COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 11, 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 : 205,561: 57,331 23,441 21,970 108,772 152,521 188,073 197,932: 17,488 7,629
Old : 187,171: 53,194 24,478 19,374 98,633 136,552 171,201 180,404: 15,970 6,767
Other: 18,390: 6,457 1,283 276 10,139 15,969 16,872 17,528: 1,518 862
: : :
: : Changes in Commitments from: September 4, 2007 :
: 555: 2,762 590 2,178 -4,919 -1,920 21 848: 534 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 11.4 10.7 52.9 74.2 91.5 96.3: 8.5 3.7
Old : 100.0: 28.4 13.1 10.4 52.7 73.0 91.5 96.4: 8.5 3.6
Other: 100.0: 35.1 7.0 1.5 55.1 86.8 91.7 95.3: 8.3 4.7
: : :
:# Traders : Number of Traders in Each Category :
All : 271: 106 69 71 55 54 205 166:
Old : 268: 104 71 68 54 52 198 164:
Other: 81: 35 11 6 12 28 50 42:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 38.8 35.6 52.2 21.8 32.1 32.1 44.7
Old : 23.7 39.8 34.9 52.9 22.7 36.8 33.9 46.8
Other: 47.8 57.4 62.2 77.0 45.8 57.4 60.2 73.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 11, 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 : 28,470: 9,355 10,732 3,604 11,964 11,676 24,923 26,012: 3,547 2,458
Old : 18,005: 6,828 11,596 393 8,422 4,011 15,643 16,000: 2,362 2,005
Other: 10,465: 4,118 727 1,620 3,542 7,665 9,280 10,012: 1,185 453
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,280: 87 1,209 526 348 -291 961 1,444: 319 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.9 37.7 12.7 42.0 41.0 87.5 91.4: 12.5 8.6
Old : 100.0: 37.9 64.4 2.2 46.8 22.3 86.9 88.9: 13.1 11.1
Other: 100.0: 39.4 6.9 15.5 33.8 73.2 88.7 95.7: 11.3 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 38 39 21 27 11 72 68:
Old : 110: 35 44 1 27 8 63 52:
Other: 56: 27 12 14 13 7 45 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 : 20.3 49.1 34.6 61.0 20.3 45.5 33.1 53.5
Old : 23.2 45.6 39.1 58.4 23.2 45.6 39.1 56.6
Other: 28.8 73.5 46.4 84.5 22.3 66.1 36.3 70.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 11, 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 : 121,402: 37,079 12,112 8,032 66,179 95,771 111,290 115,915: 10,112 5,487
Old : 108,752: 38,384 12,349 5,960 54,354 85,024 98,698 103,333: 10,054 5,419
Other: 12,650: 766 1,834 1 11,825 10,747 12,592 12,582: 58 68
: : :
: : Changes in Commitments from: September 4, 2007 :
: -71: 708 -440 934 -2,256 -593 -614 -99: 543 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 10.0 6.6 54.5 78.9 91.7 95.5: 8.3 4.5
Old : 100.0: 35.3 11.4 5.5 50.0 78.2 90.8 95.0: 9.2 5.0
Other: 100.0: 6.1 14.5 0.0 93.5 85.0 99.5 99.5: 0.5 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 57 31 22 50 36 119 82:
Old : 153: 61 30 20 49 36 117 81:
Other: 31: 2 8 1 8 16 11 24:
:----------------------------------------------------------------------------------------------------
: 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 : 34.5 41.6 45.1 55.0 23.5 30.5 31.3 39.4
Old : 29.9 42.9 41.0 56.3 23.9 34.2 31.5 44.1
Other: 95.4 63.3 99.3 82.0 91.5 63.3 94.7 80.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 11, 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 : 666,459: 131,293 151,255 55,256 407,868 396,125 594,417 602,636: 72,042 63,823
Old : 666,459: 131,293 151,255 55,256 407,868 396,125 594,417 602,636: 72,042 63,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -94: -1,617 9,299 -8,748 3,763 -7,897 -6,602 -7,346: 6,508 7,252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 22.7 8.3 61.2 59.4 89.2 90.4: 10.8 9.6
Old : 100.0: 19.7 22.7 8.3 61.2 59.4 89.2 90.4: 10.8 9.6
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 : 220: 72 53 45 76 70 168 153:
Old : 220: 72 53 45 76 70 168 153:
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 : 21.4 17.5 32.1 30.2 15.0 13.4 24.1 22.9
Old : 21.4 17.5 32.1 30.2 15.0 13.4 24.1 22.9
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 11, 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 : 158,880: 54,679 34,421 27,629 67,030 90,176 149,338 152,226: 9,542 6,654
Old : 145,272: 54,708 35,676 19,256 61,935 83,943 135,899 138,875: 9,373 6,397
Other: 13,608: 1,980 754 6,364 5,095 6,233 13,439 13,351: 169 257
: : :
: : Changes in Commitments from: September 4, 2007 :
: 578: 1,833 2,081 1,013 -1,338 -1,533 1,508 1,561: -930 -983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 21.7 17.4 42.2 56.8 94.0 95.8: 6.0 4.2
Old : 100.0: 37.7 24.6 13.3 42.6 57.8 93.5 95.6: 6.5 4.4
Other: 100.0: 14.6 5.5 46.8 37.4 45.8 98.8 98.1: 1.2 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 351: 132 68 62 87 106 245 221:
Old : 350: 133 68 62 84 105 242 219:
Other: 56: 6 11 8 14 30 24 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 : 25.7 27.5 37.7 39.2 22.1 18.8 29.8 27.7
Old : 24.8 28.0 35.8 38.7 24.2 22.4 33.2 32.1
Other: 72.7 70.0 86.2 80.6 34.0 28.2 38.9 32.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 11, 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 : 34,474: 5,812 23,016 3,030 24,117 4,553 32,959 30,599: 1,515 3,875
Old : 34,474: 5,812 23,016 3,030 24,117 4,553 32,959 30,599: 1,515 3,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 10,232: 2,487 6,011 569 7,433 2,351 10,489 8,931: -257 1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 66.8 8.8 70.0 13.2 95.6 88.8: 4.4 11.2
Old : 100.0: 16.9 66.8 8.8 70.0 13.2 95.6 88.8: 4.4 11.2
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 : 69: 14 39 11 7 12 27 57:
Old : 69: 14 39 11 7 12 27 57:
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 : 80.5 30.0 89.6 48.7 73.3 29.8 77.3 46.4
Old : 80.5 30.0 89.6 48.7 73.3 29.8 77.3 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2007