COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 379,535: 82,583 11,646 89,765 171,926 261,671 344,274 363,082: 35,262 16,453
Old : 244,248: 56,253 17,611 47,849 116,011 165,384 220,112 230,844: 24,136 13,404
Other: 135,287: 33,809 1,514 34,437 55,915 96,287 124,161 132,239: 11,126 3,049
: : :
: : Changes in Commitments from: February 5, 2008 :
: -71,639: -2,862 308 -46,491 -21,854 -25,977 -71,206 -72,160: -433 521
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 3.1 23.7 45.3 68.9 90.7 95.7: 9.3 4.3
Old : 100.0: 23.0 7.2 19.6 47.5 67.7 90.1 94.5: 9.9 5.5
Other: 100.0: 25.0 1.1 25.5 41.3 71.2 91.8 97.7: 8.2 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 162 41 90 66 73 266 174:
Old : 281: 137 49 75 62 67 233 164:
Other: 186: 78 34 52 48 52 158 108:
:----------------------------------------------------------------------------------------------------
: 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 : 18.2 36.3 31.0 53.2 16.8 27.1 23.3 41.8
Old : 19.2 41.3 30.2 52.4 17.4 34.9 26.4 43.8
Other: 25.7 42.4 38.1 57.8 22.8 37.1 29.7 49.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 34,040: 8,683 6,133 6,802 15,312 17,352 30,797 30,287: 3,243 3,752
Old : 33,067: 8,701 6,768 6,116 15,171 16,441 29,988 29,325: 3,079 3,741
Other: 973: 653 36 15 141 911 809 962: 164 11
: : :
: : Changes in Commitments from: February 5, 2008 :
: 1,469: 20 1,243 -414 1,728 -228 1,334 600: 135 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 18.0 20.0 45.0 51.0 90.5 89.0: 9.5 11.0
Old : 100.0: 26.3 20.5 18.5 45.9 49.7 90.7 88.7: 9.3 11.3
Other: 100.0: 67.1 3.7 1.5 14.5 93.6 83.1 98.9: 16.9 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 108: 37 41 28 24 15 77 71:
Old : 108: 37 42 28 24 15 77 71:
Other: 10: 5 1 2 3 1 8 4:
:----------------------------------------------------------------------------------------------------
: 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 : 26.8 43.2 43.9 57.2 23.9 34.2 38.6 42.9
Old : 27.6 41.7 44.9 56.1 24.4 32.5 39.4 42.9
Other: 76.5 98.9 83.1 98.9 75.4 97.3 81.6 97.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 200,937: 92,480 31,130 19,405 72,958 137,698 184,843 188,233: 16,094 12,704
Old : 168,260: 89,386 31,163 15,055 48,530 109,822 152,971 156,039: 15,289 12,221
Other: 32,677: 5,401 2,274 2,043 24,428 27,876 31,872 32,193: 805 484
: : :
: : Changes in Commitments from: February 5, 2008 :
: 353: 2,314 3,508 -4,092 -2,970 -6,955 -4,748 -7,539: 5,102 7,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 15.5 9.7 36.3 68.5 92.0 93.7: 8.0 6.3
Old : 100.0: 53.1 18.5 8.9 28.8 65.3 90.9 92.7: 9.1 7.3
Other: 100.0: 16.5 7.0 6.3 74.8 85.3 97.5 98.5: 2.5 1.5
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 99 29 40 49 45 166 102:
Old : 193: 101 29 37 45 42 160 97:
Other: 63: 12 13 12 27 28 49 43:
:----------------------------------------------------------------------------------------------------
: 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 : 20.2 38.6 33.1 53.3 17.4 28.2 27.6 40.1
Old : 20.5 43.1 32.3 56.5 19.8 36.2 30.5 48.4
Other: 53.4 35.7 68.8 55.7 42.9 30.0 50.2 46.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 1,291,206: 270,262 74,356 244,609 644,081 919,594 1,158,952 1,238,559: 132,254 52,647
Old : 1,291,206: 270,262 74,356 244,609 644,081 919,594 1,158,952 1,238,559: 132,254 52,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -201,530: 18,994 -8,319 -104,482 -78,262 -49,685 -163,751 -162,486: -37,779 -39,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 5.8 18.9 49.9 71.2 89.8 95.9: 10.2 4.1
Old : 100.0: 20.9 5.8 18.9 49.9 71.2 89.8 95.9: 10.2 4.1
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 : 270: 114 45 80 86 87 243 177:
Old : 270: 114 45 80 86 87 243 177:
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 : 23.4 26.2 32.8 39.1 15.9 16.6 23.3 27.4
Old : 23.4 26.2 32.8 39.1 15.9 16.6 23.3 27.4
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 12, 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 : 258,802: 74,822 13,194 72,898 96,408 164,138 244,128 250,230: 14,674 8,572
Old : 233,747: 74,794 15,102 61,601 83,390 149,192 219,785 225,895: 13,961 7,852
Other: 25,055: 4,243 2,308 7,081 13,018 14,946 24,342 24,335: 713 720
: : :
: : Changes in Commitments from: February 5, 2008 :
: 727: 4,535 -1,326 -7,384 2,608 8,606 -242 -104: 969 832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 5.1 28.2 37.3 63.4 94.3 96.7: 5.7 3.3
Old : 100.0: 32.0 6.5 26.4 35.7 63.8 94.0 96.6: 6.0 3.4
Other: 100.0: 16.9 9.2 28.3 52.0 59.7 97.2 97.1: 2.8 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 426: 204 63 109 98 136 349 270:
Old : 425: 197 73 107 93 133 342 267:
Other: 144: 32 21 33 39 76 82 120:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 20.7 25.3 31.3 13.9 14.3 21.7 23.1
Old : 15.3 22.0 24.8 32.5 15.2 17.7 23.7 26.9
Other: 38.3 25.6 55.4 38.2 32.3 16.1 39.5 24.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 39,085: 5,030 9,548 3,360 26,794 21,914 35,184 34,822: 3,901 4,263
Old : 39,085: 5,030 9,548 3,360 26,794 21,914 35,184 34,822: 3,901 4,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 5, 2008 :
: -6,720: -1,890 -6,349 -115 -4,463 200 -6,468 -6,263: -252 -457
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 24.4 8.6 68.6 56.1 90.0 89.1: 10.0 10.9
Old : 100.0: 12.9 24.4 8.6 68.6 56.1 90.0 89.1: 10.0 10.9
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 : 76: 27 33 12 11 7 43 48:
Old : 76: 27 33 12 11 7 43 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 : 77.3 63.8 82.4 74.0 71.5 62.5 74.8 70.6
Old : 77.3 63.8 82.4 74.0 71.5 62.5 74.8 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 15, 2008