COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 465,029: 97,937 10,867 142,343 178,222 289,208 418,502 442,418: 46,527 22,611
Old : 360,721: 74,616 12,977 111,280 137,676 218,088 323,572 342,345: 37,149 18,376
Other: 104,308: 28,147 2,717 26,237 40,547 71,119 94,931 100,073: 9,378 4,235
: : :
: : Changes in Commitments from: January 8, 2008 :
: 54,579: 6,140 139 24,851 11,356 19,790 42,347 44,780: 12,231 9,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 2.3 30.6 38.3 62.2 90.0 95.1: 10.0 4.9
Old : 100.0: 20.7 3.6 30.8 38.2 60.5 89.7 94.9: 10.3 5.1
Other: 100.0: 27.0 2.6 25.2 38.9 68.2 91.0 95.9: 9.0 4.1
: : :
:# Traders : Number of Traders in Each Category :
All : 347: 197 42 98 74 79 314 187:
Old : 331: 176 49 85 70 79 284 184:
Other: 177: 74 37 52 39 47 145 104:
:----------------------------------------------------------------------------------------------------
: 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 : 15.0 35.0 27.5 49.6 13.9 26.7 19.0 38.5
Old : 15.5 37.6 26.3 51.4 13.5 31.0 19.6 39.5
Other: 22.6 41.1 35.6 55.1 18.5 35.6 25.6 45.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,171: 9,615 3,611 7,632 12,261 19,033 29,508 30,276: 3,664 2,896
Old : 32,266: 9,596 4,249 6,983 12,120 18,149 28,699 29,381: 3,568 2,886
Other: 905: 658 1 10 141 884 809 895: 96 10
: : :
: : Changes in Commitments from: January 8, 2008 :
: -33: 273 439 -149 140 -639 263 -349: -297 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 10.9 23.0 37.0 57.4 89.0 91.3: 11.0 8.7
Old : 100.0: 29.7 13.2 21.6 37.6 56.2 88.9 91.1: 11.1 8.9
Other: 100.0: 72.7 0.1 1.1 15.6 97.7 89.4 98.9: 10.6 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 43 27 29 23 14 79 61:
Old : 103: 44 28 28 23 14 78 61:
Other: 10: 5 1 1 3 1 8 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 : 25.9 44.4 42.0 58.6 25.9 38.0 39.1 46.2
Old : 26.5 42.9 42.8 57.6 26.5 36.3 39.8 45.7
Other: 82.2 98.9 89.4 98.9 81.1 97.8 88.3 97.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 206,777: 91,484 27,749 27,807 70,974 144,629 190,265 200,184: 16,512 6,593
Old : 180,037: 90,311 28,114 25,769 48,220 119,837 164,300 173,720: 15,737 6,317
Other: 26,741: 2,018 479 1,193 22,754 24,792 25,965 26,464: 776 276
: : :
: : Changes in Commitments from: January 8, 2008 :
: 10,560: 5,434 817 2,996 1,291 5,775 9,721 9,588: 839 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 13.4 13.4 34.3 69.9 92.0 96.8: 8.0 3.2
Old : 100.0: 50.2 15.6 14.3 26.8 66.6 91.3 96.5: 8.7 3.5
Other: 100.0: 7.5 1.8 4.5 85.1 92.7 97.1 99.0: 2.9 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 216: 106 32 50 52 51 188 115:
Old : 214: 107 32 49 48 50 181 114:
Other: 56: 10 8 9 26 27 45 36:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 35.2 31.6 49.9 15.4 26.3 25.8 36.0
Old : 19.7 38.1 32.0 50.8 17.4 31.2 28.8 41.4
Other: 61.6 43.6 76.4 67.0 42.4 34.1 48.5 49.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,533,305: 280,480 104,343 312,777 774,204 1,034,436 1,367,461 1,451,556: 165,844 81,749
Old : 1,533,305: 280,480 104,343 312,777 774,204 1,034,436 1,367,461 1,451,556: 165,844 81,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 123,723: 17,033 7,630 12,260 79,573 90,155 108,866 110,045: 14,857 13,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 6.8 20.4 50.5 67.5 89.2 94.7: 10.8 5.3
Old : 100.0: 18.3 6.8 20.4 50.5 67.5 89.2 94.7: 10.8 5.3
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 : 279: 121 45 74 93 92 256 175:
Old : 279: 121 45 74 93 92 256 175:
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 : 25.1 30.8 34.9 41.5 11.5 13.4 17.6 21.8
Old : 25.1 30.8 34.9 41.5 11.5 13.4 17.6 21.8
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, January 15, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 236,768: 66,382 21,640 66,943 86,862 138,550 220,187 227,133: 16,582 9,635
Old : 219,435: 67,542 22,366 60,088 77,298 129,228 204,928 211,682: 14,506 7,752
Other: 17,334: 2,355 2,790 3,339 9,564 9,322 15,258 15,451: 2,075 1,883
: : :
: : Changes in Commitments from: January 8, 2008 :
: 10,204: 268 1,736 1,061 7,804 6,944 9,133 9,741: 1,071 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 9.1 28.3 36.7 58.5 93.0 95.9: 7.0 4.1
Old : 100.0: 30.8 10.2 27.4 35.2 58.9 93.4 96.5: 6.6 3.5
Other: 100.0: 13.6 16.1 19.3 55.2 53.8 88.0 89.1: 12.0 10.9
: : :
:# Traders : Number of Traders in Each Category :
All : 443: 205 70 116 99 137 350 290:
Old : 441: 204 74 114 97 135 346 287:
Other: 115: 25 20 27 31 57 67 94:
:----------------------------------------------------------------------------------------------------
: 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 : 13.9 18.4 23.7 28.4 13.6 12.8 21.7 20.8
Old : 14.2 19.5 23.4 29.3 14.1 15.7 22.6 23.7
Other: 41.4 29.4 57.0 43.0 37.8 22.2 47.3 32.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 41,716: 10,339 13,592 3,271 24,661 21,109 38,271 37,972: 3,444 3,744
Old : 41,716: 10,339 13,592 3,271 24,661 21,109 38,271 37,972: 3,444 3,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2008 :
: 2,456: 661 2,182 -80 2,082 785 2,663 2,887: -208 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 32.6 7.8 59.1 50.6 91.7 91.0: 8.3 9.0
Old : 100.0: 24.8 32.6 7.8 59.1 50.6 91.7 91.0: 8.3 9.0
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 : 84: 24 45 7 8 9 35 59:
Old : 84: 24 45 7 8 9 35 59:
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 : 84.5 59.4 88.5 71.6 78.4 58.5 80.4 68.2
Old : 84.5 59.4 88.5 71.6 78.4 58.5 80.4 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 18, 2008