COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 381,346: 85,332 10,171 91,099 165,896 264,753 342,326 366,023: 39,020 15,323 Old : 239,851: 59,539 17,441 44,793 108,490 165,500 212,822 227,734: 27,029 12,117 Other: 141,495: 34,991 1,928 37,108 57,406 99,253 129,504 138,289: 11,991 3,206 : : : : : Changes in Commitments from: February 12, 2008 : : 1,811: 2,749 -1,475 1,334 -6,030 3,082 -1,948 2,941: 3,758 -1,130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.4 2.7 23.9 43.5 69.4 89.8 96.0: 10.2 4.0 Old : 100.0: 24.8 7.3 18.7 45.2 69.0 88.7 94.9: 11.3 5.1 Other: 100.0: 24.7 1.4 26.2 40.6 70.1 91.5 97.7: 8.5 2.3 : : : :# Traders : Number of Traders in Each Category : All : 308: 167 52 94 64 73 277 176: Old : 284: 140 58 73 60 68 240 162: Other: 193: 87 35 58 47 51 165 114: :---------------------------------------------------------------------------------------------------- : 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 : 18.1 37.2 28.9 54.0 17.7 29.9 24.3 44.5 Old : 18.6 44.4 28.1 55.7 18.5 40.8 27.9 49.6 Other: 25.1 40.5 37.3 55.4 22.1 35.7 28.6 47.0 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 31,028: 8,111 7,091 4,463 14,990 16,350 27,564 27,905: 3,464 3,124 Old : 29,985: 8,114 7,702 3,769 14,849 15,401 26,732 26,872: 3,252 3,113 Other: 1,044: 653 45 38 141 950 832 1,033: 212 11 : : : : : Changes in Commitments from: February 12, 2008 : : -3,012: -572 958 -2,339 -322 -1,002 -3,233 -2,383: 221 -629 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 22.9 14.4 48.3 52.7 88.8 89.9: 11.2 10.1 Old : 100.0: 27.1 25.7 12.6 49.5 51.4 89.2 89.6: 10.8 10.4 Other: 100.0: 62.6 4.3 3.6 13.5 91.0 79.7 98.9: 20.3 1.1 : : : :# Traders : Number of Traders in Each Category : All : 100: 32 41 21 22 13 68 63: Old : 100: 32 42 20 22 13 67 63: Other: 10: 5 1 3 3 1 9 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 : 27.9 45.6 46.6 59.0 26.3 36.9 42.5 47.9 Old : 28.8 44.1 47.8 57.9 27.1 35.0 43.6 46.8 Other: 71.3 98.9 79.2 98.9 70.3 95.3 76.1 95.3 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 192,412: 91,487 31,892 18,618 67,217 134,313 177,322 184,823: 15,090 7,589 Old : 158,471: 87,894 30,152 14,506 41,930 106,618 144,330 151,275: 14,142 7,196 Other: 33,941: 5,492 3,640 2,213 25,287 27,695 32,992 33,548: 949 392 : : : : : Changes in Commitments from: February 12, 2008 : : -8,525: -993 762 -787 -5,741 -3,385 -7,521 -3,409: -1,004 -5,115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.5 16.6 9.7 34.9 69.8 92.2 96.1: 7.8 3.9 Old : 100.0: 55.5 19.0 9.2 26.5 67.3 91.1 95.5: 8.9 4.5 Other: 100.0: 16.2 10.7 6.5 74.5 81.6 97.2 98.8: 2.8 1.2 : : : :# Traders : Number of Traders in Each Category : All : 192: 101 27 32 48 46 163 95: Old : 188: 103 25 29 43 43 154 89: Other: 68: 14 13 13 29 30 53 47: :---------------------------------------------------------------------------------------------------- : 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 : 20.7 39.6 33.0 53.7 17.4 31.5 27.6 43.3 Old : 20.9 44.5 31.7 57.4 20.3 40.9 31.2 52.1 Other: 51.5 36.0 66.3 57.5 41.4 32.6 49.7 49.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 1,364,541: 270,793 64,134 290,628 652,271 949,041 1,213,692 1,303,804: 150,849 60,737 Old : 1,364,541: 270,793 64,134 290,628 652,271 949,041 1,213,692 1,303,804: 150,849 60,737 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2008 : : 73,336: 531 -10,222 46,020 8,190 29,447 54,741 65,245: 18,595 8,091 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 4.7 21.3 47.8 69.6 88.9 95.5: 11.1 4.5 Old : 100.0: 19.8 4.7 21.3 47.8 69.6 88.9 95.5: 11.1 4.5 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 : 265: 110 45 83 85 87 239 179: Old : 265: 110 45 83 85 87 239 179: 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 : 21.6 24.9 31.8 38.4 15.5 17.4 22.8 27.7 Old : 21.6 24.9 31.8 38.4 15.5 17.4 22.8 27.7 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 19, 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 : 279,062: 75,037 13,804 81,250 107,811 177,001 264,098 272,055: 14,965 7,007 Old : 249,864: 74,853 16,108 69,091 91,838 158,489 235,782 243,688: 14,082 6,176 Other: 29,198: 5,196 2,708 7,148 15,972 18,512 28,316 28,367: 882 831 : : : : : Changes in Commitments from: February 12, 2008 : : 20,260: 215 610 8,352 11,403 12,863 19,970 21,825: 290 -1,565 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 4.9 29.1 38.6 63.4 94.6 97.5: 5.4 2.5 Old : 100.0: 30.0 6.4 27.7 36.8 63.4 94.4 97.5: 5.6 2.5 Other: 100.0: 17.8 9.3 24.5 54.7 63.4 97.0 97.2: 3.0 2.8 : : : :# Traders : Number of Traders in Each Category : All : 425: 208 59 111 100 136 354 269: Old : 424: 200 69 109 96 134 347 267: Other: 156: 34 20 33 45 82 91 124: :---------------------------------------------------------------------------------------------------- : 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 : 15.3 21.5 26.0 32.4 14.4 13.7 21.7 22.6 Old : 16.0 22.8 25.9 34.0 15.9 17.6 23.8 26.3 Other: 36.6 24.2 52.1 36.9 32.7 16.4 40.6 24.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 41,514: 6,132 12,824 2,599 28,892 21,826 37,623 37,250: 3,891 4,265 Old : 41,514: 6,132 12,824 2,599 28,892 21,826 37,623 37,250: 3,891 4,265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2008 : : 2,430: 1,102 3,276 -761 2,098 -88 2,439 2,427: -10 2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.8 30.9 6.3 69.6 52.6 90.6 89.7: 9.4 10.3 Old : 100.0: 14.8 30.9 6.3 69.6 52.6 90.6 89.7: 9.4 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 : 80: 30 35 11 10 8 43 51: Old : 80: 30 35 11 10 8 43 51: 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 : 77.1 62.0 83.2 71.6 73.5 60.8 77.8 68.6 Old : 77.1 62.0 83.2 71.6 73.5 60.8 77.8 68.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 22, 2008