COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 196,756: 27,240 15,650 63,681 91,263 106,214 182,184 185,544: 14,573 11,212
Old : 168,274: 22,658 16,195 53,490 79,598 88,184 155,745 157,869: 12,529 10,405
Other: 28,482: 6,171 1,042 8,602 11,666 18,030 26,439 27,675: 2,043 807
: : :
: : Changes in Commitments from: December 22, 2008 :
: 1,823: 1,038 -47 1,064 -1,099 1,278 1,003 2,294: 820 -471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 8.0 32.4 46.4 54.0 92.6 94.3: 7.4 5.7
Old : 100.0: 13.5 9.6 31.8 47.3 52.4 92.6 93.8: 7.4 6.2
Other: 100.0: 21.7 3.7 30.2 41.0 63.3 92.8 97.2: 7.2 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 197: 77 43 59 66 58 167 139:
Old : 195: 71 48 55 65 56 163 134:
Other: 85: 25 16 24 33 32 70 60:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 21.6 30.1 34.9 15.8 16.6 24.7 26.2
Old : 18.6 22.2 32.6 35.5 17.7 18.2 27.8 27.8
Other: 22.8 29.3 38.5 47.0 20.4 26.5 32.4 40.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 39,127: 6,589 8,727 9,043 20,123 17,823 35,755 35,593: 3,372 3,534
Old : 38,821: 6,691 8,587 8,940 19,818 17,761 35,450 35,287: 3,371 3,533
Other: 306: 0 243 0 305 62 305 305: 1 1
: : :
: : Changes in Commitments from: December 22, 2008 :
: 165: -417 579 324 251 -947 158 -44: 7 209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 22.3 23.1 51.4 45.6 91.4 91.0: 8.6 9.0
Old : 100.0: 17.2 22.1 23.0 51.1 45.8 91.3 90.9: 8.7 9.1
Other: 100.0: 0.0 79.4 0.0 99.6 20.3 99.6 99.7: 0.4 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 26 41 21 32 13 74 61:
Old : 101: 27 40 21 32 13 74 61:
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 : 28.2 52.9 42.8 64.4 17.8 33.3 28.8 41.9
Old : 27.9 53.1 42.3 64.7 17.8 34.0 28.8 42.7
Other: 99.6 99.7 99.6 99.7 79.4 79.4 79.4 79.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 129,660: 36,500 16,278 18,397 64,758 88,179 119,656 122,854: 10,004 6,806
Old : 114,972: 35,880 12,475 16,696 52,754 79,146 105,330 108,317: 9,642 6,655
Other: 14,688: 1,966 5,148 356 12,004 9,033 14,326 14,537: 362 151
: : :
: : Changes in Commitments from: December 22, 2008 :
: 3,595: 1,908 564 1,963 -1,901 -218 1,971 2,309: 1,624 1,286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 12.6 14.2 49.9 68.0 92.3 94.8: 7.7 5.2
Old : 100.0: 31.2 10.9 14.5 45.9 68.8 91.6 94.2: 8.4 5.8
Other: 100.0: 13.4 35.1 2.4 81.7 61.5 97.5 99.0: 2.5 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 43 19 26 51 47 106 82:
Old : 126: 39 22 23 49 47 100 81:
Other: 44: 9 3 4 24 21 34 27:
:----------------------------------------------------------------------------------------------------
: 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 : 28.4 38.1 42.0 51.4 26.2 31.0 38.3 43.7
Old : 26.8 37.5 41.6 51.8 25.1 30.6 37.9 44.8
Other: 57.0 55.1 72.2 78.1 48.8 52.7 63.3 70.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 951,269: 111,601 60,856 253,576 520,108 569,714 885,285 884,146: 65,984 67,123
Old : 951,269: 111,601 60,856 253,576 520,108 569,714 885,285 884,146: 65,984 67,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: -3,695: 62 277 2,785 -6,629 -5,107 -3,783 -2,046: 88 -1,649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 6.4 26.7 54.7 59.9 93.1 92.9: 6.9 7.1
Old : 100.0: 11.7 6.4 26.7 54.7 59.9 93.1 92.9: 6.9 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 : 223: 53 67 72 88 88 189 183:
Old : 223: 53 67 72 88 88 189 183:
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 : 18.0 21.2 29.2 31.7 9.7 9.5 16.3 14.5
Old : 18.0 21.2 29.2 31.7 9.7 9.5 16.3 14.5
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, December 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 : 161,748: 15,686 29,179 49,497 89,578 75,986 154,762 154,662: 6,986 7,086
Old : 148,910: 17,918 30,005 39,069 85,831 72,985 142,818 142,059: 6,093 6,851
Other: 12,838: 3,925 5,330 4,272 3,748 3,001 11,944 12,603: 894 234
: : :
: : Changes in Commitments from: December 22, 2008 :
: 1,896: 219 1,516 452 1,228 396 1,898 2,363: -2 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 18.0 30.6 55.4 47.0 95.7 95.6: 4.3 4.4
Old : 100.0: 12.0 20.1 26.2 57.6 49.0 95.9 95.4: 4.1 4.6
Other: 100.0: 30.6 41.5 33.3 29.2 23.4 93.0 98.2: 7.0 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 86 88 89 123 104 257 240:
Old : 320: 92 85 87 122 101 255 236:
Other: 88: 13 15 15 44 32 66 53:
:----------------------------------------------------------------------------------------------------
: 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 : 16.6 22.3 28.8 35.1 12.4 14.2 22.1 21.9
Old : 15.3 20.7 28.6 33.8 13.4 16.5 24.0 24.8
Other: 66.2 71.5 75.9 80.1 39.6 47.4 45.4 51.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 17,261: 8,323 2,340 2,792 4,096 8,538 15,211 13,669: 2,049 3,592
Old : 17,261: 8,323 2,340 2,792 4,096 8,538 15,211 13,669: 2,049 3,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 119: -259 -415 24 -23 235 -258 -156: 377 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.2 13.6 16.2 23.7 49.5 88.1 79.2: 11.9 20.8
Old : 100.0: 48.2 13.6 16.2 23.7 49.5 88.1 79.2: 11.9 20.8
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 : 43: 14 16 6 5 9 21 30:
Old : 43: 14 16 6 5 9 21 30:
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 : 70.3 59.1 81.9 68.0 57.5 43.6 61.1 49.1
Old : 70.3 59.1 81.9 68.0 57.5 43.6 61.1 49.1
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, December 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 : 424,505: 25,486 90,792 6,660 378,972 302,714 411,118 400,166: 13,386 24,338
Old : 424,505: 25,486 90,792 6,660 378,972 302,714 411,118 400,166: 13,386 24,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 22, 2008 :
: 1,657: 576 -2,244 -93 1,809 5,922 2,291 3,585: -634 -1,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 21.4 1.6 89.3 71.3 96.8 94.3: 3.2 5.7
Old : 100.0: 6.0 21.4 1.6 89.3 71.3 96.8 94.3: 3.2 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 : 237: 21 46 9 90 115 116 165:
Old : 237: 21 46 9 90 115 116 165:
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 : 43.0 28.3 56.8 37.2 40.4 28.2 54.2 36.0
Old : 43.0 28.3 56.8 37.2 40.4 28.2 54.2 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 05, 2008