COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 414,218: 75,481 9,045 141,758 166,713 251,464 383,951 402,267: 30,267 11,951
Old : 383,322: 69,062 10,987 131,759 153,929 229,086 354,751 371,832: 28,571 11,490
Other: 30,896: 9,860 1,500 6,558 12,784 22,378 29,201 30,435: 1,695 461
: : :
: : Changes in Commitments from: September 18, 2007 :
: 20,910: 8,640 -2,314 7,578 2,348 15,199 18,566 20,463: 2,343 446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 2.2 34.2 40.2 60.7 92.7 97.1: 7.3 2.9
Old : 100.0: 18.0 2.9 34.4 40.2 59.8 92.5 97.0: 7.5 3.0
Other: 100.0: 31.9 4.9 21.2 41.4 72.4 94.5 98.5: 5.5 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 311: 158 60 106 71 67 282 189:
Old : 305: 147 67 105 71 65 275 187:
Other: 110: 45 20 32 22 34 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 : 16.5 34.3 27.6 45.2 13.6 25.2 19.1 33.2
Old : 16.7 35.2 27.4 46.4 14.1 27.1 19.9 34.4
Other: 34.8 45.8 47.6 62.1 30.5 45.8 42.6 57.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 45,180: 6,604 8,659 14,366 18,593 19,658 39,563 42,683: 5,617 2,497
Old : 24,265: 5,009 8,175 5,920 9,807 8,296 20,736 22,390: 3,529 1,875
Other: 20,915: 2,543 1,432 7,498 8,785 11,363 18,826 20,293: 2,088 622
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,408: 729 -1,814 -269 202 3,720 661 1,637: 747 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 19.2 31.8 41.2 43.5 87.6 94.5: 12.4 5.5
Old : 100.0: 20.6 33.7 24.4 40.4 34.2 85.5 92.3: 14.5 7.7
Other: 100.0: 12.2 6.8 35.8 42.0 54.3 90.0 97.0: 10.0 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 121: 42 43 31 29 21 94 75:
Old : 115: 42 40 22 26 19 79 70:
Other: 69: 26 21 24 18 12 61 40:
:----------------------------------------------------------------------------------------------------
: 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 47.4 37.9 59.8 14.6 29.8 24.1 37.4
Old : 19.8 44.5 34.4 55.6 19.5 38.0 32.0 47.3
Other: 36.4 61.9 52.4 74.6 15.6 29.2 24.3 34.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 138,930: 47,519 9,117 15,021 65,409 109,890 127,950 134,029: 10,980 4,901
Old : 126,107: 48,892 9,400 12,718 53,561 99,146 115,172 121,264: 10,936 4,843
Other: 12,822: 928 2,018 2 11,848 10,744 12,778 12,764: 44 58
: : :
: : Changes in Commitments from: September 18, 2007 :
: 6,061: 10,024 -3,252 -738 -3,187 10,660 6,099 6,670: -37 -609
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.2 6.6 10.8 47.1 79.1 92.1 96.5: 7.9 3.5
Old : 100.0: 38.8 7.5 10.1 42.5 78.6 91.3 96.2: 8.7 3.8
Other: 100.0: 7.2 15.7 0.0 92.4 83.8 99.7 99.5: 0.3 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 161: 66 28 41 49 44 136 98:
Old : 160: 69 27 40 49 44 134 98:
Other: 33: 3 9 2 8 17 13 26:
:----------------------------------------------------------------------------------------------------
: 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 : 29.0 41.7 39.2 54.7 20.8 30.4 29.1 39.6
Old : 24.9 41.2 34.9 54.9 20.8 33.9 29.1 43.8
Other: 95.6 57.0 99.0 75.4 91.7 57.0 94.7 74.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 824,027: 147,469 107,346 120,501 461,958 528,410 729,928 756,258: 94,099 67,769
Old : 824,027: 147,469 107,346 120,501 461,958 528,410 729,928 756,258: 94,099 67,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 34,826: 18,595 -31,408 10,194 -4,010 65,251 24,779 44,038: 10,047 -9,212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 13.0 14.6 56.1 64.1 88.6 91.8: 11.4 8.2
Old : 100.0: 17.9 13.0 14.6 56.1 64.1 88.6 91.8: 11.4 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 : 217: 78 47 54 76 72 178 151:
Old : 217: 78 47 54 76 72 178 151:
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 : 23.5 26.1 34.1 38.3 15.0 13.4 22.8 22.4
Old : 23.5 26.1 34.1 38.3 15.0 13.4 22.8 22.4
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 with Delta-adjusted Options and Futures Combined, September 25, 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 : 224,809: 58,653 20,573 72,653 79,958 121,962 211,263 215,187: 13,546 9,622
Old : 212,318: 58,312 22,000 65,942 74,877 115,244 199,130 203,186: 13,188 9,132
Other: 12,491: 2,241 472 4,811 5,081 6,717 12,133 12,001: 357 490
: : :
: : Changes in Commitments from: September 18, 2007 :
: 10,086: 2,539 -6,261 5,008 1,483 11,402 9,030 10,149: 1,056 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 9.2 32.3 35.6 54.3 94.0 95.7: 6.0 4.3
Old : 100.0: 27.5 10.4 31.1 35.3 54.3 93.8 95.7: 6.2 4.3
Other: 100.0: 17.9 3.8 38.5 40.7 53.8 97.1 96.1: 2.9 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 420: 178 91 124 100 122 334 287:
Old : 419: 169 99 123 97 122 330 286:
Other: 72: 21 7 13 16 38 39 56:
:----------------------------------------------------------------------------------------------------
: 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 : 18.0 22.6 28.5 32.5 14.2 14.1 20.5 20.2
Old : 16.6 22.5 27.2 32.2 15.1 16.3 21.7 22.7
Other: 68.6 61.4 83.0 72.5 39.4 32.0 45.2 37.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 42,635: 6,295 32,092 3,273 31,360 2,984 40,928 38,349: 1,707 4,286
Old : 42,635: 6,295 32,092 3,273 31,360 2,984 40,928 38,349: 1,707 4,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,394: 709 1,117 -289 1,291 635 1,712 1,464: -318 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 75.3 7.7 73.6 7.0 96.0 89.9: 4.0 10.1
Old : 100.0: 14.8 75.3 7.7 73.6 7.0 96.0 89.9: 4.0 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 : 85: 21 49 9 7 11 32 66:
Old : 85: 21 49 9 7 11 32 66:
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 : 84.5 36.8 91.6 53.5 81.0 36.8 85.1 51.8
Old : 84.5 36.8 91.6 53.5 81.0 36.8 85.1 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2007