COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 310,220: 26,869 25,493 121,094 149,916 151,892 297,879 298,480: 12,342 11,741
Old : 290,814: 25,925 26,043 114,252 139,083 139,108 279,259 279,402: 11,554 11,412
Other: 19,407: 2,904 1,411 4,882 10,833 12,785 18,619 19,078: 787 329
: : :
: : Changes in Commitments from: October 21, 2008 :
: -4,698: -2,131 -445 -3,995 2,369 567 -3,757 -3,873: -942 -825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 8.2 39.0 48.3 49.0 96.0 96.2: 4.0 3.8
Old : 100.0: 8.9 9.0 39.3 47.8 47.8 96.0 96.1: 4.0 3.9
Other: 100.0: 15.0 7.3 25.2 55.8 65.9 95.9 98.3: 4.1 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 270: 109 70 99 81 72 229 206:
Old : 269: 106 72 98 81 71 228 204:
Other: 75: 20 12 21 28 32 57 56:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 21.4 30.2 33.1 10.5 9.1 17.3 14.6
Old : 18.2 22.1 30.3 34.1 11.0 10.5 18.4 15.8
Other: 38.7 30.0 57.1 46.8 29.7 28.9 43.1 41.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 38,631: 7,175 7,425 7,715 19,913 20,111 34,802 35,252: 3,828 3,379
Old : 3,333: 1,002 247 0 1,369 2,867 2,371 3,114: 962 219
Other: 35,298: 6,695 7,701 7,192 18,544 17,244 32,431 32,138: 2,866 3,160
: : :
: : Changes in Commitments from: October 21, 2008 :
: -1,235: -311 -25 -643 309 -570 -646 -1,238: -590 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 19.2 20.0 51.5 52.1 90.1 91.3: 9.9 8.7
Old : 100.0: 30.1 7.4 0.0 41.1 86.0 71.1 93.4: 28.9 6.6
Other: 100.0: 19.0 21.8 20.4 52.5 48.9 91.9 91.0: 8.1 9.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 33 33 21 29 16 72 62:
Old : 27: 7 4 0 14 2 21 6:
Other: 95: 31 34 18 28 15 67 59:
:----------------------------------------------------------------------------------------------------
: 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 : 25.5 55.4 41.2 65.6 20.0 40.3 31.5 48.6
Old : 32.0 91.6 50.1 93.4 32.0 91.6 50.1 93.4
Other: 27.6 53.0 43.6 64.0 21.3 37.2 33.9 46.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 164,042: 33,609 24,861 33,500 93,655 101,266 160,764 159,626: 3,277 4,415
Old : 152,862: 33,418 20,522 32,840 83,660 95,156 149,919 148,518: 2,943 4,343
Other: 11,180: 851 4,998 0 9,995 6,110 10,846 11,108: 334 72
: : :
: : Changes in Commitments from: October 21, 2008 :
: 17,091: 2,978 1,376 6,645 9,220 10,015 18,843 18,036: -1,752 -945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 15.2 20.4 57.1 61.7 98.0 97.3: 2.0 2.7
Old : 100.0: 21.9 13.4 21.5 54.7 62.2 98.1 97.2: 1.9 2.8
Other: 100.0: 7.6 44.7 0.0 89.4 54.6 97.0 99.4: 3.0 0.6
: : :
:# Traders : Number of Traders in Each Category :
All : 140: 38 35 31 57 48 109 103:
Old : 140: 38 35 30 56 48 107 103:
Other: 31: 4 2 0 18 17 22 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 : 29.3 46.0 46.9 56.8 23.1 26.1 32.7 36.2
Old : 27.7 45.3 46.6 56.8 21.8 24.7 32.1 36.1
Other: 71.3 77.4 83.9 92.4 60.1 70.8 70.2 79.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 936,270: 118,404 66,254 239,749 515,748 563,582 873,900 869,585: 62,370 66,685
Old : 936,270: 118,404 66,254 239,749 515,748 563,582 873,900 869,585: 62,370 66,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -11,556: -1,313 -1,240 173 -8,904 -9,828 -10,044 -10,894: -1,512 -662
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 7.1 25.6 55.1 60.2 93.3 92.9: 6.7 7.1
Old : 100.0: 12.6 7.1 25.6 55.1 60.2 93.3 92.9: 6.7 7.1
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 : 218: 52 65 70 84 80 183 173:
Old : 218: 52 65 70 84 80 183 173:
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 : 18.0 20.4 30.4 31.7 11.8 11.0 19.6 16.5
Old : 18.0 20.4 30.4 31.7 11.8 11.0 19.6 16.5
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, October 28, 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 : 202,586: 14,461 26,334 78,992 103,604 91,071 197,058 196,398: 5,528 6,188
Old : 197,934: 16,029 26,600 76,106 100,420 89,105 192,556 191,811: 5,378 6,123
Other: 4,652: 356 1,658 962 3,184 1,966 4,502 4,587: 150 65
: : :
: : Changes in Commitments from: October 21, 2008 :
: 4,782: -448 -1,216 5,791 -854 -6 4,488 4,569: 294 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 13.0 39.0 51.1 45.0 97.3 96.9: 2.7 3.1
Old : 100.0: 8.1 13.4 38.5 50.7 45.0 97.3 96.9: 2.7 3.1
Other: 100.0: 7.7 35.7 20.7 68.4 42.3 96.8 98.6: 3.2 1.4
: : :
:# Traders : Number of Traders in Each Category :
All : 348: 111 82 100 130 116 281 270:
Old : 348: 112 82 99 130 115 281 268:
Other: 67: 10 8 16 34 30 52 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 : 17.9 22.6 28.9 35.0 9.5 11.8 17.9 17.0
Old : 17.2 22.2 28.4 34.7 9.7 13.0 18.3 18.4
Other: 62.5 60.2 75.5 74.6 47.0 46.6 53.8 54.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 28, 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 : 42,450: 20,645 936 3,835 13,867 34,706 38,348 39,478: 4,102 2,972
Old : 42,450: 20,645 936 3,835 13,867 34,706 38,348 39,478: 4,102 2,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: -4,251: -7,278 -416 190 2,536 -4,761 -4,552 -4,987: 301 737
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 2.2 9.0 32.7 81.8 90.3 93.0: 9.7 7.0
Old : 100.0: 48.6 2.2 9.0 32.7 81.8 90.3 93.0: 9.7 7.0
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 : 46: 24 12 7 8 4 35 21:
Old : 46: 24 12 7 8 4 35 21:
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 : 59.0 86.3 75.5 91.2 52.6 73.6 64.4 74.4
Old : 59.0 86.3 75.5 91.2 52.6 73.6 64.4 74.4
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 with Delta-adjusted Options and Futures Combined, October 28, 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 : 17,025: 2,210 3,160 572 11,857 12,591 14,639 16,323: 2,386 702
Old : 17,025: 2,210 3,160 572 11,857 12,591 14,639 16,323: 2,386 702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 883: -10 1,569 -238 851 -217 603 1,114: 280 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 18.6 3.4 69.6 74.0 86.0 95.9: 14.0 4.1
Old : 100.0: 13.0 18.6 3.4 69.6 74.0 86.0 95.9: 14.0 4.1
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 12 10 17 14:
Old : 28: 4 4 1 12 10 17 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 : 51.3 67.9 69.4 84.4 48.9 64.5 67.0 80.9
Old : 51.3 67.9 69.4 84.4 48.9 64.5 67.0 80.9
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, October 28, 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 : 509,602: 49,251 123,477 11,762 439,616 352,272 500,629 487,512: 8,973 22,090
Old : 509,602: 49,251 123,477 11,762 439,616 352,272 500,629 487,512: 8,973 22,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 21, 2008 :
: 37,602: 11,520 11,026 2,287 17,785 18,997 31,592 32,311: 6,010 5,291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 24.2 2.3 86.3 69.1 98.2 95.7: 1.8 4.3
Old : 100.0: 9.7 24.2 2.3 86.3 69.1 98.2 95.7: 1.8 4.3
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 : 241: 25 48 17 87 118 119 176:
Old : 241: 25 48 17 87 118 119 176:
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 : 51.3 24.3 61.4 34.5 49.5 24.3 59.5 34.4
Old : 51.3 24.3 61.4 34.5 49.5 24.3 59.5 34.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 31, 2008