COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 370,640: 58,396 16,076 126,110 162,790 218,248 347,296 360,434: 23,344 10,206
Old : 342,761: 54,722 18,303 116,550 149,900 198,627 321,171 333,480: 21,590 9,281
Other: 27,879: 7,639 1,737 5,596 12,890 19,621 26,125 26,954: 1,754 925
: : :
: : Changes in Commitments from: September 4, 2007 :
: 5,099: 3,490 -101 5,244 -4,148 360 4,586 5,504: 513 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 4.3 34.0 43.9 58.9 93.7 97.2: 6.3 2.8
Old : 100.0: 16.0 5.3 34.0 43.7 57.9 93.7 97.3: 6.3 2.7
Other: 100.0: 27.4 6.2 20.1 46.2 70.4 93.7 96.7: 6.3 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 126 71 99 79 67 258 198:
Old : 301: 127 72 97 79 65 255 196:
Other: 94: 30 26 30 18 30 71 63:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 33.1 30.6 44.6 14.4 21.6 20.4 29.4
Old : 16.9 33.9 29.5 45.8 15.1 23.5 21.5 30.4
Other: 41.3 45.8 54.2 63.2 38.1 44.9 47.8 57.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 43,834: 5,269 11,277 14,744 18,937 14,773 38,951 40,793: 4,883 3,040
Old : 25,960: 4,505 11,466 6,723 11,661 5,353 22,890 23,542: 3,070 2,418
Other: 17,874: 2,256 1,302 6,529 7,276 9,420 16,061 17,251: 1,813 623
: : :
: : Changes in Commitments from: September 4, 2007 :
: 2,229: -160 1,236 1,201 641 72 1,682 2,509: 547 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 25.7 33.6 43.2 33.7 88.9 93.1: 11.1 6.9
Old : 100.0: 17.4 44.2 25.9 44.9 20.6 88.2 90.7: 11.8 9.3
Other: 100.0: 12.6 7.3 36.5 40.7 52.7 89.9 96.5: 10.1 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 134: 42 54 34 31 21 96 90:
Old : 128: 43 51 24 31 18 86 81:
Other: 72: 29 22 27 17 10 63 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 : 23.4 41.3 37.1 55.3 15.9 28.3 25.8 33.4
Old : 20.0 37.6 33.2 50.0 19.1 32.9 31.2 40.6
Other: 36.7 62.7 52.1 75.2 17.5 33.6 25.1 37.9
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 132,036: 35,979 13,306 15,553 69,778 97,041 121,310 125,900: 10,726 6,136
Old : 119,386: 37,295 13,553 13,471 57,953 86,294 108,718 113,317: 10,667 6,068
Other: 12,650: 766 1,834 1 11,825 10,747 12,592 12,582: 58 68
: : :
: : Changes in Commitments from: September 4, 2007 :
: -1,955: 1,243 -1,403 -358 -3,417 -557 -2,531 -2,317: 576 362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 10.1 11.8 52.8 73.5 91.9 95.4: 8.1 4.6
Old : 100.0: 31.2 11.4 11.3 48.5 72.3 91.1 94.9: 8.9 5.1
Other: 100.0: 6.1 14.5 0.0 93.5 85.0 99.5 99.5: 0.5 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 58 35 33 52 37 130 90:
Old : 158: 64 32 32 52 37 129 90:
Other: 32: 2 9 1 8 16 11 25:
:----------------------------------------------------------------------------------------------------
: 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 : 32.2 38.8 42.3 51.2 21.4 27.4 28.7 35.6
Old : 27.9 39.7 38.5 52.0 21.7 30.4 28.7 39.5
Other: 95.4 63.3 99.3 82.0 91.5 63.3 94.7 80.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 872,886: 131,574 142,717 154,979 502,360 503,333 788,913 801,029: 83,973 71,856
Old : 872,886: 131,574 142,717 154,979 502,360 503,333 788,913 801,029: 83,973 71,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: -4,981: -2,967 12,011 -9,744 2,392 -14,218 -10,319 -11,951: 5,338 6,970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 16.4 17.8 57.6 57.7 90.4 91.8: 9.6 8.2
Old : 100.0: 15.1 16.4 17.8 57.6 57.7 90.4 91.8: 9.6 8.2
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 : 238: 74 63 68 88 81 198 180:
Old : 238: 74 63 68 88 81 198 180:
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 : 23.6 19.9 33.5 31.1 12.1 10.7 19.0 18.9
Old : 23.6 19.9 33.5 31.1 12.1 10.7 19.0 18.9
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 with Delta-adjusted Options and Futures Combined, September 11, 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 : 199,830: 51,485 32,114 61,124 76,672 99,186 189,282 192,425: 10,548 7,405
Old : 185,922: 51,698 33,660 52,289 71,558 92,825 175,545 178,774: 10,377 7,148
Other: 13,907: 2,037 704 6,584 5,115 6,362 13,736 13,650: 171 257
: : :
: : Changes in Commitments from: September 4, 2007 :
: 1,225: 2,092 2,554 900 -886 -1,099 2,106 2,355: -881 -1,130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 16.1 30.6 38.4 49.6 94.7 96.3: 5.3 3.7
Old : 100.0: 27.8 18.1 28.1 38.5 49.9 94.4 96.2: 5.6 3.8
Other: 100.0: 14.6 5.1 47.3 36.8 45.7 98.8 98.2: 1.2 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 422: 124 144 140 110 119 322 323:
Old : 421: 127 141 140 109 119 321 322:
Other: 66: 15 11 15 15 31 38 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 : 21.3 23.1 32.0 33.6 17.9 14.5 25.1 21.1
Old : 19.6 22.7 30.4 32.4 19.2 16.9 27.0 24.1
Other: 71.1 69.3 84.4 79.7 33.3 27.9 38.1 32.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 36,042: 6,359 23,312 3,875 24,130 4,706 34,365 31,893: 1,677 4,149
Old : 36,042: 6,359 23,312 3,875 24,130 4,706 34,365 31,893: 1,677 4,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2007 :
: 10,042: 2,547 6,191 363 7,439 2,149 10,350 8,703: -307 1,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 64.7 10.8 67.0 13.1 95.3 88.5: 4.7 11.5
Old : 100.0: 17.6 64.7 10.8 67.0 13.1 95.3 88.5: 4.7 11.5
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 : 81: 23 42 13 7 13 36 63:
Old : 81: 23 42 13 7 13 36 63:
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 : 77.5 28.7 87.0 46.6 69.0 28.5 73.3 44.4
Old : 77.5 28.7 87.0 46.6 69.0 28.5 73.3 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2007