COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, December 24, 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 : 224,449: 66,133 26,674 21,480 110,983 163,329 198,596 211,483: 25,853 12,966 Old : 180,679: 56,433 28,387 12,593 90,699 128,331 159,725 169,311: 20,954 11,368 Other: 43,770: 17,361 5,948 1,226 20,284 34,998 38,871 42,172: 4,899 1,598 : : : : : Changes in Commitments from: December 18, 2007 : : 4,401: 1,812 -9,929 1,551 36 17,519 3,399 9,141: 1,002 -4,740 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.5 11.9 9.6 49.4 72.8 88.5 94.2: 11.5 5.8 Old : 100.0: 31.2 15.7 7.0 50.2 71.0 88.4 93.7: 11.6 6.3 Other: 100.0: 39.7 13.6 2.8 46.3 80.0 88.8 96.3: 11.2 3.7 : : : :# Traders : Number of Traders in Each Category : All : 274: 115 73 63 46 57 199 165: Old : 258: 106 71 54 39 52 175 153: Other: 135: 53 27 7 24 40 83 70: :---------------------------------------------------------------------------------------------------- : 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 36.8 34.2 54.7 22.3 33.3 33.1 49.1 Old : 24.6 41.7 36.7 53.6 24.6 41.1 36.7 51.7 Other: 32.7 47.3 48.7 69.2 32.0 47.1 46.4 67.1 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, December 24, 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 : 27,862: 12,616 3,293 1,732 10,258 21,650 24,606 26,675: 3,256 1,187 Old : 27,005: 12,591 3,926 1,089 10,152 20,803 23,832 25,818: 3,173 1,187 Other: 857: 658 0 10 106 847 774 857: 83 0 : : : : : Changes in Commitments from: December 18, 2007 : : 209: 1,362 -381 -1,102 498 2,311 758 828: -549 -619 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.3 11.8 6.2 36.8 77.7 88.3 95.7: 11.7 4.3 Old : 100.0: 46.6 14.5 4.0 37.6 77.0 88.3 95.6: 11.7 4.4 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 : 89: 45 14 17 17 15 71 41: Old : 89: 45 15 17 17 15 71 41: 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 : 30.5 66.5 47.3 80.9 28.9 58.4 44.8 70.9 Old : 31.4 65.5 48.5 80.3 29.7 57.2 45.9 71.8 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 24, 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 : 176,802: 84,048 29,006 12,748 67,519 130,096 164,315 171,850: 12,487 4,952 Old : 155,490: 83,287 29,506 11,334 48,465 109,754 143,086 150,594: 12,404 4,896 Other: 21,312: 1,576 315 599 19,054 20,342 21,229 21,256: 83 56 : : : : : Changes in Commitments from: December 18, 2007 : : 5,591: 3,510 1,642 2,527 14 1,644 6,051 5,813: -460 -222 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.5 16.4 7.2 38.2 73.6 92.9 97.2: 7.1 2.8 Old : 100.0: 53.6 19.0 7.3 31.2 70.6 92.0 96.9: 8.0 3.1 Other: 100.0: 7.4 1.5 2.8 89.4 95.4 99.6 99.7: 0.4 0.3 : : : :# Traders : Number of Traders in Each Category : All : 187: 79 38 29 48 46 153 93: Old : 186: 80 40 27 45 45 147 92: Other: 48: 11 6 7 19 23 33 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 : 23.3 36.2 36.2 50.7 20.1 27.8 30.8 38.0 Old : 21.4 39.1 34.4 51.7 20.2 32.9 31.3 44.4 Other: 71.0 48.2 86.1 75.8 51.2 39.0 58.9 55.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, December 24, 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 : 861,893: 268,865 111,961 49,364 451,812 650,681 770,041 812,006: 91,852 49,887 Old : 861,893: 268,865 111,961 49,364 451,812 650,681 770,041 812,006: 91,852 49,887 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 18, 2007 : : 14,974: 10,087 -11,437 6,100 4,399 32,820 20,586 27,483: -5,612 -12,509 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 13.0 5.7 52.4 75.5 89.3 94.2: 10.7 5.8 Old : 100.0: 31.2 13.0 5.7 52.4 75.5 89.3 94.2: 10.7 5.8 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 : 246: 99 41 51 70 82 196 153: Old : 246: 99 41 51 70 82 196 153: 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 : 19.5 30.1 29.7 45.0 15.4 22.5 25.2 34.4 Old : 19.5 30.1 29.7 45.0 15.4 22.5 25.2 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 24, 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 : 163,577: 66,910 22,698 19,229 64,841 114,757 150,980 156,684: 12,597 6,893 Old : 150,187: 69,393 21,972 13,953 56,026 108,991 139,372 144,916: 10,815 5,271 Other: 13,390: 1,045 4,254 1,748 8,815 5,766 11,608 11,768: 1,782 1,622 : : : : : Changes in Commitments from: December 18, 2007 : : 2,017: 2,045 323 498 848 1,542 3,391 2,363: -1,374 -346 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.9 13.9 11.8 39.6 70.2 92.3 95.8: 7.7 4.2 Old : 100.0: 46.2 14.6 9.3 37.3 72.6 92.8 96.5: 7.2 3.5 Other: 100.0: 7.8 31.8 13.1 65.8 43.1 86.7 87.9: 13.3 12.1 : : : :# Traders : Number of Traders in Each Category : All : 354: 153 48 56 83 113 268 200: Old : 351: 157 50 56 78 111 261 198: Other: 89: 9 21 10 25 47 40 73: :---------------------------------------------------------------------------------------------------- : 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 : 20.7 22.0 32.0 33.0 20.7 17.5 31.3 27.2 Old : 22.5 23.5 33.6 35.0 22.5 21.1 33.1 32.4 Other: 56.4 40.2 72.7 51.5 50.5 31.8 58.6 39.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, December 24, 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 : 33,192: 8,281 4,995 2,873 17,961 22,305 29,115 30,173: 4,077 3,019 Old : 33,192: 8,281 4,995 2,873 17,961 22,305 29,115 30,173: 4,077 3,019 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 18, 2007 : : -1,231: -78 -2,065 -350 -263 1,378 -691 -1,037: -540 -194 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 15.0 8.7 54.1 67.2 87.7 90.9: 12.3 9.1 Old : 100.0: 24.9 15.0 8.7 54.1 67.2 87.7 90.9: 12.3 9.1 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 : 63: 26 22 5 7 7 34 34: Old : 63: 26 22 5 7 7 34 34: 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 : 75.8 72.0 79.6 81.6 69.1 69.2 72.6 76.2 Old : 75.8 72.0 79.6 81.6 69.1 69.2 72.6 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2007