COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 461,132: 54,959 15,669 159,411 222,239 272,360 436,609 447,439: 24,523 13,692
Old : 199,633: 31,539 27,244 50,890 106,961 114,182 189,390 192,315: 10,243 7,318
Other: 261,499: 39,494 4,500 92,446 115,278 158,178 247,219 255,124: 14,280 6,375
: : :
: : Changes in Commitments from: May 6, 2008 :
: -1,594: -2,279 2,842 -1,902 3,251 -2,566 -930 -1,626: -663 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 3.4 34.6 48.2 59.1 94.7 97.0: 5.3 3.0
Old : 100.0: 15.8 13.6 25.5 53.6 57.2 94.9 96.3: 5.1 3.7
Other: 100.0: 15.1 1.7 35.4 44.1 60.5 94.5 97.6: 5.5 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 316: 142 68 118 75 80 270 227:
Old : 263: 103 79 69 59 63 196 177:
Other: 242: 118 41 90 63 66 212 167:
:----------------------------------------------------------------------------------------------------
: 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 : 21.9 30.7 34.4 42.6 14.4 17.3 19.2 23.0
Old : 22.5 37.0 35.2 48.0 19.2 28.2 28.8 34.0
Other: 27.1 29.3 38.2 43.8 17.4 20.8 22.5 30.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 40,572: 9,178 9,105 7,048 19,321 20,899 35,547 37,052: 5,025 3,520
Old : 37,101: 9,372 9,215 5,928 18,355 18,543 33,655 33,685: 3,447 3,416
Other: 3,470: 590 674 337 966 2,356 1,892 3,366: 1,578 104
: : :
: : Changes in Commitments from: May 6, 2008 :
: 4: -758 171 391 406 -901 39 -339: -35 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 22.4 17.4 47.6 51.5 87.6 91.3: 12.4 8.7
Old : 100.0: 25.3 24.8 16.0 49.5 50.0 90.7 90.8: 9.3 9.2
Other: 100.0: 17.0 19.4 9.7 27.8 67.9 54.5 97.0: 45.5 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 100: 34 38 21 24 16 71 63:
Old : 97: 41 29 20 24 15 68 62:
Other: 34: 8 12 11 7 9 25 22:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 51.9 45.2 63.0 22.8 43.0 39.5 51.6
Old : 27.3 50.4 48.1 62.1 24.8 42.0 42.0 51.5
Other: 30.3 76.0 39.7 85.8 30.1 73.6 38.6 78.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 160,013: 56,427 27,960 16,550 75,101 109,164 148,078 153,674: 11,935 6,339
Old : 110,047: 48,707 25,596 10,278 41,907 69,591 100,892 105,464: 9,155 4,583
Other: 49,965: 8,591 3,236 5,401 33,194 39,574 47,186 48,210: 2,779 1,755
: : :
: : Changes in Commitments from: May 6, 2008 :
: 5,067: -1,016 2,140 1,237 4,224 1,104 4,444 4,480: 623 587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 17.5 10.3 46.9 68.2 92.5 96.0: 7.5 4.0
Old : 100.0: 44.3 23.3 9.3 38.1 63.2 91.7 95.8: 8.3 4.2
Other: 100.0: 17.2 6.5 10.8 66.4 79.2 94.4 96.5: 5.6 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 172: 79 21 42 51 50 148 101:
Old : 163: 75 24 38 46 36 138 86:
Other: 87: 26 8 16 32 38 64 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 : 26.2 41.0 37.6 53.9 22.9 31.5 31.7 43.9
Old : 24.8 49.8 34.7 63.7 24.0 44.6 33.4 58.5
Other: 42.6 26.7 56.6 41.6 40.8 22.0 49.9 35.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 1,238,919: 216,981 72,124 243,380 676,375 854,986 1,136,736 1,170,490: 102,183 68,429
Old : 1,238,919: 216,981 72,124 243,380 676,375 854,986 1,136,736 1,170,490: 102,183 68,429
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -11,470: -1,596 1,735 -15,722 6,992 -4,733 -10,326 -18,719: -1,144 7,249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 5.8 19.6 54.6 69.0 91.8 94.5: 8.2 5.5
Old : 100.0: 17.5 5.8 19.6 54.6 69.0 91.8 94.5: 8.2 5.5
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 : 253: 91 53 78 87 88 214 186:
Old : 253: 91 53 78 87 88 214 186:
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 22.8 31.3 35.5 15.2 17.6 24.8 28.1
Old : 18.2 22.8 31.3 35.5 15.2 17.6 24.8 28.1
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, May 13, 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 : 212,086: 35,943 11,580 68,213 98,188 124,150 202,344 203,944: 9,743 8,143
Old : 158,678: 37,306 14,167 41,731 71,688 95,792 150,726 151,691: 7,953 6,987
Other: 53,408: 7,632 6,408 17,486 26,500 28,358 51,618 52,253: 1,790 1,155
: : :
: : Changes in Commitments from: May 6, 2008 :
: -2,326: 622 -2,190 -1,058 -1,452 -902 -1,889 -4,151: -437 1,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 5.5 32.2 46.3 58.5 95.4 96.2: 4.6 3.8
Old : 100.0: 23.5 8.9 26.3 45.2 60.4 95.0 95.6: 5.0 4.4
Other: 100.0: 14.3 12.0 32.7 49.6 53.1 96.6 97.8: 3.4 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 374: 165 57 99 115 125 315 253:
Old : 365: 162 59 89 101 114 293 235:
Other: 193: 44 32 51 80 90 147 151:
:----------------------------------------------------------------------------------------------------
: 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 : 17.0 21.7 28.7 33.7 15.2 15.5 22.6 22.8
Old : 18.7 26.0 30.6 37.7 18.5 24.1 28.4 33.3
Other: 26.8 23.4 39.1 34.5 20.3 13.5 28.9 19.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 35,028: 11,222 11,839 3,076 15,641 17,064 29,939 31,979: 5,089 3,049
Old : 35,028: 11,222 11,839 3,076 15,641 17,064 29,939 31,979: 5,089 3,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2008 :
: -1,622: 277 -2,168 49 -2,141 615 -1,815 -1,504: 193 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 33.8 8.8 44.7 48.7 85.5 91.3: 14.5 8.7
Old : 100.0: 32.0 33.8 8.8 44.7 48.7 85.5 91.3: 14.5 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 : 78: 38 25 7 9 9 52 37:
Old : 78: 38 25 7 9 9 52 37:
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 : 65.2 59.4 75.7 72.4 61.3 57.5 66.8 68.9
Old : 65.2 59.4 75.7 72.4 61.3 57.5 66.8 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 16, 2008