COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 379,775: 44,733 31,361 125,969 186,898 207,266 357,600 364,596: 22,175 15,178
Old : 369,267: 43,691 32,164 121,629 182,766 200,645 348,086 354,438: 21,181 14,829
Other: 10,508: 3,355 1,510 2,026 4,132 6,622 9,514 10,158: 994 350
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,460: 887 -1,218 795 519 2,241 2,201 1,818: -742 -358
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 8.3 33.2 49.2 54.6 94.2 96.0: 5.8 4.0
Old : 100.0: 11.8 8.7 32.9 49.5 54.3 94.3 96.0: 5.7 4.0
Other: 100.0: 31.9 14.4 19.3 39.3 63.0 90.5 96.7: 9.5 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 129 79 116 72 71 240 230:
Old : 298: 120 86 114 72 70 238 228:
Other: 54: 20 7 17 16 20 42 38:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 24.1 31.9 34.6 15.3 13.5 23.0 21.0
Old : 20.6 24.3 32.2 34.7 15.9 13.5 23.9 21.0
Other: 33.1 48.5 52.4 68.2 25.1 34.3 36.7 46.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 45,796: 8,431 4,960 11,401 20,173 25,995 40,005 42,356: 5,791 3,440
Old : 32,413: 8,684 4,893 5,393 14,448 18,960 28,524 29,246: 3,889 3,167
Other: 13,383: 869 1,189 4,886 5,725 7,035 11,480 13,110: 1,903 273
: : :
: : Changes in Commitments from: July 22, 2008 :
: 173: -27 2,379 -124 422 -2,612 271 -357: -98 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 10.8 24.9 44.0 56.8 87.4 92.5: 12.6 7.5
Old : 100.0: 26.8 15.1 16.6 44.6 58.5 88.0 90.2: 12.0 9.8
Other: 100.0: 6.5 8.9 36.5 42.8 52.6 85.8 98.0: 14.2 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 35 35 23 26 14 73 61:
Old : 97: 40 29 21 24 13 68 59:
Other: 41: 10 11 12 13 14 33 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 : 27.1 52.8 43.3 65.6 17.9 35.7 28.8 41.9
Old : 27.1 51.5 44.6 61.6 25.2 44.1 38.1 53.0
Other: 48.6 62.0 63.5 78.1 11.6 20.2 16.2 26.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 168,374: 50,320 32,055 22,111 82,481 108,793 154,913 162,960: 13,461 5,414
Old : 68,703: 26,974 18,397 8,202 26,710 39,146 61,885 65,744: 6,818 2,959
Other: 99,671: 28,816 19,127 8,441 55,771 69,648 93,027 97,215: 6,643 2,455
: : :
: : Changes in Commitments from: July 22, 2008 :
: 2,319: -5,517 -251 -534 7,667 3,649 1,616 2,864: 703 -546
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 19.0 13.1 49.0 64.6 92.0 96.8: 8.0 3.2
Old : 100.0: 39.3 26.8 11.9 38.9 57.0 90.1 95.7: 9.9 4.3
Other: 100.0: 28.9 19.2 8.5 56.0 69.9 93.3 97.5: 6.7 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 57 25 46 52 47 140 100:
Old : 134: 46 32 20 39 31 96 73:
Other: 124: 40 20 27 48 41 103 75:
:----------------------------------------------------------------------------------------------------
: 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 : 29.9 39.9 42.0 52.1 26.3 31.4 35.5 42.7
Old : 26.1 48.5 40.0 63.3 20.5 38.2 31.3 50.7
Other: 45.8 37.3 56.4 52.8 41.7 33.0 49.7 46.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 1,117,624: 186,279 75,136 254,973 587,767 725,426 1,029,020 1,055,536: 88,605 62,089
Old : 1,117,624: 186,279 75,136 254,973 587,767 725,426 1,029,020 1,055,536: 88,605 62,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -6,011: -2,721 3,497 5,186 -1,771 -6,596 694 2,087: -6,705 -8,098
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 6.7 22.8 52.6 64.9 92.1 94.4: 7.9 5.6
Old : 100.0: 16.7 6.7 22.8 52.6 64.9 92.1 94.4: 7.9 5.6
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 : 241: 72 60 78 88 91 204 191:
Old : 241: 72 60 78 88 91 204 191:
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 20.1 30.3 34.5 13.4 16.0 22.9 25.9
Old : 17.7 20.1 30.3 34.5 13.4 16.0 22.9 25.9
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, July 29, 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 : 201,013: 32,407 12,724 65,379 94,352 116,338 192,138 194,441: 8,875 6,573
Old : 92,395: 23,680 17,564 16,852 46,762 54,504 87,293 88,920: 5,102 3,475
Other: 108,618: 19,778 6,210 37,477 47,590 61,834 104,845 105,521: 3,774 3,098
: : :
: : Changes in Commitments from: July 22, 2008 :
: 1,125: -2,905 3,504 2,246 2,169 -5,244 1,510 505: -384 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 6.3 32.5 46.9 57.9 95.6 96.7: 4.4 3.3
Old : 100.0: 25.6 19.0 18.2 50.6 59.0 94.5 96.2: 5.5 3.8
Other: 100.0: 18.2 5.7 34.5 43.8 56.9 96.5 97.1: 3.5 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 384: 146 78 115 122 123 318 277:
Old : 345: 123 83 86 95 95 256 226:
Other: 283: 86 57 69 103 109 215 211:
:----------------------------------------------------------------------------------------------------
: 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 : 20.4 24.8 31.3 35.1 14.2 14.9 22.9 22.0
Old : 22.8 32.8 34.7 42.7 22.8 31.5 33.9 41.0
Other: 26.7 21.8 38.1 33.0 19.5 15.9 28.7 23.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 29, 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 : 37,948: 21,695 10,759 3,146 8,198 20,398 33,039 34,303: 4,909 3,645
Old : 37,948: 21,695 10,759 3,146 8,198 20,398 33,039 34,303: 4,909 3,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -1,223: -2,020 -6,800 413 316 6,403 -1,291 16: 69 -1,239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 28.4 8.3 21.6 53.8 87.1 90.4: 12.9 9.6
Old : 100.0: 57.2 28.4 8.3 21.6 53.8 87.1 90.4: 12.9 9.6
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 : 78: 36 28 8 7 8 46 42:
Old : 78: 36 28 8 7 8 46 42:
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 : 51.0 62.7 65.9 76.9 50.2 59.1 60.2 68.6
Old : 51.0 62.7 65.9 76.9 50.2 59.1 60.2 68.6
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, July 29, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 IND X $100.00) :
: : :
All : 20,619: 1,482 2,420 138 18,857 16,886 20,477 19,443: 142 1,176
Old : 20,619: 1,482 2,420 138 18,857 16,886 20,477 19,443: 142 1,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 22, 2008 :
: -180: -939 -333 5 1,054 92 121 -236: -300 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 11.7 0.7 91.5 81.9 99.3 94.3: 0.7 5.7
Old : 100.0: 7.2 11.7 0.7 91.5 81.9 99.3 94.3: 0.7 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 : 20: 3 4 2 9 13 13 18:
Old : 20: 3 4 2 9 13 13 18:
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 : 87.7 58.3 97.8 79.9 68.9 53.3 77.4 69.6
Old : 87.7 58.3 97.8 79.9 68.9 53.3 77.4 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 1, 2008