COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 195,132: 26,101 22,651 59,308 96,828 101,098 182,236 183,057: 12,896 12,075
Old : 170,581: 23,422 23,087 50,832 85,286 85,368 159,540 159,287: 11,041 11,294
Other: 24,551: 4,273 1,159 6,881 11,542 15,730 22,696 23,770: 1,855 780
: : :
: : Changes in Commitments from: November 18, 2008 :
: -6,794: -2,093 750 728 -5,688 -7,268 -7,053 -5,790: 259 -1,004
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 11.6 30.4 49.6 51.8 93.4 93.8: 6.6 6.2
Old : 100.0: 13.7 13.5 29.8 50.0 50.0 93.5 93.4: 6.5 6.6
Other: 100.0: 17.4 4.7 28.0 47.0 64.1 92.4 96.8: 7.6 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 69 59 52 61 56 155 145:
Old : 199: 67 58 50 60 52 149 141:
Other: 84: 29 10 22 31 31 68 56:
:----------------------------------------------------------------------------------------------------
: 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 21.4 30.3 33.9 15.8 15.1 25.8 24.0
Old : 18.1 22.5 31.9 34.6 17.2 17.9 28.0 26.1
Other: 24.9 29.2 42.4 46.0 19.1 28.2 31.9 38.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 39,734: 6,997 8,006 8,753 20,280 19,413 36,030 36,172: 3,704 3,562
Old : 39,479: 7,067 7,832 8,684 20,025 19,401 35,775 35,917: 3,703 3,562
Other: 255: 0 243 0 255 12 255 255: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 764: -33 582 375 261 3 603 960: 161 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 20.1 22.0 51.0 48.9 90.7 91.0: 9.3 9.0
Old : 100.0: 17.9 19.8 22.0 50.7 49.1 90.6 91.0: 9.4 9.0
Other: 100.0: 0.0 95.3 0.0 99.9 4.7 99.9 100.0: 0.1 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 102: 33 41 22 26 13 73 63:
Old : 102: 34 40 22 26 13 73 63:
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 : 26.1 53.8 42.3 64.1 20.1 37.1 30.9 44.6
Old : 25.7 54.1 42.0 64.5 20.1 37.9 31.0 45.4
Other: 99.9 100.0 99.9 100.0 95.2 95.3 95.2 95.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 118,801: 32,108 19,827 14,579 65,818 78,450 112,505 112,856: 6,296 5,946
Old : 106,399: 31,995 15,466 13,613 54,722 71,519 100,331 100,599: 6,069 5,801
Other: 12,402: 915 5,162 164 11,096 6,931 12,175 12,257: 227 145
: : :
: : Changes in Commitments from: November 18, 2008 :
: 2,800: 780 425 31 1,719 2,707 2,530 3,163: 270 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 16.7 12.3 55.4 66.0 94.7 95.0: 5.3 5.0
Old : 100.0: 30.1 14.5 12.8 51.4 67.2 94.3 94.5: 5.7 5.5
Other: 100.0: 7.4 41.6 1.3 89.5 55.9 98.2 98.8: 1.8 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 129: 36 30 20 50 42 96 83:
Old : 129: 37 29 18 48 42 93 82:
Other: 36: 4 5 3 21 19 28 24:
:----------------------------------------------------------------------------------------------------
: 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 : 36.1 38.3 52.8 54.3 32.6 29.4 45.2 44.9
Old : 34.8 36.9 52.7 53.9 31.8 29.2 45.6 44.9
Other: 65.4 67.3 78.7 86.4 55.3 61.4 66.3 76.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 933,085: 117,332 46,212 242,619 500,835 577,485 860,786 866,316: 72,299 66,769
Old : 933,085: 117,332 46,212 242,619 500,835 577,485 860,786 866,316: 72,299 66,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -2,882: 941 -5,831 491 -7,326 6,445 -5,895 1,105: 3,012 -3,987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 5.0 26.0 53.7 61.9 92.3 92.8: 7.7 7.2
Old : 100.0: 12.6 5.0 26.0 53.7 61.9 92.3 92.8: 7.7 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 : 220: 58 59 70 85 85 188 175:
Old : 220: 58 59 70 85 85 188 175:
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 : 17.9 21.7 30.1 33.1 11.3 11.9 18.9 16.9
Old : 17.9 21.7 30.1 33.1 11.3 11.9 18.9 16.9
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, November 25, 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 : 141,009: 15,362 25,019 35,951 82,287 72,104 133,600 133,073: 7,410 7,936
Old : 135,549: 16,817 25,313 32,853 78,761 69,511 128,431 127,677: 7,118 7,872
Other: 5,461: 353 1,514 1,289 3,526 2,593 5,169 5,396: 292 64
: : :
: : Changes in Commitments from: November 18, 2008 :
: -3,389: 187 -449 1,002 -4,156 -3,002 -2,968 -2,449: -422 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 17.7 25.5 58.4 51.1 94.7 94.4: 5.3 5.6
Old : 100.0: 12.4 18.7 24.2 58.1 51.3 94.7 94.2: 5.3 5.8
Other: 100.0: 6.5 27.7 23.6 64.6 47.5 94.7 98.8: 5.3 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 325: 90 84 85 122 112 253 247:
Old : 324: 89 87 85 120 109 251 244:
Other: 75: 12 6 13 39 35 57 48:
:----------------------------------------------------------------------------------------------------
: 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 26.8 29.1 38.5 13.7 18.2 24.4 25.2
Old : 16.9 26.5 29.8 38.3 14.2 20.3 25.4 27.7
Other: 56.9 55.7 71.7 72.3 40.3 39.6 46.8 47.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 43,905: 21,053 1,424 3,985 15,902 35,046 40,940 40,455: 2,964 3,450
Old : 43,905: 21,053 1,424 3,985 15,902 35,046 40,940 40,455: 2,964 3,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: 2,336: 993 736 174 2,169 744 3,337 1,653: -1,001 683
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.0 3.2 9.1 36.2 79.8 93.2 92.1: 6.8 7.9
Old : 100.0: 48.0 3.2 9.1 36.2 79.8 93.2 92.1: 6.8 7.9
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 : 63: 26 20 11 10 9 40 38:
Old : 63: 26 20 11 10 9 40 38:
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 : 64.8 82.5 79.8 87.0 58.3 69.5 65.9 70.7
Old : 64.8 82.5 79.8 87.0 58.3 69.5 65.9 70.7
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 25, 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 : 18,053: 2,200 2,135 657 13,902 15,219 16,759 18,011: 1,294 42
Old : 18,053: 2,200 2,135 657 13,902 15,219 16,759 18,011: 1,294 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -337: -1 -584 -3 409 515 405 -72: -742 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 11.8 3.6 77.0 84.3 92.8 99.8: 7.2 0.2
Old : 100.0: 12.2 11.8 3.6 77.0 84.3 92.8 99.8: 7.2 0.2
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 : 27: 4 4 1 11 11 16 15:
Old : 27: 4 4 1 11 11 16 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 : 51.7 67.2 72.1 86.2 48.3 64.6 67.5 78.1
Old : 51.7 67.2 72.1 86.2 48.3 64.6 67.5 78.1
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, November 25, 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 : 501,531: 72,719 106,546 7,592 412,156 368,210 492,467 482,348: 9,064 19,183
Old : 501,531: 72,719 106,546 7,592 412,156 368,210 492,467 482,348: 9,064 19,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2008 :
: -3,865: 963 3,806 -6,932 5,211 4,189 -759 1,063: -3,106 -4,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 21.2 1.5 82.2 73.4 98.2 96.2: 1.8 3.8
Old : 100.0: 14.5 21.2 1.5 82.2 73.4 98.2 96.2: 1.8 3.8
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 : 240: 24 51 15 93 115 125 173:
Old : 240: 24 51 15 93 115 125 173:
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 : 44.4 23.0 57.2 33.7 41.8 23.0 54.5 33.4
Old : 44.4 23.0 57.2 33.7 41.8 23.0 54.5 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 01, 2008