COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 201,242: 26,269 16,173 65,185 94,180 104,379 185,633 185,737: 15,609 15,506
Old : 174,466: 21,478 16,590 55,862 83,608 87,414 160,947 159,866: 13,519 14,600
Other: 26,776: 5,884 676 8,230 10,572 16,965 24,686 25,871: 2,090 905
: : :
: : Changes in Commitments from: December 9, 2008 :
: -505: 711 -1,597 650 -1,523 1,100 -163 152: -342 -657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 8.0 32.4 46.8 51.9 92.2 92.3: 7.8 7.7
Old : 100.0: 12.3 9.5 32.0 47.9 50.1 92.3 91.6: 7.7 8.4
Other: 100.0: 22.0 2.5 30.7 39.5 63.4 92.2 96.6: 7.8 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 70 47 56 65 60 162 139:
Old : 191: 66 49 55 64 57 158 135:
Other: 85: 24 15 22 34 32 70 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 : 17.1 21.5 29.7 34.5 15.1 15.3 23.8 24.5
Old : 18.0 22.3 31.6 35.4 16.7 16.9 26.6 25.3
Other: 23.9 28.3 40.0 47.0 21.7 26.7 32.4 40.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 42,071: 7,038 8,620 10,133 21,455 19,892 38,626 38,645: 3,445 3,426
Old : 41,766: 7,133 8,472 10,038 21,150 19,830 38,321 38,340: 3,445 3,426
Other: 305: 0 243 0 305 62 305 305: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 2,052: 289 189 1,021 442 747 1,752 1,957: 300 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 20.5 24.1 51.0 47.3 91.8 91.9: 8.2 8.1
Old : 100.0: 17.1 20.3 24.0 50.6 47.5 91.8 91.8: 8.2 8.2
Other: 100.0: 0.0 79.7 0.0 100.0 20.3 100.0 100.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 32 43 26 30 18 79 72:
Old : 108: 33 42 26 30 18 79 72:
Other: 4: 0 2 0 2 1 2 3:
:----------------------------------------------------------------------------------------------------
: 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 : 27.4 51.6 43.1 62.4 19.1 33.2 29.4 40.5
Old : 27.0 51.9 42.7 62.7 19.1 33.8 29.4 41.2
Other: 100.0 100.0 100.0 100.0 79.6 79.7 79.6 79.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 122,881: 31,552 16,331 15,990 66,942 84,845 114,484 117,166: 8,397 5,715
Old : 108,917: 31,088 12,435 14,458 55,209 76,444 100,754 103,336: 8,163 5,580
Other: 13,964: 1,741 5,173 255 11,733 8,402 13,730 13,829: 234 135
: : :
: : Changes in Commitments from: December 9, 2008 :
: 1,629: -178 -3,491 673 323 4,886 818 2,068: 811 -439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 13.3 13.0 54.5 69.0 93.2 95.3: 6.8 4.7
Old : 100.0: 28.5 11.4 13.3 50.7 70.2 92.5 94.9: 7.5 5.1
Other: 100.0: 12.5 37.0 1.8 84.0 60.2 98.3 99.0: 1.7 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 128: 34 28 28 51 45 101 87:
Old : 127: 33 29 25 50 45 97 86:
Other: 45: 8 4 4 24 21 34 27:
:----------------------------------------------------------------------------------------------------
: 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 : 33.4 39.6 48.4 53.6 30.5 31.3 42.6 44.5
Old : 32.2 38.8 48.4 54.2 29.8 31.6 42.7 46.1
Other: 59.9 57.5 73.6 78.9 51.0 53.7 63.8 70.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 938,447: 112,269 51,802 244,285 516,911 582,535 873,464 878,622: 64,983 59,825
Old : 938,447: 112,269 51,802 244,285 516,911 582,535 873,464 878,622: 64,983 59,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -22,298: -142 -13,862 -4,478 -6,665 13,599 -11,284 -4,741: -11,014 -17,557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 5.5 26.0 55.1 62.1 93.1 93.6: 6.9 6.4
Old : 100.0: 12.0 5.5 26.0 55.1 62.1 93.1 93.6: 6.9 6.4
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 : 225: 64 58 70 90 86 195 177:
Old : 225: 64 58 70 90 86 195 177:
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 : 18.4 22.1 29.3 33.2 9.6 10.0 16.2 15.1
Old : 18.4 22.1 29.3 33.2 9.6 10.0 16.2 15.1
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, December 16, 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 : 156,807: 15,086 26,377 47,125 86,746 74,828 148,957 148,331: 7,851 8,477
Old : 144,645: 17,729 27,314 36,925 83,002 72,124 137,655 136,363: 6,990 8,282
Other: 12,162: 3,485 5,192 4,072 3,744 2,704 11,301 11,967: 861 195
: : :
: : Changes in Commitments from: December 9, 2008 :
: 1,331: 470 -2,133 2,404 -2,559 765 315 1,036: 1,016 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 16.8 30.1 55.3 47.7 95.0 94.6: 5.0 5.4
Old : 100.0: 12.3 18.9 25.5 57.4 49.9 95.2 94.3: 4.8 5.7
Other: 100.0: 28.7 42.7 33.5 30.8 22.2 92.9 98.4: 7.1 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 309: 91 72 81 124 103 249 227:
Old : 309: 92 73 80 123 101 247 225:
Other: 84: 15 9 14 46 31 67 48:
:----------------------------------------------------------------------------------------------------
: 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 22.0 28.7 34.9 12.4 14.4 22.0 22.1
Old : 15.7 20.5 28.6 33.7 13.5 16.6 23.8 25.1
Other: 66.4 74.1 75.5 82.6 39.4 49.1 44.6 52.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 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 : 18,127: 10,373 1,839 2,697 3,102 9,639 16,172 14,174: 1,955 3,953
Old : 18,127: 10,373 1,839 2,697 3,102 9,639 16,172 14,174: 1,955 3,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -24,477: -7,723 568 -1,948 -14,236 -23,818 -23,908 -25,199: -570 721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.2 10.1 14.9 17.1 53.2 89.2 78.2: 10.8 21.8
Old : 100.0: 57.2 10.1 14.9 17.1 53.2 89.2 78.2: 10.8 21.8
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 : 53: 14 22 6 6 13 22 40:
Old : 53: 14 22 6 6 13 22 40:
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 : 70.3 53.4 79.6 62.1 51.1 35.3 56.2 40.5
Old : 70.3 53.4 79.6 62.1 51.1 35.3 56.2 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 1000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-239772
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 16, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 1000 IND X $100.00) :
: : :
All : 49,147: 210 3,985 7 45,308 15,451 45,525 19,443: 3,622 29,704
Old : 49,147: 210 3,985 7 45,308 15,451 45,525 19,443: 3,622 29,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 8.1 0.0 92.2 31.4 92.6 39.6: 7.4 60.4
Old : 100.0: 0.4 8.1 0.0 92.2 31.4 92.6 39.6: 7.4 60.4
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 : 20: 1 5 1 12 6 14 11:
Old : 20: 1 5 1 12 6 14 11:
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 : 67.6 34.8 86.0 38.1 43.8 7.6 58.8 9.4
Old : 67.6 34.8 86.0 38.1 43.8 7.6 58.8 9.4
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, December 16, 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 : 16,479: 2,360 1,459 0 13,298 14,698 15,658 16,157: 821 322
Old : 16,479: 2,360 1,459 0 13,298 14,698 15,658 16,157: 821 322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: -983: -1,147 -506 0 407 -763 -740 -1,269: -243 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 8.9 0.0 80.7 89.2 95.0 98.0: 5.0 2.0
Old : 100.0: 14.3 8.9 0.0 80.7 89.2 95.0 98.0: 5.0 2.0
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 : 20: 3 2 0 9 9 12 11:
Old : 20: 3 2 0 9 9 12 11:
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 : 60.1 78.0 84.4 94.2 52.7 73.1 74.6 82.4
Old : 60.1 78.0 84.4 94.2 52.7 73.1 74.6 82.4
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, December 16, 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 : 576,664: 42,641 98,850 18,631 497,531 437,385 558,804 554,866: 17,860 21,798
Old : 576,664: 42,641 98,850 18,631 497,531 437,385 558,804 554,866: 17,860 21,798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 9, 2008 :
: 44,435: 1,234 -10,864 12,930 32,348 50,478 46,512 52,544: -2,076 -8,109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 17.1 3.2 86.3 75.8 96.9 96.2: 3.1 3.8
Old : 100.0: 7.4 17.1 3.2 86.3 75.8 96.9 96.2: 3.1 3.8
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 : 244: 24 43 21 106 128 141 183:
Old : 244: 24 43 21 106 128 141 183:
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 : 41.9 23.3 53.4 34.8 36.8 23.2 47.5 33.8
Old : 41.9 23.3 53.4 34.8 36.8 23.2 47.5 33.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 19, 2008