COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, December 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 : 220,048: 64,321 36,603 19,929 110,947 145,810 195,197 202,342: 24,851 17,706 Old : 177,738: 54,940 37,058 12,045 90,747 112,999 157,732 162,102: 20,006 15,636 Other: 42,310: 15,931 6,095 1,334 20,200 32,811 37,465 40,240: 4,845 2,070 : : : : : Changes in Commitments from: December 11, 2007 : : 7,023: 1,885 590 1,911 1,515 1,258 5,311 3,759: 1,712 3,264 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 16.6 9.1 50.4 66.3 88.7 92.0: 11.3 8.0 Old : 100.0: 30.9 20.8 6.8 51.1 63.6 88.7 91.2: 11.3 8.8 Other: 100.0: 37.7 14.4 3.2 47.7 77.5 88.5 95.1: 11.5 4.9 : : : :# Traders : Number of Traders in Each Category : All : 279: 106 82 60 49 56 190 174: Old : 264: 99 82 50 43 51 168 162: Other: 128: 45 28 7 24 38 75 69: :---------------------------------------------------------------------------------------------------- : 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 : 22.4 32.9 34.9 47.8 22.2 28.8 33.1 42.0 Old : 25.2 35.9 37.2 46.7 25.2 35.4 37.2 45.2 Other: 35.5 47.3 50.0 68.9 34.4 47.1 48.2 67.5 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, December 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 : 27,653: 11,254 3,674 2,834 9,760 19,339 23,848 25,847: 3,805 1,806 Old : 26,796: 11,249 4,327 2,171 9,654 18,492 23,074 24,990: 3,722 1,806 Other: 857: 658 0 10 106 847 774 857: 83 0 : : : : : Changes in Commitments from: December 11, 2007 : : -23: -532 454 -711 890 88 -353 -169: 330 146 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.7 13.3 10.2 35.3 69.9 86.2 93.5: 13.8 6.5 Old : 100.0: 42.0 16.1 8.1 36.0 69.0 86.1 93.3: 13.9 6.7 Other: 100.0: 76.8 0.0 1.2 12.4 98.8 90.3 100.0: 9.7 0.0 : : : :# Traders : Number of Traders in Each Category : All : 88: 40 19 18 20 13 71 42: Old : 88: 40 20 17 20 13 70 42: Other: 9: 5 0 1 3 1 8 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 : 29.7 59.7 46.2 73.4 29.1 52.1 43.8 64.3 Old : 30.5 58.5 47.3 72.6 30.0 51.1 44.9 65.0 Other: 82.7 100.0 90.3 100.0 81.6 98.8 89.1 98.8 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, December 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 : 171,211: 80,538 27,364 10,221 67,505 128,452 158,264 166,037: 12,947 5,174 Old : 149,416: 79,930 27,826 8,883 48,262 107,662 137,075 144,371: 12,341 5,045 Other: 21,795: 1,508 438 438 19,243 20,790 21,189 21,666: 606 129 : : : : : Changes in Commitments from: December 11, 2007 : : 8,349: 4,715 1,871 2,580 1,183 3,528 8,478 7,979: -129 370 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.0 16.0 6.0 39.4 75.0 92.4 97.0: 7.6 3.0 Old : 100.0: 53.5 18.6 5.9 32.3 72.1 91.7 96.6: 8.3 3.4 Other: 100.0: 6.9 2.0 2.0 88.3 95.4 97.2 99.4: 2.8 0.6 : : : :# Traders : Number of Traders in Each Category : All : 180: 79 32 27 45 43 148 87: Old : 179: 79 35 26 42 42 143 86: Other: 43: 10 5 7 16 23 28 33: :---------------------------------------------------------------------------------------------------- : 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 : 23.8 36.3 36.6 52.1 20.8 28.5 31.6 38.6 Old : 20.7 39.3 34.3 52.0 20.7 34.4 32.4 44.9 Other: 71.6 50.9 86.6 75.1 50.0 41.3 57.9 54.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, December 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 : 846,919: 258,778 123,398 43,264 447,413 617,861 749,455 784,523: 97,464 62,396 Old : 846,919: 258,778 123,398 43,264 447,413 617,861 749,455 784,523: 97,464 62,396 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2007 : : 36,982: 17,135 2,760 2,831 12,559 34,943 32,525 40,534: 4,457 -3,552 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 14.6 5.1 52.8 73.0 88.5 92.6: 11.5 7.4 Old : 100.0: 30.6 14.6 5.1 52.8 73.0 88.5 92.6: 11.5 7.4 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 : 243: 98 43 50 72 76 192 152: Old : 243: 98 43 50 72 76 192 152: 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 : 19.8 32.4 30.5 46.0 15.3 23.8 25.1 34.4 Old : 19.8 32.4 30.5 46.0 15.3 23.8 25.1 34.4 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, December 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 : 161,560: 64,865 22,375 18,731 63,993 113,215 147,589 154,321: 13,971 7,239 Old : 147,822: 67,504 21,763 12,819 55,325 107,594 135,648 142,176: 12,174 5,646 Other: 13,738: 1,088 4,339 2,185 8,668 5,621 11,941 12,145: 1,797 1,593 : : : : : Changes in Commitments from: December 11, 2007 : : 2,514: 1,473 332 -922 496 3,202 1,047 2,612: 1,467 -98 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.1 13.8 11.6 39.6 70.1 91.4 95.5: 8.6 4.5 Old : 100.0: 45.7 14.7 8.7 37.4 72.8 91.8 96.2: 8.2 3.8 Other: 100.0: 7.9 31.6 15.9 63.1 40.9 86.9 88.4: 13.1 11.6 : : : :# Traders : Number of Traders in Each Category : All : 351: 149 48 55 82 114 262 202: Old : 348: 155 49 55 76 113 254 201: Other: 85: 10 20 10 23 44 39 69: :---------------------------------------------------------------------------------------------------- : 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 : 21.2 22.2 32.8 33.2 21.2 17.7 32.1 27.5 Old : 23.2 23.8 34.6 35.5 23.2 21.4 34.1 32.8 Other: 56.9 41.8 74.0 53.5 49.5 31.5 57.8 39.5 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, December 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 : 34,423: 8,359 7,060 3,223 18,224 20,927 29,806 31,210: 4,617 3,213 Old : 34,423: 8,359 7,060 3,223 18,224 20,927 29,806 31,210: 4,617 3,213 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2007 : : -10,146: 2,424 -6,208 -1,989 -10,827 -1,568 -10,392 -9,765: 246 -381 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 20.5 9.4 52.9 60.8 86.6 90.7: 13.4 9.3 Old : 100.0: 24.3 20.5 9.4 52.9 60.8 86.6 90.7: 13.4 9.3 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 : 64: 24 25 7 7 7 35 37: Old : 64: 24 25 7 7 7 35 37: 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 : 75.0 68.4 79.1 80.5 67.5 65.9 70.9 74.3 Old : 75.0 68.4 79.1 80.5 67.5 65.9 70.9 74.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2007