COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 366,511: 37,035 36,991 128,718 181,931 182,565 347,684 348,274: 18,827 18,237
Old : 353,747: 34,882 36,660 124,550 176,601 174,610 336,032 335,819: 17,715 17,928
Other: 12,764: 3,646 1,824 2,676 5,330 7,955 11,652 12,455: 1,112 309
: : :
: : Changes in Commitments from: August 12, 2008 :
: -10,792: -2,138 -165 -3,372 -5,082 -9,719 -10,592 -13,257: -201 2,465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 10.1 35.1 49.6 49.8 94.9 95.0: 5.1 5.0
Old : 100.0: 9.9 10.4 35.2 49.9 49.4 95.0 94.9: 5.0 5.1
Other: 100.0: 28.6 14.3 21.0 41.8 62.3 91.3 97.6: 8.7 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 113 96 109 73 71 234 232:
Old : 297: 113 95 108 72 68 232 228:
Other: 62: 14 14 18 20 25 45 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 : 20.7 22.0 32.0 32.4 14.9 11.0 22.9 18.5
Old : 20.9 22.2 32.2 32.9 15.8 11.2 24.2 18.8
Other: 35.1 45.5 54.7 61.4 30.0 27.9 37.0 40.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 46,586: 8,872 9,595 9,990 21,340 23,021 40,202 42,605: 6,385 3,981
Old : 32,018: 8,621 9,162 4,411 14,544 15,048 27,577 28,620: 4,441 3,398
Other: 14,569: 1,261 1,444 4,568 6,795 7,973 12,625 13,985: 1,944 583
: : :
: : Changes in Commitments from: August 12, 2008 :
: -4,212: 291 298 -3,552 -781 -958 -4,043 -4,211: -169 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 20.6 21.4 45.8 49.4 86.3 91.5: 13.7 8.5
Old : 100.0: 26.9 28.6 13.8 45.4 47.0 86.1 89.4: 13.9 10.6
Other: 100.0: 8.7 9.9 31.4 46.6 54.7 86.7 96.0: 13.3 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 37 42 23 31 16 80 70:
Old : 107: 40 36 22 29 13 74 66:
Other: 50: 12 16 14 17 14 41 32:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 46.8 38.8 58.7 16.5 29.3 26.7 39.4
Old : 23.9 43.6 40.6 56.7 23.8 34.5 36.3 47.6
Other: 43.3 63.0 57.7 77.5 13.1 28.3 22.2 33.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 141,677: 42,811 31,579 14,174 74,773 87,256 131,757 133,010: 9,920 8,667
Old : 367: 8 0 0 302 248 310 248: 57 119
Other: 141,310: 42,803 31,579 14,174 74,471 87,008 131,447 132,762: 9,863 8,548
: : :
: : Changes in Commitments from: August 12, 2008 :
: -6,306: -2,923 2,869 -344 -1,720 -11,718 -4,987 -9,193: -1,319 2,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 22.3 10.0 52.8 61.6 93.0 93.9: 7.0 6.1
Old : 100.0: 2.2 0.0 0.0 82.3 67.6 84.5 67.6: 15.5 32.4
Other: 100.0: 30.3 22.3 10.0 52.7 61.6 93.0 94.0: 7.0 6.0
: : :
:# Traders : Number of Traders in Each Category :
All : 143: 49 25 29 53 41 121 82:
Old : 6: 1 0 0 2 3 3 3:
Other: 143: 49 25 29 52 41 120 82:
:----------------------------------------------------------------------------------------------------
: 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 : 32.4 40.4 43.5 52.6 30.5 35.4 40.6 47.1
Old : 84.5 67.6 84.5 67.6 84.5 67.6 84.5 67.6
Other: 32.5 40.3 43.6 52.6 30.6 35.3 40.7 47.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 1,154,085: 193,326 57,697 267,722 585,586 757,806 1,046,634 1,083,225: 107,452 70,860
Old : 1,154,085: 193,326 57,697 267,722 585,586 757,806 1,046,634 1,083,225: 107,452 70,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 19,103: -1,931 1,771 4,105 10,543 5,778 12,717 11,654: 6,386 7,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 5.0 23.2 50.7 65.7 90.7 93.9: 9.3 6.1
Old : 100.0: 16.8 5.0 23.2 50.7 65.7 90.7 93.9: 9.3 6.1
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 : 230: 77 52 81 83 85 203 181:
Old : 230: 77 52 81 83 85 203 181:
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 : 18.0 20.7 30.2 34.6 13.1 15.7 22.1 25.6
Old : 18.0 20.7 30.2 34.6 13.1 15.7 22.1 25.6
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 19, 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 : 173,694: 29,323 17,975 46,891 91,751 101,007 167,966 165,874: 5,729 7,821
Old : 8,997: 1,278 1,051 17 6,766 4,461 8,061 5,529: 936 3,468
Other: 164,697: 29,337 18,216 45,583 84,985 96,546 159,905 160,345: 4,793 4,353
: : :
: : Changes in Commitments from: August 12, 2008 :
: -654: -2,622 3,214 885 4,119 -5,885 2,383 -1,787: -3,037 1,133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 10.3 27.0 52.8 58.2 96.7 95.5: 3.3 4.5
Old : 100.0: 14.2 11.7 0.2 75.2 49.6 89.6 61.5: 10.4 38.5
Other: 100.0: 17.8 11.1 27.7 51.6 58.6 97.1 97.4: 2.9 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 136 78 104 111 119 285 271:
Old : 103: 11 8 2 37 47 50 57:
Other: 361: 134 78 100 107 115 276 265:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 25.7 32.2 34.8 16.3 15.0 25.9 22.1
Old : 62.9 39.0 73.0 47.1 62.8 39.0 72.9 47.1
Other: 20.8 25.3 33.4 34.8 17.1 16.2 27.2 23.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 19, 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 : 44,484: 30,058 3,468 3,336 5,876 34,922 39,271 41,727: 5,214 2,758
Old : 44,484: 30,058 3,468 3,336 5,876 34,922 39,271 41,727: 5,214 2,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 8,666: 9,547 -38 -373 226 9,045 9,400 8,635: -733 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 7.8 7.5 13.2 78.5 88.3 93.8: 11.7 6.2
Old : 100.0: 67.6 7.8 7.5 13.2 78.5 88.3 93.8: 11.7 6.2
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 : 68: 37 14 8 11 8 51 28:
Old : 68: 37 14 8 11 8 51 28:
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 76.8 63.2 86.9 49.4 73.6 57.4 77.2
Old : 49.4 76.8 63.2 86.9 49.4 73.6 57.4 77.2
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 19, 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 : 25,581: 1,628 2,885 168 22,850 22,145 24,646 25,198: 936 383
Old : 25,581: 1,628 2,885 168 22,850 22,145 24,646 25,198: 936 383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 12, 2008 :
: 1,360: -74 171 1 1,339 1,146 1,266 1,319: 93 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 11.3 0.7 89.3 86.6 96.3 98.5: 3.7 1.5
Old : 100.0: 6.4 11.3 0.7 89.3 86.6 96.3 98.5: 3.7 1.5
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 3 9 15 14 21:
Old : 23: 3 5 3 9 15 14 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 : 80.5 55.2 94.2 78.7 65.3 49.4 73.7 67.7
Old : 80.5 55.2 94.2 78.7 65.3 49.4 73.7 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 22, 2008