COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 438,556: 82,449 9,624 138,439 182,054 273,869 402,942 421,932: 35,614 16,624 Old : 323,408: 59,803 14,829 102,437 133,685 191,544 295,926 308,811: 27,482 14,598 Other: 115,148: 28,827 975 29,820 48,368 82,326 107,015 113,122: 8,132 2,026 : : : : : Changes in Commitments from: January 22, 2008 : : -21,720: -14,878 -908 -4,783 400 -15,580 -19,261 -21,271: -2,459 -449 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.8 2.2 31.6 41.5 62.4 91.9 96.2: 8.1 3.8 Old : 100.0: 18.5 4.6 31.7 41.3 59.2 91.5 95.5: 8.5 4.5 Other: 100.0: 25.0 0.8 25.9 42.0 71.5 92.9 98.2: 7.1 1.8 : : : :# Traders : Number of Traders in Each Category : All : 338: 185 44 108 71 75 308 190: Old : 317: 160 55 95 68 72 278 183: Other: 186: 86 28 53 45 52 159 107: :---------------------------------------------------------------------------------------------------- : 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 : 16.5 33.3 29.3 49.4 14.8 24.9 20.3 36.3 Old : 16.3 34.9 27.2 48.5 14.1 27.2 20.9 36.1 Other: 25.7 42.8 39.0 57.9 22.5 38.2 29.6 48.7 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 32,788: 9,711 4,469 7,524 11,936 17,903 29,170 29,895: 3,617 2,893 Old : 31,879: 9,724 5,127 6,843 11,795 17,019 28,361 28,988: 3,517 2,891 Other: 909: 658 13 10 141 884 809 907: 100 2 : : : : : Changes in Commitments from: January 22, 2008 : : 612: -166 -247 579 -94 440 319 772: 293 -160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 13.6 22.9 36.4 54.6 89.0 91.2: 11.0 8.8 Old : 100.0: 30.5 16.1 21.5 37.0 53.4 89.0 90.9: 11.0 9.1 Other: 100.0: 72.4 1.4 1.1 15.5 97.2 89.0 99.8: 11.0 0.2 : : : :# Traders : Number of Traders in Each Category : All : 103: 39 31 30 25 15 82 61: Old : 103: 39 32 29 25 15 81 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 : 25.7 45.8 41.3 61.7 25.5 39.7 38.8 48.2 Old : 26.3 44.3 42.1 60.6 26.2 38.1 39.6 48.4 Other: 81.8 99.8 89.0 99.8 80.7 98.7 87.9 98.7 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 207,450: 81,613 23,255 29,581 78,800 144,978 189,994 197,814: 17,456 9,636 Old : 178,747: 80,022 23,886 26,912 55,063 118,495 161,997 169,294: 16,749 9,453 Other: 28,703: 2,734 511 1,526 23,737 26,483 27,997 28,520: 707 183 : : : : : Changes in Commitments from: January 22, 2008 : : 3,192: 1,466 1,623 1,224 2,284 2,592 4,974 5,438: -1,782 -2,246 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.3 11.2 14.3 38.0 69.9 91.6 95.4: 8.4 4.6 Old : 100.0: 44.8 13.4 15.1 30.8 66.3 90.6 94.7: 9.4 5.3 Other: 100.0: 9.5 1.8 5.3 82.7 92.3 97.5 99.4: 2.5 0.6 : : : :# Traders : Number of Traders in Each Category : All : 217: 107 31 55 52 50 192 119: Old : 216: 106 34 53 49 47 186 116: Other: 63: 17 7 10 26 29 50 40: :---------------------------------------------------------------------------------------------------- : 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 : 19.1 34.5 30.2 48.9 15.5 24.9 24.2 35.4 Old : 17.7 37.7 28.1 50.4 17.1 30.7 26.2 41.0 Other: 58.4 42.4 73.2 63.7 38.7 32.1 45.8 46.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 1,481,883: 243,732 85,625 347,407 733,092 966,807 1,324,231 1,399,839: 157,652 82,044 Old : 1,481,883: 243,732 85,625 347,407 733,092 966,807 1,324,231 1,399,839: 157,652 82,044 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2008 : : -53,185: -6,305 -5,388 52 -35,668 -27,155 -41,921 -32,492: -11,263 -20,693 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 5.8 23.4 49.5 65.2 89.4 94.5: 10.6 5.5 Old : 100.0: 16.4 5.8 23.4 49.5 65.2 89.4 94.5: 10.6 5.5 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 : 283: 116 44 91 98 95 263 192: Old : 283: 116 44 91 98 95 263 192: 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 : 21.5 22.5 31.9 34.5 13.2 12.8 19.9 21.6 Old : 21.5 22.5 31.9 34.5 13.2 12.8 19.9 21.6 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 29, 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 : 242,119: 62,532 19,079 73,233 92,853 142,037 228,617 234,349: 13,502 7,770 Old : 223,513: 63,180 20,275 65,358 82,104 130,390 210,641 216,023: 12,871 7,490 Other: 18,607: 2,829 2,281 4,398 10,749 11,647 17,976 18,326: 631 280 : : : : : Changes in Commitments from: January 22, 2008 : : 9,070: -302 286 5,230 5,431 5,717 10,359 11,233: -1,288 -2,162 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 7.9 30.2 38.4 58.7 94.4 96.8: 5.6 3.2 Old : 100.0: 28.3 9.1 29.2 36.7 58.3 94.2 96.6: 5.8 3.4 Other: 100.0: 15.2 12.3 23.6 57.8 62.6 96.6 98.5: 3.4 1.5 : : : :# Traders : Number of Traders in Each Category : All : 422: 188 63 122 109 137 346 288: Old : 421: 188 68 121 105 134 341 285: Other: 132: 28 23 30 34 65 75 106: :---------------------------------------------------------------------------------------------------- : 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 : 14.8 18.9 25.0 29.0 13.8 12.8 21.9 21.1 Old : 14.9 19.7 24.5 30.0 14.6 15.1 22.9 23.4 Other: 41.8 29.0 59.3 44.9 34.7 21.6 45.9 32.8 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 41,561: 7,786 13,718 3,346 27,226 20,990 38,359 38,055: 3,202 3,506 Old : 41,561: 7,786 13,718 3,346 27,226 20,990 38,359 38,055: 3,202 3,506 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 22, 2008 : : 3,289: 510 3,480 -115 3,679 -583 4,074 2,782: -785 506 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 33.0 8.1 65.5 50.5 92.3 91.6: 7.7 8.4 Old : 100.0: 18.7 33.0 8.1 65.5 50.5 92.3 91.6: 7.7 8.4 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 : 83: 26 44 10 7 8 36 60: Old : 83: 26 44 10 7 8 36 60: 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 : 85.1 64.0 88.6 72.7 79.1 61.8 80.7 69.2 Old : 85.1 64.0 88.6 72.7 79.1 61.8 80.7 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 1, 2008