COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 565,626: 71,546 6,853 218,569 231,864 314,209 521,979 539,631: 43,647 25,995
Old : 327,852: 54,026 13,517 111,936 133,465 184,963 299,428 310,417: 28,424 17,435
Other: 237,774: 30,078 5,894 94,075 98,399 129,246 222,552 229,214: 15,223 8,560
: : :
: : Changes in Commitments from: March 11, 2008 :
: -7,000: -9,627 -2,813 -164 753 -7,067 -9,037 -10,044: 2,037 3,044
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 1.2 38.6 41.0 55.6 92.3 95.4: 7.7 4.6
Old : 100.0: 16.5 4.1 34.1 40.7 56.4 91.3 94.7: 8.7 5.3
Other: 100.0: 12.6 2.5 39.6 41.4 54.4 93.6 96.4: 6.4 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 155 53 113 73 76 282 199:
Old : 268: 122 64 91 60 68 235 173:
Other: 210: 98 35 78 58 59 183 146:
:----------------------------------------------------------------------------------------------------
: 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 : 18.4 29.6 30.6 42.6 12.0 18.6 16.3 25.7
Old : 16.5 38.1 27.4 49.5 13.8 31.5 20.6 36.3
Other: 28.8 25.2 40.2 40.9 18.1 19.1 22.3 26.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 37,001: 8,422 9,455 5,628 17,973 17,976 32,023 33,059: 4,979 3,942
Old : 35,028: 8,183 9,943 4,900 17,435 16,300 30,517 31,143: 4,511 3,885
Other: 1,973: 873 145 95 538 1,676 1,505 1,916: 468 57
: : :
: : Changes in Commitments from: March 11, 2008 :
: 75: -1,021 620 441 1,121 -977 541 84: -465 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 25.6 15.2 48.6 48.6 86.5 89.3: 13.5 10.7
Old : 100.0: 23.4 28.4 14.0 49.8 46.5 87.1 88.9: 12.9 11.1
Other: 100.0: 44.2 7.4 4.8 27.2 84.9 76.3 97.1: 23.7 2.9
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 41 40 18 24 12 74 62:
Old : 109: 41 41 17 24 12 73 62:
Other: 24: 6 9 7 6 5 18 15:
:----------------------------------------------------------------------------------------------------
: 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 47.3 44.2 59.4 25.0 40.2 40.8 48.9
Old : 26.8 45.5 45.3 57.9 25.6 38.2 41.9 48.7
Other: 55.6 87.6 69.7 93.3 55.0 82.2 65.6 85.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 187,394: 65,211 23,571 28,638 78,576 127,045 172,425 179,254: 14,969 8,140
Old : 146,972: 59,921 24,216 22,206 51,490 93,286 133,617 139,708: 13,355 7,264
Other: 40,422: 9,005 3,069 2,717 27,085 33,759 38,808 39,546: 1,614 876
: : :
: : Changes in Commitments from: March 11, 2008 :
: -5,337: -10,255 -3,755 1,081 4,888 -2,912 -4,286 -5,586: -1,051 249
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 12.6 15.3 41.9 67.8 92.0 95.7: 8.0 4.3
Old : 100.0: 40.8 16.5 15.1 35.0 63.5 90.9 95.1: 9.1 4.9
Other: 100.0: 22.3 7.6 6.7 67.0 83.5 96.0 97.8: 4.0 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 178: 85 24 41 52 47 155 100:
Old : 172: 85 23 39 50 43 151 93:
Other: 76: 19 10 12 28 35 54 51:
:----------------------------------------------------------------------------------------------------
: 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 34.4 33.8 48.3 17.6 25.3 26.1 36.7
Old : 21.1 38.5 30.5 52.8 19.8 34.2 28.4 47.3
Other: 43.5 30.9 62.3 50.0 39.1 24.9 49.7 40.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 1,373,609: 221,077 52,115 339,983 688,390 923,861 1,249,450 1,315,959: 124,159 57,650
Old : 1,373,609: 221,077 52,115 339,983 688,390 923,861 1,249,450 1,315,959: 124,159 57,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -30,409: -24,055 1,599 -582 7,368 -30,306 -17,269 -29,289: -13,140 -1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 3.8 24.8 50.1 67.3 91.0 95.8: 9.0 4.2
Old : 100.0: 16.1 3.8 24.8 50.1 67.3 91.0 95.8: 9.0 4.2
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 : 264: 100 52 79 90 91 228 188:
Old : 264: 100 52 79 90 91 228 188:
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 : 18.8 22.8 29.4 35.2 14.2 16.9 22.0 26.9
Old : 18.8 22.8 29.4 35.2 14.2 16.9 22.0 26.9
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, March 18, 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 : 263,541: 46,246 6,741 94,994 109,628 155,445 250,868 257,180: 12,673 6,361
Old : 220,670: 47,157 9,542 75,712 86,344 129,778 209,213 215,032: 11,457 5,639
Other: 42,870: 6,117 4,227 12,254 23,284 25,667 41,655 42,148: 1,216 723
: : :
: : Changes in Commitments from: March 11, 2008 :
: -12,932: -15,633 -3,121 -1,250 4,025 -8,877 -12,859 -13,248: -74 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 2.6 36.0 41.6 59.0 95.2 97.6: 4.8 2.4
Old : 100.0: 21.4 4.3 34.3 39.1 58.8 94.8 97.4: 5.2 2.6
Other: 100.0: 14.3 9.9 28.6 54.3 59.9 97.2 98.3: 2.8 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 376: 162 57 111 116 126 326 256:
Old : 374: 168 53 105 112 121 318 248:
Other: 165: 34 24 36 57 85 108 129:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 21.2 26.5 32.2 12.8 13.1 18.7 21.6
Old : 15.2 22.8 25.8 34.3 14.5 18.3 21.6 27.4
Other: 30.2 20.9 43.6 34.8 25.1 15.5 32.8 22.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 18, 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 : 45,585: 11,102 20,246 1,902 27,701 18,148 40,705 40,296: 4,880 5,290
Old : 45,585: 11,102 20,246 1,902 27,701 18,148 40,705 40,296: 4,880 5,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 11, 2008 :
: -11,000: -3,302 -4,473 -250 -8,120 -6,348 -11,673 -11,072: 673 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 44.4 4.2 60.8 39.8 89.3 88.4: 10.7 11.6
Old : 100.0: 24.4 44.4 4.2 60.8 39.8 89.3 88.4: 10.7 11.6
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 : 82: 26 42 7 4 13 32 60:
Old : 82: 26 42 7 4 13 32 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 : 77.2 48.4 84.3 63.2 76.2 48.3 81.0 61.2
Old : 77.2 48.4 84.3 63.2 76.2 48.3 81.0 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 21, 2008