COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 451,174: 85,444 11,338 136,256 193,779 287,648 415,480 435,243: 35,695 15,932 Old : 324,499: 59,949 17,045 97,968 141,204 196,274 299,120 311,287: 25,378 13,211 Other: 126,676: 32,431 1,228 31,353 52,576 91,374 116,360 123,955: 10,316 2,720 : : : : : Changes in Commitments from: January 29, 2008 : : 12,619: 2,995 1,714 -2,182 11,726 13,779 12,538 13,310: 80 -692 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 2.5 30.2 42.9 63.8 92.1 96.5: 7.9 3.5 Old : 100.0: 18.5 5.3 30.2 43.5 60.5 92.2 95.9: 7.8 4.1 Other: 100.0: 25.6 1.0 24.8 41.5 72.1 91.9 97.9: 8.1 2.1 : : : :# Traders : Number of Traders in Each Category : All : 344: 179 53 113 74 78 312 200: Old : 324: 155 62 100 71 75 283 193: Other: 193: 88 31 53 47 53 165 109: :---------------------------------------------------------------------------------------------------- : 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 34.8 30.8 50.5 14.3 23.6 19.7 35.9 Old : 18.5 36.7 29.0 49.0 13.1 26.3 20.0 34.4 Other: 26.0 43.7 38.6 59.2 22.8 38.1 29.5 50.5 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 32,571: 8,663 4,890 7,216 13,584 17,580 29,463 29,687: 3,108 2,884 Old : 31,662: 8,649 5,529 6,563 13,443 16,696 28,654 28,788: 3,008 2,874 Other: 909: 653 0 15 141 884 809 899: 100 10 : : : : : Changes in Commitments from: January 29, 2008 : : -217: -1,047 422 -307 1,647 -322 293 -208: -509 -9 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 15.0 22.2 41.7 54.0 90.5 91.1: 9.5 8.9 Old : 100.0: 27.3 17.5 20.7 42.5 52.7 90.5 90.9: 9.5 9.1 Other: 100.0: 71.8 0.0 1.7 15.5 97.2 89.0 98.9: 11.0 1.1 : : : :# Traders : Number of Traders in Each Category : All : 106: 40 36 31 23 14 81 66: Old : 106: 39 38 31 23 14 81 66: Other: 9: 5 0 2 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 : 25.1 47.0 42.4 61.9 24.9 40.6 40.0 49.8 Old : 25.8 45.5 43.2 60.8 25.6 38.9 40.7 50.0 Other: 81.8 98.9 89.0 98.9 80.7 97.2 87.3 97.2 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 200,584: 90,166 27,622 23,497 75,928 144,653 189,591 195,772: 10,993 4,812 Old : 170,217: 87,698 27,962 20,556 51,706 117,196 159,959 165,714: 10,257 4,503 Other: 30,367: 3,394 586 2,015 24,222 27,457 29,632 30,058: 735 309 : : : : : Changes in Commitments from: January 29, 2008 : : -6,866: 8,553 4,367 -6,084 -2,872 -325 -403 -2,042: -6,463 -4,824 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.0 13.8 11.7 37.9 72.1 94.5 97.6: 5.5 2.4 Old : 100.0: 51.5 16.4 12.1 30.4 68.9 94.0 97.4: 6.0 2.6 Other: 100.0: 11.2 1.9 6.6 79.8 90.4 97.6 99.0: 2.4 1.0 : : : :# Traders : Number of Traders in Each Category : All : 208: 105 30 47 52 48 186 108: Old : 206: 108 28 44 49 45 180 103: Other: 62: 13 10 12 27 30 51 42: :---------------------------------------------------------------------------------------------------- : 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 : 19.5 40.1 31.3 55.4 16.0 30.3 26.0 41.9 Old : 18.6 44.5 30.3 58.5 18.0 37.7 28.8 48.8 Other: 57.2 40.0 70.3 60.9 40.8 31.8 47.0 46.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 1,492,736: 251,269 82,675 349,091 722,343 969,279 1,322,703 1,401,045: 170,033 91,691 Old : 1,492,736: 251,269 82,675 349,091 722,343 969,279 1,322,703 1,401,045: 170,033 91,691 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2008 : : 10,853: 7,537 -2,950 1,684 -10,749 2,472 -1,528 1,206: 12,381 9,647 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.8 5.5 23.4 48.4 64.9 88.6 93.9: 11.4 6.1 Old : 100.0: 16.8 5.5 23.4 48.4 64.9 88.6 93.9: 11.4 6.1 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 : 273: 119 45 87 90 88 251 184: Old : 273: 119 45 87 90 88 251 184: 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 : 21.4 22.2 31.7 33.7 14.0 12.9 20.1 22.3 Old : 21.4 22.2 31.7 33.7 14.0 12.9 20.1 22.3 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, February 5, 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 : 258,075: 70,286 14,519 80,282 93,800 155,533 244,369 250,334: 13,705 7,741 Old : 237,094: 70,098 16,640 70,717 83,251 142,524 224,066 229,881: 13,027 7,212 Other: 20,981: 3,922 1,614 5,831 10,550 13,008 20,303 20,453: 678 528 : : : : : Changes in Commitments from: January 29, 2008 : : 15,955: 7,755 -4,560 7,049 948 13,495 15,752 15,985: 204 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 5.6 31.1 36.3 60.3 94.7 97.0: 5.3 3.0 Old : 100.0: 29.6 7.0 29.8 35.1 60.1 94.5 97.0: 5.5 3.0 Other: 100.0: 18.7 7.7 27.8 50.3 62.0 96.8 97.5: 3.2 2.5 : : : :# Traders : Number of Traders in Each Category : All : 453: 212 72 125 113 141 376 299: Old : 452: 203 86 123 108 137 369 295: Other: 137: 30 21 30 39 73 80 114: :---------------------------------------------------------------------------------------------------- : 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 : 14.9 19.3 24.9 29.8 13.5 13.4 20.9 21.6 Old : 15.1 20.3 24.7 31.0 14.6 15.9 22.2 24.3 Other: 37.5 25.4 55.7 38.7 30.8 18.0 40.9 27.4 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 5, 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 : 45,805: 6,920 15,897 3,475 31,257 21,713 41,652 41,085: 4,153 4,719 Old : 45,805: 6,920 15,897 3,475 31,257 21,713 41,652 41,085: 4,153 4,719 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2008 : : 4,244: -866 2,179 128 4,031 723 3,293 3,031: 951 1,213 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 34.7 7.6 68.2 47.4 90.9 89.7: 9.1 10.3 Old : 100.0: 15.1 34.7 7.6 68.2 47.4 90.9 89.7: 9.1 10.3 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 : 87: 26 45 14 10 8 41 63: Old : 87: 26 45 14 10 8 41 63: 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 : 82.0 56.6 85.9 68.5 76.9 55.5 79.1 66.2 Old : 82.0 56.6 85.9 68.5 76.9 55.5 79.1 66.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 8, 2008