COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 378,675: 53,270 14,831 122,319 179,975 228,816 355,565 365,967: 23,111 12,708
Old : 934: 0 371 0 876 326 876 697: 58 237
Other: 377,741: 53,482 14,672 122,107 179,099 228,490 354,689 365,270: 23,053 12,471
: : :
: : Changes in Commitments from: June 17, 2008 :
: -6,999: -2,822 -2,027 206 -3,980 -3,572 -6,596 -5,393: -403 -1,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 3.9 32.3 47.5 60.4 93.9 96.6: 6.1 3.4
Old : 100.0: 0.0 39.7 0.0 93.8 34.9 93.8 74.6: 6.2 25.4
Other: 100.0: 14.2 3.9 32.3 47.4 60.5 93.9 96.7: 6.1 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 290: 146 57 112 67 72 246 210:
Old : 20: 0 7 0 5 8 5 15:
Other: 289: 146 56 112 66 71 245 208:
:----------------------------------------------------------------------------------------------------
: 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 : 21.3 26.7 32.6 38.4 16.7 17.2 22.9 26.4
Old : 93.7 57.8 93.8 67.3 93.7 57.8 93.8 67.3
Other: 21.3 26.8 32.6 38.4 16.8 17.3 23.0 26.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 44,848: 8,132 8,713 9,660 21,039 22,640 38,832 41,013: 6,016 3,835
Old : 33,243: 8,244 8,521 4,823 16,132 16,298 29,199 29,642: 4,043 3,601
Other: 11,605: 801 1,105 3,924 4,907 6,342 9,633 11,371: 1,972 234
: : :
: : Changes in Commitments from: June 17, 2008 :
: -4,320: -171 375 -1,739 -2,465 -2,566 -4,375 -3,930: 56 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 19.4 21.5 46.9 50.5 86.6 91.4: 13.4 8.6
Old : 100.0: 24.8 25.6 14.5 48.5 49.0 87.8 89.2: 12.2 10.8
Other: 100.0: 6.9 9.5 33.8 42.3 54.6 83.0 98.0: 17.0 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 33 37 22 24 17 69 65:
Old : 95: 36 32 21 24 16 65 64:
Other: 40: 10 13 12 11 12 32 26:
:----------------------------------------------------------------------------------------------------
: 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 : 29.5 52.8 45.5 63.6 19.0 33.0 30.6 41.2
Old : 28.2 48.1 46.3 59.7 25.6 39.1 38.7 50.1
Other: 53.2 74.4 66.2 86.2 10.5 25.5 13.9 29.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 171,704: 70,738 36,029 16,609 68,683 107,862 156,031 160,500: 15,673 11,204
Old : 97,525: 53,921 22,076 8,490 24,904 58,857 87,316 89,423: 10,209 8,102
Other: 74,179: 18,756 15,892 6,180 43,778 49,005 68,715 71,077: 5,464 3,102
: : :
: : Changes in Commitments from: June 17, 2008 :
: 4,446: 3,532 1,557 76 -350 1,701 3,258 3,335: 1,188 1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 21.0 9.7 40.0 62.8 90.9 93.5: 9.1 6.5
Old : 100.0: 55.3 22.6 8.7 25.5 60.4 89.5 91.7: 10.5 8.3
Other: 100.0: 25.3 21.4 8.3 59.0 66.1 92.6 95.8: 7.4 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 182: 86 25 37 51 48 157 96:
Old : 168: 81 26 21 37 36 125 76:
Other: 109: 33 15 19 44 38 86 64:
:----------------------------------------------------------------------------------------------------
: 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 : 22.1 41.2 34.5 55.0 21.9 33.9 32.2 47.3
Old : 20.8 47.7 34.3 62.0 18.7 41.8 30.9 56.0
Other: 38.1 36.4 53.5 52.2 37.8 31.0 48.7 45.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 1,154,898: 209,525 77,707 223,789 623,458 790,051 1,056,772 1,091,547: 98,126 63,351
Old : 1,154,898: 209,525 77,707 223,789 623,458 790,051 1,056,772 1,091,547: 98,126 63,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: -14,056: 730 -8,495 5,473 -23,256 -7,690 -17,053 -10,712: 2,997 -3,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 6.7 19.4 54.0 68.4 91.5 94.5: 8.5 5.5
Old : 100.0: 18.1 6.7 19.4 54.0 68.4 91.5 94.5: 8.5 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 : 262: 83 65 79 88 96 216 202:
Old : 262: 83 65 79 88 96 216 202:
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 20.2 29.0 34.7 13.0 16.3 22.6 27.0
Old : 17.7 20.2 29.0 34.7 13.0 16.3 22.6 27.0
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, June 24, 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 : 203,186: 39,817 11,134 61,981 87,618 119,510 189,416 192,626: 13,770 10,560
Old : 119,602: 30,829 15,359 26,851 51,893 69,795 109,573 112,005: 10,029 7,597
Other: 83,584: 17,358 4,145 26,760 35,725 49,716 79,843 80,621: 3,742 2,963
: : :
: : Changes in Commitments from: June 17, 2008 :
: 3,502: 3,291 -1,462 5,219 -7,973 -1,095 536 2,661: 2,965 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 5.5 30.5 43.1 58.8 93.2 94.8: 6.8 5.2
Old : 100.0: 25.8 12.8 22.5 43.4 58.4 91.6 93.6: 8.4 6.4
Other: 100.0: 20.8 5.0 32.0 42.7 59.5 95.5 96.5: 4.5 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 396: 178 69 114 104 121 325 268:
Old : 375: 148 91 86 88 105 281 237:
Other: 243: 84 34 67 83 100 184 184:
:----------------------------------------------------------------------------------------------------
: 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 : 16.5 21.5 27.4 33.6 14.6 16.1 21.9 24.6
Old : 19.4 28.7 28.4 38.1 19.3 27.6 27.3 35.1
Other: 22.4 21.3 34.1 33.3 16.4 15.4 24.8 23.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 24, 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 : 31,349: 18,236 9,383 2,611 6,024 16,720 26,871 28,715: 4,479 2,635
Old : 31,349: 18,236 9,383 2,611 6,024 16,720 26,871 28,715: 4,479 2,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 17, 2008 :
: 3,885: 3,102 1,953 -41 901 1,603 3,963 3,516: -77 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 29.9 8.3 19.2 53.3 85.7 91.6: 14.3 8.4
Old : 100.0: 58.2 29.9 8.3 19.2 53.3 85.7 91.6: 14.3 8.4
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 : 84: 48 21 9 9 7 60 35:
Old : 84: 48 21 9 9 7 60 35:
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 : 53.1 66.7 65.7 77.8 47.6 61.0 56.1 69.0
Old : 53.1 66.7 65.7 77.8 47.6 61.0 56.1 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 27, 2008