COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 378,315: 43,845 32,578 125,174 186,379 205,026 355,399 362,778: 22,916 15,537
Old : 368,061: 42,945 33,425 120,936 182,141 198,478 346,022 352,838: 22,039 15,223
Other: 10,254: 3,185 1,439 1,954 4,239 6,548 9,377 9,940: 877 314
: : :
: : Changes in Commitments from: July 15, 2008 :
: -5,260: -7,038 4,203 237 1,401 -9,881 -5,400 -5,441: 140 181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 8.6 33.1 49.3 54.2 93.9 95.9: 6.1 4.1
Old : 100.0: 11.7 9.1 32.9 49.5 53.9 94.0 95.9: 6.0 4.1
Other: 100.0: 31.1 14.0 19.1 41.3 63.9 91.4 96.9: 8.6 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 305: 122 91 111 72 74 238 235:
Old : 304: 114 97 109 72 73 236 233:
Other: 56: 19 9 17 16 21 42 40:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 22.9 31.4 33.6 15.5 13.3 23.0 20.7
Old : 20.3 22.9 31.7 33.6 16.1 13.4 23.9 20.8
Other: 33.6 48.0 52.5 67.6 24.6 32.7 35.5 45.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 45,623: 8,458 2,581 11,525 19,751 28,607 39,734 42,713: 5,889 2,911
Old : 32,120: 8,269 2,626 5,507 14,832 21,398 28,608 29,530: 3,512 2,589
Other: 13,504: 1,056 822 5,151 4,919 7,210 11,127 13,182: 2,377 321
: : :
: : Changes in Commitments from: July 15, 2008 :
: -286: 42 -202 -67 -324 -47 -349 -316: 64 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 5.7 25.3 43.3 62.7 87.1 93.6: 12.9 6.4
Old : 100.0: 25.7 8.2 17.1 46.2 66.6 89.1 91.9: 10.9 8.1
Other: 100.0: 7.8 6.1 38.1 36.4 53.4 82.4 97.6: 17.6 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 39 25 21 26 16 75 53:
Old : 93: 41 22 19 24 14 70 50:
Other: 43: 11 10 12 13 16 33 29:
:----------------------------------------------------------------------------------------------------
: 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 58.1 44.7 70.8 18.1 39.2 27.9 45.0
Old : 29.2 58.6 46.0 69.7 24.8 49.5 37.4 56.9
Other: 51.3 62.1 63.9 79.0 9.8 18.5 13.1 25.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 166,055: 55,837 32,306 22,645 74,815 105,144 153,297 160,095: 12,758 5,960
Old : 76,532: 34,046 20,563 8,910 27,121 43,354 70,077 72,827: 6,455 3,705
Other: 89,523: 26,773 16,725 8,753 47,693 61,790 83,219 87,268: 6,303 2,255
: : :
: : Changes in Commitments from: July 15, 2008 :
: 4,360: -4,099 -1,985 3,037 6,930 3,993 5,869 5,046: -1,508 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 19.5 13.6 45.1 63.3 92.3 96.4: 7.7 3.6
Old : 100.0: 44.5 26.9 11.6 35.4 56.6 91.6 95.2: 8.4 4.8
Other: 100.0: 29.9 18.7 9.8 53.3 69.0 93.0 97.5: 7.0 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 166: 69 23 42 50 47 145 96:
Old : 148: 55 34 19 41 32 109 73:
Other: 117: 43 13 21 44 41 97 66:
:----------------------------------------------------------------------------------------------------
: 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 40.6 39.4 53.2 25.7 32.7 35.1 44.4
Old : 23.1 48.9 36.2 63.1 19.1 39.6 30.2 51.8
Other: 42.6 37.3 54.6 53.2 42.4 32.0 50.7 46.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 1,123,635: 189,000 71,639 249,788 589,538 732,022 1,028,326 1,053,449: 95,310 70,186
Old : 1,123,635: 189,000 71,639 249,788 589,538 732,022 1,028,326 1,053,449: 95,310 70,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -33,363: -19,107 2,554 -737 5,444 -40,625 -14,400 -38,808: -18,962 5,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 6.4 22.2 52.5 65.1 91.5 93.8: 8.5 6.2
Old : 100.0: 16.8 6.4 22.2 52.5 65.1 91.5 93.8: 8.5 6.2
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 : 243: 75 60 81 87 92 209 192:
Old : 243: 75 60 81 87 92 209 192:
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 : 17.8 20.4 30.0 34.5 13.4 16.2 23.2 26.3
Old : 17.8 20.4 30.0 34.5 13.4 16.2 23.2 26.3
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, July 22, 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 : 199,888: 35,312 9,220 63,133 92,183 121,582 190,628 193,936: 9,260 5,952
Old : 97,315: 27,018 15,900 16,311 48,188 61,891 91,517 94,102: 5,798 3,214
Other: 102,572: 18,848 3,875 36,268 43,995 59,691 99,111 99,834: 3,462 2,739
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,588: -547 1,701 1,614 39 -3,735 1,106 -420: -2,694 -1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 4.6 31.6 46.1 60.8 95.4 97.0: 4.6 3.0
Old : 100.0: 27.8 16.3 16.8 49.5 63.6 94.0 96.7: 6.0 3.3
Other: 100.0: 18.4 3.8 35.4 42.9 58.2 96.6 97.3: 3.4 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 138 75 112 122 127 315 270:
Old : 341: 118 80 83 101 100 261 221:
Other: 271: 85 45 70 100 110 208 204:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 24.4 30.2 35.4 14.3 16.0 23.1 23.9
Old : 22.3 32.0 34.0 43.3 22.3 30.2 33.9 40.9
Other: 26.0 21.5 38.3 32.8 19.7 16.5 29.4 24.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 22, 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 : 39,171: 23,715 17,559 2,734 7,882 13,995 34,331 34,287: 4,840 4,884
Old : 39,171: 23,715 17,559 2,734 7,882 13,995 34,331 34,287: 4,840 4,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: -1,078: -1,598 -3,746 39 -1,300 2,392 -2,860 -1,315: 1,782 237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 44.8 7.0 20.1 35.7 87.6 87.5: 12.4 12.5
Old : 100.0: 60.5 44.8 7.0 20.1 35.7 87.6 87.5: 12.4 12.5
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 : 83: 33 34 9 7 10 42 52:
Old : 83: 33 34 9 7 10 42 52:
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 : 59.2 51.8 73.6 67.5 58.6 49.0 66.2 59.4
Old : 59.2 51.8 73.6 67.5 58.6 49.0 66.2 59.4
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, July 22, 2008
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 1000 IND X $100.00) :
: : :
All : 20,799: 2,421 2,753 133 17,802 16,793 20,356 19,679: 443 1,120
Old : 20,799: 2,421 2,753 133 17,802 16,793 20,356 19,679: 443 1,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 15, 2008 :
: 2,519: 1,713 66 -80 624 1,922 2,257 1,908: 262 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 13.2 0.6 85.6 80.7 97.9 94.6: 2.1 5.4
Old : 100.0: 11.6 13.2 0.6 85.6 80.7 97.9 94.6: 2.1 5.4
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 : 24: 6 4 3 8 14 14 21:
Old : 24: 6 4 3 8 14 14 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 : 82.7 55.4 94.0 77.1 66.1 51.3 74.3 67.9
Old : 82.7 55.4 94.0 77.1 66.1 51.3 74.3 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 25, 2008