COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 27, 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 : 209,170: 63,325 28,019 13,538 111,679 154,450 188,542 196,007: 20,628 13,163
Old : 174,140: 55,967 28,656 7,824 93,244 125,669 157,035 162,149: 17,105 11,991
Other: 35,030: 12,431 4,436 641 18,435 28,781 31,507 33,858: 3,523 1,172
: : :
: : Changes in Commitments from: November 20, 2007 :
: -9,365: -2,798 2,607 -1,460 1,232 -6,763 -3,026 -5,616: -6,339 -3,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 13.4 6.5 53.4 73.8 90.1 93.7: 9.9 6.3
Old : 100.0: 32.1 16.5 4.5 53.5 72.2 90.2 93.1: 9.8 6.9
Other: 100.0: 35.5 12.7 1.8 52.6 82.2 89.9 96.7: 10.1 3.3
: : :
:# Traders : Number of Traders in Each Category :
All : 263: 111 72 55 55 49 195 153:
Old : 249: 101 71 37 53 48 174 140:
Other: 123: 40 27 7 22 37 69 68:
:----------------------------------------------------------------------------------------------------
: 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 : 23.9 35.8 36.8 52.9 22.9 32.7 33.7 45.7
Old : 24.9 39.0 37.1 52.6 24.8 36.8 37.1 49.6
Other: 43.4 47.9 57.8 69.1 42.3 47.9 56.7 68.1
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 27, 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 : 26,501: 11,480 3,126 2,727 9,231 18,960 23,438 24,813: 3,063 1,688
Old : 25,724: 11,455 3,689 2,154 9,125 18,193 22,734 24,036: 2,990 1,688
Other: 777: 588 0 10 106 767 704 777: 73 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 85: 85 -339 -36 -403 804 -354 429: 439 -344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.3 11.8 10.3 34.8 71.5 88.4 93.6: 11.6 6.4
Old : 100.0: 44.5 14.3 8.4 35.5 70.7 88.4 93.4: 11.6 6.6
Other: 100.0: 75.7 0.0 1.3 13.6 98.7 90.6 100.0: 9.4 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 89: 38 20 17 19 12 65 44:
Old : 89: 38 21 17 19 12 65 44:
Other: 9: 5 0 1 3 1 8 2:
:----------------------------------------------------------------------------------------------------
: 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 : 31.8 61.2 47.8 72.8 31.8 59.5 46.9 68.3
Old : 32.5 60.0 48.3 72.0 32.5 58.4 48.0 67.9
Other: 82.2 100.0 90.6 100.0 81.0 98.7 89.3 98.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, November 27, 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 : 139,307: 60,457 14,374 5,545 62,199 115,370 128,201 135,289: 11,106 4,018
Old : 118,433: 60,606 14,772 3,773 43,447 96,126 107,826 114,671: 10,607 3,762
Other: 20,874: 1,291 1,042 332 18,752 19,244 20,375 20,618: 499 256
: : :
: : Changes in Commitments from: November 20, 2007 :
: -550: -350 -251 484 -1,459 -671 -1,325 -438: 775 -112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 10.3 4.0 44.6 82.8 92.0 97.1: 8.0 2.9
Old : 100.0: 51.2 12.5 3.2 36.7 81.2 91.0 96.8: 9.0 3.2
Other: 100.0: 6.2 5.0 1.6 89.8 92.2 97.6 98.8: 2.4 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 155: 70 22 16 44 40 126 68:
Old : 154: 73 20 15 42 38 122 66:
Other: 35: 4 5 4 14 21 21 27:
:----------------------------------------------------------------------------------------------------
: 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 : 29.6 42.5 40.8 57.9 24.2 33.4 34.4 44.5
Old : 24.2 47.0 36.6 60.4 23.9 41.6 35.6 53.1
Other: 75.6 54.6 90.9 76.9 52.5 43.1 60.7 54.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 27, 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 : 763,423: 219,295 154,700 33,134 432,276 510,389 684,705 698,223: 78,718 65,200
Old : 763,423: 219,295 154,700 33,134 432,276 510,389 684,705 698,223: 78,718 65,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 1,270: 1,873 16,998 -1,166 5,314 -11,730 6,021 4,102: -4,751 -2,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 20.3 4.3 56.6 66.9 89.7 91.5: 10.3 8.5
Old : 100.0: 28.7 20.3 4.3 56.6 66.9 89.7 91.5: 10.3 8.5
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 : 228: 77 51 43 78 68 172 150:
Old : 228: 77 51 43 78 68 172 150:
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 : 22.5 30.1 33.2 43.2 17.5 22.7 26.6 32.8
Old : 22.5 30.1 33.2 43.2 17.5 22.7 26.6 32.8
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, November 27, 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 : 152,293: 59,493 22,481 18,709 63,959 103,881 142,161 145,071: 10,132 7,222
Old : 138,235: 62,822 22,182 11,523 55,527 99,082 129,872 132,787: 8,363 5,448
Other: 14,058: 1,091 4,719 2,766 8,432 4,799 12,289 12,284: 1,769 1,774
: : :
: : Changes in Commitments from: November 20, 2007 :
: -1,298: 263 1,374 356 -2,371 -3,228 -1,752 -1,498: 454 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 14.8 12.3 42.0 68.2 93.3 95.3: 6.7 4.7
Old : 100.0: 45.4 16.0 8.3 40.2 71.7 94.0 96.1: 6.0 3.9
Other: 100.0: 7.8 33.6 19.7 60.0 34.1 87.4 87.4: 12.6 12.6
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 127 63 49 81 114 238 206:
Old : 336: 130 62 47 76 112 231 202:
Other: 82: 8 17 9 24 44 36 67:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 24.1 36.4 36.1 23.0 17.7 33.3 28.2
Old : 25.3 25.0 37.4 36.8 25.3 21.8 35.6 33.4
Other: 56.9 49.9 73.3 59.9 47.3 35.2 55.6 42.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 27, 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 : 38,395: 6,100 19,300 2,327 26,548 12,866 34,975 34,493: 3,420 3,902
Old : 38,395: 6,100 19,300 2,327 26,548 12,866 34,975 34,493: 3,420 3,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: -93: 334 -1,116 -25 -656 1,017 -347 -124: 254 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 50.3 6.1 69.1 33.5 91.1 89.8: 8.9 10.2
Old : 100.0: 15.9 50.3 6.1 69.1 33.5 91.1 89.8: 8.9 10.2
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 : 75: 19 39 6 9 9 31 52:
Old : 75: 19 39 6 9 9 31 52:
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 : 77.0 44.8 84.0 62.0 74.4 44.5 79.8 59.5
Old : 77.0 44.8 84.0 62.0 74.4 44.5 79.8 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2007