COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 329,306: 27,384 26,564 135,410 152,873 155,327 315,667 317,301: 13,639 12,005
Old : 310,648: 26,081 26,945 129,060 142,615 142,879 297,756 298,884: 12,891 11,764
Other: 18,659: 2,982 1,299 4,670 10,258 12,448 17,911 18,417: 748 241
: : :
: : Changes in Commitments from: October 7, 2008 :
: -13,832: -2,422 -5,786 -3,039 -8,552 -4,405 -14,012 -13,229: 180 -603
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 8.1 41.1 46.4 47.2 95.9 96.4: 4.1 3.6
Old : 100.0: 8.4 8.7 41.5 45.9 46.0 95.9 96.2: 4.1 3.8
Other: 100.0: 16.0 7.0 25.0 55.0 66.7 96.0 98.7: 4.0 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 108 78 106 79 72 235 213:
Old : 276: 108 76 105 78 68 233 208:
Other: 74: 22 12 22 24 31 54 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 : 19.9 22.1 30.9 33.4 10.9 8.9 16.9 14.2
Old : 20.6 22.6 30.8 33.9 11.5 9.5 17.9 14.6
Other: 38.9 34.0 55.9 51.4 26.5 28.6 38.6 41.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 47,004: 8,036 8,389 13,272 20,803 21,698 42,111 43,359: 4,892 3,645
Old : 19,431: 5,789 7,617 4,278 6,939 5,283 17,007 17,178: 2,424 2,253
Other: 27,573: 5,374 3,898 5,867 13,864 16,415 25,105 26,181: 2,468 1,392
: : :
: : Changes in Commitments from: October 7, 2008 :
: -444: 427 -621 -763 629 1,331 292 -53: -735 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 17.8 28.2 44.3 46.2 89.6 92.2: 10.4 7.8
Old : 100.0: 29.8 39.2 22.0 35.7 27.2 87.5 88.4: 12.5 11.6
Other: 100.0: 19.5 14.1 21.3 50.3 59.5 91.0 95.0: 9.0 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 35 37 28 29 19 80 73:
Old : 88: 34 29 18 23 12 62 54:
Other: 74: 20 25 17 26 15 59 44:
:----------------------------------------------------------------------------------------------------
: 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 : 23.8 48.2 40.7 59.5 15.6 31.1 26.3 38.9
Old : 31.0 32.5 46.9 51.5 24.6 28.0 34.3 43.6
Other: 30.6 63.3 47.8 75.4 22.2 42.9 34.4 49.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 135,718: 27,884 20,410 22,517 81,556 88,984 131,957 131,911: 3,762 3,807
Old : 124,772: 27,730 16,181 21,723 71,733 83,094 121,186 120,999: 3,586 3,773
Other: 10,947: 937 5,012 10 9,823 5,890 10,770 10,913: 176 34
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,582: -906 -499 2,095 2,258 -239 3,447 1,356: -1,865 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 15.0 16.6 60.1 65.6 97.2 97.2: 2.8 2.8
Old : 100.0: 22.2 13.0 17.4 57.5 66.6 97.1 97.0: 2.9 3.0
Other: 100.0: 8.6 45.8 0.1 89.7 53.8 98.4 99.7: 1.6 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 141: 35 34 36 57 46 114 101:
Old : 141: 34 36 35 57 45 113 100:
Other: 32: 6 3 2 17 16 23 21:
:----------------------------------------------------------------------------------------------------
: 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 37.9 47.0 51.1 25.8 26.8 37.2 39.0
Old : 27.7 36.2 46.2 50.3 24.4 25.2 37.6 38.9
Other: 72.8 78.0 85.7 93.2 61.4 71.2 71.3 80.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 966,314: 121,432 65,568 243,859 533,752 586,879 899,043 896,306: 67,272 70,008
Old : 966,314: 121,432 65,568 243,859 533,752 586,879 899,043 896,306: 67,272 70,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 9,093: -1,810 2,472 7,464 2,466 -3,798 8,120 6,138: 972 2,955
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 6.8 25.2 55.2 60.7 93.0 92.8: 7.0 7.2
Old : 100.0: 12.6 6.8 25.2 55.2 60.7 93.0 92.8: 7.0 7.2
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 : 221: 59 56 75 87 82 190 176:
Old : 221: 59 56 75 87 82 190 176:
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 : 17.0 21.7 29.5 32.6 12.5 13.1 20.7 19.6
Old : 17.0 21.7 29.5 32.6 12.5 13.1 20.7 19.6
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, October 14, 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 : 196,886: 15,405 27,165 70,252 105,113 93,033 190,770 190,450: 6,116 6,436
Old : 192,601: 16,777 27,372 67,593 102,224 91,252 186,594 186,217: 6,007 6,384
Other: 4,284: 354 1,518 934 2,889 1,781 4,176 4,233: 108 51
: : :
: : Changes in Commitments from: October 7, 2008 :
: -14,964: -816 -1,183 -8,515 -4,357 -4,078 -13,688 -13,776: -1,276 -1,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 13.8 35.7 53.4 47.3 96.9 96.7: 3.1 3.3
Old : 100.0: 8.7 14.2 35.1 53.1 47.4 96.9 96.7: 3.1 3.3
Other: 100.0: 8.3 35.4 21.8 67.4 41.6 97.5 98.8: 2.5 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 99 89 101 129 118 277 267:
Old : 341: 101 88 101 129 118 277 267:
Other: 63: 8 11 15 28 30 45 47:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 23.2 28.3 34.7 10.1 12.4 18.1 18.2
Old : 16.6 22.8 27.7 34.4 10.3 13.6 18.5 19.5
Other: 67.0 60.0 79.3 74.8 51.0 47.7 58.2 55.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 14, 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 : 48,907: 26,861 1,512 3,738 13,135 39,294 43,733 44,544: 5,174 4,363
Old : 48,907: 26,861 1,512 3,738 13,135 39,294 43,733 44,544: 5,174 4,363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 1,474: 480 -885 310 -970 -93 -180 -668: 1,654 2,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.9 3.1 7.6 26.9 80.3 89.4 91.1: 10.6 8.9
Old : 100.0: 54.9 3.1 7.6 26.9 80.3 89.4 91.1: 10.6 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 : 59: 35 9 9 9 8 46 25:
Old : 59: 35 9 9 9 8 46 25:
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 : 47.8 84.0 67.2 88.1 44.8 74.3 61.4 75.1
Old : 47.8 84.0 67.2 88.1 44.8 74.3 61.4 75.1
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, October 14, 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 : 15,874: 2,198 2,055 726 10,398 12,508 13,322 15,289: 2,552 585
Old : 15,874: 2,198 2,055 726 10,398 12,508 13,322 15,289: 2,552 585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: 3,971: 849 -549 87 3,387 4,532 4,323 4,070: -352 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 12.9 4.6 65.5 78.8 83.9 96.3: 16.1 3.7
Old : 100.0: 13.8 12.9 4.6 65.5 78.8 83.9 96.3: 16.1 3.7
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 : 25: 4 3 1 8 12 13 15:
Old : 25: 4 3 1 8 12 13 15:
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 : 59.8 65.3 76.5 83.1 57.8 60.7 72.4 78.5
Old : 59.8 65.3 76.5 83.1 57.8 60.7 72.4 78.5
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 14, 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 : 489,316: 34,169 132,151 8,633 433,034 311,471 475,836 452,256: 13,479 37,060
Old : 489,316: 34,169 132,151 8,633 433,034 311,471 475,836 452,256: 13,479 37,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 7, 2008 :
: -6,498: -12,150 -9,753 -3,474 15,971 8,657 346 -4,570: -6,844 -1,927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 27.0 1.8 88.5 63.7 97.2 92.4: 2.8 7.6
Old : 100.0: 7.0 27.0 1.8 88.5 63.7 97.2 92.4: 2.8 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 : 262: 26 62 19 92 121 126 194:
Old : 262: 26 62 19 92 121 126 194:
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 : 52.7 22.2 62.9 29.6 51.3 22.1 61.3 29.2
Old : 52.7 22.2 62.9 29.6 51.3 22.1 61.3 29.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 17, 2008