COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 335,977: 65,219 30,919 90,132 153,635 198,679 308,985 319,730: 26,992 16,247
Old : 267,859: 51,536 30,589 69,474 125,013 153,168 246,022 253,231: 21,836 14,628
Other: 68,118: 17,800 4,447 16,541 28,622 45,511 62,962 66,499: 5,156 1,619
: : :
: : Changes in Commitments from: December 4, 2007 :
: 8,847: 3,133 3,041 4,042 -1,210 912 5,966 7,996: 2,881 851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 9.2 26.8 45.7 59.1 92.0 95.2: 8.0 4.8
Old : 100.0: 19.2 11.4 25.9 46.7 57.2 91.8 94.5: 8.2 5.5
Other: 100.0: 26.1 6.5 24.3 42.0 66.8 92.4 97.6: 7.6 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 124 90 82 64 66 231 200:
Old : 287: 115 87 76 61 65 213 195:
Other: 142: 49 32 41 36 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 : 18.3 30.4 30.5 41.4 15.8 20.9 22.8 29.1
Old : 18.4 29.4 29.5 40.8 18.0 21.3 26.5 30.5
Other: 31.1 41.3 43.5 58.0 27.2 39.8 35.4 50.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 41,100: 9,408 3,540 12,700 14,875 22,909 36,983 39,149: 4,117 1,951
Old : 40,243: 9,376 4,166 12,063 14,769 22,062 36,209 38,292: 4,034 1,951
Other: 857: 658 0 10 106 847 774 857: 83 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 1,667: 629 117 1,205 355 1,346 2,188 2,667: -522 -1,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 8.6 30.9 36.2 55.7 90.0 95.3: 10.0 4.7
Old : 100.0: 23.3 10.4 30.0 36.7 54.8 90.0 95.2: 10.0 4.8
Other: 100.0: 76.8 0.0 1.2 12.4 98.8 90.3 100.0: 9.7 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 97: 38 28 32 24 17 83 59:
Old : 97: 36 31 32 24 17 83 59:
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 : 27.0 50.3 41.8 66.3 20.1 36.0 30.2 42.9
Old : 27.5 49.2 42.4 65.6 20.3 34.6 30.6 42.9
Other: 82.7 100.0 90.3 100.0 81.6 98.8 89.1 98.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 172,876: 75,939 25,298 12,905 69,617 129,246 158,461 167,449: 14,414 5,427
Old : 149,814: 75,363 25,640 11,402 49,295 107,613 136,060 144,656: 13,754 5,159
Other: 23,062: 1,329 410 750 20,322 21,633 22,401 22,794: 660 268
: : :
: : Changes in Commitments from: December 4, 2007 :
: 12,369: 7,795 5,305 1,199 2,806 5,631 11,800 12,136: 569 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 14.6 7.5 40.3 74.8 91.7 96.9: 8.3 3.1
Old : 100.0: 50.3 17.1 7.6 32.9 71.8 90.8 96.6: 9.2 3.4
Other: 100.0: 5.8 1.8 3.3 88.1 93.8 97.1 98.8: 2.9 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 88 31 33 42 43 149 92:
Old : 182: 90 29 32 41 41 146 90:
Other: 43: 6 7 10 17 24 32 34:
:----------------------------------------------------------------------------------------------------
: 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 : 24.3 37.2 36.5 51.8 20.5 28.5 30.7 39.3
Old : 20.8 40.2 33.3 52.7 20.5 34.1 31.1 45.4
Other: 69.5 49.0 85.7 71.5 49.1 40.2 56.9 52.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 1,083,984: 194,131 117,385 197,347 578,471 694,492 969,949 1,009,224: 114,035 74,760
Old : 1,083,984: 194,131 117,385 197,347 578,471 694,492 969,949 1,009,224: 114,035 74,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 29,473: 24,607 -17,431 11,116 -23,255 38,791 12,468 32,476: 17,005 -3,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 10.8 18.2 53.4 64.1 89.5 93.1: 10.5 6.9
Old : 100.0: 17.9 10.8 18.2 53.4 64.1 89.5 93.1: 10.5 6.9
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 : 249: 89 58 65 84 78 210 169:
Old : 249: 89 58 65 84 78 210 169:
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 : 23.3 31.0 33.5 42.0 13.5 14.8 21.0 24.2
Old : 23.3 31.0 33.5 42.0 13.5 14.8 21.0 24.2
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 11, 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 : 208,827: 62,352 18,052 59,856 72,161 122,520 194,369 200,428: 14,458 8,399
Old : 193,534: 65,510 18,030 51,841 63,664 117,115 181,015 186,987: 12,518 6,547
Other: 15,293: 1,373 4,553 3,483 8,497 5,405 13,354 13,441: 1,940 1,852
: : :
: : Changes in Commitments from: December 4, 2007 :
: 7,264: 1,774 441 3,056 1,041 3,167 5,872 6,663: 1,392 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 8.6 28.7 34.6 58.7 93.1 96.0: 6.9 4.0
Old : 100.0: 33.8 9.3 26.8 32.9 60.5 93.5 96.6: 6.5 3.4
Other: 100.0: 9.0 29.8 22.8 55.6 35.3 87.3 87.9: 12.7 12.1
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 187 57 110 106 129 333 269:
Old : 405: 185 61 109 102 127 327 266:
Other: 95: 22 15 22 27 45 58 74:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 18.5 27.5 29.0 17.0 13.9 25.0 21.9
Old : 18.4 19.5 27.8 29.9 18.4 16.7 26.2 25.7
Other: 54.9 46.5 70.4 56.6 44.0 31.4 51.7 38.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 11, 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 : 46,919: 5,808 13,754 6,187 30,263 22,981 42,257 42,922: 4,662 3,998
Old : 46,919: 5,808 13,754 6,187 30,263 22,981 42,257 42,922: 4,662 3,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 4, 2007 :
: 6,489: 325 -1,302 2,057 3,424 6,244 5,806 6,999: 684 -510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 29.3 13.2 64.5 49.0 90.1 91.5: 9.9 8.5
Old : 100.0: 12.4 29.3 13.2 64.5 49.0 90.1 91.5: 9.9 8.5
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 : 85: 34 34 17 9 8 53 51:
Old : 85: 34 34 17 9 8 53 51:
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 : 70.4 55.9 79.3 72.3 56.2 48.6 60.0 58.7
Old : 70.4 55.9 79.3 72.3 56.2 48.6 60.0 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2007