COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 20, 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 : 218,535: 66,123 25,412 14,998 110,447 161,213 191,568 201,623: 26,967 16,912
Old : 184,648: 60,052 26,780 7,949 93,014 134,023 161,015 168,752: 23,633 15,896
Other: 33,887: 12,775 5,336 345 17,433 27,190 30,553 32,871: 3,334 1,016
: : :
: : Changes in Commitments from: November 13, 2007 :
: -17,993: -9,897 6,596 -7,985 -842 -20,219 -18,724 -21,608: 731 3,615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 11.6 6.9 50.5 73.8 87.7 92.3: 12.3 7.7
Old : 100.0: 32.5 14.5 4.3 50.4 72.6 87.2 91.4: 12.8 8.6
Other: 100.0: 37.7 15.7 1.0 51.4 80.2 90.2 97.0: 9.8 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 260: 117 66 58 54 53 198 154:
Old : 247: 103 69 42 52 51 175 145:
Other: 119: 46 23 6 19 37 70 62:
:----------------------------------------------------------------------------------------------------
: 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 36.4 34.4 52.9 21.7 33.7 32.1 46.3
Old : 23.2 40.4 34.8 53.1 23.2 38.6 34.8 51.0
Other: 44.7 48.8 58.4 68.7 43.5 48.8 57.2 67.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 20, 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 : 26,416: 11,395 3,465 2,763 9,634 18,156 23,792 24,384: 2,624 2,032
Old : 25,649: 11,375 4,023 2,195 9,528 17,399 23,098 23,617: 2,551 2,032
Other: 767: 578 0 10 106 757 694 767: 73 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 128: 188 1,129 -105 157 -1,293 240 -269: -112 397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 13.1 10.5 36.5 68.7 90.1 92.3: 9.9 7.7
Old : 100.0: 44.3 15.7 8.6 37.1 67.8 90.1 92.1: 9.9 7.9
Other: 100.0: 75.4 0.0 1.3 13.8 98.7 90.5 100.0: 9.5 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 35 23 20 21 12 67 49:
Old : 92: 35 24 19 21 12 66 49:
Other: 8: 4 0 1 3 1 7 2:
:----------------------------------------------------------------------------------------------------
: 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 : 31.8 58.1 48.1 69.5 31.8 56.5 47.1 65.3
Old : 32.4 56.9 48.6 68.7 32.4 55.2 48.2 64.6
Other: 82.7 100.0 90.5 100.0 81.4 98.7 89.2 98.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, November 20, 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 : 139,857: 60,807 14,625 5,061 63,658 116,041 129,526 135,727: 10,331 4,130
Old : 119,267: 60,631 14,276 3,905 44,751 97,156 109,287 115,337: 9,980 3,930
Other: 20,590: 962 1,135 370 18,907 18,885 20,239 20,390: 351 200
: : :
: : Changes in Commitments from: November 13, 2007 :
: 6,778: 3,515 1,141 1,760 1,244 4,945 6,519 7,846: 259 -1,068
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 10.5 3.6 45.5 83.0 92.6 97.0: 7.4 3.0
Old : 100.0: 50.8 12.0 3.3 37.5 81.5 91.6 96.7: 8.4 3.3
Other: 100.0: 4.7 5.5 1.8 91.8 91.7 98.3 99.0: 1.7 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 152: 68 22 16 45 39 124 68:
Old : 151: 69 22 15 42 37 119 66:
Other: 36: 3 5 4 15 21 21 27:
:----------------------------------------------------------------------------------------------------
: 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 : 30.4 43.2 41.5 58.1 23.6 32.6 33.7 43.5
Old : 25.4 47.5 37.4 60.8 23.6 40.9 34.9 51.7
Other: 77.3 53.9 92.9 77.1 53.5 42.3 60.8 53.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 20, 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 : 762,153: 217,422 137,702 34,300 426,962 522,119 678,684 694,121: 83,469 68,032
Old : 762,153: 217,422 137,702 34,300 426,962 522,119 678,684 694,121: 83,469 68,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 1,421: 6,474 19,361 1,139 -9,138 -30,157 -1,525 -9,657: 2,946 11,078
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 18.1 4.5 56.0 68.5 89.0 91.1: 11.0 8.9
Old : 100.0: 28.5 18.1 4.5 56.0 68.5 89.0 91.1: 11.0 8.9
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 : 228: 78 50 45 76 68 173 149:
Old : 228: 78 50 45 76 68 173 149:
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 : 23.0 31.5 33.1 44.8 17.8 24.8 27.1 34.9
Old : 23.0 31.5 33.1 44.8 17.8 24.8 27.1 34.9
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, November 20, 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 : 153,591: 59,230 21,107 18,353 66,330 107,109 143,913 146,569: 9,678 7,022
Old : 139,730: 62,608 20,771 11,280 57,929 102,481 131,817 134,532: 7,913 5,198
Other: 13,861: 1,091 4,805 2,604 8,401 4,628 12,096 12,037: 1,765 1,824
: : :
: : Changes in Commitments from: November 13, 2007 :
: -6,339: -53 -709 -2,281 -4,179 -2,244 -6,513 -5,234: 174 -1,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.6 13.7 11.9 43.2 69.7 93.7 95.4: 6.3 4.6
Old : 100.0: 44.8 14.9 8.1 41.5 73.3 94.3 96.3: 5.7 3.7
Other: 100.0: 7.9 34.7 18.8 60.6 33.4 87.3 86.8: 12.7 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 129 58 48 81 116 241 201:
Old : 333: 132 58 46 76 115 234 198:
Other: 81: 8 17 9 24 42 36 65:
:----------------------------------------------------------------------------------------------------
: 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 : 23.2 24.1 36.1 36.5 22.7 17.8 32.7 28.1
Old : 25.0 25.8 36.0 38.3 25.0 21.9 35.0 33.7
Other: 56.5 50.0 73.0 59.8 47.5 35.8 56.0 42.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 20, 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 : 38,488: 5,766 20,416 2,352 27,204 11,849 35,322 34,617: 3,166 3,871
Old : 38,488: 5,766 20,416 2,352 27,204 11,849 35,322 34,617: 3,166 3,871
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 13, 2007 :
: 777: 521 424 -99 692 694 1,114 1,019: -337 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 53.0 6.1 70.7 30.8 91.8 89.9: 8.2 10.1
Old : 100.0: 15.0 53.0 6.1 70.7 30.8 91.8 89.9: 8.2 10.1
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 : 72: 19 37 6 9 8 31 49:
Old : 72: 19 37 6 9 8 31 49:
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 : 77.3 44.6 84.1 63.5 74.6 44.4 80.0 61.5
Old : 77.3 44.6 84.1 63.5 74.6 44.4 80.0 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2007