes in Commitments from: July 1, 2008 :
: 3,220: -1,539 7,447 3,783 457 -9,840 2,701 1,389: 518 1,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 6.3 33.0 47.4 56.5 94.2 95.8: 5.8 4.2
Old : 100.0: 14.0 6.6 32.9 47.4 56.3 94.3 95.8: 5.7 4.2
Other: 100.0: 22.6 16.2 17.6 50.4 62.6 90.7 96.4: 9.3 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 132 79 112 74 72 248 223:
Old : 300: 128 81 112 74 71 247 222:
Other: 52: 17 8 16 15 21 39 38:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 24.7 31.4 35.6 16.0 15.6 22.8 23.8
Old : 20.2 24.8 31.5 35.7 16.4 15.7 23.4 24.1
Other: 36.7 49.4 55.0 70.2 21.0 35.8 30.8 44.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 46,127: 8,360 3,931 11,216 20,223 27,947 39,799 43,094: 6,328 3,033
Old : 33,180: 8,325 3,796 5,685 15,408 21,089 29,419 30,570: 3,762 2,611
Other: 12,946: 874 974 4,692 4,814 6,858 10,380 12,524: 2,566 422
: : :
: : Changes in Commitments from: July 1, 2008 :
: -703: -807 -3,551 332 -139 2,609 -613 -610: -89 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 8.5 24.3 43.8 60.6 86.3 93.4: 13.7 6.6
Old : 100.0: 25.1 11.4 17.1 46.4 63.6 88.7 92.1: 11.3 7.9
Other: 100.0: 6.8 7.5 36.2 37.2 53.0 80.2 96.7: 19.8 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 38 26 18 26 16 73 51:
Old : 92: 37 24 18 25 16 69 51:
Other: 40: 13 8 12 12 14 32 27:
:----------------------------------------------------------------------------------------------------
: 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 : 30.1 58.1 45.6 70.0 18.4 38.5 29.0 44.0
Old : 29.4 57.2 46.7 69.4 25.6 47.9 38.1 54.8
Other: 50.9 65.6 63.5 79.2 8.7 19.5 11.9 26.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 162,131: 64,727 33,622 18,599 64,286 98,291 147,612 150,512: 14,520 11,620
Old : 84,926: 43,202 19,938 9,321 24,445 47,697 76,969 76,956: 7,956 7,970
Other: 77,206: 24,210 16,369 6,592 39,840 50,594 70,642 73,556: 6,563 3,650
: : :
: : Changes in Commitments from: July 1, 2008 :
: -12,804: -9,758 -2,919 1,179 -2,235 -11,294 -10,814 -13,033: -1,990 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 20.7 11.5 39.7 60.6 91.0 92.8: 9.0 7.2
Old : 100.0: 50.9 23.5 11.0 28.8 56.2 90.6 90.6: 9.4 9.4
Other: 100.0: 31.4 21.2 8.5 51.6 65.5 91.5 95.3: 8.5 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 175: 79 25 36 50 46 149 95:
Old : 157: 65 33 20 40 34 116 76:
Other: 111: 37 13 18 44 39 89 64:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 40.3 36.7 53.1 23.5 35.0 34.2 46.8
Old : 22.5 46.8 34.3 59.6 19.1 39.4 29.9 51.9
Other: 41.8 36.4 52.4 51.8 41.6 33.1 52.1 48.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 1,161,788: 223,916 74,961 243,560 594,515 789,354 1,061,991 1,107,874: 99,797 53,914
Old : 1,161,788: 223,916 74,961 243,560 594,515 789,354 1,061,991 1,107,874: 99,797 53,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: -5,435: 4,023 -4,186 9,568 -10,419 -2,906 3,172 2,475: -8,606 -7,909
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 6.5 21.0 51.2 67.9 91.4 95.4: 8.6 4.6
Old : 100.0: 19.3 6.5 21.0 51.2 67.9 91.4 95.4: 8.6 4.6
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 : 253: 84 58 75 90 94 213 193:
Old : 253: 84 58 75 90 94 213 193:
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 : 17.6 20.7 29.4 35.3 12.8 17.2 22.6 27.7
Old : 17.6 20.7 29.4 35.3 12.8 17.2 22.6 27.7
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, July 8, 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 : 211,963: 39,429 8,247 68,731 91,819 124,789 199,979 201,767: 11,984 10,196
Old : 115,556: 30,708 15,417 24,545 52,736 68,713 107,988 108,675: 7,568 6,881
Other: 96,406: 20,122 4,231 32,785 39,083 56,076 91,990 93,092: 4,416 3,315
: : :
: : Changes in Commitments from: July 1, 2008 :
: -1,655: -4,539 -1,978 3,254 859 -3,287 -425 -2,011: -1,230 356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 3.9 32.4 43.3 58.9 94.3 95.2: 5.7 4.8
Old : 100.0: 26.6 13.3 21.2 45.6 59.5 93.5 94.0: 6.5 6.0
Other: 100.0: 20.9 4.4 34.0 40.5 58.2 95.4 96.6: 4.6 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 397: 169 70 115 112 131 327 277:
Old : 373: 146 84 89 94 110 284 239:
Other: 261: 84 41 68 87 110 194 197:
:----------------------------------------------------------------------------------------------------
: 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 22.3 28.3 33.8 14.0 15.5 22.3 23.7
Old : 19.9 28.4 31.0 39.4 19.8 26.3 30.1 36.3
Other: 23.8 20.3 35.2 31.9 17.5 15.0 25.1 23.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 8, 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 : 36,313: 22,726 14,644 2,652 7,292 15,619 32,670 32,916: 3,643 3,397
Old : 36,313: 22,726 14,644 2,652 7,292 15,619 32,670 32,916: 3,643 3,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 690: 827 294 -57 47 870 817 1,107: -127 -417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.6 40.3 7.3 20.1 43.0 90.0 90.6: 10.0 9.4
Old : 100.0: 62.6 40.3 7.3 20.1 43.0 90.0 90.6: 10.0 9.4
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 : 84: 37 30 8 8 9 48 46:
Old : 84: 37 30 8 8 9 48 46:
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 : 59.5 55.7 75.1 70.7 58.9 51.9 66.7 63.0
Old : 59.5 55.7 75.1 70.7 58.9 51.9 66.7 63.0
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 with Delta-adjusted Options and Futures Combined, July 8, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 IND X $100.00) :
: : :
All : 17,900: 1,141 2,464 135 15,746 13,887 17,023 16,486: 878 1,414
Old : 17,900: 1,141 2,464 135 15,746 13,887 17,023 16,486: 878 1,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 1, 2008 :
: 753: -33 -468 18 329 1,561 314 1,110: 440 -357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 13.8 0.8 88.0 77.6 95.1 92.1: 4.9 7.9
Old : 100.0: 6.4 13.8 0.8 88.0 77.6 95.1 92.1: 4.9 7.9
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 : 21: 4 3 2 9 13 13 18:
Old : 21: 4 3 2 9 13 13 18:
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 : 83.4 56.4 92.7 81.5 66.7 51.5 74.0 70.5
Old : 83.4 56.4 92.7 81.5 66.7 51.5 74.0 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 11, 2008