COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 370,625: 36,898 36,953 129,820 183,448 188,415 350,167 355,188: 20,458 15,437
Old : 356,394: 34,226 36,415 125,023 177,747 179,861 336,996 341,299: 19,398 15,095
Other: 14,231: 3,858 1,724 3,611 5,702 8,554 13,171 13,888: 1,060 342
: : :
: : Changes in Commitments from: August 19, 2008 :
: 4,114: -137 -39 1,102 1,518 5,851 2,483 6,914: 1,631 -2,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.0 35.0 49.5 50.8 94.5 95.8: 5.5 4.2
Old : 100.0: 9.6 10.2 35.1 49.9 50.5 94.6 95.8: 5.4 4.2
Other: 100.0: 27.1 12.1 25.4 40.1 60.1 92.5 97.6: 7.5 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 301: 111 98 109 75 73 236 234:
Old : 300: 107 101 108 74 70 234 230:
Other: 66: 14 15 19 22 26 48 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 : 21.0 22.9 32.4 33.4 14.7 11.3 22.5 18.6
Old : 21.3 23.1 32.8 33.9 15.7 11.6 23.9 19.0
Other: 32.9 41.8 52.5 56.6 29.9 26.5 35.9 38.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 46,580: 7,905 9,230 10,846 21,187 23,971 39,938 44,048: 6,642 2,532
Old : 30,635: 7,710 8,736 4,755 14,010 15,277 26,474 28,768: 4,161 1,867
Other: 15,945: 1,229 1,527 5,059 7,177 8,694 13,464 15,280: 2,481 665
: : :
: : Changes in Commitments from: August 19, 2008 :
: -7: -967 -365 856 -153 951 -264 1,443: 257 -1,449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 19.8 23.3 45.5 51.5 85.7 94.6: 14.3 5.4
Old : 100.0: 25.2 28.5 15.5 45.7 49.9 86.4 93.9: 13.6 6.1
Other: 100.0: 7.7 9.6 31.7 45.0 54.5 84.4 95.8: 15.6 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 35 40 23 30 17 78 68:
Old : 102: 40 32 21 28 14 72 63:
Other: 50: 11 16 13 17 15 40 32:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 50.2 40.5 62.2 16.1 30.0 24.3 40.3
Old : 24.2 48.3 40.7 63.3 24.1 36.3 33.7 50.2
Other: 42.2 61.9 57.3 75.6 13.4 27.3 21.5 33.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 143,513: 44,192 32,581 13,589 74,037 92,112 131,818 138,282: 11,695 5,232
Old : 41: 0 0 0 39 0 39 0: 2 41
Other: 143,472: 44,192 32,581 13,589 73,998 92,112 131,779 138,282: 11,693 5,191
: : :
: : Changes in Commitments from: August 19, 2008 :
: 1,836: 1,382 1,002 -585 -736 4,855 61 5,272: 1,775 -3,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 22.7 9.5 51.6 64.2 91.9 96.4: 8.1 3.6
Old : 100.0: 0.0 0.0 0.0 95.1 0.0 95.1 0.0: 4.9 100.0
Other: 100.0: 30.8 22.7 9.5 51.6 64.2 91.8 96.4: 8.2 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 48 30 31 50 43 120 87:
Old : 2: 0 0 0 2 0 2 0:
Other: 146: 48 30 31 50 43 120 87:
:----------------------------------------------------------------------------------------------------
: 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 : 32.9 42.2 43.2 54.4 31.3 37.9 41.2 49.7
Old : 95.1 0.0 95.1 0.0 95.1 0.0 95.1 0.0
Other: 32.9 42.2 43.2 54.5 31.3 37.9 41.2 49.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 1,176,901: 210,213 54,319 272,213 582,472 783,210 1,064,898 1,109,742: 112,003 67,160
Old : 1,176,901: 210,213 54,319 272,213 582,472 783,210 1,064,898 1,109,742: 112,003 67,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 22,816: 16,888 -3,378 4,491 -3,114 25,404 18,264 26,516: 4,551 -3,701
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.6 23.1 49.5 66.5 90.5 94.3: 9.5 5.7
Old : 100.0: 17.9 4.6 23.1 49.5 66.5 90.5 94.3: 9.5 5.7
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 : 238: 83 52 88 86 88 214 188:
Old : 238: 83 52 88 86 88 214 188:
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 : 17.5 20.8 29.4 34.7 12.9 15.7 21.7 26.1
Old : 17.5 20.8 29.4 34.7 12.9 15.7 21.7 26.1
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, August 26, 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 : 173,837: 34,143 15,960 47,041 85,253 107,431 166,437 170,432: 7,401 3,405
Old : 601: 0 24 0 586 464 586 488: 15 113
Other: 173,236: 34,143 15,936 47,041 84,667 106,967 165,851 169,944: 7,386 3,292
: : :
: : Changes in Commitments from: August 19, 2008 :
: 143: 4,819 -2,016 150 -6,499 6,424 -1,529 4,558: 1,672 -4,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 9.2 27.1 49.0 61.8 95.7 98.0: 4.3 2.0
Old : 100.0: 0.0 4.0 0.0 97.5 77.2 97.5 81.2: 2.5 18.8
Other: 100.0: 19.7 9.2 27.2 48.9 61.7 95.7 98.1: 4.3 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 380: 141 85 108 107 122 294 276:
Old : 27: 0 1 0 6 20 6 21:
Other: 380: 141 85 108 106 122 293 276:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 23.2 31.1 33.4 16.3 15.1 26.4 23.0
Old : 96.7 46.8 97.5 62.4 96.7 46.8 97.5 62.4
Other: 19.1 23.3 31.2 33.4 16.4 15.1 26.5 22.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 46,704: 33,078 4,323 3,458 5,195 35,988 41,730 43,770: 4,974 2,934
Old : 46,704: 33,078 4,323 3,458 5,195 35,988 41,730 43,770: 4,974 2,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 2,220: 3,019 855 122 -681 1,066 2,460 2,043: -240 177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 9.3 7.4 11.1 77.1 89.4 93.7: 10.6 6.3
Old : 100.0: 70.8 9.3 7.4 11.1 77.1 89.4 93.7: 10.6 6.3
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 : 71: 43 12 8 9 9 54 28:
Old : 71: 43 12 8 9 9 54 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 : 46.3 76.1 60.8 86.9 46.3 73.4 55.8 78.6
Old : 46.3 76.1 60.8 86.9 46.3 73.4 55.8 78.6
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, August 26, 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 : 26,065: 1,654 3,022 213 23,092 22,138 24,959 25,373: 1,106 693
Old : 26,065: 1,654 3,022 213 23,092 22,138 24,959 25,373: 1,106 693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2008 :
: 484: 26 137 45 243 -7 314 175: 170 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 11.6 0.8 88.6 84.9 95.8 97.3: 4.2 2.7
Old : 100.0: 6.3 11.6 0.8 88.6 84.9 95.8 97.3: 4.2 2.7
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 : 23: 3 6 4 9 14 15 21:
Old : 23: 3 6 4 9 14 15 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 : 79.8 58.2 93.6 78.2 63.4 48.8 71.4 66.3
Old : 79.8 58.2 93.6 78.2 63.4 48.8 71.4 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 29, 2008