COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, September 18, 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 : 215,529: 62,899 19,485 24,522 107,695 163,629 195,116 207,636: 20,413 7,893 Old : 195,534: 57,765 20,393 21,489 97,390 146,493 176,644 188,375: 18,890 7,159 Other: 19,995: 7,787 1,745 380 10,305 17,136 18,472 19,261: 1,523 734 : : : : : Changes in Commitments from: September 11, 2007 : : 9,968: 5,568 -3,956 2,552 -1,077 11,108 7,043 9,704: 2,925 264 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 9.0 11.4 50.0 75.9 90.5 96.3: 9.5 3.7 Old : 100.0: 29.5 10.4 11.0 49.8 74.9 90.3 96.3: 9.7 3.7 Other: 100.0: 38.9 8.7 1.9 51.5 85.7 92.4 96.3: 7.6 3.7 : : : :# Traders : Number of Traders in Each Category : All : 271: 122 58 76 52 59 214 163: Old : 266: 114 64 75 51 58 207 162: Other: 88: 39 13 8 13 28 55 46: :---------------------------------------------------------------------------------------------------- : 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 : 22.5 40.1 33.8 53.7 20.9 34.4 30.7 47.3 Old : 22.8 41.9 33.4 54.7 21.8 39.5 32.4 49.8 Other: 45.4 55.2 59.0 73.7 43.4 55.2 56.9 70.8 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, September 18, 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 : 28,229: 9,944 9,913 3,397 11,429 12,709 24,770 26,019: 3,459 2,210 Old : 17,458: 7,164 10,556 433 7,422 4,645 15,019 15,634: 2,439 1,824 Other: 10,771: 3,907 484 1,837 4,007 8,064 9,751 10,385: 1,020 386 : : : : : Changes in Commitments from: September 11, 2007 : : -241: 589 -819 -207 -535 1,033 -153 7: -88 -248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 35.1 12.0 40.5 45.0 87.7 92.2: 12.3 7.8 Old : 100.0: 41.0 60.5 2.5 42.5 26.6 86.0 89.6: 14.0 10.4 Other: 100.0: 36.3 4.5 17.1 37.2 74.9 90.5 96.4: 9.5 3.6 : : : :# Traders : Number of Traders in Each Category : All : 111: 40 36 18 28 11 75 61: Old : 108: 38 39 1 28 8 66 48: Other: 53: 28 8 14 14 7 45 26: :---------------------------------------------------------------------------------------------------- : 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 : 20.6 52.6 35.7 64.5 20.1 50.2 33.9 58.4 Old : 23.7 50.6 40.6 62.1 23.7 50.6 40.6 61.8 Other: 28.9 74.1 47.8 86.6 23.1 65.5 37.6 69.6 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, September 18, 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 : 122,335: 38,360 11,171 8,416 65,194 97,914 111,970 117,501: 10,365 4,834 Old : 109,347: 39,888 11,424 6,013 53,178 87,177 99,079 104,614: 10,268 4,733 Other: 12,988: 865 2,140 10 12,016 10,737 12,891 12,887: 97 101 : : : : : Changes in Commitments from: September 11, 2007 : : 933: 1,281 -941 384 -985 2,143 680 1,586: 253 -653 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 9.1 6.9 53.3 80.0 91.5 96.0: 8.5 4.0 Old : 100.0: 36.5 10.4 5.5 48.6 79.7 90.6 95.7: 9.4 4.3 Other: 100.0: 6.7 16.5 0.1 92.5 82.7 99.3 99.2: 0.7 0.8 : : : :# Traders : Number of Traders in Each Category : All : 152: 56 28 21 51 38 119 81: Old : 151: 60 27 19 50 38 116 80: Other: 31: 2 8 2 8 16 12 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 : 33.6 41.6 45.0 55.0 24.4 31.1 32.1 40.3 Old : 29.3 42.0 40.9 55.3 24.7 35.2 32.2 45.6 Other: 95.2 61.3 98.9 79.6 91.3 61.3 94.5 78.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, September 18, 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 : 641,961: 126,274 152,873 35,251 408,335 383,819 569,860 571,943: 72,101 70,018 Old : 641,961: 126,274 152,873 35,251 408,335 383,819 569,860 571,943: 72,101 70,018 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2007 : : -24,498: -5,019 1,618 -20,005 467 -12,306 -24,557 -30,693: 59 6,195 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 23.8 5.5 63.6 59.8 88.8 89.1: 11.2 10.9 Old : 100.0: 19.7 23.8 5.5 63.6 59.8 88.8 89.1: 11.2 10.9 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 : 199: 56 57 41 70 66 150 143: Old : 199: 56 57 41 70 66 150 143: 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 : 25.2 21.6 36.3 34.3 17.5 13.3 27.0 23.3 Old : 25.2 21.6 36.3 34.3 17.5 13.3 27.0 23.3 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 - Futures Only, September 18, 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 : 161,055: 58,933 28,385 25,609 65,773 99,313 150,315 153,307: 10,740 7,748 Old : 148,418: 58,421 29,348 18,948 60,390 93,045 137,759 141,341: 10,659 7,077 Other: 12,637: 2,059 584 5,114 5,383 6,268 12,556 11,966: 81 671 : : : : : Changes in Commitments from: September 11, 2007 : : 2,175: 4,254 -6,036 -2,020 -1,257 9,137 977 1,081: 1,198 1,094 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 17.6 15.9 40.8 61.7 93.3 95.2: 6.7 4.8 Old : 100.0: 39.4 19.8 12.8 40.7 62.7 92.8 95.2: 7.2 4.8 Other: 100.0: 16.3 4.6 40.5 42.6 49.6 99.4 94.7: 0.6 5.3 : : : :# Traders : Number of Traders in Each Category : All : 361: 153 60 66 84 108 264 217: Old : 361: 152 62 66 80 108 260 217: Other: 60: 8 10 8 14 34 25 49: :---------------------------------------------------------------------------------------------------- : 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 : 23.0 27.7 33.7 38.5 20.2 19.2 27.7 27.7 Old : 22.6 28.9 32.5 39.2 21.9 22.7 30.3 32.0 Other: 71.2 64.8 86.0 75.1 39.3 32.1 47.8 37.3 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, September 18, 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 : 39,341: 5,271 30,771 2,377 30,044 2,176 37,692 35,324: 1,649 4,017 Old : 39,341: 5,271 30,771 2,377 30,044 2,176 37,692 35,324: 1,649 4,017 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 11, 2007 : : 4,867: -541 7,755 -653 5,927 -2,377 4,733 4,725: 134 142 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 78.2 6.0 76.4 5.5 95.8 89.8: 4.2 10.2 Old : 100.0: 13.4 78.2 6.0 76.4 5.5 95.8 89.8: 4.2 10.2 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 : 71: 10 44 7 9 9 22 58: Old : 71: 10 44 7 9 9 22 58: 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 : 83.4 37.2 92.3 55.5 83.2 37.2 87.6 53.9 Old : 83.4 37.2 92.3 55.5 83.2 37.2 87.6 53.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2007