COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 422,388: 85,367 10,461 141,094 163,520 257,580 389,981 409,135: 32,406 13,253 Old : 377,704: 76,192 12,677 127,050 144,956 225,464 348,198 365,190: 29,506 12,514 Other: 44,683: 14,645 3,253 8,575 18,563 32,116 41,783 43,945: 2,900 739 : : : : : Changes in Commitments from: October 30, 2007 : : 883: 6,293 1,214 -6,413 -984 6,097 -1,104 898: 1,987 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.2 2.5 33.4 38.7 61.0 92.3 96.9: 7.7 3.1 Old : 100.0: 20.2 3.4 33.6 38.4 59.7 92.2 96.7: 7.8 3.3 Other: 100.0: 32.8 7.3 19.2 41.5 71.9 93.5 98.3: 6.5 1.7 : : : :# Traders : Number of Traders in Each Category : All : 345: 189 45 119 75 75 319 203: Old : 337: 173 57 117 74 75 308 203: Other: 145: 69 22 40 31 39 115 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 : 14.7 33.3 26.1 46.0 13.2 24.7 18.6 33.7 Old : 15.2 34.3 25.7 47.3 13.5 27.1 19.4 35.2 Other: 31.8 44.9 42.8 59.7 28.6 43.1 39.3 57.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 39,069: 9,704 2,442 11,003 14,357 23,809 35,064 37,253: 4,005 1,816 Old : 38,326: 9,726 3,008 10,405 14,242 23,098 34,373 36,510: 3,953 1,816 Other: 743: 566 22 10 115 711 691 743: 52 -0 : : : : : Changes in Commitments from: October 30, 2007 : : -689: -470 364 -218 24 -889 -664 -743: -25 54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 6.2 28.2 36.7 60.9 89.7 95.4: 10.3 4.6 Old : 100.0: 25.4 7.8 27.1 37.2 60.3 89.7 95.3: 10.3 4.7 Other: 100.0: 76.2 3.0 1.3 15.5 95.7 93.0 100.0: 7.0 -0.0 : : : :# Traders : Number of Traders in Each Category : All : 97: 39 26 28 24 15 80 55: Old : 97: 39 27 28 24 15 80 55: Other: 9: 4 1 1 4 1 8 3: :---------------------------------------------------------------------------------------------------- : 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 : 26.4 52.8 40.9 68.3 21.0 42.1 31.9 50.0 Old : 26.8 51.9 41.4 67.7 21.4 41.1 32.3 50.1 Other: 83.7 100.0 93.0 100.0 82.4 97.4 90.4 97.4 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 143,592: 56,169 11,576 14,178 62,063 111,439 132,410 137,194: 11,182 6,398 Old : 124,611: 56,913 11,904 12,157 44,620 94,228 113,690 118,289: 10,920 6,321 Other: 18,981: 911 1,327 366 17,443 17,211 18,720 18,904: 261 77 : : : : : Changes in Commitments from: October 30, 2007 : : -4,309: 7,897 220 -4,831 -7,544 -62 -4,478 -4,673: 169 364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.1 8.1 9.9 43.2 77.6 92.2 95.5: 7.8 4.5 Old : 100.0: 45.7 9.6 9.8 35.8 75.6 91.2 94.9: 8.8 5.1 Other: 100.0: 4.8 7.0 1.9 91.9 90.7 98.6 99.6: 1.4 0.4 : : : :# Traders : Number of Traders in Each Category : All : 160: 64 26 33 48 45 134 90: Old : 159: 67 25 32 46 45 130 90: Other: 35: 3 7 4 13 21 19 29: :---------------------------------------------------------------------------------------------------- : 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 : 27.3 40.8 40.5 55.4 22.1 33.0 30.4 42.8 Old : 24.6 43.9 36.2 55.6 21.8 39.4 30.6 48.6 Other: 82.4 52.8 94.8 77.6 60.7 44.9 65.7 56.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 1,026,771: 166,825 97,220 176,737 580,441 686,381 924,003 960,338: 102,768 66,433 Old : 1,026,771: 166,825 97,220 176,737 580,441 686,381 924,003 960,338: 102,768 66,433 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 30, 2007 : : 37,779: -1,560 797 7,619 42,561 52,036 48,619 60,451: -10,840 -22,672 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 9.5 17.2 56.5 66.8 90.0 93.5: 10.0 6.5 Old : 100.0: 16.2 9.5 17.2 56.5 66.8 90.0 93.5: 10.0 6.5 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 : 242: 83 52 61 88 78 204 163: Old : 242: 83 52 61 88 78 204 163: 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 : 27.1 35.4 36.5 45.6 14.4 17.8 21.3 25.6 Old : 27.1 35.4 36.5 45.6 14.4 17.8 21.3 25.6 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, November 6, 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 : 215,074: 57,950 17,045 66,124 79,426 122,108 203,499 205,276: 11,575 9,798 Old : 201,470: 60,016 17,315 59,430 72,368 116,910 191,814 193,655: 9,656 7,815 Other: 13,604: 1,252 3,048 3,376 7,058 5,198 11,685 11,621: 1,919 1,983 : : : : : Changes in Commitments from: October 30, 2007 : : -3,149: -1,664 1,186 -911 -802 -4,559 -3,377 -4,283: 228 1,134 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 7.9 30.7 36.9 56.8 94.6 95.4: 5.4 4.6 Old : 100.0: 29.8 8.6 29.5 35.9 58.0 95.2 96.1: 4.8 3.9 Other: 100.0: 9.2 22.4 24.8 51.9 38.2 85.9 85.4: 14.1 14.6 : : : :# Traders : Number of Traders in Each Category : All : 419: 166 82 133 127 132 347 306: Old : 418: 164 86 132 126 131 346 304: Other: 88: 20 13 21 25 42 53 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 : 18.2 20.4 28.5 30.8 16.1 13.3 23.8 20.5 Old : 17.5 21.4 27.8 31.6 17.1 16.1 25.3 23.7 Other: 48.9 42.5 65.2 54.6 37.2 25.5 43.6 32.4 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 6, 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 : 43,752: 8,736 26,859 3,557 28,414 8,580 40,707 38,996: 3,045 4,756 Old : 43,752: 8,736 26,859 3,557 28,414 8,580 40,707 38,996: 3,045 4,756 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 30, 2007 : : 335: 808 -781 42 -945 1,151 -95 411: 430 -76 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 61.4 8.1 64.9 19.6 93.0 89.1: 7.0 10.9 Old : 100.0: 20.0 61.4 8.1 64.9 19.6 93.0 89.1: 7.0 10.9 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 : 96: 31 48 11 7 13 45 66: Old : 96: 31 48 11 7 13 45 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 : 78.4 34.6 86.5 53.4 75.1 34.4 80.6 52.2 Old : 78.4 34.6 86.5 53.4 75.1 34.4 80.6 52.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2007