COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 336,737: 78,450 12,051 82,901 143,852 226,288 305,203 321,241: 31,534 15,497
Old : 287,551: 67,450 12,526 68,677 123,275 191,991 259,401 273,194: 28,150 14,358
Other: 49,186: 15,642 4,167 9,583 20,577 34,297 45,802 48,047: 3,384 1,139
: : :
: : Changes in Commitments from: November 6, 2007 :
: -85,650: -6,918 1,591 -58,193 -19,668 -31,292 -84,778 -87,894: -872 2,244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 3.6 24.6 42.7 67.2 90.6 95.4: 9.4 4.6
Old : 100.0: 23.5 4.4 23.9 42.9 66.8 90.2 95.0: 9.8 5.0
Other: 100.0: 31.8 8.5 19.5 41.8 69.7 93.1 97.7: 6.9 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 160 48 101 68 66 278 181:
Old : 296: 147 52 96 67 64 263 177:
Other: 139: 64 20 37 32 38 110 82:
:----------------------------------------------------------------------------------------------------
: 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 : 17.4 35.9 27.0 49.1 16.4 28.9 23.1 39.8
Old : 18.0 37.6 26.4 50.0 17.6 33.5 25.3 43.3
Other: 32.9 42.7 44.5 58.2 31.1 42.3 41.1 56.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 37,685: 8,865 2,306 11,015 14,366 22,330 34,246 35,650: 3,440 2,036
Old : 36,931: 8,852 2,857 10,452 14,260 21,588 33,564 34,896: 3,368 2,036
Other: 754: 566 2 10 106 742 682 754: 72 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -1,383: -839 -136 12 9 -1,479 -818 -1,603: -566 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 6.1 29.2 38.1 59.3 90.9 94.6: 9.1 5.4
Old : 100.0: 24.0 7.7 28.3 38.6 58.5 90.9 94.5: 9.1 5.5
Other: 100.0: 75.1 0.3 1.3 14.1 98.4 90.5 100.0: 9.5 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 32 32 28 25 16 77 59:
Old : 97: 32 34 28 25 16 77 59:
Other: 9: 4 1 1 3 1 7 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 : 26.3 50.8 41.3 65.6 22.2 41.2 33.5 48.3
Old : 26.8 49.9 41.7 64.9 22.4 40.0 34.0 47.3
Other: 82.5 100.0 90.5 100.0 81.2 98.7 89.1 98.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 138,979: 56,770 13,494 7,061 64,191 112,719 128,022 133,274: 10,957 5,705
Old : 118,550: 56,788 13,194 5,637 45,399 94,062 107,823 112,893: 10,727 5,657
Other: 20,429: 957 1,274 450 18,792 18,657 20,199 20,381: 230 48
: : :
: : Changes in Commitments from: November 6, 2007 :
: -4,613: 601 1,917 -7,117 2,128 1,280 -4,388 -3,919: -225 -694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 9.7 5.1 46.2 81.1 92.1 95.9: 7.9 4.1
Old : 100.0: 47.9 11.1 4.8 38.3 79.3 91.0 95.2: 9.0 4.8
Other: 100.0: 4.7 6.2 2.2 92.0 91.3 98.9 99.8: 1.1 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 158: 66 27 27 46 47 130 87:
Old : 157: 69 27 26 42 45 124 85:
Other: 37: 4 7 6 14 20 22 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 : 30.0 43.0 40.8 55.7 22.6 32.3 31.9 42.1
Old : 25.4 47.1 37.1 56.8 23.0 40.4 33.0 50.0
Other: 77.5 55.5 93.2 78.7 51.7 42.1 58.9 52.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 1,024,234: 167,921 114,346 174,978 581,604 670,140 924,503 959,464: 99,731 64,770
Old : 1,024,234: 167,921 114,346 174,978 581,604 670,140 924,503 959,464: 99,731 64,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -2,537: 1,095 17,125 -1,759 1,163 -16,241 500 -874: -3,037 -1,663
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 11.2 17.1 56.8 65.4 90.3 93.7: 9.7 6.3
Old : 100.0: 16.4 11.2 17.1 56.8 65.4 90.3 93.7: 9.7 6.3
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 : 246: 75 65 60 87 79 198 172:
Old : 246: 75 65 60 87 79 198 172:
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 : 27.3 32.5 36.6 42.8 14.2 14.4 21.3 22.7
Old : 27.3 32.5 36.6 42.8 14.2 14.4 21.3 22.7
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 13, 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 : 200,991: 57,522 16,564 55,582 77,280 119,806 190,383 191,952: 10,608 9,039
Old : 186,822: 60,441 16,732 48,187 69,361 114,728 177,989 179,646: 8,833 7,176
Other: 14,169: 1,305 4,057 3,170 7,919 5,079 12,394 12,306: 1,775 1,863
: : :
: : Changes in Commitments from: November 6, 2007 :
: -14,083: -428 -480 -10,542 -2,146 -2,301 -13,116 -13,324: -967 -759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 8.2 27.7 38.4 59.6 94.7 95.5: 5.3 4.5
Old : 100.0: 32.4 9.0 25.8 37.1 61.4 95.3 96.2: 4.7 3.8
Other: 100.0: 9.2 28.6 22.4 55.9 35.8 87.5 86.8: 12.5 13.2
: : :
:# Traders : Number of Traders in Each Category :
All : 373: 152 62 100 109 126 300 261:
Old : 370: 149 66 99 107 125 296 259:
Other: 91: 19 14 22 26 43 54 72:
:----------------------------------------------------------------------------------------------------
: 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 : 19.8 21.5 30.3 32.1 17.5 13.9 25.4 22.5
Old : 19.0 22.2 29.2 32.7 18.8 16.9 26.9 26.2
Other: 50.2 45.5 66.9 56.6 41.1 31.4 49.6 37.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 13, 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 : 40,413: 5,873 20,359 3,839 26,883 11,481 36,596 35,679: 3,817 4,734
Old : 40,413: 5,873 20,359 3,839 26,883 11,481 36,596 35,679: 3,817 4,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 6, 2007 :
: -3,338: -2,862 -6,500 283 -1,531 2,901 -4,110 -3,317: 772 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 50.4 9.5 66.5 28.4 90.6 88.3: 9.4 11.7
Old : 100.0: 14.5 50.4 9.5 66.5 28.4 90.6 88.3: 9.4 11.7
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 : 97: 37 43 13 8 12 52 62:
Old : 97: 37 43 13 8 12 52 62:
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 : 74.4 38.1 81.6 55.7 71.0 37.8 76.2 53.6
Old : 74.4 38.1 81.6 55.7 71.0 37.8 76.2 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2007