COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 212,420: 27,428 23,669 57,076 113,271 117,893 197,775 198,639: 14,645 13,781
Old : 190,518: 25,442 23,875 50,365 101,235 103,010 177,042 177,250: 13,476 13,269
Other: 21,902: 3,698 1,507 4,999 12,036 14,884 20,733 21,389: 1,169 513
: : :
: : Changes in Commitments from: November 4, 2008 :
: -92,120: 10 -5 -60,049 -33,525 -34,107 -93,564 -94,161: 1,444 2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 11.1 26.9 53.3 55.5 93.1 93.5: 6.9 6.5
Old : 100.0: 13.4 12.5 26.4 53.1 54.1 92.9 93.0: 7.1 7.0
Other: 100.0: 16.9 6.9 22.8 55.0 68.0 94.7 97.7: 5.3 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 206: 69 59 58 61 63 156 158:
Old : 205: 67 59 56 61 61 153 156:
Other: 80: 22 16 25 28 31 64 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 : 18.4 20.9 30.6 33.0 15.0 13.6 24.6 21.9
Old : 18.9 21.5 32.3 33.4 15.8 15.9 26.7 23.6
Other: 30.8 30.0 48.9 46.5 23.4 28.5 39.1 41.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 37,869: 6,858 6,552 8,064 19,352 20,148 34,273 34,763: 3,596 3,106
Old : 37,620: 6,890 6,342 8,031 19,103 20,142 34,024 34,514: 3,596 3,106
Other: 249: 0 243 0 249 6 249 249: 0 -0
: : :
: : Changes in Commitments from: November 4, 2008 :
: -222: -113 -410 200 -325 38 -237 -171: 15 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 17.3 21.3 51.1 53.2 90.5 91.8: 9.5 8.2
Old : 100.0: 18.3 16.9 21.3 50.8 53.5 90.4 91.7: 9.6 8.3
Other: 100.0: 0.0 97.6 0.0 99.9 2.4 99.9 100.0: 0.1 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 30 35 20 27 14 71 56:
Old : 95: 31 34 20 27 14 71 56:
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 : 26.4 57.2 41.9 67.2 20.5 41.6 31.9 48.8
Old : 25.9 57.6 41.6 67.6 20.6 42.4 32.0 49.7
Other: 99.9 100.0 99.9 100.0 97.5 97.6 97.5 97.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 122,840: 30,549 21,216 17,121 69,069 77,287 116,739 115,624: 6,101 7,216
Old : 111,500: 30,325 16,877 16,395 58,948 71,071 105,668 104,343: 5,832 7,157
Other: 11,340: 892 5,007 58 10,121 6,216 11,071 11,281: 269 59
: : :
: : Changes in Commitments from: November 4, 2008 :
: -40,220: -1,939 -1,483 -17,916 -22,562 -23,566 -42,417 -42,965: 2,198 2,745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 17.3 13.9 56.2 62.9 95.0 94.1: 5.0 5.9
Old : 100.0: 27.2 15.1 14.7 52.9 63.7 94.8 93.6: 5.2 6.4
Other: 100.0: 7.9 44.2 0.5 89.2 54.8 97.6 99.5: 2.4 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 124: 31 31 25 52 39 98 84:
Old : 124: 31 32 24 51 39 96 84:
Other: 35: 6 3 3 21 15 28 20:
:----------------------------------------------------------------------------------------------------
: 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 : 34.6 41.3 50.3 55.6 31.1 30.4 42.7 44.1
Old : 32.9 39.9 50.2 55.5 30.1 28.9 42.8 44.4
Other: 70.3 76.3 82.8 92.7 59.2 69.8 69.2 80.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 957,776: 121,291 55,679 250,428 518,346 585,119 890,065 891,226: 67,711 66,550
Old : 957,776: 121,291 55,679 250,428 518,346 585,119 890,065 891,226: 67,711 66,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 7,509: -4,638 6,117 2,691 9,694 -4,074 7,747 4,734: -238 2,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 5.8 26.1 54.1 61.1 92.9 93.1: 7.1 6.9
Old : 100.0: 12.7 5.8 26.1 54.1 61.1 92.9 93.1: 7.1 6.9
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: 60 58 73 85 85 190 177:
Old : 221: 60 58 73 85 85 190 177:
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 : 18.2 20.9 30.1 32.3 11.1 10.8 19.0 16.2
Old : 18.2 20.9 30.1 32.3 11.1 10.8 19.0 16.2
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, November 11, 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 : 194,994: 18,316 29,170 67,010 103,519 92,590 188,846 188,770: 6,148 6,224
Old : 189,961: 18,329 27,987 65,480 100,157 90,352 183,966 183,820: 5,995 6,141
Other: 5,033: 282 1,477 1,235 3,362 2,238 4,880 4,951: 154 82
: : :
: : Changes in Commitments from: November 4, 2008 :
: -1,095: 2,324 4,093 -5,484 2,700 497 -460 -895: -635 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 15.0 34.4 53.1 47.5 96.8 96.8: 3.2 3.2
Old : 100.0: 9.6 14.7 34.5 52.7 47.6 96.8 96.8: 3.2 3.2
Other: 100.0: 5.6 29.4 24.5 66.8 44.5 96.9 98.4: 3.1 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 349: 111 78 104 126 120 284 268:
Old : 349: 114 77 103 126 119 284 266:
Other: 72: 11 9 15 37 33 57 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 : 17.5 23.1 29.1 35.3 9.6 11.1 17.7 17.3
Old : 17.6 22.6 28.9 35.0 9.9 12.4 18.2 18.4
Other: 60.3 57.4 75.1 74.2 42.8 40.1 48.9 47.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 11, 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 : 41,744: 20,997 783 3,737 12,866 34,943 37,601 39,463: 4,143 2,281
Old : 41,744: 20,997 783 3,737 12,866 34,943 37,601 39,463: 4,143 2,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 285: -359 205 -181 906 919 365 943: -81 -658
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 1.9 9.0 30.8 83.7 90.1 94.5: 9.9 5.5
Old : 100.0: 50.3 1.9 9.0 30.8 83.7 90.1 94.5: 9.9 5.5
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 : 53: 31 7 7 10 7 43 20:
Old : 53: 31 7 7 10 7 43 20:
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 : 48.9 85.5 70.0 92.1 44.4 74.7 60.1 75.9
Old : 48.9 85.5 70.0 92.1 44.4 74.7 60.1 75.9
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, November 11, 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 : 17,164: 2,203 2,212 547 11,982 14,230 14,732 16,989: 2,432 175
Old : 17,164: 2,203 2,212 547 11,982 14,230 14,732 16,989: 2,432 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 321: 1 60 -15 99 201 85 246: 236 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 12.9 3.2 69.8 82.9 85.8 99.0: 14.2 1.0
Old : 100.0: 12.8 12.9 3.2 69.8 82.9 85.8 99.0: 14.2 1.0
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 : 28: 4 4 1 11 12 16 16:
Old : 28: 4 4 1 11 12 16 16:
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 : 48.6 65.0 68.4 83.0 46.0 62.9 63.6 76.0
Old : 48.6 65.0 68.4 83.0 46.0 62.9 63.6 76.0
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, November 11, 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 : 502,960: 69,084 105,752 11,388 406,478 354,317 486,949 471,457: 16,011 31,503
Old : 502,960: 69,084 105,752 11,388 406,478 354,317 486,949 471,457: 16,011 31,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 4, 2008 :
: 17,550: 4,208 -4,331 2,333 3,364 12,533 9,904 10,535: 7,646 7,015
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 21.0 2.3 80.8 70.4 96.8 93.7: 3.2 6.3
Old : 100.0: 13.7 21.0 2.3 80.8 70.4 96.8 93.7: 3.2 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 : 244: 21 55 15 92 117 122 178:
Old : 244: 21 55 15 92 117 122 178:
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 : 45.1 22.8 57.8 33.0 42.4 22.7 55.0 32.3
Old : 45.1 22.8 57.8 33.0 42.4 22.7 55.0 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2008