COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 365,542: 54,906 16,177 120,866 166,938 217,888 342,710 354,930: 22,831 10,611
Old : 339,399: 51,104 17,605 112,773 154,215 199,220 318,092 329,598: 21,307 9,801
Other: 26,143: 6,700 1,469 5,196 12,723 18,668 24,618 25,332: 1,524 811
: : :
: : Changes in Commitments from: August 28, 2007 :
: 9,047: 3,701 -2,966 3,851 1,968 11,182 9,520 12,066: -473 -3,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.4 33.1 45.7 59.6 93.8 97.1: 6.2 2.9
Old : 100.0: 15.1 5.2 33.2 45.4 58.7 93.7 97.1: 6.3 2.9
Other: 100.0: 25.6 5.6 19.9 48.7 71.4 94.2 96.9: 5.8 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 298: 126 67 94 80 67 253 194:
Old : 297: 126 70 93 80 65 251 192:
Other: 93: 32 20 30 19 30 68 64:
:----------------------------------------------------------------------------------------------------
: 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 : 18.5 33.2 31.2 44.5 14.5 20.8 20.5 28.7
Old : 17.3 34.0 30.1 45.4 15.1 22.6 21.5 29.6
Other: 43.0 46.6 56.1 63.9 39.7 45.3 49.8 58.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 41,605: 5,429 10,041 13,543 18,296 14,700 37,269 38,284: 4,336 3,321
Old : 25,968: 4,886 10,745 6,200 12,017 6,237 23,103 23,182: 2,865 2,786
Other: 15,637: 2,248 1,001 5,638 6,280 8,463 14,166 15,102: 1,471 534
: : :
: : Changes in Commitments from: August 28, 2007 :
: -291: 590 2,077 -381 -37 -2,301 172 -605: -463 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 24.1 32.6 44.0 35.3 89.6 92.0: 10.4 8.0
Old : 100.0: 18.8 41.4 23.9 46.3 24.0 89.0 89.3: 11.0 10.7
Other: 100.0: 14.4 6.4 36.1 40.2 54.1 90.6 96.6: 9.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 43 51 32 31 21 94 87:
Old : 127: 39 54 25 31 18 87 80:
Other: 69: 34 16 26 15 10 59 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 : 23.1 40.7 37.8 54.7 17.5 30.5 28.2 36.1
Old : 20.7 37.9 34.7 50.4 19.4 33.8 32.5 42.3
Other: 36.3 63.4 52.0 75.1 19.8 38.8 28.4 42.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 133,991: 34,737 14,709 15,911 73,194 97,598 123,842 128,217: 10,149 5,774
Old : 121,747: 36,260 15,008 14,016 61,381 87,033 111,658 116,056: 10,090 5,691
Other: 12,244: 370 1,595 1 11,813 10,565 12,184 12,161: 60 83
: : :
: : Changes in Commitments from: August 28, 2007 :
: -3,561: -572 446 744 -3,988 -5,085 -3,816 -3,896: 256 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 11.0 11.9 54.6 72.8 92.4 95.7: 7.6 4.3
Old : 100.0: 29.8 12.3 11.5 50.4 71.5 91.7 95.3: 8.3 4.7
Other: 100.0: 3.0 13.0 0.0 96.5 86.3 99.5 99.3: 0.5 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 153: 54 35 36 51 38 124 95:
Old : 153: 59 34 35 51 38 123 95:
Other: 33: 3 9 1 8 15 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 : 32.4 38.1 43.2 50.3 20.8 25.6 28.4 33.7
Old : 28.4 38.8 39.5 50.8 21.6 28.2 28.5 37.1
Other: 95.2 65.4 98.9 84.7 91.2 65.4 94.5 83.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 877,867: 134,541 130,706 164,723 499,968 517,551 799,232 812,980: 78,635 64,886
Old : 877,867: 134,541 130,706 164,723 499,968 517,551 799,232 812,980: 78,635 64,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 21,531: 2,405 -310 7,289 8,098 11,344 17,792 18,323: 3,739 3,208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 14.9 18.8 57.0 59.0 91.0 92.6: 9.0 7.4
Old : 100.0: 15.3 14.9 18.8 57.0 59.0 91.0 92.6: 9.0 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 : 236: 71 62 73 84 79 199 178:
Old : 236: 71 62 73 84 79 199 178:
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 : 25.1 22.7 35.1 33.5 12.5 10.1 19.6 18.2
Old : 25.1 22.7 35.1 33.5 12.5 10.1 19.6 18.2
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 with Delta-adjusted Options and Futures Combined, September 4, 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 : 198,605: 49,393 29,560 60,224 77,559 100,285 187,176 190,070: 11,429 8,535
Old : 185,680: 49,964 32,737 51,675 72,718 92,982 174,357 177,394: 11,323 8,286
Other: 12,925: 3,594 988 4,385 4,841 7,303 12,819 12,676: 106 249
: : :
: : Changes in Commitments from: August 28, 2007 :
: 4,825: 227 3,847 906 1,406 -1,810 2,539 2,942: 2,286 1,883
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 14.9 30.3 39.1 50.5 94.2 95.7: 5.8 4.3
Old : 100.0: 26.9 17.6 27.8 39.2 50.1 93.9 95.5: 6.1 4.5
Other: 100.0: 27.8 7.6 33.9 37.5 56.5 99.2 98.1: 0.8 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 399: 128 122 129 102 115 294 311:
Old : 398: 128 124 129 101 115 293 310:
Other: 68: 15 12 15 16 30 40 48:
:----------------------------------------------------------------------------------------------------
: 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 : 21.6 24.1 33.0 34.7 17.9 14.6 25.0 21.2
Old : 20.8 23.2 31.6 33.3 19.2 16.7 27.0 23.8
Other: 72.6 66.9 85.3 77.9 41.3 35.7 48.6 41.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 4, 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 : 26,000: 3,812 17,121 3,512 16,691 2,557 24,015 23,190: 1,984 2,810
Old : 26,000: 3,812 17,121 3,512 16,691 2,557 24,015 23,190: 1,984 2,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2007 :
: 591: 1,055 1,111 -401 -234 -181 420 529: 171 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 65.9 13.5 64.2 9.8 92.4 89.2: 7.6 10.8
Old : 100.0: 14.7 65.9 13.5 64.2 9.8 92.4 89.2: 7.6 10.8
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 : 71: 24 35 12 5 9 36 50:
Old : 71: 24 35 12 5 9 36 50:
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 : 73.4 33.1 83.0 53.9 64.4 31.0 69.7 50.8
Old : 73.4 33.1 83.0 53.9 64.4 31.0 69.7 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 7, 2007