COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, September 4, 2007 ------------------------------------------------------------------------------------------------------------------- : 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 : 205,006: 54,569 22,851 19,792 113,691 154,441 188,052 197,084: 16,954 7,922 Old : 187,123: 50,843 23,987 17,032 103,638 138,929 171,513 179,948: 15,610 7,175 Other: 17,883: 6,145 1,283 341 10,053 15,512 16,539 17,136: 1,344 747 : : : : : Changes in Commitments from: August 28, 2007 : : 6,365: 2,304 -6,627 2,573 2,540 12,552 7,417 8,498: -1,052 -2,133 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 11.1 9.7 55.5 75.3 91.7 96.1: 8.3 3.9 Old : 100.0: 27.2 12.8 9.1 55.4 74.2 91.7 96.2: 8.3 3.8 Other: 100.0: 34.4 7.2 1.9 56.2 86.7 92.5 95.8: 7.5 4.2 : : : :# Traders : Number of Traders in Each Category : All : 267: 104 67 71 55 55 202 165: Old : 264: 98 73 68 54 53 195 163: Other: 83: 35 11 9 12 28 52 45: :---------------------------------------------------------------------------------------------------- : 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 : 24.8 39.7 36.7 53.1 22.0 31.6 32.3 44.1 Old : 23.9 40.3 36.0 54.0 22.9 36.0 34.0 46.2 Other: 48.8 56.5 63.3 76.6 46.7 56.1 61.2 73.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, September 4, 2007 ------------------------------------------------------------------------------------------------------------------- : 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 : 27,190: 9,268 9,523 3,078 11,616 11,967 23,962 24,568: 3,228 2,622 Old : 17,767: 6,673 10,354 265 8,622 4,895 15,560 15,514: 2,207 2,253 Other: 9,423: 4,183 757 1,225 2,994 7,072 8,402 9,054: 1,021 369 : : : : : Changes in Commitments from: August 28, 2007 : : 805: -104 1,868 554 482 -1,838 932 584: -127 221 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 35.0 11.3 42.7 44.0 88.1 90.4: 11.9 9.6 Old : 100.0: 37.6 58.3 1.5 48.5 27.6 87.6 87.3: 12.4 12.7 Other: 100.0: 44.4 8.0 13.0 31.8 75.1 89.2 96.1: 10.8 3.9 : : : :# Traders : Number of Traders in Each Category : All : 111: 38 39 20 27 12 72 67: Old : 110: 36 43 3 27 9 65 53: Other: 54: 27 11 13 11 7 42 28: :---------------------------------------------------------------------------------------------------- : 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 : 21.8 49.9 36.3 61.4 21.8 48.0 35.2 56.6 Old : 23.5 47.2 41.3 60.5 23.5 46.8 41.3 58.0 Other: 30.9 76.2 47.4 87.1 24.4 72.9 40.0 79.1 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, September 4, 2007 ------------------------------------------------------------------------------------------------------------------- : 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 : 121,473: 36,371 12,552 7,098 68,435 96,364 111,904 116,014: 9,569 5,459 Old : 109,231: 37,910 12,868 5,188 56,622 85,799 99,720 103,855: 9,511 5,376 Other: 12,242: 370 1,593 1 11,813 10,565 12,184 12,159: 58 83 : : : : : Changes in Commitments from: August 28, 2007 : : -3,057: -444 344 1,070 -3,980 -5,124 -3,354 -3,710: 297 653 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 10.3 5.8 56.3 79.3 92.1 95.5: 7.9 4.5 Old : 100.0: 34.7 11.8 4.7 51.8 78.5 91.3 95.1: 8.7 4.9 Other: 100.0: 3.0 13.0 0.0 96.5 86.3 99.5 99.3: 0.5 0.7 : : : :# Traders : Number of Traders in Each Category : All : 147: 55 28 21 50 34 114 79: Old : 147: 59 28 19 49 34 112 78: Other: 31: 3 7 1 8 15 12 22: :---------------------------------------------------------------------------------------------------- : 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 : 35.2 41.6 46.5 55.1 23.2 29.6 31.3 38.2 Old : 30.9 42.8 42.7 56.0 24.0 32.8 31.7 42.5 Other: 95.3 65.4 98.9 84.7 91.2 65.4 94.6 83.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, September 4, 2007 ------------------------------------------------------------------------------------------------------------------- : 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 : 666,553: 132,910 141,956 64,004 404,105 404,022 601,019 609,982: 65,534 56,571 Old : 666,553: 132,910 141,956 64,004 404,105 404,022 601,019 609,982: 65,534 56,571 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 28, 2007 : : 14,181: 173 100 6,747 3,710 3,421 10,630 10,268: 3,551 3,913 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.9 21.3 9.6 60.6 60.6 90.2 91.5: 9.8 8.5 Old : 100.0: 19.9 21.3 9.6 60.6 60.6 90.2 91.5: 9.8 8.5 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 : 218: 68 52 55 71 66 168 154: Old : 218: 68 52 55 71 66 168 154: 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 : 22.2 20.0 34.7 32.8 16.1 13.0 25.5 22.8 Old : 22.2 20.0 34.7 32.8 16.1 13.0 25.5 22.8 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 - Futures Only, September 4, 2007 ------------------------------------------------------------------------------------------------------------------- : 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 : 158,302: 52,846 32,340 26,616 68,368 91,709 147,830 150,665: 10,472 7,637 Old : 145,610: 53,079 35,103 18,616 63,547 84,503 135,242 138,222: 10,368 7,388 Other: 12,692: 3,539 1,009 4,228 4,821 7,206 12,588 12,443: 104 249 : : : : : Changes in Commitments from: August 28, 2007 : : 4,485: 338 4,042 770 1,244 -2,018 2,352 2,794: 2,133 1,691 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.4 20.4 16.8 43.2 57.9 93.4 95.2: 6.6 4.8 Old : 100.0: 36.5 24.1 12.8 43.6 58.0 92.9 94.9: 7.1 5.1 Other: 100.0: 27.9 7.9 33.3 38.0 56.8 99.2 98.0: 0.8 2.0 : : : :# Traders : Number of Traders in Each Category : All : 338: 120 70 59 83 104 231 217: Old : 337: 122 71 59 80 104 228 216: Other: 58: 7 11 8 15 29 27 43: :---------------------------------------------------------------------------------------------------- : 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 : 25.9 28.1 38.8 40.1 22.2 18.8 30.1 27.6 Old : 25.9 28.3 37.2 39.4 24.2 21.9 33.9 31.4 Other: 73.9 67.3 86.8 78.4 42.5 36.2 49.9 41.6 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, September 4, 2007 ------------------------------------------------------------------------------------------------------------------- : 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 : 24,242: 3,325 17,005 2,461 16,684 2,202 22,470 21,668: 1,772 2,574 Old : 24,242: 3,325 17,005 2,461 16,684 2,202 22,470 21,668: 1,772 2,574 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 28, 2007 : : 580: 1,125 1,177 -470 -234 -198 421 509: 159 71 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 70.1 10.2 68.8 9.1 92.7 89.4: 7.3 10.6 Old : 100.0: 13.7 70.1 10.2 68.8 9.1 92.7 89.4: 7.3 10.6 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 : 58: 15 31 7 5 8 23 44: Old : 58: 15 31 7 5 8 23 44: 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 : 78.3 35.5 87.6 57.8 71.9 33.3 76.3 54.5 Old : 78.3 35.5 87.6 57.8 71.9 33.3 76.3 54.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 7, 2007