COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 314,919: 29,000 25,938 125,089 147,547 151,326 301,636 302,353: 13,283 12,566
Old : 295,385: 28,278 26,594 117,904 136,657 138,550 282,839 283,047: 12,546 12,337
Other: 19,534: 3,006 1,629 4,901 10,890 12,776 18,797 19,305: 738 229
: : :
: : Changes in Commitments from: October 14, 2008 :
: -14,387: 1,616 -626 -10,321 -5,326 -4,001 -14,031 -14,948: -356 561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 8.2 39.7 46.9 48.1 95.8 96.0: 4.2 4.0
Old : 100.0: 9.6 9.0 39.9 46.3 46.9 95.8 95.8: 4.2 4.2
Other: 100.0: 15.4 8.3 25.1 55.7 65.4 96.2 98.8: 3.8 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 114 71 97 82 73 235 206:
Old : 276: 113 71 96 81 70 233 202:
Other: 74: 21 10 21 27 34 54 59:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 21.6 30.0 33.3 10.0 8.7 16.1 13.9
Old : 18.9 22.4 29.9 34.2 10.6 9.8 17.2 15.0
Other: 38.6 29.9 56.7 46.9 29.1 28.1 42.1 39.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 39,866: 7,486 7,450 8,358 19,604 20,681 35,448 36,489: 4,418 3,377
Old : 6,806: 2,404 2,389 0 2,742 3,422 5,146 5,811: 1,660 995
Other: 33,060: 6,564 6,543 6,876 16,862 17,259 30,302 30,678: 2,758 2,382
: : :
: : Changes in Commitments from: October 14, 2008 :
: -7,137: -550 -938 -4,914 -1,199 -1,017 -6,663 -6,870: -474 -268
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 18.7 21.0 49.2 51.9 88.9 91.5: 11.1 8.5
Old : 100.0: 35.3 35.1 0.0 40.3 50.3 75.6 85.4: 24.4 14.6
Other: 100.0: 19.9 19.8 20.8 51.0 52.2 91.7 92.8: 8.3 7.2
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 29 35 24 31 17 77 64:
Old : 54: 18 14 0 19 6 37 20:
Other: 91: 25 34 17 29 15 65 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 : 23.1 54.0 39.0 64.1 18.0 38.9 29.4 47.9
Old : 29.1 69.9 43.3 76.9 29.1 69.9 43.3 76.6
Other: 27.1 55.7 43.4 67.3 20.4 38.8 32.9 48.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 146,950: 30,632 23,485 26,855 84,435 91,250 141,921 141,590: 5,029 5,360
Old : 135,807: 30,398 19,192 26,140 74,447 85,177 130,984 130,509: 4,823 5,298
Other: 11,143: 939 4,998 10 9,988 6,073 10,937 11,081: 206 62
: : :
: : Changes in Commitments from: October 14, 2008 :
: 11,232: 2,748 3,075 4,338 2,879 2,266 9,965 9,679: 1,267 1,553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 16.0 18.3 57.5 62.1 96.6 96.4: 3.4 3.6
Old : 100.0: 22.4 14.1 19.2 54.8 62.7 96.4 96.1: 3.6 3.9
Other: 100.0: 8.4 44.9 0.1 89.6 54.5 98.1 99.4: 1.9 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 43 32 38 56 47 118 105:
Old : 146: 42 34 37 56 47 117 105:
Other: 32: 6 2 2 18 16 24 20:
:----------------------------------------------------------------------------------------------------
: 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 : 28.5 39.6 44.9 51.9 25.1 28.5 35.6 38.6
Old : 26.6 38.3 44.0 51.5 23.7 27.9 35.5 39.0
Other: 71.5 77.7 84.2 92.7 60.3 71.1 70.4 79.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 947,826: 119,718 67,494 239,575 524,651 573,410 883,944 880,480: 63,882 67,346
Old : 947,826: 119,718 67,494 239,575 524,651 573,410 883,944 880,480: 63,882 67,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -18,488: -1,714 1,926 -4,284 -9,100 -13,469 -15,098 -15,827: -3,390 -2,662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 7.1 25.3 55.4 60.5 93.3 92.9: 6.7 7.1
Old : 100.0: 12.6 7.1 25.3 55.4 60.5 93.3 92.9: 6.7 7.1
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 : 221: 53 65 72 86 80 187 175:
Old : 221: 53 65 72 86 80 187 175:
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 : 17.7 21.8 29.8 32.7 11.9 12.7 20.0 18.8
Old : 17.7 21.8 29.8 32.7 11.9 12.7 20.0 18.8
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 21, 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 : 197,804: 14,910 27,550 73,202 104,458 91,077 192,569 191,829: 5,234 5,975
Old : 193,553: 16,304 27,781 70,558 101,563 89,289 188,426 187,628: 5,127 5,925
Other: 4,250: 296 1,460 953 2,895 1,788 4,143 4,201: 107 49
: : :
: : Changes in Commitments from: October 14, 2008 :
: 918: -495 385 2,950 -655 -1,956 1,799 1,379: -881 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 13.9 37.0 52.8 46.0 97.4 97.0: 2.6 3.0
Old : 100.0: 8.4 14.4 36.5 52.5 46.1 97.4 96.9: 2.6 3.1
Other: 100.0: 7.0 34.4 22.4 68.1 42.1 97.5 98.8: 2.5 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 104 88 102 131 120 283 273:
Old : 349: 105 88 102 131 119 283 272:
Other: 63: 8 9 15 29 30 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 : 17.7 23.1 28.6 35.3 9.9 12.5 17.9 18.0
Old : 16.9 22.7 28.0 35.0 10.1 13.7 18.3 19.4
Other: 67.8 59.9 79.7 74.8 51.0 47.3 57.1 54.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 46,701: 27,923 1,352 3,645 11,331 39,468 42,900 44,465: 3,801 2,236
Old : 46,701: 27,923 1,352 3,645 11,331 39,468 42,900 44,465: 3,801 2,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -2,206: 1,063 -160 -92 -1,804 173 -833 -79: -1,373 -2,128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.8 2.9 7.8 24.3 84.5 91.9 95.2: 8.1 4.8
Old : 100.0: 59.8 2.9 7.8 24.3 84.5 91.9 95.2: 8.1 4.8
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 : 53: 30 13 8 8 5 41 23:
Old : 53: 30 13 8 8 5 41 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 : 46.3 88.4 71.6 92.8 44.0 77.7 61.8 78.5
Old : 46.3 88.4 71.6 92.8 44.0 77.7 61.8 78.5
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 21, 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 : 16,142: 2,220 1,591 810 11,006 12,808 14,036 15,209: 2,106 933
Old : 16,142: 2,220 1,591 810 11,006 12,808 14,036 15,209: 2,106 933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: 268: 22 -464 84 608 300 714 -80: -446 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 9.9 5.0 68.2 79.3 87.0 94.2: 13.0 5.8
Old : 100.0: 13.8 9.9 5.0 68.2 79.3 87.0 94.2: 13.0 5.8
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 : 28: 4 3 1 12 11 17 14:
Old : 28: 4 3 1 12 11 17 14:
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 : 49.5 65.1 70.0 82.6 47.6 61.0 66.7 77.5
Old : 49.5 65.1 70.0 82.6 47.6 61.0 66.7 77.5
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 21, 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 : 472,000: 37,731 112,451 9,475 421,831 333,275 469,037 455,201: 2,963 16,799
Old : 472,000: 37,731 112,451 9,475 421,831 333,275 469,037 455,201: 2,963 16,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2008 :
: -17,315: 3,561 -19,700 842 -11,203 21,804 -6,799 2,946: -10,516 -20,261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 23.8 2.0 89.4 70.6 99.4 96.4: 0.6 3.6
Old : 100.0: 8.0 23.8 2.0 89.4 70.6 99.4 96.4: 0.6 3.6
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 : 239: 23 51 17 87 117 119 176:
Old : 239: 23 51 17 87 117 119 176:
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 : 54.9 24.2 65.4 33.4 53.5 24.2 63.5 33.4
Old : 54.9 24.2 65.4 33.4 53.5 24.2 63.5 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2008