COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 194,933: 26,202 15,697 62,617 92,362 104,936 181,180 183,250: 13,753 11,683
Old : 166,887: 21,413 16,182 52,835 81,043 87,188 155,291 156,205: 11,596 10,682
Other: 28,046: 6,143 869 8,428 11,319 17,748 25,889 27,045: 2,157 1,001
: : :
: : Changes in Commitments from: December 16, 2008 :
: -6,310: -67 -476 -2,568 -1,818 557 -4,453 -2,487: -1,856 -3,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 8.1 32.1 47.4 53.8 92.9 94.0: 7.1 6.0
Old : 100.0: 12.8 9.7 31.7 48.6 52.2 93.1 93.6: 6.9 6.4
Other: 100.0: 21.9 3.1 30.0 40.4 63.3 92.3 96.4: 7.7 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 71 45 55 66 59 162 136:
Old : 189: 66 48 54 65 57 158 133:
Other: 83: 25 14 22 33 31 68 57:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 21.5 30.2 35.0 15.8 16.2 24.8 25.8
Old : 18.6 22.1 32.7 35.8 17.6 17.6 27.9 27.2
Other: 23.1 29.4 38.7 47.3 20.7 26.6 32.5 40.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 38,962: 7,006 8,148 8,719 19,872 18,770 35,597 35,637: 3,365 3,325
Old : 38,657: 7,100 7,999 8,625 19,567 18,708 35,292 35,331: 3,365 3,325
Other: 305: 0 243 0 305 62 305 305: 0 -0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -3,109: -33 -473 -1,414 -1,582 -1,122 -3,029 -3,009: -80 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 20.9 22.4 51.0 48.2 91.4 91.5: 8.6 8.5
Old : 100.0: 18.4 20.7 22.3 50.6 48.4 91.3 91.4: 8.7 8.6
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 : 102: 30 37 22 32 14 77 60:
Old : 102: 31 36 22 32 14 77 60:
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 : 28.7 54.7 43.2 65.9 19.5 36.6 30.1 44.8
Old : 28.3 55.0 42.8 66.2 19.5 37.3 30.2 45.6
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 22, 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 : 126,065: 34,592 15,714 16,434 66,659 88,398 117,685 120,546: 8,380 5,520
Old : 111,908: 34,010 11,766 14,956 54,825 79,805 103,791 106,527: 8,117 5,381
Other: 14,157: 1,781 5,147 279 11,834 8,592 13,894 14,018: 264 139
: : :
: : Changes in Commitments from: December 16, 2008 :
: 3,184: 3,040 -617 444 -283 3,553 3,201 3,380: -17 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 12.5 13.0 52.9 70.1 93.4 95.6: 6.6 4.4
Old : 100.0: 30.4 10.5 13.4 49.0 71.3 92.7 95.2: 7.3 4.8
Other: 100.0: 12.6 36.4 2.0 83.6 60.7 98.1 99.0: 1.9 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 42 16 25 51 47 102 81:
Old : 122: 39 18 22 49 47 96 80:
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 : 30.9 38.9 45.1 52.9 29.1 32.1 40.9 45.5
Old : 29.5 38.2 44.8 53.3 28.3 31.8 40.9 46.8
Other: 59.0 56.8 73.1 79.0 50.3 53.9 63.4 70.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 954,964: 111,539 60,579 250,791 526,737 574,822 889,068 886,192: 65,896 68,772
Old : 954,964: 111,539 60,579 250,791 526,737 574,822 889,068 886,192: 65,896 68,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: 16,517: -730 8,777 6,507 9,826 -7,714 15,603 7,570: 914 8,947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 6.3 26.3 55.2 60.2 93.1 92.8: 6.9 7.2
Old : 100.0: 11.7 6.3 26.3 55.2 60.2 93.1 92.8: 6.9 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 : 223: 57 63 71 89 87 189 182:
Old : 223: 57 63 71 89 87 189 182:
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 : 18.2 21.2 29.3 32.1 9.8 9.6 16.5 14.6
Old : 18.2 21.2 29.3 32.1 9.8 9.6 16.5 14.6
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 22, 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 : 159,852: 15,468 27,664 49,045 88,351 75,590 152,864 152,299: 6,988 7,553
Old : 147,203: 17,979 28,760 38,494 84,670 72,658 141,143 139,912: 6,060 7,291
Other: 12,648: 3,797 5,212 4,243 3,680 2,932 11,721 12,387: 928 262
: : :
: : Changes in Commitments from: December 16, 2008 :
: 3,044: 382 1,287 1,920 1,605 762 3,907 3,968: -863 -924
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 17.3 30.7 55.3 47.3 95.6 95.3: 4.4 4.7
Old : 100.0: 12.2 19.5 26.2 57.5 49.4 95.9 95.0: 4.1 5.0
Other: 100.0: 30.0 41.2 33.5 29.1 23.2 92.7 97.9: 7.3 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 322: 85 86 86 127 106 257 241:
Old : 322: 88 87 85 126 102 255 237:
Other: 86: 15 10 15 45 32 66 51:
:----------------------------------------------------------------------------------------------------
: 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 : 16.7 22.3 28.7 35.0 12.3 14.1 22.0 21.8
Old : 15.4 20.7 28.4 33.7 13.4 16.3 23.9 24.8
Other: 66.7 72.5 75.4 81.1 39.6 48.0 44.7 51.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 22, 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 : 17,142: 8,582 2,754 2,768 4,119 8,303 15,469 13,825: 1,673 3,317
Old : 17,142: 8,582 2,754 2,768 4,119 8,303 15,469 13,825: 1,673 3,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -985: -1,791 916 71 1,017 -1,336 -702 -349: -282 -636
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.1 16.1 16.1 24.0 48.4 90.2 80.7: 9.8 19.3
Old : 100.0: 50.1 16.1 16.1 24.0 48.4 90.2 80.7: 9.8 19.3
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 : 47: 13 20 6 5 10 21 34:
Old : 47: 13 20 6 5 10 21 34:
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 : 71.8 58.1 83.4 67.3 59.0 42.4 62.9 48.5
Old : 71.8 58.1 83.4 67.3 59.0 42.4 62.9 48.5
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 22, 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 : 422,848: 24,910 93,036 6,754 377,164 296,791 408,827 396,581: 14,021 26,266
Old : 422,848: 24,910 93,036 6,754 377,164 296,791 408,827 396,581: 14,021 26,266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 16, 2008 :
: -153,816: -17,731 -5,814 -11,877 -120,368 -140,593 -149,977 -158,284: -3,840 4,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 22.0 1.6 89.2 70.2 96.7 93.8: 3.3 6.2
Old : 100.0: 5.9 22.0 1.6 89.2 70.2 96.7 93.8: 3.3 6.2
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 : 236: 20 44 11 92 118 118 167:
Old : 236: 20 44 11 92 118 118 167:
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 28.3 57.1 38.0 41.0 28.2 54.5 36.1
Old : 43.5 28.3 57.1 38.0 41.0 28.2 54.5 36.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2008