COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, September 25, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 226,842: 70,866 20,692 25,252 108,126 172,535 204,244 218,479: 22,598 8,363
Old : 207,256: 65,843 21,653 22,100 98,110 155,506 186,053 199,259: 21,203 7,997
Other: 19,586: 7,644 1,660 531 10,016 17,029 18,191 19,220: 1,395 366
: : :
: : Changes in Commitments from: September 18, 2007 :
: 11,313: 7,967 1,207 730 431 8,906 9,128 10,843: 2,185 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 9.1 11.1 47.7 76.1 90.0 96.3: 10.0 3.7
Old : 100.0: 31.8 10.4 10.7 47.3 75.0 89.8 96.1: 10.2 3.9
Other: 100.0: 39.0 8.5 2.7 51.1 86.9 92.9 98.1: 7.1 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 285: 136 59 80 50 57 234 160:
Old : 278: 128 65 79 48 53 225 156:
Other: 96: 39 14 8 16 32 58 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 : 21.4 40.2 32.2 54.0 19.8 35.1 29.1 48.1
Old : 21.8 42.9 31.7 55.1 20.5 40.6 30.2 51.0
Other: 47.1 57.1 62.9 73.4 45.0 57.1 60.9 72.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, September 25, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 29,129: 10,443 7,552 3,341 11,260 16,237 25,044 27,130: 4,085 1,999
Old : 17,084: 7,193 8,186 308 6,697 7,006 14,198 15,500: 2,886 1,584
Other: 12,045: 4,401 517 1,882 4,563 9,231 10,846 11,630: 1,199 415
: : :
: : Changes in Commitments from: September 18, 2007 :
: 900: 499 -2,361 -56 -169 3,528 274 1,111: 626 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 25.9 11.5 38.7 55.7 86.0 93.1: 14.0 6.9
Old : 100.0: 42.1 47.9 1.8 39.2 41.0 83.1 90.7: 16.9 9.3
Other: 100.0: 36.5 4.3 15.6 37.9 76.6 90.0 96.6: 10.0 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 36 29 18 25 12 69 54:
Old : 96: 33 33 1 21 10 54 44:
Other: 54: 27 8 12 14 9 45 26:
:----------------------------------------------------------------------------------------------------
: 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 : 19.9 54.2 34.6 67.4 19.7 49.8 33.2 60.4
Old : 23.8 53.6 41.4 66.8 23.8 53.6 41.4 66.8
Other: 31.3 71.8 50.3 85.5 22.8 58.3 36.9 65.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, September 25, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 127,638: 48,284 8,988 6,273 62,940 108,253 117,497 123,514: 10,141 4,124
Old : 114,816: 49,619 9,233 4,008 51,092 97,509 104,719 110,750: 10,097 4,066
Other: 12,822: 928 2,018 2 11,848 10,744 12,778 12,764: 44 58
: : :
: : Changes in Commitments from: September 18, 2007 :
: 5,303: 9,924 -2,183 -2,143 -2,254 10,339 5,527 6,013: -224 -710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.8 7.0 4.9 49.3 84.8 92.1 96.8: 7.9 3.2
Old : 100.0: 43.2 8.0 3.5 44.5 84.9 91.2 96.5: 8.8 3.5
Other: 100.0: 7.2 15.7 0.0 92.4 83.8 99.7 99.5: 0.3 0.5
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 56 31 27 46 42 122 86:
Old : 153: 59 30 26 45 42 119 86:
Other: 32: 3 8 2 8 17 13 25:
:----------------------------------------------------------------------------------------------------
: 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 : 31.2 44.8 42.3 58.8 22.8 33.3 31.8 43.2
Old : 26.9 44.7 37.9 59.5 22.9 37.4 32.2 48.3
Other: 95.6 57.0 99.0 75.4 91.7 57.0 94.7 74.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, September 25, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 652,652: 140,893 124,212 36,326 397,581 432,859 574,800 593,397: 77,852 59,255
Old : 652,652: 140,893 124,212 36,326 397,581 432,859 574,800 593,397: 77,852 59,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 10,691: 14,619 -28,661 1,075 -10,754 49,040 4,940 21,454: 5,751 -10,763
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 19.0 5.6 60.9 66.3 88.1 90.9: 11.9 9.1
Old : 100.0: 21.6 19.0 5.6 60.9 66.3 88.1 90.9: 11.9 9.1
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 : 200: 57 57 38 65 67 146 140:
Old : 200: 57 57 38 65 67 146 140:
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 : 24.6 24.7 35.6 39.2 17.5 15.3 27.3 25.3
Old : 24.6 24.7 35.6 39.2 17.5 15.3 27.3 25.3
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 - Futures Only, September 25, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 168,146: 61,413 24,818 26,964 67,958 108,890 156,335 160,672: 11,811 7,474
Old : 156,107: 61,269 26,235 20,481 62,901 102,400 144,651 149,116: 11,456 6,991
Other: 12,039: 2,084 523 4,543 5,057 6,490 11,684 11,556: 355 483
: : :
: : Changes in Commitments from: September 18, 2007 :
: 7,091: 2,480 -3,567 1,355 2,185 9,577 6,020 7,365: 1,071 -274
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.5 14.8 16.0 40.4 64.8 93.0 95.6: 7.0 4.4
Old : 100.0: 39.2 16.8 13.1 40.3 65.6 92.7 95.5: 7.3 4.5
Other: 100.0: 17.3 4.3 37.7 42.0 53.9 97.1 96.0: 2.9 4.0
: : :
:# Traders : Number of Traders in Each Category :
All : 370: 168 56 66 82 106 278 210:
Old : 369: 166 58 65 78 106 273 209:
Other: 60: 9 8 6 14 37 23 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 : 22.7 28.5 32.9 39.6 18.6 19.2 26.5 27.3
Old : 21.2 28.9 31.3 40.2 20.0 22.6 28.5 31.2
Other: 71.2 62.5 86.1 74.0 41.4 32.8 47.5 38.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, September 25, 2007
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,781: 5,837 31,860 2,236 31,278 2,830 39,351 36,926: 1,430 3,855
Old : 40,781: 5,837 31,860 2,236 31,278 2,830 39,351 36,926: 1,430 3,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2007 :
: 1,440: 566 1,089 -141 1,234 654 1,659 1,602: -219 -162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 78.1 5.5 76.7 6.9 96.5 90.5: 3.5 9.5
Old : 100.0: 14.3 78.1 5.5 76.7 6.9 96.5 90.5: 3.5 9.5
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 : 72: 10 47 6 7 9 19 61:
Old : 72: 10 47 6 7 9 19 61:
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 : 87.4 38.5 93.7 55.9 85.4 38.5 89.2 54.1
Old : 87.4 38.5 93.7 55.9 85.4 38.5 89.2 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 28, 2007