COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 346,930: 66,064 29,650 95,975 154,874 201,166 316,913 326,791: 30,018 20,140 Old : 275,714: 53,137 30,705 72,671 125,426 154,572 251,233 257,948: 24,481 17,767 Other: 71,216: 18,336 4,354 17,895 29,448 46,594 65,679 68,843: 5,537 2,373 : : : : : Changes in Commitments from: December 11, 2007 : : 10,953: 845 -1,269 5,844 1,239 2,487 7,928 7,061: 3,026 3,893 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.0 8.5 27.7 44.6 58.0 91.3 94.2: 8.7 5.8 Old : 100.0: 19.3 11.1 26.4 45.5 56.1 91.1 93.6: 8.9 6.4 Other: 100.0: 25.7 6.1 25.1 41.4 65.4 92.2 96.7: 7.8 3.3 : : : :# Traders : Number of Traders in Each Category : All : 306: 124 88 81 67 66 236 198: Old : 290: 112 89 74 63 66 214 195: Other: 147: 54 31 43 37 42 117 92: :---------------------------------------------------------------------------------------------------- : 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 : 17.9 30.8 30.2 41.8 15.8 20.3 22.7 29.5 Old : 18.5 30.3 29.5 40.9 18.0 22.8 26.3 31.2 Other: 28.8 40.9 41.5 57.3 25.1 39.3 33.8 49.8 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 41,358: 9,759 3,684 11,868 14,701 22,965 36,329 38,517: 5,029 2,841 Old : 40,501: 9,759 4,342 11,200 14,595 22,118 35,555 37,660: 4,946 2,841 Other: 857: 658 0 10 106 847 774 857: 83 0 : : : : : Changes in Commitments from: December 11, 2007 : : 258: 352 144 -831 -174 56 -654 -631: 912 889 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.6 8.9 28.7 35.5 55.5 87.8 93.1: 12.2 6.9 Old : 100.0: 24.1 10.7 27.7 36.0 54.6 87.8 93.0: 12.2 7.0 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: 39 29 30 22 16 83 56: Old : 97: 39 30 30 22 16 83 56: 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 : 28.3 50.4 42.4 66.9 19.5 35.1 29.3 43.1 Old : 28.9 49.4 43.1 66.3 19.8 33.9 29.7 43.1 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 18, 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 : 184,057: 80,468 26,373 18,002 71,202 133,683 169,672 178,058: 14,385 5,999 Old : 160,292: 79,955 26,831 16,243 50,315 111,348 146,513 154,422: 13,779 5,870 Other: 23,764: 1,507 537 764 20,887 22,335 23,158 23,635: 606 129 : : : : : Changes in Commitments from: December 11, 2007 : : 11,181: 4,529 1,076 5,096 1,585 4,436 11,210 10,608: -29 573 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.7 14.3 9.8 38.7 72.6 92.2 96.7: 7.8 3.3 Old : 100.0: 49.9 16.7 10.1 31.4 69.5 91.4 96.3: 8.6 3.7 Other: 100.0: 6.3 2.3 3.2 87.9 94.0 97.4 99.5: 2.6 0.5 : : : :# Traders : Number of Traders in Each Category : All : 186: 88 30 38 45 46 157 98: Old : 185: 90 31 37 43 45 153 97: Other: 44: 9 7 11 18 24 34 35: :---------------------------------------------------------------------------------------------------- : 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 : 22.5 35.2 34.5 50.2 19.1 27.2 29.2 37.1 Old : 19.3 38.1 32.1 50.2 19.0 33.0 29.9 43.0 Other: 65.8 48.0 82.5 70.7 45.6 38.5 52.9 50.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 1,126,297: 225,102 113,632 198,192 581,533 743,077 1,004,826 1,054,901: 121,471 71,396 Old : 1,126,297: 225,102 113,632 198,192 581,533 743,077 1,004,826 1,054,901: 121,471 71,396 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2007 : : 42,313: 30,971 -3,753 845 3,061 48,584 34,877 45,677: 7,435 -3,364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 10.1 17.6 51.6 66.0 89.2 93.7: 10.8 6.3 Old : 100.0: 20.0 10.1 17.6 51.6 66.0 89.2 93.7: 10.8 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 : 259: 103 50 68 85 84 225 171: Old : 259: 103 50 68 85 84 225 171: 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 : 22.0 29.2 31.9 40.5 12.6 14.4 20.0 24.2 Old : 22.0 29.2 31.9 40.5 12.6 14.4 20.0 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 18, 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 : 209,073: 63,535 17,839 57,852 71,919 124,841 193,306 200,531: 15,767 8,541 Old : 194,428: 66,546 17,936 50,775 63,151 118,777 180,472 187,488: 13,956 6,940 Other: 14,645: 1,399 4,313 2,667 8,768 6,064 12,835 13,044: 1,811 1,602 : : : : : Changes in Commitments from: December 11, 2007 : : 246: 1,183 -213 -2,004 -242 2,320 -1,063 104: 1,309 142 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.4 8.5 27.7 34.4 59.7 92.5 95.9: 7.5 4.1 Old : 100.0: 34.2 9.2 26.1 32.5 61.1 92.8 96.4: 7.2 3.6 Other: 100.0: 9.6 29.4 18.2 59.9 41.4 87.6 89.1: 12.4 10.9 : : : :# Traders : Number of Traders in Each Category : All : 392: 176 55 101 103 123 318 255: Old : 389: 177 60 101 99 122 312 254: Other: 96: 24 15 23 27 46 59 77: :---------------------------------------------------------------------------------------------------- : 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 : 16.7 18.2 26.3 28.2 16.7 13.7 24.8 21.6 Old : 17.9 19.3 27.4 29.7 17.9 16.4 25.8 25.2 Other: 53.5 39.9 69.6 51.0 46.0 30.1 53.8 37.6 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 36,987: 7,781 7,003 4,781 19,405 21,674 31,968 33,459: 5,019 3,528 Old : 36,987: 7,781 7,003 4,781 19,405 21,674 31,968 33,459: 5,019 3,528 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2007 : : -9,932: 1,974 -6,750 -1,405 -10,858 -1,308 -10,289 -9,463: 357 -469 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 18.9 12.9 52.5 58.6 86.4 90.5: 13.6 9.5 Old : 100.0: 21.0 18.9 12.9 52.5 58.6 86.4 90.5: 13.6 9.5 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 : 80: 33 33 13 9 8 49 48: Old : 80: 33 33 13 9 8 49 48: 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 : 72.6 63.6 76.8 74.9 61.7 61.4 64.5 69.1 Old : 72.6 63.6 76.8 74.9 61.7 61.4 64.5 69.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2007