COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 317,264: 68,332 18,363 74,270 143,387 205,622 285,990 298,255: 31,274 19,009 Old : 264,352: 58,799 19,173 57,557 120,741 169,936 237,096 246,666: 27,256 17,686 Other: 52,912: 15,132 4,788 11,115 22,646 35,686 48,893 51,589: 4,018 1,322 : : : : : Changes in Commitments from: November 13, 2007 : : -19,473: -10,117 6,312 -8,631 -465 -20,666 -19,213 -22,985: -260 3,512 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 5.8 23.4 45.2 64.8 90.1 94.0: 9.9 6.0 Old : 100.0: 22.2 7.3 21.8 45.7 64.3 89.7 93.3: 10.3 6.7 Other: 100.0: 28.6 9.0 21.0 42.8 67.4 92.4 97.5: 7.6 2.5 : : : :# Traders : Number of Traders in Each Category : All : 285: 135 66 80 69 65 237 181: Old : 272: 122 66 74 66 63 217 177: Other: 133: 53 24 40 34 40 106 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 : 18.5 34.0 28.8 46.8 16.5 26.5 23.7 36.0 Old : 18.3 35.3 27.8 47.6 18.1 29.4 26.5 39.5 Other: 34.4 41.9 46.2 56.4 32.7 41.5 42.2 54.7 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 37,217: 9,023 3,535 10,406 14,546 20,853 33,975 34,794: 3,242 2,423 Old : 36,450: 9,019 4,109 9,822 14,440 20,096 33,281 34,027: 3,169 2,423 Other: 767: 578 0 10 106 757 694 767: 73 0 : : : : : Changes in Commitments from: November 13, 2007 : : -469: 158 1,230 -609 180 -1,477 -271 -856: -198 387 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 9.5 28.0 39.1 56.0 91.3 93.5: 8.7 6.5 Old : 100.0: 24.7 11.3 26.9 39.6 55.1 91.3 93.4: 8.7 6.6 Other: 100.0: 75.4 0.0 1.3 13.8 98.7 90.5 100.0: 9.5 0.0 : : : :# Traders : Number of Traders in Each Category : All : 102: 34 33 30 25 16 79 64: Old : 102: 33 35 30 25 16 79 64: Other: 8: 4 0 1 3 1 7 2: :---------------------------------------------------------------------------------------------------- : 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 : 25.9 48.9 41.4 63.5 23.2 39.5 34.8 45.7 Old : 26.4 47.9 42.1 62.8 23.4 38.3 35.3 45.2 Other: 82.7 100.0 90.5 100.0 81.4 98.7 89.2 98.7 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 146,017: 60,578 14,818 8,732 65,411 117,826 134,720 141,376: 11,297 4,641 Old : 125,427: 60,363 14,431 7,614 46,504 98,941 114,481 120,986: 10,946 4,441 Other: 20,590: 962 1,135 370 18,907 18,885 20,239 20,390: 351 200 : : : : : Changes in Commitments from: November 13, 2007 : : 7,038: 3,808 1,325 1,670 1,220 5,107 6,698 8,102: 340 -1,064 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.5 10.1 6.0 44.8 80.7 92.3 96.8: 7.7 3.2 Old : 100.0: 48.1 11.5 6.1 37.1 78.9 91.3 96.5: 8.7 3.5 Other: 100.0: 4.7 5.5 1.8 91.8 91.7 98.3 99.0: 1.7 1.0 : : : :# Traders : Number of Traders in Each Category : All : 160: 71 27 27 46 41 134 80: Old : 159: 72 27 26 44 39 130 78: Other: 37: 3 6 4 15 21 21 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 : 29.5 42.3 40.2 56.5 22.5 31.2 32.2 41.8 Old : 24.5 46.1 36.0 58.8 22.3 39.1 33.0 49.5 Other: 77.3 53.9 92.9 77.1 53.5 42.3 60.8 53.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 1,030,895: 169,533 132,461 184,464 576,293 637,821 930,290 954,745: 100,605 76,149 Old : 1,030,895: 169,533 132,461 184,464 576,293 637,821 930,290 954,745: 100,605 76,149 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 13, 2007 : : 6,661: 1,613 18,116 9,486 -5,311 -32,320 5,787 -4,719: 874 11,379 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 12.8 17.9 55.9 61.9 90.2 92.6: 9.8 7.4 Old : 100.0: 16.4 12.8 17.9 55.9 61.9 90.2 92.6: 9.8 7.4 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 : 249: 76 69 62 88 78 204 173: Old : 249: 76 69 62 88 78 204 173: 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 : 26.1 29.4 35.6 39.7 14.2 11.9 21.1 20.5 Old : 26.1 29.4 35.6 39.7 14.2 11.9 21.1 20.5 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, November 20, 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 : 195,579: 57,453 15,860 53,928 73,245 117,662 184,626 187,451: 10,953 8,128 Old : 181,056: 60,991 15,919 46,105 64,784 112,730 171,881 174,755: 9,175 6,302 Other: 14,522: 1,277 4,756 3,007 8,460 4,932 12,745 12,696: 1,777 1,826 : : : : : Changes in Commitments from: November 13, 2007 : : -5,412: -68 -704 -1,654 -4,035 -2,144 -5,757 -4,501: 345 -911 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 8.1 27.6 37.5 60.2 94.4 95.8: 5.6 4.2 Old : 100.0: 33.7 8.8 25.5 35.8 62.3 94.9 96.5: 5.1 3.5 Other: 100.0: 8.8 32.8 20.7 58.3 34.0 87.8 87.4: 12.2 12.6 : : : :# Traders : Number of Traders in Each Category : All : 373: 160 56 99 106 125 299 256: Old : 370: 160 58 97 103 124 294 253: Other: 90: 19 14 21 26 43 53 71: :---------------------------------------------------------------------------------------------------- : 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 : 19.3 20.2 30.0 31.1 18.1 14.2 26.2 22.7 Old : 19.8 20.6 29.6 31.4 19.5 17.3 27.8 26.7 Other: 54.2 48.2 70.0 57.8 45.1 34.6 53.2 41.2 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 20, 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 : 41,163: 5,605 20,775 3,694 28,393 12,137 37,692 36,606: 3,471 4,557 Old : 41,163: 5,605 20,775 3,694 28,393 12,137 37,692 36,606: 3,471 4,557 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 13, 2007 : : 749: -269 416 -145 1,510 656 1,096 927: -347 -178 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 50.5 9.0 69.0 29.5 91.6 88.9: 8.4 11.1 Old : 100.0: 13.6 50.5 9.0 69.0 29.5 91.6 88.9: 8.4 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 : 97: 39 42 10 9 10 53 58: Old : 97: 39 42 10 9 10 53 58: 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 : 75.2 41.7 82.2 59.4 72.0 41.5 77.0 57.5 Old : 75.2 41.7 82.2 59.4 72.0 41.5 77.0 57.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2007