COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 365,481: 33,360 35,180 140,209 175,425 174,609 348,994 349,998: 16,488 15,484
Old : 347,848: 32,525 35,325 133,253 166,469 163,920 332,247 332,498: 15,601 15,350
Other: 17,633: 3,633 2,652 4,158 8,956 10,689 16,747 17,500: 886 134
: : :
: : Changes in Commitments from: September 16, 2008 :
: -7,660: -648 -1,576 228 -4,580 -3,909 -5,000 -5,257: -2,659 -2,403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 9.6 38.4 48.0 47.8 95.5 95.8: 4.5 4.2
Old : 100.0: 9.4 10.2 38.3 47.9 47.1 95.5 95.6: 4.5 4.4
Other: 100.0: 20.6 15.0 23.6 50.8 60.6 95.0 99.2: 5.0 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 299: 121 85 105 83 72 243 226:
Old : 297: 117 86 104 81 68 240 221:
Other: 74: 19 14 21 21 32 49 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 : 20.7 22.8 30.9 32.4 11.9 10.1 18.9 15.2
Old : 21.4 23.3 31.4 32.9 12.5 10.9 19.7 15.9
Other: 39.5 37.2 55.6 59.2 27.4 35.7 39.3 48.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 44,256: 7,515 8,663 11,685 19,544 20,525 38,745 40,873: 5,511 3,383
Old : 25,438: 8,051 8,471 4,686 9,397 9,912 22,134 23,069: 3,304 2,369
Other: 18,818: 1,487 2,214 4,978 10,147 10,613 16,611 17,804: 2,207 1,014
: : :
: : Changes in Commitments from: September 16, 2008 :
: -1,107: -321 217 34 -796 -918 -1,083 -667: -24 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 19.6 26.4 44.2 46.4 87.5 92.4: 12.5 7.6
Old : 100.0: 31.6 33.3 18.4 36.9 39.0 87.0 90.7: 13.0 9.3
Other: 100.0: 7.9 11.8 26.5 53.9 56.4 88.3 94.6: 11.7 5.4
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 39 38 28 27 17 80 73:
Old : 102: 40 35 20 25 10 68 62:
Other: 57: 18 19 15 15 15 45 37:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 47.0 39.0 58.8 16.0 31.9 26.1 40.3
Old : 27.5 39.9 43.8 55.1 24.1 36.7 36.9 50.7
Other: 36.2 61.2 57.2 75.5 21.5 37.0 31.9 42.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 138,682: 35,470 25,825 16,631 76,125 90,187 128,225 132,643: 10,457 6,039
Old : 127,369: 35,402 21,593 15,749 65,859 84,025 117,010 121,368: 10,359 6,001
Other: 11,313: 925 5,089 24 10,266 6,162 11,215 11,275: 98 38
: : :
: : Changes in Commitments from: September 16, 2008 :
: -3,253: -1,668 -2,295 -1,044 -1,040 263 -3,752 -3,076: 499 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 18.6 12.0 54.9 65.0 92.5 95.6: 7.5 4.4
Old : 100.0: 27.8 17.0 12.4 51.7 66.0 91.9 95.3: 8.1 4.7
Other: 100.0: 8.2 45.0 0.2 90.7 54.5 99.1 99.7: 0.9 0.3
: : :
:# Traders : Number of Traders in Each Category :
All : 149: 44 39 30 54 44 117 97:
Old : 149: 45 39 30 54 43 117 96:
Other: 28: 4 3 3 15 14 20 19:
:----------------------------------------------------------------------------------------------------
: 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 : 31.1 40.0 44.1 51.5 29.3 33.2 38.4 44.2
Old : 29.4 38.0 42.8 50.2 28.2 31.4 38.3 43.4
Other: 73.9 82.2 88.9 94.2 59.9 71.0 69.6 76.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 1,001,371: 145,855 49,927 213,309 558,724 670,529 917,888 933,765: 83,483 67,606
Old : 1,001,371: 145,855 49,927 213,309 558,724 670,529 917,888 933,765: 83,483 67,606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -39,640: -9,449 -9,518 1,499 -21,323 -16,733 -29,273 -24,752: -10,367 -14,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 5.0 21.3 55.8 67.0 91.7 93.2: 8.3 6.8
Old : 100.0: 14.6 5.0 21.3 55.8 67.0 91.7 93.2: 8.3 6.8
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 : 221: 64 49 77 85 88 192 178:
Old : 221: 64 49 77 85 88 192 178:
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 : 17.1 22.0 29.6 35.2 12.8 14.6 22.8 24.0
Old : 17.1 22.0 29.6 35.2 12.8 14.6 22.8 24.0
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, September 23, 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 : 178,317: 28,100 24,536 54,372 90,921 94,957 173,393 173,865: 4,924 4,452
Old : 174,529: 29,645 24,635 51,755 88,323 93,787 169,723 170,176: 4,806 4,353
Other: 3,788: 299 1,745 774 2,598 1,170 3,670 3,689: 117 99
: : :
: : Changes in Commitments from: September 16, 2008 :
: 340: -1,221 1,650 5,333 -1,810 -4,948 2,301 2,035: -1,961 -1,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 13.8 30.5 51.0 53.3 97.2 97.5: 2.8 2.5
Old : 100.0: 17.0 14.1 29.7 50.6 53.7 97.2 97.5: 2.8 2.5
Other: 100.0: 7.9 46.1 20.4 68.6 30.9 96.9 97.4: 3.1 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 125 89 106 124 126 293 285:
Old : 375: 128 86 106 124 126 293 285:
Other: 55: 5 12 14 20 30 35 46:
:----------------------------------------------------------------------------------------------------
: 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 : 16.8 22.4 30.0 33.2 14.8 14.7 25.2 21.0
Old : 16.8 21.8 29.5 32.7 15.1 16.1 25.7 22.5
Other: 71.3 65.6 84.1 77.2 60.0 54.3 65.6 59.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 51,519: 30,601 2,456 4,009 13,375 40,818 47,985 47,282: 3,535 4,237
Old : 51,519: 30,601 2,456 4,009 13,375 40,818 47,985 47,282: 3,535 4,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -3,169: -9,779 171 616 6,343 -2,034 -2,820 -1,247: -349 -1,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 4.8 7.8 26.0 79.2 93.1 91.8: 6.9 8.2
Old : 100.0: 59.4 4.8 7.8 26.0 79.2 93.1 91.8: 6.9 8.2
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 : 57: 26 14 7 10 9 39 28:
Old : 57: 26 14 7 10 9 39 28:
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 : 51.4 82.9 68.6 87.0 49.6 74.2 63.0 75.3
Old : 51.4 82.9 68.6 87.0 49.6 74.2 63.0 75.3
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, September 23, 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 : 503,452: 18,923 146,217 4,776 449,916 310,150 473,615 461,143: 29,837 42,309
Old : 503,452: 18,923 146,217 4,776 449,916 310,150 473,615 461,143: 29,837 42,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2008 :
: -244,745: -2,816 118,786 -108,791 -151,067 -273,993 -262,674 -263,998: 17,929 19,253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 29.0 0.9 89.4 61.6 94.1 91.6: 5.9 8.4
Old : 100.0: 3.8 29.0 0.9 89.4 61.6 94.1 91.6: 5.9 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 : 253: 28 62 16 80 120 118 188:
Old : 253: 28 62 16 80 120 118 188:
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 : 54.1 20.3 66.0 29.7 49.6 20.3 61.1 29.0
Old : 54.1 20.3 66.0 29.7 49.6 20.3 61.1 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 26, 2008