COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 11, 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 : 153,268: 26,504 33,087 12,906 100,100 94,391 139,510 140,384: 13,758 12,884
Old : 138,564: 25,549 33,219 9,444 90,805 83,516 125,798 126,179: 12,766 12,385
Other: 14,704: 3,911 2,824 506 9,295 10,875 13,712 14,205: 992 499
: : :
: : Changes in Commitments from: November 4, 2008 :
: -15,747: -8,269 -530 -5,368 -5,379 -13,123 -19,016 -19,021: 3,269 3,274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 21.6 8.4 65.3 61.6 91.0 91.6: 9.0 8.4
Old : 100.0: 18.4 24.0 6.8 65.5 60.3 90.8 91.1: 9.2 8.9
Other: 100.0: 26.6 19.2 3.4 63.2 74.0 93.3 96.6: 6.7 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 50 70 44 53 54 134 143:
Old : 191: 49 71 43 51 52 130 141:
Other: 74: 18 17 9 22 27 45 49:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 25.3 39.8 38.1 20.3 19.0 33.6 28.2
Old : 24.7 26.0 42.0 38.6 21.4 19.7 36.4 29.8
Other: 40.3 33.3 63.5 54.1 34.5 32.2 55.4 50.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 11, 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 : 27,838: 11,504 6,521 236 13,165 18,429 24,905 25,186: 2,933 2,652
Old : 27,589: 11,510 6,284 230 12,916 18,423 24,656 24,937: 2,933 2,652
Other: 249: 0 243 0 249 6 249 249: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -427: -39 -448 51 -456 10 -444 -387: 17 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 23.4 0.8 47.3 66.2 89.5 90.5: 10.5 9.5
Old : 100.0: 41.7 22.8 0.8 46.8 66.8 89.4 90.4: 10.6 9.6
Other: 100.0: 0.0 97.6 0.0 100.0 2.4 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 36 25 8 23 8 62 39:
Old : 88: 37 24 8 23 8 62 39:
Other: 3: 0 1 0 2 1 2 2:
:----------------------------------------------------------------------------------------------------
: 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 : 31.5 65.7 48.1 75.8 31.5 64.4 48.1 74.5
Old : 31.7 66.3 48.5 76.4 31.7 65.8 48.5 75.9
Other: 100.0 100.0 100.0 100.0 97.6 97.6 97.6 97.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, November 11, 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 : 111,831: 30,836 24,982 9,031 66,383 71,169 106,250 105,182: 5,581 6,649
Old : 100,553: 30,555 20,648 8,362 56,324 64,953 95,241 93,963: 5,312 6,590
Other: 11,278: 945 4,998 5 10,059 6,216 11,009 11,219: 269 59
: : :
: : Changes in Commitments from: November 4, 2008 :
: -18,130: -4,068 -7,586 -1,764 -15,179 -12,031 -21,011 -21,381: 2,881 3,251
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 22.3 8.1 59.4 63.6 95.0 94.1: 5.0 5.9
Old : 100.0: 30.4 20.5 8.3 56.0 64.6 94.7 93.4: 5.3 6.6
Other: 100.0: 8.4 44.3 0.0 89.2 55.1 97.6 99.5: 2.4 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 30 30 19 52 36 94 77:
Old : 122: 29 32 18 51 36 92 77:
Other: 34: 7 1 1 20 15 27 17:
:----------------------------------------------------------------------------------------------------
: 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 43.3 52.3 57.2 34.4 34.2 47.2 47.4
Old : 34.4 41.8 52.0 56.9 33.6 33.1 47.7 48.1
Other: 70.7 76.7 83.2 93.2 59.6 70.2 69.6 80.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 11, 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 : 638,692: 152,787 59,708 49,905 381,614 473,708 584,306 583,321: 54,386 55,371
Old : 638,692: 152,787 59,708 49,905 381,614 473,708 584,306 583,321: 54,386 55,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 4,559: -1,179 3,649 -624 4,869 -1,291 3,066 1,734: 1,493 2,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 9.3 7.8 59.7 74.2 91.5 91.3: 8.5 8.7
Old : 100.0: 23.9 9.3 7.8 59.7 74.2 91.5 91.3: 8.5 8.7
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 : 199: 52 49 56 72 72 156 152:
Old : 199: 52 49 56 72 72 156 152:
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 27.0 31.4 37.9 15.5 16.0 26.2 24.4
Old : 18.0 27.0 31.4 37.9 15.5 16.0 26.2 24.4
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 - Futures Only, November 11, 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 : 122,993: 26,027 31,654 10,043 82,190 76,263 118,260 117,960: 4,733 5,033
Old : 118,668: 25,985 30,425 9,131 78,959 74,160 114,075 113,716: 4,593 4,952
Other: 4,325: 322 1,509 632 3,231 2,103 4,185 4,244: 140 81
: : :
: : Changes in Commitments from: November 4, 2008 :
: -2,630: -1,038 -1,165 -1,961 1,011 674 -1,988 -2,452: -642 -178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 25.7 8.2 66.8 62.0 96.2 95.9: 3.8 4.1
Old : 100.0: 21.9 25.6 7.7 66.5 62.5 96.1 95.8: 3.9 4.2
Other: 100.0: 7.4 34.9 14.6 74.7 48.6 96.8 98.1: 3.2 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 82 81 55 112 103 232 208:
Old : 309: 82 83 55 112 101 232 206:
Other: 66: 11 4 4 33 31 45 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 : 21.7 26.6 36.1 39.2 17.2 18.3 30.0 27.5
Old : 22.5 27.6 36.9 39.3 17.8 20.5 31.1 29.9
Other: 66.3 63.9 79.9 79.7 49.8 47.6 57.8 56.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 11, 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 : 38,679: 20,682 1,169 2,010 12,691 33,981 35,383 37,160: 3,296 1,519
Old : 38,679: 20,682 1,169 2,010 12,691 33,981 35,383 37,160: 3,296 1,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 381: -375 163 -105 937 796 457 854: -76 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.5 3.0 5.2 32.8 87.9 91.5 96.1: 8.5 3.9
Old : 100.0: 53.5 3.0 5.2 32.8 87.9 91.5 96.1: 8.5 3.9
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 : 47: 27 5 2 10 7 38 14:
Old : 47: 27 5 2 10 7 38 14:
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 : 49.8 91.5 72.6 95.1 48.4 81.5 65.4 82.8
Old : 49.8 91.5 72.6 95.1 48.4 81.5 65.4 82.8
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 - Futures Only, November 11, 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 : 17,040: 2,203 2,212 547 11,982 14,230 14,732 16,989: 2,308 51
Old : 17,040: 2,203 2,212 547 11,982 14,230 14,732 16,989: 2,308 51
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 297: 1 60 -15 99 201 85 246: 212 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 13.0 3.2 70.3 83.5 86.5 99.7: 13.5 0.3
Old : 100.0: 12.9 13.0 3.2 70.3 83.5 86.5 99.7: 13.5 0.3
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 : 28: 4 4 1 11 12 16 16:
Old : 28: 4 4 1 11 12 16 16:
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 : 48.9 65.5 68.9 83.6 46.3 63.3 64.0 76.6
Old : 48.9 65.5 68.9 83.6 46.3 63.3 64.0 76.6
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 - Futures Only, November 11, 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 : 499,775: 69,339 105,494 9,668 405,415 353,721 484,422 468,883: 15,353 30,892
Old : 499,775: 69,339 105,494 9,668 405,415 353,721 484,422 468,883: 15,353 30,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 16,756: 4,340 -4,336 1,964 3,037 12,312 9,341 9,940: 7,415 6,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 21.1 1.9 81.1 70.8 96.9 93.8: 3.1 6.2
Old : 100.0: 13.9 21.1 1.9 81.1 70.8 96.9 93.8: 3.1 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 : 244: 22 54 11 92 115 121 173:
Old : 244: 22 54 11 92 115 121 173:
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 : 45.4 22.9 58.1 33.2 42.6 22.9 55.3 32.5
Old : 45.4 22.9 58.1 33.2 42.6 22.9 55.3 32.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2007