COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 380,635: 39,298 36,903 132,165 188,425 195,123 359,888 364,191: 20,747 16,444
Old : 369,333: 37,901 37,321 127,862 183,922 188,041 349,684 353,224: 19,649 16,109
Other: 11,302: 3,329 1,515 2,371 4,504 7,082 10,204 10,967: 1,098 335
: : :
: : Changes in Commitments from: July 29, 2008 :
: 860: -5,435 5,543 6,196 1,527 -12,144 2,288 -405: -1,428 1,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 9.7 34.7 49.5 51.3 94.5 95.7: 5.5 4.3
Old : 100.0: 10.3 10.1 34.6 49.8 50.9 94.7 95.6: 5.3 4.4
Other: 100.0: 29.5 13.4 21.0 39.8 62.7 90.3 97.0: 9.7 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 113 97 112 71 71 232 235:
Old : 298: 105 104 111 70 68 230 231:
Other: 58: 19 8 18 18 22 43 42:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 21.7 31.3 32.2 14.9 11.8 22.9 18.8
Old : 19.6 21.9 31.4 32.5 15.7 12.1 24.0 18.9
Other: 31.3 48.5 50.8 66.8 25.3 32.2 33.7 44.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 48,827: 9,006 8,021 12,436 21,164 24,455 42,606 44,912: 6,221 3,915
Old : 36,048: 9,222 7,815 7,016 15,313 17,700 31,551 32,531: 4,498 3,517
Other: 12,779: 929 1,352 4,275 5,851 6,755 11,055 12,381: 1,724 397
: : :
: : Changes in Commitments from: July 29, 2008 :
: 3,031: 575 3,061 1,035 991 -1,540 2,601 2,556: 430 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 16.4 25.5 43.3 50.1 87.3 92.0: 12.7 8.0
Old : 100.0: 25.6 21.7 19.5 42.5 49.1 87.5 90.2: 12.5 9.8
Other: 100.0: 7.3 10.6 33.5 45.8 52.9 86.5 96.9: 13.5 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 41 38 27 28 15 79 72:
Old : 108: 46 32 26 26 14 75 70:
Other: 46: 11 14 13 14 14 36 30:
:----------------------------------------------------------------------------------------------------
: 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 47.2 39.2 59.0 16.3 30.0 26.5 37.9
Old : 22.9 43.9 39.4 54.9 21.9 35.4 33.9 45.6
Other: 48.1 62.2 62.9 78.5 13.1 24.0 19.6 30.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 156,327: 47,228 29,454 16,109 82,310 106,319 145,647 151,882: 10,680 4,444
Old : 42,197: 16,329 11,959 1,804 20,287 26,721 38,420 40,484: 3,777 1,713
Other: 114,130: 35,240 21,837 9,963 62,023 79,598 107,227 111,398: 6,903 2,731
: : :
: : Changes in Commitments from: July 29, 2008 :
: -12,047: -3,092 -2,601 -6,003 -171 -2,474 -9,266 -11,077: -2,781 -970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 18.8 10.3 52.7 68.0 93.2 97.2: 6.8 2.8
Old : 100.0: 38.7 28.3 4.3 48.1 63.3 91.0 95.9: 9.0 4.1
Other: 100.0: 30.9 19.1 8.7 54.3 69.7 94.0 97.6: 6.0 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 62 29 40 54 45 139 101:
Old : 112: 36 24 3 35 24 74 48:
Other: 138: 49 25 29 50 42 115 83:
:----------------------------------------------------------------------------------------------------
: 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 40.3 42.8 52.4 27.9 32.2 37.1 43.8
Old : 34.8 52.9 50.4 69.9 27.8 42.3 39.3 55.2
Other: 40.2 38.6 50.2 52.7 37.2 34.6 46.1 46.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 1,152,172: 190,602 59,462 273,951 583,093 752,068 1,047,647 1,085,481: 104,526 66,691
Old : 1,152,172: 190,602 59,462 273,951 583,093 752,068 1,047,647 1,085,481: 104,526 66,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 34,548: 4,322 -15,674 18,978 -4,673 26,641 18,627 29,946: 15,921 4,602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 5.2 23.8 50.6 65.3 90.9 94.2: 9.1 5.8
Old : 100.0: 16.5 5.2 23.8 50.6 65.3 90.9 94.2: 9.1 5.8
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 : 235: 81 48 79 83 90 204 184:
Old : 235: 81 48 79 83 90 204 184:
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 : 17.8 20.1 30.1 34.6 12.8 16.0 22.0 25.7
Old : 17.8 20.1 30.1 34.6 12.8 16.0 22.0 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 with Delta-adjusted Options and Futures Combined, August 5, 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 : 196,805: 35,350 13,754 58,772 94,480 116,089 188,602 188,615: 8,203 8,190
Old : 75,227: 22,447 13,075 11,507 38,105 46,900 72,059 71,482: 3,168 3,744
Other: 121,578: 20,198 7,974 39,970 56,375 69,189 116,543 117,133: 5,035 4,445
: : :
: : Changes in Commitments from: July 29, 2008 :
: -4,209: 2,943 1,030 -6,607 128 -249 -3,536 -5,826: -672 1,617
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 7.0 29.9 48.0 59.0 95.8 95.8: 4.2 4.2
Old : 100.0: 29.8 17.4 15.3 50.7 62.3 95.8 95.0: 4.2 5.0
Other: 100.0: 16.6 6.6 32.9 46.4 56.9 95.9 96.3: 4.1 3.7
: : :
:# Traders : Number of Traders in Each Category :
All : 389: 159 74 119 122 121 323 281:
Old : 331: 118 80 85 95 88 250 216:
Other: 303: 101 60 79 104 112 231 227:
:----------------------------------------------------------------------------------------------------
: 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 : 19.5 23.6 30.4 33.3 14.6 14.7 23.3 22.2
Old : 23.8 35.5 34.8 45.2 23.8 34.4 34.4 43.8
Other: 23.5 21.0 35.6 31.7 18.6 15.3 27.9 23.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 5, 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 : 33,576: 18,997 8,639 3,229 6,754 18,784 28,980 30,651: 4,596 2,925
Old : 33,576: 18,997 8,639 3,229 6,754 18,784 28,980 30,651: 4,596 2,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: -4,372: -2,698 -2,120 82 -1,444 -1,614 -4,060 -3,652: -313 -720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 25.7 9.6 20.1 55.9 86.3 91.3: 13.7 8.7
Old : 100.0: 56.6 25.7 9.6 20.1 55.9 86.3 91.3: 13.7 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 : 76: 38 23 9 10 6 52 35:
Old : 76: 38 23 9 10 6 52 35:
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 66.0 61.8 79.0 44.5 60.7 53.5 69.1
Old : 48.4 66.0 61.8 79.0 44.5 60.7 53.5 69.1
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, August 5, 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 : 23,223: 1,930 2,618 185 20,380 20,226 22,495 23,029: 728 194
Old : 23,223: 1,930 2,618 185 20,380 20,226 22,495 23,029: 728 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 29, 2008 :
: 2,603: 448 198 47 1,523 3,341 2,017 3,586: 586 -982
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 11.3 0.8 87.8 87.1 96.9 99.2: 3.1 0.8
Old : 100.0: 8.3 11.3 0.8 87.8 87.1 96.9 99.2: 3.1 0.8
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 : 24: 4 4 2 10 16 14 22:
Old : 24: 4 4 2 10 16 14 22:
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 : 80.3 55.9 93.1 78.3 63.6 50.1 72.7 68.1
Old : 80.3 55.9 93.1 78.3 63.6 50.1 72.7 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 8, 2008