COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 421,505: 79,074 9,246 147,508 164,504 251,483 391,086 408,237: 30,419 13,268
Old : 379,624: 70,660 11,641 133,959 147,223 221,503 351,841 367,104: 27,783 12,520
Other: 41,881: 13,422 2,612 8,542 17,281 29,980 39,244 41,133: 2,636 748
: : :
: : Changes in Commitments from: October 23, 2007 :
: -3,080: -1,703 729 -1,136 2,144 -1,657 -695 -2,064: -2,385 -1,016
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 2.2 35.0 39.0 59.7 92.8 96.9: 7.2 3.1
Old : 100.0: 18.6 3.1 35.3 38.8 58.3 92.7 96.7: 7.3 3.3
Other: 100.0: 32.0 6.2 20.4 41.3 71.6 93.7 98.2: 6.3 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 341: 177 51 130 76 74 317 213:
Old : 333: 162 62 128 75 73 306 212:
Other: 145: 66 24 40 30 40 115 86:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 32.7 26.8 44.7 13.0 23.7 18.4 32.0
Old : 15.6 33.7 26.4 46.2 13.4 25.6 19.3 33.6
Other: 31.8 43.2 43.0 57.9 29.2 41.4 39.3 55.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 39,758: 10,174 2,077 11,221 14,333 24,698 35,728 37,996: 4,030 1,762
Old : 1,286: 255 1 9 683 1,172 947 1,182: 339 104
Other: 38,472: 10,142 2,299 10,989 13,650 23,526 34,781 36,814: 3,691 1,658
: : :
: : Changes in Commitments from: October 23, 2007 :
: -3,098: -828 -725 -1,267 -633 -1,055 -2,728 -3,047: -369 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 5.2 28.2 36.1 62.1 89.9 95.6: 10.1 4.4
Old : 100.0: 19.8 0.1 0.7 53.1 91.1 73.6 91.9: 26.4 8.1
Other: 100.0: 26.4 6.0 28.6 35.5 61.2 90.4 95.7: 9.6 4.3
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 43 24 29 22 15 81 54:
Old : 17: 5 1 1 8 3 13 5:
Other: 97: 42 25 29 21 15 80 54:
:----------------------------------------------------------------------------------------------------
: 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 : 26.1 55.0 40.1 69.6 20.5 43.4 31.0 51.2
Old : 53.5 91.8 71.6 91.9 52.8 91.2 70.9 91.2
Other: 26.7 54.0 41.1 68.9 21.0 41.8 31.7 50.1
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 147,901: 48,272 11,356 19,009 69,607 111,501 136,888 141,866: 11,013 6,035
Old : 130,018: 49,271 11,580 16,883 52,974 95,656 119,128 124,119: 10,890 5,899
Other: 17,883: 865 1,640 262 16,633 15,845 17,760 17,747: 123 136
: : :
: : Changes in Commitments from: October 23, 2007 :
: 3,747: 2,739 94 -392 1,125 5,065 3,472 4,767: 274 -1,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 7.7 12.9 47.1 75.4 92.6 95.9: 7.4 4.1
Old : 100.0: 37.9 8.9 13.0 40.7 73.6 91.6 95.5: 8.4 4.5
Other: 100.0: 4.8 9.2 1.5 93.0 88.6 99.3 99.2: 0.7 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 163: 65 25 45 53 47 142 101:
Old : 162: 68 24 44 53 47 140 101:
Other: 34: 2 8 3 12 20 17 28:
:----------------------------------------------------------------------------------------------------
: 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 : 27.1 39.1 39.0 51.6 19.7 30.7 27.8 39.3
Old : 22.5 41.5 34.8 52.8 20.0 36.5 28.5 45.8
Other: 83.4 53.7 96.5 74.9 57.0 37.3 62.3 50.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 988,992: 168,385 96,423 169,118 537,880 634,345 875,383 899,887: 113,608 89,105
Old : 988,992: 168,385 96,423 169,118 537,880 634,345 875,383 899,887: 113,608 89,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 38,947: 4,310 -6,546 -2,728 22,882 22,236 24,463 12,962: 14,484 25,986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 9.7 17.1 54.4 64.1 88.5 91.0: 11.5 9.0
Old : 100.0: 17.0 9.7 17.1 54.4 64.1 88.5 91.0: 11.5 9.0
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: 83 54 60 82 75 199 159:
Old : 238: 83 54 60 82 75 199 159:
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 : 25.7 32.3 35.2 42.8 13.4 15.6 20.4 23.5
Old : 25.7 32.3 35.2 42.8 13.4 15.6 20.4 23.5
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, October 30, 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 : 218,223: 59,614 15,859 67,035 80,227 126,666 206,876 209,560: 11,348 8,664
Old : 204,525: 60,799 15,920 60,801 73,607 121,344 195,206 198,065: 9,319 6,461
Other: 13,698: 1,334 2,458 3,715 6,620 5,322 11,669 11,495: 2,029 2,203
: : :
: : Changes in Commitments from: October 23, 2007 :
: -6,514: -5,363 -55 -3,756 2,891 -4,736 -6,228 -8,546: -286 2,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 7.3 30.7 36.8 58.0 94.8 96.0: 5.2 4.0
Old : 100.0: 29.7 7.8 29.7 36.0 59.3 95.4 96.8: 4.6 3.2
Other: 100.0: 9.7 17.9 27.1 48.3 38.9 85.2 83.9: 14.8 16.1
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 168 78 133 124 134 345 305:
Old : 412: 162 83 132 122 133 343 302:
Other: 83: 21 10 21 22 41 49 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 : 18.6 21.5 29.3 32.3 16.0 13.6 23.6 21.7
Old : 17.8 22.2 28.5 32.5 17.0 16.1 25.2 24.4
Other: 50.3 44.9 66.5 56.8 35.5 21.3 40.0 28.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 43,417: 7,927 27,640 3,515 29,360 7,429 40,802 38,585: 2,615 4,832
Old : 43,417: 7,927 27,640 3,515 29,360 7,429 40,802 38,585: 2,615 4,832
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2007 :
: 54: 825 -1,544 -17 -715 1,280 93 -281: -39 334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 63.7 8.1 67.6 17.1 94.0 88.9: 6.0 11.1
Old : 100.0: 18.3 63.7 8.1 67.6 17.1 94.0 88.9: 6.0 11.1
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 : 92: 33 44 12 7 11 45 63:
Old : 92: 33 44 12 7 11 45 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 : 81.7 34.1 87.2 54.0 76.6 33.8 80.7 52.3
Old : 81.7 34.1 87.2 54.0 76.6 33.8 80.7 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2007