COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 198,256: 26,476 18,444 62,952 96,105 104,392 185,533 185,788: 12,723 12,467
Old : 173,463: 23,781 18,895 54,025 84,798 88,808 162,604 161,728: 10,859 11,735
Other: 24,793: 4,194 1,048 7,428 11,307 15,584 22,929 24,060: 1,864 732
: : :
: : Changes in Commitments from: November 25, 2008 :
: 3,124: 375 -4,207 3,644 -723 3,294 3,297 2,731: -173 393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 9.3 31.8 48.5 52.7 93.6 93.7: 6.4 6.3
Old : 100.0: 13.7 10.9 31.1 48.9 51.2 93.7 93.2: 6.3 6.8
Other: 100.0: 16.9 4.2 30.0 45.6 62.9 92.5 97.0: 7.5 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 198: 78 45 55 62 56 157 142:
Old : 195: 72 49 53 61 53 152 138:
Other: 82: 24 15 24 31 31 67 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 : 17.4 22.6 30.2 35.6 15.6 16.1 25.4 25.4
Old : 18.2 23.9 31.8 36.8 16.9 19.0 27.6 27.4
Other: 22.8 28.7 40.4 46.0 17.7 27.8 29.6 37.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 41,576: 6,889 8,180 9,490 21,458 20,036 37,836 37,705: 3,740 3,871
Old : 41,271: 6,948 7,995 9,431 21,153 19,974 37,531 37,400: 3,740 3,871
Other: 305: 0 243 0 305 62 305 305: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 1,842: -108 174 736 1,178 623 1,806 1,534: 36 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 19.7 22.8 51.6 48.2 91.0 90.7: 9.0 9.3
Old : 100.0: 16.8 19.4 22.9 51.3 48.4 90.9 90.6: 9.1 9.4
Other: 100.0: 0.0 79.7 0.0 100.0 20.3 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 107: 35 39 25 29 16 78 69:
Old : 107: 36 38 25 29 16 78 69:
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 : 26.2 53.0 41.4 62.9 18.9 34.1 29.0 41.2
Old : 25.7 53.2 41.0 63.3 18.8 34.7 29.0 41.9
Other: 100.0 100.0 100.0 100.0 79.6 79.7 79.6 79.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 119,907: 31,580 19,358 15,531 66,407 78,661 113,518 113,550: 6,389 6,356
Old : 106,788: 31,510 14,986 14,574 54,584 70,989 100,669 100,550: 6,119 6,238
Other: 13,119: 866 5,168 161 11,822 7,672 12,849 13,001: 269 118
: : :
: : Changes in Commitments from: November 25, 2008 :
: 1,105: -528 -468 952 589 211 1,012 695: 93 411
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 16.1 13.0 55.4 65.6 94.7 94.7: 5.3 5.3
Old : 100.0: 29.5 14.0 13.6 51.1 66.5 94.3 94.2: 5.7 5.8
Other: 100.0: 6.6 39.4 1.2 90.1 58.5 97.9 99.1: 2.1 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 130: 37 29 24 50 42 99 84:
Old : 130: 38 28 22 49 42 97 83:
Other: 36: 3 5 3 21 20 27 25:
:----------------------------------------------------------------------------------------------------
: 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 : 35.7 38.3 51.1 52.2 32.3 29.0 44.3 42.2
Old : 34.6 37.0 51.1 51.9 31.8 29.2 44.7 43.1
Other: 62.9 62.4 77.8 82.3 53.0 54.5 64.2 69.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 938,038: 119,742 44,152 239,988 504,546 583,456 864,276 867,597: 73,762 70,441
Old : 938,038: 119,742 44,152 239,988 504,546 583,456 864,276 867,597: 73,762 70,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 4,953: 2,410 -2,060 -2,631 3,711 5,971 3,490 1,280: 1,463 3,673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.7 25.6 53.8 62.2 92.1 92.5: 7.9 7.5
Old : 100.0: 12.8 4.7 25.6 53.8 62.2 92.1 92.5: 7.9 7.5
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: 58 61 70 88 86 191 177:
Old : 223: 58 61 70 88 86 191 177:
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 : 17.7 21.5 29.9 33.1 11.1 11.7 18.2 16.7
Old : 17.7 21.5 29.9 33.1 11.1 11.7 18.2 16.7
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 2, 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 : 144,467: 15,031 26,196 37,525 83,835 72,017 136,392 135,738: 8,075 8,728
Old : 138,513: 16,684 26,219 34,301 80,192 69,343 131,176 129,863: 7,336 8,650
Other: 5,954: 329 1,959 1,243 3,644 2,674 5,215 5,875: 739 79
: : :
: : Changes in Commitments from: November 25, 2008 :
: 3,457: -330 1,177 1,574 1,548 -87 2,792 2,665: 665 792
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 18.1 26.0 58.0 49.9 94.4 94.0: 5.6 6.0
Old : 100.0: 12.0 18.9 24.8 57.9 50.1 94.7 93.8: 5.3 6.2
Other: 100.0: 5.5 32.9 20.9 61.2 44.9 87.6 98.7: 12.4 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 324: 89 84 89 124 111 253 251:
Old : 324: 90 84 89 123 108 252 248:
Other: 79: 12 9 13 40 34 60 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 : 15.9 22.2 28.4 34.4 13.4 15.3 24.0 23.3
Old : 16.4 21.5 29.3 34.1 13.9 17.3 25.0 25.7
Other: 48.8 55.1 62.8 70.1 39.3 44.7 45.8 52.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 42,613: 18,377 913 3,917 17,409 34,533 39,703 39,363: 2,909 3,250
Old : 42,613: 18,377 913 3,917 17,409 34,533 39,703 39,363: 2,909 3,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -1,292: -2,676 -511 -68 1,507 -513 -1,237 -1,092: -55 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 2.1 9.2 40.9 81.0 93.2 92.4: 6.8 7.6
Old : 100.0: 43.1 2.1 9.2 40.9 81.0 93.2 92.4: 6.8 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 : 55: 26 14 9 8 9 36 31:
Old : 55: 26 14 9 8 9 36 31:
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 : 66.2 83.7 80.7 88.5 59.0 70.3 66.5 71.5
Old : 66.2 83.7 80.7 88.5 59.0 70.3 66.5 71.5
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, December 2, 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 : 17,247: 2,600 1,796 0 13,225 15,201 15,825 16,997: 1,422 250
Old : 17,247: 2,600 1,796 0 13,225 15,201 15,825 16,997: 1,422 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: -806: 400 -339 -657 -677 -18 -934 -1,014: 128 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 10.4 0.0 76.7 88.1 91.8 98.6: 8.2 1.4
Old : 100.0: 15.1 10.4 0.0 76.7 88.1 91.8 98.6: 8.2 1.4
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 : 21: 4 2 0 9 9 13 11:
Old : 21: 4 2 0 9 9 13 11:
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 : 54.2 71.7 77.9 92.9 47.1 69.1 69.2 82.3
Old : 54.2 71.7 77.9 92.9 47.1 69.1 69.2 82.3
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 2, 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 : 511,935: 71,163 104,831 5,790 419,851 375,293 496,804 485,914: 15,131 26,021
Old : 511,935: 71,163 104,831 5,790 419,851 375,293 496,804 485,914: 15,131 26,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2008 :
: 10,404: -1,556 -1,716 -1,802 7,695 7,083 4,337 3,566: 6,067 6,838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 20.5 1.1 82.0 73.3 97.0 94.9: 3.0 5.1
Old : 100.0: 13.9 20.5 1.1 82.0 73.3 97.0 94.9: 3.0 5.1
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 : 249: 24 52 13 97 117 126 177:
Old : 249: 24 52 13 97 117 126 177:
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 : 42.5 23.1 55.5 33.7 39.7 23.1 52.5 33.2
Old : 42.5 23.1 55.5 33.7 39.7 23.1 52.5 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 05, 2008