COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, December 31, 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 : 231,807: 72,919 19,815 22,470 110,899 178,943 206,288 221,228: 25,519 10,579
Old : 184,729: 61,031 22,257 12,772 90,611 140,435 164,414 175,464: 20,315 9,265
Other: 47,078: 20,144 5,814 1,442 20,288 38,508 41,874 45,764: 5,204 1,314
: : :
: : Changes in Commitments from: December 24, 2007 :
: 7,358: 6,786 -6,859 990 -84 15,614 7,692 9,745: -334 -2,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 8.5 9.7 47.8 77.2 89.0 95.4: 11.0 4.6
Old : 100.0: 33.0 12.0 6.9 49.1 76.0 89.0 95.0: 11.0 5.0
Other: 100.0: 42.8 12.3 3.1 43.1 81.8 88.9 97.2: 11.1 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 265: 125 55 61 46 59 201 153:
Old : 249: 112 55 50 40 53 179 138:
Other: 133: 56 22 7 24 40 84 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 : 22.1 40.2 33.3 58.9 22.1 36.7 32.5 53.8
Old : 24.6 46.8 36.2 59.4 24.6 46.3 36.2 57.7
Other: 30.6 48.4 46.6 69.7 30.2 48.1 43.7 68.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, December 31, 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 : 25,739: 12,573 2,350 1,770 8,515 20,236 22,858 24,356: 2,881 1,383
Old : 24,882: 12,548 2,983 1,127 8,409 19,389 22,084 23,499: 2,798 1,383
Other: 857: 658 0 10 106 847 774 857: 83 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -2,123: -43 -943 38 -1,743 -1,414 -1,748 -2,319: -375 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 9.1 6.9 33.1 78.6 88.8 94.6: 11.2 5.4
Old : 100.0: 50.4 12.0 4.5 33.8 77.9 88.8 94.4: 11.2 5.6
Other: 100.0: 76.8 0.0 1.2 12.4 98.8 90.3 100.0: 9.7 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 88: 44 15 12 17 14 67 37:
Old : 88: 44 16 12 17 14 67 37:
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 : 31.1 62.7 48.1 75.7 31.1 60.6 48.1 71.2
Old : 32.1 61.5 49.5 74.9 32.1 59.3 49.5 70.9
Other: 82.7 100.0 90.3 100.0 81.6 98.8 89.1 98.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, December 31, 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 : 173,287: 79,912 24,391 14,662 66,014 129,359 160,588 168,412: 12,699 4,875
Old : 150,499: 78,888 24,682 13,310 45,974 107,687 138,172 145,679: 12,327 4,820
Other: 22,788: 1,636 321 740 20,040 21,672 22,416 22,733: 372 55
: : :
: : Changes in Commitments from: December 24, 2007 :
: -3,515: -4,136 -4,615 1,914 -1,505 -737 -3,727 -3,438: 212 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 14.1 8.5 38.1 74.7 92.7 97.2: 7.3 2.8
Old : 100.0: 52.4 16.4 8.8 30.5 71.6 91.8 96.8: 8.2 3.2
Other: 100.0: 7.2 1.4 3.2 87.9 95.1 98.4 99.8: 1.6 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 77 35 34 47 46 153 94:
Old : 182: 79 36 32 43 46 146 94:
Other: 48: 9 8 6 20 22 32 33:
:----------------------------------------------------------------------------------------------------
: 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 36.7 37.2 51.6 19.4 29.2 29.8 37.9
Old : 23.3 40.1 36.4 52.2 21.0 34.9 31.8 44.4
Other: 69.7 49.2 83.7 77.7 52.1 42.8 59.2 58.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, December 31, 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 : 911,735: 298,496 108,338 52,360 458,167 697,355 809,023 858,053: 102,712 53,682
Old : 911,735: 298,496 108,338 52,360 458,167 697,355 809,023 858,053: 102,712 53,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 49,842: 29,631 -3,623 2,996 6,355 46,674 38,982 46,047: 10,860 3,795
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 11.9 5.7 50.3 76.5 88.7 94.1: 11.3 5.9
Old : 100.0: 32.7 11.9 5.7 50.3 76.5 88.7 94.1: 11.3 5.9
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 : 248: 109 34 56 69 83 203 154:
Old : 248: 109 34 56 69 83 203 154:
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 : 18.6 32.7 28.1 46.4 14.1 24.5 23.4 35.4
Old : 18.6 32.7 28.1 46.4 14.1 24.5 23.4 35.4
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, December 31, 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 : 165,819: 66,710 24,332 17,937 67,393 116,586 152,040 158,855: 13,779 6,964
Old : 152,841: 68,685 23,284 13,473 58,620 110,667 140,778 147,424: 12,063 5,417
Other: 12,978: 1,016 4,039 1,473 8,773 5,919 11,262 11,431: 1,716 1,547
: : :
: : Changes in Commitments from: December 24, 2007 :
: 2,242: -200 1,634 -1,292 2,552 1,829 1,060 2,171: 1,182 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 14.7 10.8 40.6 70.3 91.7 95.8: 8.3 4.2
Old : 100.0: 44.9 15.2 8.8 38.4 72.4 92.1 96.5: 7.9 3.5
Other: 100.0: 7.8 31.1 11.3 67.6 45.6 86.8 88.1: 13.2 11.9
: : :
:# Traders : Number of Traders in Each Category :
All : 357: 146 55 58 77 118 258 211:
Old : 354: 152 54 57 72 116 251 208:
Other: 93: 9 24 10 25 48 40 77:
:----------------------------------------------------------------------------------------------------
: 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 22.3 32.8 33.4 20.7 17.1 31.4 26.7
Old : 21.5 23.9 33.6 35.3 21.5 20.7 33.1 31.5
Other: 55.9 33.8 72.5 46.4 52.0 27.7 59.9 37.1
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, December 31, 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 : 34,016: 8,984 7,505 2,287 19,347 21,171 30,618 30,963: 3,398 3,053
Old : 34,016: 8,984 7,505 2,287 19,347 21,171 30,618 30,963: 3,398 3,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 824: 703 2,510 -586 1,386 -1,134 1,503 790: -679 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 22.1 6.7 56.9 62.2 90.0 91.0: 10.0 9.0
Old : 100.0: 26.4 22.1 6.7 56.9 62.2 90.0 91.0: 10.0 9.0
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 : 54: 15 26 5 5 7 22 37:
Old : 54: 15 26 5 5 7 22 37:
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 : 83.0 71.1 86.3 79.0 78.1 67.8 80.7 74.3
Old : 83.0 71.1 86.3 79.0 78.1 67.8 80.7 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2008