COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 541,058: 66,094 4,972 212,042 232,686 310,521 510,822 527,535: 30,236 13,524
Old : 303,480: 46,416 10,886 107,356 131,430 177,087 285,202 295,330: 18,277 8,150
Other: 237,578: 30,038 4,446 94,326 101,256 133,433 225,619 232,205: 11,959 5,373
: : :
: : Changes in Commitments from: March 18, 2008 :
: -24,568: -5,452 -1,881 -6,527 821 -3,688 -11,157 -12,096: -13,411 -12,472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 0.9 39.2 43.0 57.4 94.4 97.5: 5.6 2.5
Old : 100.0: 15.3 3.6 35.4 43.3 58.4 94.0 97.3: 6.0 2.7
Other: 100.0: 12.6 1.9 39.7 42.6 56.2 95.0 97.7: 5.0 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 295: 157 36 115 76 78 272 201:
Old : 257: 126 43 93 63 72 229 174:
Other: 211: 92 40 82 61 61 185 152:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 30.9 32.1 44.1 12.2 19.5 16.9 26.2
Old : 17.7 40.1 29.2 51.5 14.4 32.4 21.5 36.9
Other: 29.6 26.4 41.0 42.3 18.3 18.5 22.8 26.4
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 38,155: 8,223 11,004 6,073 19,003 17,622 33,300 34,699: 4,855 3,456
Old : 35,320: 8,162 10,951 5,313 18,321 15,662 31,796 31,926: 3,524 3,394
Other: 2,835: 638 629 184 682 1,959 1,503 2,772: 1,332 63
: : :
: : Changes in Commitments from: March 18, 2008 :
: 1,154: -199 1,549 445 1,031 -354 1,277 1,640: -123 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 28.8 15.9 49.8 46.2 87.3 90.9: 12.7 9.1
Old : 100.0: 23.1 31.0 15.0 51.9 44.3 90.0 90.4: 10.0 9.6
Other: 100.0: 22.5 22.2 6.5 24.1 69.1 53.0 97.8: 47.0 2.2
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 37 45 19 26 11 78 60:
Old : 108: 42 38 18 26 11 75 60:
Other: 29: 7 12 9 6 7 22 19:
:----------------------------------------------------------------------------------------------------
: 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 45.2 43.4 58.6 24.5 38.1 39.9 48.4
Old : 26.9 43.8 45.2 57.6 25.7 36.3 41.7 48.5
Other: 33.5 77.7 42.8 89.0 33.5 73.3 41.6 80.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 173,702: 49,166 15,639 30,343 79,342 119,275 158,851 165,257: 14,851 8,446
Old : 134,377: 46,466 17,164 23,555 51,038 86,146 121,058 126,865: 13,319 7,512
Other: 39,325: 6,784 2,559 2,704 28,304 33,129 37,793 38,392: 1,532 933
: : :
: : Changes in Commitments from: March 18, 2008 :
: -13,691: -16,046 -7,932 1,705 767 -7,770 -13,574 -13,998: -117 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 9.0 17.5 45.7 68.7 91.5 95.1: 8.5 4.9
Old : 100.0: 34.6 12.8 17.5 38.0 64.1 90.1 94.4: 9.9 5.6
Other: 100.0: 17.3 6.5 6.9 72.0 84.2 96.1 97.6: 3.9 2.4
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 65 18 41 50 48 137 96:
Old : 153: 67 17 39 48 46 133 93:
Other: 72: 19 10 11 27 33 52 48:
:----------------------------------------------------------------------------------------------------
: 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 : 23.6 34.1 35.8 49.1 18.9 24.2 27.4 36.2
Old : 21.7 38.2 32.2 53.3 19.8 33.8 29.6 47.7
Other: 44.6 31.7 61.9 50.4 39.8 25.3 47.4 40.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 1,332,433: 217,157 45,919 333,666 679,636 903,739 1,230,459 1,283,325: 101,974 49,109
Old : 1,332,433: 217,157 45,919 333,666 679,636 903,739 1,230,459 1,283,325: 101,974 49,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -41,175: -3,920 -6,196 -6,316 -8,754 -20,122 -18,991 -32,634: -22,185 -8,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 3.4 25.0 51.0 67.8 92.3 96.3: 7.7 3.7
Old : 100.0: 16.3 3.4 25.0 51.0 67.8 92.3 96.3: 7.7 3.7
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 : 266: 105 44 78 97 94 235 187:
Old : 266: 105 44 78 97 94 235 187:
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 : 18.9 23.2 29.9 35.9 14.0 17.4 22.0 27.2
Old : 18.9 23.2 29.9 35.9 14.0 17.4 22.0 27.2
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 25, 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 : 257,582: 41,011 7,378 96,396 109,596 148,521 247,002 252,295: 10,580 5,287
Old : 213,198: 41,865 9,619 76,730 85,755 122,911 204,350 209,260: 8,848 3,938
Other: 44,384: 5,410 4,025 13,400 23,841 25,609 42,652 43,035: 1,732 1,349
: : :
: : Changes in Commitments from: March 18, 2008 :
: -5,959: -5,235 637 1,402 -33 -6,924 -3,866 -4,885: -2,093 -1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 2.9 37.4 42.5 57.7 95.9 97.9: 4.1 2.1
Old : 100.0: 19.6 4.5 36.0 40.2 57.7 95.9 98.2: 4.1 1.8
Other: 100.0: 12.2 9.1 30.2 53.7 57.7 96.1 97.0: 3.9 3.0
: : :
:# Traders : Number of Traders in Each Category :
All : 366: 159 54 102 118 124 315 252:
Old : 361: 157 56 96 113 118 305 242:
Other: 168: 33 27 38 64 83 114 132:
:----------------------------------------------------------------------------------------------------
: 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 : 16.1 21.1 26.7 32.2 12.6 12.8 19.0 21.1
Old : 15.6 22.7 26.0 34.2 14.7 18.2 22.4 27.4
Other: 30.6 21.5 43.3 35.1 25.1 13.2 31.5 19.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 25, 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 : 44,235: 12,541 20,198 2,698 23,962 16,226 39,200 39,121: 5,036 5,114
Old : 44,235: 12,541 20,198 2,698 23,962 16,226 39,200 39,121: 5,036 5,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 18, 2008 :
: -1,350: 1,438 -49 796 -3,740 -1,922 -1,505 -1,174: 155 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 45.7 6.1 54.2 36.7 88.6 88.4: 11.4 11.6
Old : 100.0: 28.3 45.7 6.1 54.2 36.7 88.6 88.4: 11.4 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 : 92: 40 38 8 6 10 49 54:
Old : 92: 40 38 8 6 10 49 54:
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 : 74.9 46.5 81.4 62.9 72.0 46.3 76.3 61.4
Old : 74.9 46.5 81.4 62.9 72.0 46.3 76.3 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 28, 2008