COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 327,130: 62,085 27,878 86,089 154,845 197,767 303,019 311,734: 24,111 15,396
Old : 263,246: 49,765 27,914 66,299 127,536 155,248 243,599 249,461: 19,646 13,785
Other: 63,885: 16,350 3,994 15,761 27,309 42,519 59,420 62,274: 4,465 1,611
: : :
: : Changes in Commitments from: November 27, 2007 :
: 18,656: -3,654 6,040 11,639 10,146 -22 18,131 17,656: 525 1,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 8.5 26.3 47.3 60.5 92.6 95.3: 7.4 4.7
Old : 100.0: 18.9 10.6 25.2 48.4 59.0 92.5 94.8: 7.5 5.2
Other: 100.0: 25.6 6.3 24.7 42.7 66.6 93.0 97.5: 7.0 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 291: 111 93 82 68 61 226 195:
Old : 277: 104 89 76 64 59 207 190:
Other: 142: 51 33 40 35 42 112 90:
:----------------------------------------------------------------------------------------------------
: 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 31.1 31.6 42.7 16.1 21.6 23.1 30.1
Old : 18.5 30.6 30.4 42.3 18.4 21.3 27.0 31.1
Other: 32.2 41.8 45.5 56.6 28.6 38.8 36.5 49.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 39,433: 8,779 3,423 11,495 14,520 21,564 34,794 36,482: 4,639 2,952
Old : 38,656: 8,755 3,987 10,921 14,414 20,797 34,090 35,705: 4,566 2,952
Other: 777: 588 0 10 106 767 704 777: 73 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 1,503: -227 13 727 1 -229 501 512: 1,002 991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 8.7 29.2 36.8 54.7 88.2 92.5: 11.8 7.5
Old : 100.0: 22.6 10.3 28.3 37.3 53.8 88.2 92.4: 11.8 7.6
Other: 100.0: 75.7 0.0 1.3 13.6 98.7 90.6 100.0: 9.4 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 36 32 33 26 18 83 65:
Old : 101: 33 36 33 26 18 83 65:
Other: 9: 5 0 1 3 1 8 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 : 25.7 48.9 40.7 63.8 21.5 37.2 31.9 43.9
Old : 26.1 47.9 41.3 63.1 21.8 36.0 32.3 43.9
Other: 82.2 100.0 90.6 100.0 81.0 98.7 89.3 98.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 160,507: 68,144 19,992 11,706 66,811 123,615 146,661 155,313: 13,846 5,193
Old : 137,747: 67,900 20,266 9,969 46,692 102,655 124,562 132,891: 13,185 4,856
Other: 22,760: 1,227 710 753 20,119 20,960 22,099 22,423: 660 337
: : :
: : Changes in Commitments from: November 27, 2007 :
: 14,982: 8,188 5,467 2,368 2,543 6,384 13,100 14,219: 1,883 763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 12.5 7.3 41.6 77.0 91.4 96.8: 8.6 3.2
Old : 100.0: 49.3 14.7 7.2 33.9 74.5 90.4 96.5: 9.6 3.5
Other: 100.0: 5.4 3.1 3.3 88.4 92.1 97.1 98.5: 2.9 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 84 29 31 41 45 143 91:
Old : 178: 87 27 30 40 42 140 88:
Other: 40: 4 9 9 15 24 28 33:
:----------------------------------------------------------------------------------------------------
: 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 39.5 37.9 53.9 21.8 30.1 31.8 41.0
Old : 22.2 42.9 34.6 55.2 21.7 36.7 32.5 47.5
Other: 69.8 49.7 86.0 72.6 48.5 40.6 56.0 51.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 1,054,511: 169,524 134,816 186,230 601,726 655,702 957,480 976,748: 97,031 77,762
Old : 1,054,511: 169,524 134,816 186,230 601,726 655,702 957,480 976,748: 97,031 77,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: 19,657: 2,209 -15,513 1,690 14,163 29,497 18,062 15,674: 1,594 3,983
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 12.8 17.7 57.1 62.2 90.8 92.6: 9.2 7.4
Old : 100.0: 16.1 12.8 17.7 57.1 62.2 90.8 92.6: 9.2 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 : 242: 77 65 65 86 76 199 173:
Old : 242: 77 65 65 86 76 199 173:
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 : 26.2 30.8 36.3 40.9 13.8 11.6 21.0 20.7
Old : 26.2 30.8 36.3 40.9 13.8 11.6 21.0 20.7
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, December 4, 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 : 201,563: 60,577 17,611 56,800 71,120 119,353 188,497 193,764: 13,066 7,799
Old : 186,763: 63,712 17,646 48,962 62,983 114,149 175,656 180,757: 11,107 6,007
Other: 14,800: 1,326 4,425 3,379 8,137 5,204 12,841 13,008: 1,959 1,792
: : :
: : Changes in Commitments from: November 27, 2007 :
: 7,153: 3,466 96 2,103 -113 5,414 5,456 7,612: 1,697 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 8.7 28.2 35.3 59.2 93.5 96.1: 6.5 3.9
Old : 100.0: 34.1 9.4 26.2 33.7 61.1 94.1 96.8: 5.9 3.2
Other: 100.0: 9.0 29.9 22.8 55.0 35.2 86.8 87.9: 13.2 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 393: 175 59 99 104 129 310 264:
Old : 390: 172 63 98 100 127 304 261:
Other: 92: 21 14 21 24 47 53 75:
:----------------------------------------------------------------------------------------------------
: 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 : 19.0 19.7 28.9 29.9 17.7 14.2 25.7 22.4
Old : 19.3 20.1 29.4 30.1 19.2 17.3 27.0 26.2
Other: 55.2 47.2 70.7 57.0 44.3 32.0 51.2 38.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 4, 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 : 40,430: 5,482 15,055 4,130 26,839 16,738 36,451 35,923: 3,978 4,507
Old : 40,430: 5,482 15,055 4,130 26,839 16,738 36,451 35,923: 3,978 4,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 27, 2007 :
: -866: -366 -4,549 372 -1,157 3,413 -1,150 -764: 284 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 37.2 10.2 66.4 41.4 90.2 88.9: 9.8 11.1
Old : 100.0: 13.6 37.2 10.2 66.4 41.4 90.2 88.9: 9.8 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 : 95: 39 41 15 10 8 58 56:
Old : 95: 39 41 15 10 8 58 56:
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 : 73.2 52.3 80.5 66.8 69.3 49.6 73.7 62.5
Old : 73.2 52.3 80.5 66.8 69.3 49.6 73.7 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 7, 2007