COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 359,892: 30,912 33,177 143,353 170,682 169,164 344,947 345,695: 14,945 14,197
Old : 342,639: 29,743 33,280 137,267 161,552 158,095 328,562 328,642: 14,076 13,997
Other: 17,253: 3,092 1,821 4,163 9,130 11,069 16,384 17,053: 869 200
: : :
: : Changes in Commitments from: September 23, 2008 :
: -5,590: -2,448 -2,003 3,144 -4,743 -5,445 -4,047 -4,303: -1,542 -1,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 9.2 39.8 47.4 47.0 95.8 96.1: 4.2 3.9
Old : 100.0: 8.7 9.7 40.1 47.1 46.1 95.9 95.9: 4.1 4.1
Other: 100.0: 17.9 10.6 24.1 52.9 64.2 95.0 98.8: 5.0 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 110 90 105 86 75 242 229:
Old : 297: 107 92 104 84 71 239 224:
Other: 74: 19 13 21 22 31 51 55:
:----------------------------------------------------------------------------------------------------
: 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 : 21.1 21.9 31.6 32.3 11.8 9.3 18.6 14.5
Old : 21.7 22.3 32.0 32.5 12.3 9.8 19.5 14.7
Other: 39.0 33.7 55.0 56.2 28.2 31.2 37.0 45.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 46,305: 7,410 8,591 13,713 19,783 20,330 40,906 42,634: 5,399 3,672
Old : 24,237: 8,550 8,138 5,031 7,840 8,535 21,421 21,704: 2,816 2,533
Other: 22,068: 2,043 3,636 5,499 11,942 11,795 19,485 20,930: 2,584 1,139
: : :
: : Changes in Commitments from: September 23, 2008 :
: 2,049: -105 -72 2,028 239 -195 2,161 1,760: -112 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 18.6 29.6 42.7 43.9 88.3 92.1: 11.7 7.9
Old : 100.0: 35.3 33.6 20.8 32.3 35.2 88.4 89.5: 11.6 10.5
Other: 100.0: 9.3 16.5 24.9 54.1 53.4 88.3 94.8: 11.7 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 42 31 30 26 17 80 72:
Old : 99: 42 31 19 23 10 68 57:
Other: 66: 20 24 17 17 14 51 41:
:----------------------------------------------------------------------------------------------------
: 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 : 23.4 44.9 39.1 57.3 15.6 30.1 25.3 38.1
Old : 28.7 36.4 44.0 52.7 23.3 33.0 35.8 47.8
Other: 31.9 58.1 50.5 72.3 18.4 38.0 31.0 45.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 137,900: 32,843 21,220 18,787 77,008 91,707 128,638 131,713: 9,262 6,187
Old : 126,613: 32,432 16,648 18,261 66,739 85,545 117,433 120,454: 9,180 6,159
Other: 11,287: 929 5,090 7 10,269 6,162 11,205 11,259: 82 28
: : :
: : Changes in Commitments from: September 23, 2008 :
: -782: -2,627 -4,606 2,156 883 1,520 413 -930: -1,195 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 15.4 13.6 55.8 66.5 93.3 95.5: 6.7 4.5
Old : 100.0: 25.6 13.1 14.4 52.7 67.6 92.7 95.1: 7.3 4.9
Other: 100.0: 8.2 45.1 0.1 91.0 54.6 99.3 99.8: 0.7 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 51 30 31 54 44 120 97:
Old : 152: 50 33 31 54 43 120 96:
Other: 28: 4 3 3 15 14 20 19:
:----------------------------------------------------------------------------------------------------
: 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 : 29.2 39.0 45.5 50.8 27.3 30.0 36.7 40.9
Old : 27.3 36.8 44.3 49.1 26.1 27.8 36.5 39.8
Other: 73.8 82.4 88.6 94.5 59.9 71.4 69.6 76.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 979,169: 143,818 51,469 223,391 542,784 642,877 909,992 917,737: 69,177 61,432
Old : 979,169: 143,818 51,469 223,391 542,784 642,877 909,992 917,737: 69,177 61,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -22,202: -2,038 1,542 10,082 -15,940 -27,652 -7,896 -16,028: -14,306 -6,174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 5.3 22.8 55.4 65.7 92.9 93.7: 7.1 6.3
Old : 100.0: 14.7 5.3 22.8 55.4 65.7 92.9 93.7: 7.1 6.3
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 : 216: 64 47 74 82 87 188 172:
Old : 216: 64 47 74 82 87 188 172:
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 21.7 30.5 34.4 13.0 14.2 22.4 23.0
Old : 17.6 21.7 30.5 34.4 13.0 14.2 22.4 23.0
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, September 30, 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 : 194,219: 26,795 25,206 58,646 103,479 104,755 188,920 188,607: 5,299 5,612
Old : 190,145: 28,375 25,406 55,826 100,751 103,339 184,952 184,570: 5,194 5,575
Other: 4,073: 428 1,809 812 2,728 1,416 3,968 4,037: 105 37
: : :
: : Changes in Commitments from: September 23, 2008 :
: 15,902: -1,305 671 4,274 12,558 9,798 15,527 14,742: 375 1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 13.0 30.2 53.3 53.9 97.3 97.1: 2.7 2.9
Old : 100.0: 14.9 13.4 29.4 53.0 54.3 97.3 97.1: 2.7 2.9
Other: 100.0: 10.5 44.4 19.9 67.0 34.8 97.4 99.1: 2.6 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 116 84 100 122 126 280 275:
Old : 357: 117 84 100 122 126 280 275:
Other: 58: 6 12 15 21 31 37 48:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 26.8 32.2 36.8 13.0 13.4 22.3 19.1
Old : 19.4 26.3 31.8 36.4 13.2 14.6 22.7 20.5
Other: 70.2 63.2 83.1 75.4 56.2 51.8 63.4 58.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 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 : 48,362: 26,985 1,739 3,520 14,144 38,635 44,649 43,894: 3,713 4,468
Old : 48,362: 26,985 1,739 3,520 14,144 38,635 44,649 43,894: 3,713 4,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -3,157: -3,616 -717 -489 769 -2,183 -3,335 -3,388: 178 231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.8 3.6 7.3 29.2 79.9 92.3 90.8: 7.7 9.2
Old : 100.0: 55.8 3.6 7.3 29.2 79.9 92.3 90.8: 7.7 9.2
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 : 55: 25 14 6 10 8 38 26:
Old : 55: 25 14 6 10 8 38 26:
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 : 58.2 82.5 74.0 86.4 54.4 73.1 66.7 74.1
Old : 58.2 82.5 74.0 86.4 54.4 73.1 66.7 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 30, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 IND X $500.00) :
: : :
All : 8,517: 1,546 2,049 662 3,936 5,144 6,144 7,855: 2,373 662
Old : 8,517: 1,546 2,049 662 3,936 5,144 6,144 7,855: 2,373 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 24.1 7.8 46.2 60.4 72.1 92.2: 27.9 7.8
Old : 100.0: 18.2 24.1 7.8 46.2 60.4 72.1 92.2: 27.9 7.8
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 : 23: 3 5 1 6 11 10 16:
Old : 23: 3 5 1 6 11 10 16:
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 : 53.6 39.5 69.4 62.5 44.6 33.1 58.0 53.3
Old : 53.6 39.5 69.4 62.5 44.6 33.1 58.0 53.3
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, September 30, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 496,379: 22,723 147,669 8,910 440,243 295,398 471,875 451,977: 24,504 44,402
Old : 496,379: 22,723 147,669 8,910 440,243 295,398 471,875 451,977: 24,504 44,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 23, 2008 :
: -7,073: 3,799 1,451 4,134 -9,673 -14,752 -1,739 -9,166: -5,333 2,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 29.7 1.8 88.7 59.5 95.1 91.1: 4.9 8.9
Old : 100.0: 4.6 29.7 1.8 88.7 59.5 95.1 91.1: 4.9 8.9
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 : 255: 27 62 16 85 120 118 192:
Old : 255: 27 62 16 85 120 118 192:
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 : 55.0 21.8 65.8 30.6 53.4 21.8 63.9 30.6
Old : 55.0 21.8 65.8 30.6 53.4 21.8 63.9 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 3, 2008