COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 469,680: 56,704 17,713 161,176 225,271 276,520 443,152 455,409: 26,528 14,271
Old : 194,327: 31,349 30,473 49,239 102,550 107,076 183,138 186,787: 11,189 7,539
Other: 275,353: 42,628 4,514 94,664 122,721 169,444 260,013 268,622: 15,340 6,732
: : :
: : Changes in Commitments from: May 13, 2008 :
: 8,548: 1,746 2,045 1,765 3,032 4,160 6,543 7,969: 2,005 579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.8 34.3 48.0 58.9 94.4 97.0: 5.6 3.0
Old : 100.0: 16.1 15.7 25.3 52.8 55.1 94.2 96.1: 5.8 3.9
Other: 100.0: 15.5 1.6 34.4 44.6 61.5 94.4 97.6: 5.6 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 161 63 121 75 77 283 226:
Old : 267: 108 80 71 59 58 200 176:
Other: 253: 129 39 91 64 66 221 168:
:----------------------------------------------------------------------------------------------------
: 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 : 22.6 30.5 35.0 42.3 14.1 16.7 18.7 22.3
Old : 25.0 35.8 37.0 46.9 18.6 23.7 26.6 30.1
Other: 26.0 30.3 37.5 44.5 18.5 22.6 24.1 31.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 46,984: 9,095 11,248 10,076 22,640 21,922 41,811 43,246: 5,173 3,738
Old : 37,470: 9,405 11,238 5,977 18,405 16,619 33,786 33,834: 3,684 3,636
Other: 9,514: 617 937 3,172 4,235 5,303 8,025 9,413: 1,490 102
: : :
: : Changes in Commitments from: May 13, 2008 :
: 6,413: -83 2,144 3,028 3,319 1,023 6,264 6,195: 148 218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 23.9 21.4 48.2 46.7 89.0 92.0: 11.0 8.0
Old : 100.0: 25.1 30.0 16.0 49.1 44.4 90.2 90.3: 9.8 9.7
Other: 100.0: 6.5 9.9 33.3 44.5 55.7 84.3 98.9: 15.7 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 106: 33 42 20 26 16 74 66:
Old : 102: 37 36 19 25 15 69 65:
Other: 35: 9 11 12 9 9 29 21:
:----------------------------------------------------------------------------------------------------
: 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 : 29.2 52.6 47.7 63.2 19.7 33.7 34.0 42.2
Old : 26.9 46.1 47.5 58.3 24.7 38.2 40.9 48.7
Other: 60.1 85.5 72.7 93.7 11.4 26.3 14.7 28.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 163,129: 53,913 29,009 18,626 78,668 110,102 151,207 157,738: 11,922 5,391
Old : 110,420: 46,181 26,543 11,662 43,438 68,690 101,281 106,895: 9,139 3,525
Other: 52,709: 9,217 3,951 5,479 35,230 41,412 49,927 50,843: 2,782 1,866
: : :
: : Changes in Commitments from: May 13, 2008 :
: 3,116: -2,514 1,049 2,077 3,567 938 3,129 4,064: -13 -948
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 17.8 11.4 48.2 67.5 92.7 96.7: 7.3 3.3
Old : 100.0: 41.8 24.0 10.6 39.3 62.2 91.7 96.8: 8.3 3.2
Other: 100.0: 17.5 7.5 10.4 66.8 78.6 94.7 96.5: 5.3 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 77 19 39 56 48 147 100:
Old : 164: 72 24 34 51 36 136 87:
Other: 90: 23 12 16 34 38 66 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 : 25.3 39.0 36.9 51.7 22.6 30.3 31.8 42.5
Old : 24.2 47.7 35.1 61.1 23.4 43.1 33.6 56.6
Other: 41.8 25.3 56.1 39.8 40.1 21.1 50.1 34.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 1,247,111: 211,366 74,109 247,563 688,033 855,153 1,146,962 1,176,825: 100,149 70,285
Old : 1,247,111: 211,366 74,109 247,563 688,033 855,153 1,146,962 1,176,825: 100,149 70,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 8,192: -5,615 1,985 4,183 11,658 167 10,225 6,335: -2,034 1,856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 5.9 19.9 55.2 68.6 92.0 94.4: 8.0 5.6
Old : 100.0: 16.9 5.9 19.9 55.2 68.6 92.0 94.4: 8.0 5.6
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 : 259: 94 55 81 86 93 219 193:
Old : 259: 94 55 81 86 93 219 193:
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 : 17.3 22.3 30.3 34.6 14.4 16.6 24.0 27.2
Old : 17.3 22.3 30.3 34.6 14.4 16.6 24.0 27.2
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 20, 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 : 216,891: 35,913 11,747 72,740 98,056 125,610 206,709 210,097: 10,182 6,794
Old : 161,266: 36,492 14,318 45,397 71,013 95,957 152,901 155,672: 8,364 5,594
Other: 55,625: 7,699 5,708 19,065 27,043 29,652 53,807 54,425: 1,818 1,200
: : :
: : Changes in Commitments from: May 13, 2008 :
: 4,805: -30 167 4,527 -132 1,459 4,365 6,153: 440 -1,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 5.4 33.5 45.2 57.9 95.3 96.9: 4.7 3.1
Old : 100.0: 22.6 8.9 28.2 44.0 59.5 94.8 96.5: 5.2 3.5
Other: 100.0: 13.8 10.3 34.3 48.6 53.3 96.7 97.8: 3.3 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 154 67 106 112 123 315 256:
Old : 363: 151 68 96 100 112 294 238:
Other: 195: 49 29 55 81 89 152 152:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 22.2 28.2 33.6 14.8 15.7 22.0 22.8
Old : 18.3 26.5 29.7 37.7 18.0 24.6 27.7 33.2
Other: 26.8 23.7 38.8 35.0 20.2 13.9 28.6 20.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 20, 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 : 39,743: 17,012 15,494 2,940 15,582 17,646 35,535 36,080: 4,208 3,663
Old : 39,743: 17,012 15,494 2,940 15,582 17,646 35,535 36,080: 4,208 3,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 13, 2008 :
: 4,715: 5,790 3,655 -135 -59 582 5,595 4,101: -880 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 39.0 7.4 39.2 44.4 89.4 90.8: 10.6 9.2
Old : 100.0: 42.8 39.0 7.4 39.2 44.4 89.4 90.8: 10.6 9.2
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 : 86: 42 28 9 9 10 56 43:
Old : 86: 42 28 9 9 10 56 43:
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 : 65.6 61.6 78.1 71.9 63.3 59.7 71.1 68.4
Old : 65.6 61.6 78.1 71.9 63.3 59.7 71.1 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 23, 2008