COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 343,138: 29,806 32,350 138,449 161,425 159,732 329,679 330,530: 13,459 12,608
Old : 324,970: 28,424 32,576 132,128 151,660 147,833 312,212 312,537: 12,758 12,433
Other: 18,168: 3,233 1,624 4,470 9,764 11,898 17,467 17,993: 701 175
: : :
: : Changes in Commitments from: September 30, 2008 :
: -16,754: -1,106 -827 -4,904 -9,257 -9,433 -15,267 -15,164: -1,486 -1,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 9.4 40.3 47.0 46.6 96.1 96.3: 3.9 3.7
Old : 100.0: 8.7 10.0 40.7 46.7 45.5 96.1 96.2: 3.9 3.8
Other: 100.0: 17.8 8.9 24.6 53.7 65.5 96.1 99.0: 3.9 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 96 98 104 80 73 235 222:
Old : 287: 95 96 103 78 69 231 217:
Other: 75: 18 16 23 23 30 53 57:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 22.2 31.8 33.1 11.6 9.0 18.5 14.6
Old : 21.5 22.8 32.1 33.5 12.1 9.3 19.5 14.3
Other: 37.6 34.6 53.4 54.9 26.6 30.9 36.7 44.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 47,447: 7,609 9,010 14,036 20,175 20,367 41,820 43,412: 5,627 4,035
Old : 22,557: 7,750 8,396 5,003 6,578 6,364 19,330 19,762: 3,226 2,795
Other: 24,890: 3,253 4,007 5,639 13,596 14,003 22,489 23,650: 2,401 1,240
: : :
: : Changes in Commitments from: September 30, 2008 :
: 1,142: 199 419 323 392 38 913 779: 228 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 19.0 29.6 42.5 42.9 88.1 91.5: 11.9 8.5
Old : 100.0: 34.4 37.2 22.2 29.2 28.2 85.7 87.6: 14.3 12.4
Other: 100.0: 13.1 16.1 22.7 54.6 56.3 90.4 95.0: 9.6 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 38 37 32 26 20 79 81:
Old : 97: 40 31 19 21 14 63 62:
Other: 74: 19 28 17 23 14 56 45:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 45.1 39.8 56.8 16.2 30.1 26.1 37.7
Old : 28.3 33.0 42.6 49.6 23.3 28.5 33.6 43.0
Other: 30.3 60.3 47.8 72.8 19.1 36.6 31.9 43.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 134,137: 28,790 20,909 20,422 79,298 89,224 128,510 130,555: 5,627 3,582
Old : 123,547: 28,743 16,159 20,118 69,428 83,976 118,288 120,253: 5,259 3,294
Other: 10,590: 345 5,048 6 9,870 5,247 10,221 10,302: 368 288
: : :
: : Changes in Commitments from: September 30, 2008 :
: -3,763: -4,053 -310 1,635 2,290 -2,483 -128 -1,158: -3,635 -2,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 15.6 15.2 59.1 66.5 95.8 97.3: 4.2 2.7
Old : 100.0: 23.3 13.1 16.3 56.2 68.0 95.7 97.3: 4.3 2.7
Other: 100.0: 3.3 47.7 0.1 93.2 49.6 96.5 97.3: 3.5 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 145: 40 34 35 55 45 113 102:
Old : 145: 41 35 35 55 44 113 101:
Other: 29: 3 4 2 17 14 21 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 : 29.7 38.4 46.5 50.8 25.9 27.9 37.2 39.3
Old : 27.7 36.7 45.5 49.6 24.3 26.2 37.2 38.7
Other: 74.0 78.7 86.1 91.6 61.6 71.0 69.7 76.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 957,222: 123,242 63,097 236,395 531,286 590,677 890,922 890,169: 66,299 67,053
Old : 957,222: 123,242 63,097 236,395 531,286 590,677 890,922 890,169: 66,299 67,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -21,947: -20,576 11,628 13,004 -11,498 -52,200 -19,070 -27,568: -2,877 5,621
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 6.6 24.7 55.5 61.7 93.1 93.0: 6.9 7.0
Old : 100.0: 12.9 6.6 24.7 55.5 61.7 93.1 93.0: 6.9 7.0
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 : 224: 60 54 78 86 85 192 179:
Old : 224: 60 54 78 86 85 192 179:
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 : 17.2 21.0 29.7 32.6 13.0 14.6 22.2 21.5
Old : 17.2 21.0 29.7 32.6 13.0 14.6 22.2 21.5
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, October 7, 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 : 211,850: 16,221 28,348 78,767 109,470 97,111 204,458 204,226: 7,392 7,624
Old : 207,536: 17,701 28,552 75,937 106,651 95,485 200,289 199,974: 7,247 7,562
Other: 4,314: 456 1,733 893 2,819 1,625 4,169 4,251: 145 62
: : :
: : Changes in Commitments from: September 30, 2008 :
: 17,631: -10,574 3,142 20,121 5,991 -7,644 15,538 15,619: 2,093 2,012
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 13.4 37.2 51.7 45.8 96.5 96.4: 3.5 3.6
Old : 100.0: 8.5 13.8 36.6 51.4 46.0 96.5 96.4: 3.5 3.6
Other: 100.0: 10.6 40.2 20.7 65.4 37.7 96.6 98.6: 3.4 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 102 99 104 125 119 278 283:
Old : 357: 104 98 104 125 119 278 283:
Other: 62: 8 11 15 25 32 42 49:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 24.0 29.2 35.3 10.0 11.5 17.4 16.5
Old : 17.9 23.6 28.7 35.0 10.1 12.6 17.7 17.8
Other: 67.6 59.8 80.6 74.4 52.8 49.0 59.2 55.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 47,433: 26,381 2,397 3,427 14,105 39,387 43,913 45,211: 3,520 2,221
Old : 47,433: 26,381 2,397 3,427 14,105 39,387 43,913 45,211: 3,520 2,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -929: -604 657 -93 -39 753 -736 1,318: -193 -2,247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 5.1 7.2 29.7 83.0 92.6 95.3: 7.4 4.7
Old : 100.0: 55.6 5.1 7.2 29.7 83.0 92.6 95.3: 7.4 4.7
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 : 56: 30 12 7 11 6 43 23:
Old : 56: 30 12 7 11 6 43 23:
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 : 54.1 87.8 74.5 91.9 51.9 78.1 66.6 79.2
Old : 54.1 87.8 74.5 91.9 51.9 78.1 66.6 79.2
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, October 7, 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 : 11,903: 1,349 2,604 639 7,011 7,976 8,999 11,219: 2,904 684
Old : 11,903: 1,349 2,604 639 7,011 7,976 8,999 11,219: 2,904 684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: 3,385: -197 555 -23 3,075 2,832 2,855 3,364: 530 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 21.9 5.4 58.9 67.0 75.6 94.3: 24.4 5.7
Old : 100.0: 11.3 21.9 5.4 58.9 67.0 75.6 94.3: 24.4 5.7
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 : 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 : 56.3 56.8 73.4 74.6 53.6 51.5 67.3 68.9
Old : 56.3 56.8 73.4 74.6 53.6 51.5 67.3 68.9
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, October 7, 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 : 495,813: 46,319 141,904 12,107 417,063 302,814 475,490 456,826: 20,323 38,987
Old : 495,813: 46,319 141,904 12,107 417,063 302,814 475,490 456,826: 20,323 38,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2008 :
: -566: 23,597 -5,765 3,197 -23,179 7,416 3,614 4,849: -4,181 -5,415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 28.6 2.4 84.1 61.1 95.9 92.1: 4.1 7.9
Old : 100.0: 9.3 28.6 2.4 84.1 61.1 95.9 92.1: 4.1 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 : 272: 38 59 18 91 122 135 193:
Old : 272: 38 59 18 91 122 135 193:
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 : 49.6 21.5 59.9 28.8 48.1 21.5 58.0 28.8
Old : 49.6 21.5 59.9 28.8 48.1 21.5 58.0 28.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 10, 2008