COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 377,303: 39,173 37,156 132,091 187,012 192,284 358,276 361,531: 19,027 15,772
Old : 365,381: 37,182 36,923 127,954 182,095 184,980 347,230 349,857: 18,150 15,524
Other: 11,922: 3,546 1,789 2,581 4,917 7,304 11,045 11,674: 877 248
: : :
: : Changes in Commitments from: August 5, 2008 :
: -3,332: -125 253 -75 -1,413 -2,839 -1,613 -2,661: -1,719 -671
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 9.8 35.0 49.6 51.0 95.0 95.8: 5.0 4.2
Old : 100.0: 10.2 10.1 35.0 49.8 50.6 95.0 95.8: 5.0 4.2
Other: 100.0: 29.7 15.0 21.7 41.2 61.3 92.6 97.9: 7.4 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 120 83 108 75 71 235 225:
Old : 293: 116 86 107 74 68 233 221:
Other: 64: 17 12 19 21 24 47 46:
:----------------------------------------------------------------------------------------------------
: 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 22.2 31.1 32.9 14.6 12.2 22.5 18.7
Old : 19.4 22.3 31.3 33.2 15.4 12.3 23.7 18.9
Other: 36.6 46.1 53.2 63.1 30.3 30.8 38.1 43.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 50,798: 8,581 9,297 13,542 22,121 23,978 44,244 46,817: 6,554 3,982
Old : 37,006: 8,801 9,006 7,805 15,908 16,664 32,514 33,475: 4,492 3,531
Other: 13,792: 927 1,438 4,590 6,213 7,315 11,730 13,342: 2,062 450
: : :
: : Changes in Commitments from: August 5, 2008 :
: 1,971: -425 1,276 1,106 957 -477 1,638 1,905: 333 67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 18.3 26.7 43.5 47.2 87.1 92.2: 12.9 7.8
Old : 100.0: 23.8 24.3 21.1 43.0 45.0 87.9 90.5: 12.1 9.5
Other: 100.0: 6.7 10.4 33.3 45.0 53.0 85.0 96.7: 15.0 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 38 40 29 30 18 81 77:
Old : 109: 47 31 28 28 15 76 73:
Other: 50: 10 18 14 16 15 38 35:
:----------------------------------------------------------------------------------------------------
: 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 : 24.8 44.2 39.1 56.3 15.3 26.1 24.8 35.1
Old : 23.1 40.2 39.8 51.9 20.8 30.8 32.0 41.8
Other: 46.4 61.6 60.9 77.2 12.1 24.0 19.4 30.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 147,983: 45,734 28,710 14,518 76,492 98,975 136,744 142,203: 11,239 5,780
Old : 15,040: 5,523 7,194 371 7,157 5,982 13,051 13,547: 1,989 1,493
Other: 132,943: 41,757 23,063 12,601 69,335 92,993 123,693 128,656: 9,250 4,287
: : :
: : Changes in Commitments from: August 5, 2008 :
: -8,343: -1,494 -743 -1,591 -5,818 -7,345 -8,903 -9,679: 559 1,335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 19.4 9.8 51.7 66.9 92.4 96.1: 7.6 3.9
Old : 100.0: 36.7 47.8 2.5 47.6 39.8 86.8 90.1: 13.2 9.9
Other: 100.0: 31.4 17.3 9.5 52.2 69.9 93.0 96.8: 7.0 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 59 23 32 56 44 133 89:
Old : 81: 27 8 2 35 17 64 25:
Other: 142: 48 25 29 50 43 115 85:
:----------------------------------------------------------------------------------------------------
: 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 : 30.9 39.0 42.1 51.6 28.9 33.0 38.3 44.9
Old : 21.4 67.8 35.2 77.5 19.8 59.8 32.3 68.9
Other: 34.3 36.2 45.9 49.8 32.1 30.7 41.9 43.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 1,134,983: 195,256 55,925 263,617 575,043 752,029 1,033,916 1,071,571: 101,066 63,412
Old : 1,134,983: 195,256 55,925 263,617 575,043 752,029 1,033,916 1,071,571: 101,066 63,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: -17,190: 4,654 -3,537 -10,334 -8,050 -39 -13,730 -13,910: -3,459 -3,279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 4.9 23.2 50.7 66.3 91.1 94.4: 8.9 5.6
Old : 100.0: 17.2 4.9 23.2 50.7 66.3 91.1 94.4: 8.9 5.6
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 : 238: 75 58 81 81 88 209 182:
Old : 238: 75 58 81 81 88 209 182:
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 20.4 29.9 35.1 13.0 16.3 22.1 26.3
Old : 17.6 20.4 29.9 35.1 13.0 16.3 22.1 26.3
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 12, 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 : 174,348: 31,945 14,762 46,006 87,632 106,893 165,583 167,661: 8,765 6,688
Old : 34,232: 11,244 3,871 211 20,318 28,998 31,773 33,080: 2,459 1,152
Other: 140,116: 23,465 13,655 43,031 67,314 77,895 133,810 134,581: 6,306 5,536
: : :
: : Changes in Commitments from: August 5, 2008 :
: -22,456: -3,405 1,008 -12,766 -6,848 -9,196 -23,019 -20,954: 562 -1,502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 8.5 26.4 50.3 61.3 95.0 96.2: 5.0 3.8
Old : 100.0: 32.8 11.3 0.6 59.4 84.7 92.8 96.6: 7.2 3.4
Other: 100.0: 16.7 9.7 30.7 48.0 55.6 95.5 96.0: 4.5 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 361: 145 63 99 116 123 290 262:
Old : 233: 70 39 5 72 65 144 107:
Other: 324: 110 69 81 106 119 243 245:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 24.4 30.8 34.0 16.2 15.7 25.8 23.9
Old : 28.0 58.4 40.3 68.4 25.5 51.8 36.0 61.8
Other: 20.3 19.8 32.5 30.1 17.5 15.0 27.2 22.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 35,818: 20,511 3,506 3,709 5,651 25,877 29,871 33,092: 5,947 2,726
Old : 35,818: 20,511 3,506 3,709 5,651 25,877 29,871 33,092: 5,947 2,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 2,242: 1,514 -5,133 481 -1,103 7,093 891 2,441: 1,351 -199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.3 9.8 10.4 15.8 72.2 83.4 92.4: 16.6 7.6
Old : 100.0: 57.3 9.8 10.4 15.8 72.2 83.4 92.4: 16.6 7.6
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 : 77: 48 12 13 11 7 63 30:
Old : 77: 48 12 13 11 7 63 30:
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 : 38.7 74.9 51.9 83.6 34.1 69.1 42.5 73.2
Old : 38.7 74.9 51.9 83.6 34.1 69.1 42.5 73.2
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 12, 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 : 24,222: 1,702 2,713 167 21,511 20,999 23,379 23,879: 843 343
Old : 24,222: 1,702 2,713 167 21,511 20,999 23,379 23,879: 843 343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2008 :
: 999: -228 95 -18 1,131 773 885 850: 114 149
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 11.2 0.7 88.8 86.7 96.5 98.6: 3.5 1.4
Old : 100.0: 7.0 11.2 0.7 88.8 86.7 96.5 98.6: 3.5 1.4
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 : 23: 3 5 2 9 15 13 21:
Old : 23: 3 5 2 9 15 13 21:
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 : 82.5 60.1 94.2 78.7 66.3 53.2 74.4 68.6
Old : 82.5 60.1 94.2 78.7 66.3 53.2 74.4 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 15, 2008