COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 201,926: 28,194 21,901 58,580 102,515 108,366 189,289 188,847: 12,637 13,078
Old : 179,005: 25,472 22,343 51,321 90,945 92,799 167,738 166,463: 11,268 12,542
Other: 22,920: 4,415 1,251 5,566 11,571 15,567 21,551 22,384: 1,369 536
: : :
: : Changes in Commitments from: November 11, 2008 :
: -10,495: 766 -1,768 1,504 -10,756 -9,527 -8,486 -9,792: -2,008 -703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 10.8 29.0 50.8 53.7 93.7 93.5: 6.3 6.5
Old : 100.0: 14.2 12.5 28.7 50.8 51.8 93.7 93.0: 6.3 7.0
Other: 100.0: 19.3 5.5 24.3 50.5 67.9 94.0 97.7: 6.0 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 72 58 59 62 62 159 156:
Old : 206: 70 59 56 62 60 156 153:
Other: 84: 28 12 25 29 31 69 58:
:----------------------------------------------------------------------------------------------------
: 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 : 17.9 19.1 30.5 31.9 15.6 14.7 25.4 23.5
Old : 18.7 19.9 32.2 32.3 16.6 17.3 27.5 25.3
Other: 27.9 30.6 45.5 46.6 21.6 29.5 35.7 40.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 38,970: 7,030 7,424 8,378 20,019 19,410 35,428 35,212: 3,543 3,758
Old : 38,721: 7,106 7,257 8,303 19,770 19,404 35,179 34,963: 3,543 3,758
Other: 249: 0 243 0 249 6 249 249: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,101: 173 872 315 667 -738 1,154 449: -53 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 19.1 21.5 51.4 49.8 90.9 90.4: 9.1 9.6
Old : 100.0: 18.4 18.7 21.4 51.1 50.1 90.9 90.3: 9.1 9.7
Other: 100.0: 0.0 97.6 0.0 99.9 2.4 99.9 100.0: 0.1 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 33 38 23 27 14 74 62:
Old : 101: 34 37 23 27 14 74 62:
Other: 4: 0 2 0 2 1 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 54.0 42.2 63.9 20.4 38.0 31.7 45.0
Old : 25.5 54.4 41.8 64.3 20.5 38.8 31.8 45.9
Other: 99.9 100.0 99.9 100.0 97.5 97.6 97.5 97.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 116,001: 31,329 19,402 14,548 64,099 75,743 109,975 109,693: 6,026 6,308
Old : 103,913: 31,158 15,065 13,682 53,271 68,947 98,110 97,694: 5,802 6,218
Other: 12,088: 857 5,022 180 10,828 6,796 11,865 11,998: 223 90
: : :
: : Changes in Commitments from: November 11, 2008 :
: -6,839: 780 -1,814 -2,573 -4,970 -1,544 -6,764 -5,932: -76 -908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 16.7 12.5 55.3 65.3 94.8 94.6: 5.2 5.4
Old : 100.0: 30.0 14.5 13.2 51.3 66.4 94.4 94.0: 5.6 6.0
Other: 100.0: 7.1 41.5 1.5 89.6 56.2 98.2 99.3: 1.8 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 31 29 19 50 39 92 78:
Old : 121: 32 28 18 48 39 89 78:
Other: 34: 4 4 3 21 17 28 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 : 36.7 40.3 53.1 55.9 33.0 31.0 45.4 46.1
Old : 35.5 39.0 53.1 55.7 32.3 31.1 45.9 46.4
Other: 65.9 71.3 78.9 87.6 55.6 65.2 66.2 77.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 935,967: 116,391 52,043 242,129 508,161 571,039 866,681 865,212: 69,287 70,756
Old : 935,967: 116,391 52,043 242,129 508,161 571,039 866,681 865,212: 69,287 70,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -21,808: -4,900 -3,636 -8,299 -10,185 -14,079 -23,384 -26,014: 1,576 4,206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.6 25.9 54.3 61.0 92.6 92.4: 7.4 7.6
Old : 100.0: 12.4 5.6 25.9 54.3 61.0 92.6 92.4: 7.4 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 : 220: 56 59 73 86 86 188 179:
Old : 220: 56 59 73 86 86 188 179:
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 : 17.9 20.5 30.2 31.9 11.5 11.0 19.4 16.0
Old : 17.9 20.5 30.2 31.9 11.5 11.0 19.4 16.0
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, November 18, 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 : 144,399: 15,175 25,468 34,949 86,443 75,106 136,567 135,523: 7,831 8,876
Old : 139,002: 16,738 25,786 31,752 82,940 72,662 131,430 130,199: 7,573 8,803
Other: 5,396: 397 1,642 1,238 3,503 2,444 5,138 5,324: 259 72
: : :
: : Changes in Commitments from: November 11, 2008 :
: -50,595: -3,141 -3,702 -32,061 -17,076 -17,484 -52,278 -53,247: 1,683 2,652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 17.6 24.2 59.9 52.0 94.6 93.9: 5.4 6.1
Old : 100.0: 12.0 18.6 22.8 59.7 52.3 94.6 93.7: 5.4 6.3
Other: 100.0: 7.4 30.4 22.9 64.9 45.3 95.2 98.7: 4.8 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 93 81 84 119 113 251 246:
Old : 324: 96 81 82 119 111 250 243:
Other: 73: 12 8 15 37 32 57 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 : 19.3 26.2 31.4 36.5 13.1 15.6 23.9 22.3
Old : 19.7 25.8 32.2 36.2 13.6 17.5 24.8 24.6
Other: 56.6 57.4 71.5 73.5 40.8 41.2 47.9 48.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 18, 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 : 41,568: 20,060 688 3,811 13,733 34,302 37,604 38,802: 3,965 2,767
Old : 41,568: 20,060 688 3,811 13,733 34,302 37,604 38,802: 3,965 2,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: -176: -937 -95 74 866 -641 3 -662: -178 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.3 1.7 9.2 33.0 82.5 90.5 93.3: 9.5 6.7
Old : 100.0: 48.3 1.7 9.2 33.0 82.5 90.5 93.3: 9.5 6.7
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 : 52: 29 10 8 10 5 41 22:
Old : 52: 29 10 8 10 5 41 22:
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 : 55.4 86.7 72.6 91.7 48.0 73.0 60.6 73.9
Old : 55.4 86.7 72.6 91.7 48.0 73.0 60.6 73.9
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, November 18, 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 : 18,390: 2,201 2,719 660 13,493 14,704 16,354 18,083: 2,036 307
Old : 18,390: 2,201 2,719 660 13,493 14,704 16,354 18,083: 2,036 307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 1,226: -2 507 113 1,511 474 1,622 1,094: -396 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 14.8 3.6 73.4 80.0 88.9 98.3: 11.1 1.7
Old : 100.0: 12.0 14.8 3.6 73.4 80.0 88.9 98.3: 11.1 1.7
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 : 29: 4 5 1 12 11 17 16:
Old : 29: 4 5 1 12 11 17 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 : 49.7 63.7 69.1 83.9 47.3 61.0 65.4 74.6
Old : 49.7 63.7 69.1 83.9 47.3 61.0 65.4 74.6
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, November 18, 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 : 505,396: 71,756 102,740 14,524 406,945 364,021 493,226 481,285: 12,170 24,111
Old : 505,396: 71,756 102,740 14,524 406,945 364,021 493,226 481,285: 12,170 24,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 11, 2008 :
: 2,436: 2,673 -3,012 3,137 468 9,704 6,277 9,828: -3,841 -7,392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 20.3 2.9 80.5 72.0 97.6 95.2: 2.4 4.8
Old : 100.0: 14.2 20.3 2.9 80.5 72.0 97.6 95.2: 2.4 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 : 247: 23 54 15 93 117 125 177:
Old : 247: 23 54 15 93 117 125 177:
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 : 43.5 22.5 57.1 33.1 40.8 22.5 54.3 32.6
Old : 43.5 22.5 57.1 33.1 40.8 22.5 54.3 32.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated Novenber 21, 2008