COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 393,309: 66,841 11,359 134,180 164,364 236,265 365,385 381,804: 27,924 11,505
Old : 363,585: 61,702 13,360 124,272 151,490 215,264 337,464 352,896: 26,121 10,689
Other: 29,724: 8,839 1,700 6,207 12,874 21,001 27,921 28,908: 1,803 816
: : :
: : Changes in Commitments from: September 11, 2007 :
: 22,668: 8,445 -4,717 8,070 1,574 18,017 18,089 21,370: 4,579 1,298
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 2.9 34.1 41.8 60.1 92.9 97.1: 7.1 2.9
Old : 100.0: 17.0 3.7 34.2 41.7 59.2 92.8 97.1: 7.2 2.9
Other: 100.0: 29.7 5.7 20.9 43.3 70.7 93.9 97.3: 6.1 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 297: 144 58 103 72 70 262 192:
Old : 293: 139 60 103 72 69 258 191:
Other: 102: 44 20 33 18 30 78 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 : 16.6 34.0 29.1 45.4 14.5 24.0 20.1 32.1
Old : 16.7 35.0 28.1 46.7 15.1 26.1 21.1 33.1
Other: 38.0 44.5 51.0 61.6 34.0 43.6 45.0 57.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 43,772: 5,876 10,473 14,635 18,391 15,938 38,902 41,046: 4,870 2,726
Old : 25,092: 4,762 10,274 6,671 10,519 5,992 21,952 22,937: 3,140 2,155
Other: 18,679: 2,010 1,095 7,068 7,872 9,946 16,950 18,108: 1,730 571
: : :
: : Changes in Commitments from: September 11, 2007 :
: -62: 607 -804 -109 -546 1,165 -49 253: -13 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 23.9 33.4 42.0 36.4 88.9 93.8: 11.1 6.2
Old : 100.0: 19.0 40.9 26.6 41.9 23.9 87.5 91.4: 12.5 8.6
Other: 100.0: 10.8 5.9 37.8 42.1 53.2 90.7 96.9: 9.3 3.1
: : :
:# Traders : Number of Traders in Each Category :
All : 131: 43 52 31 31 21 97 84:
Old : 125: 43 49 22 30 18 85 77:
Other: 69: 31 17 26 18 10 62 40:
:----------------------------------------------------------------------------------------------------
: 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 : 23.7 43.9 37.6 58.0 15.4 30.8 25.6 36.4
Old : 19.9 41.6 33.6 52.6 19.3 36.3 31.4 43.9
Other: 35.9 62.9 51.7 76.2 16.8 33.1 25.3 37.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 132,869: 37,495 12,368 15,760 68,597 99,230 121,851 127,358: 11,018 5,510
Old : 119,880: 39,048 12,646 13,332 56,581 88,493 108,960 114,471: 10,920 5,409
Other: 12,988: 865 2,140 10 12,016 10,737 12,891 12,887: 97 101
: : :
: : Changes in Commitments from: September 11, 2007 :
: 833: 1,515 -937 206 -1,181 2,190 541 1,459: 292 -626
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 9.3 11.9 51.6 74.7 91.7 95.9: 8.3 4.1
Old : 100.0: 32.6 10.5 11.1 47.2 73.8 90.9 95.5: 9.1 4.5
Other: 100.0: 6.7 16.5 0.1 92.5 82.7 99.3 99.2: 0.7 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 58 33 32 54 40 130 93:
Old : 158: 62 32 31 54 40 128 93:
Other: 32: 2 9 2 8 16 12 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 : 31.4 38.8 42.2 51.3 22.3 28.1 29.5 36.5
Old : 27.2 38.9 38.1 51.2 22.4 31.4 29.3 41.0
Other: 95.2 61.3 98.9 79.6 91.3 61.3 94.5 78.6
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 789,201: 128,874 138,754 110,307 465,969 463,159 705,150 712,220: 84,051 76,981
Old : 789,201: 128,874 138,754 110,307 465,969 463,159 705,150 712,220: 84,051 76,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: -83,684: -2,699 -3,963 -44,672 -36,392 -40,174 -83,763 -88,809: 79 5,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 17.6 14.0 59.0 58.7 89.3 90.2: 10.7 9.8
Old : 100.0: 16.3 17.6 14.0 59.0 58.7 89.3 90.2: 10.7 9.8
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 : 218: 64 60 54 81 74 176 160:
Old : 218: 64 60 54 81 74 176 160:
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 : 23.6 22.2 34.1 32.9 15.0 11.9 22.7 20.5
Old : 23.6 22.2 34.1 32.9 15.0 11.9 22.7 20.5
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, September 18, 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 : 214,723: 56,114 26,834 67,645 78,475 110,560 202,234 205,039: 12,489 9,684
Old : 201,703: 55,726 28,070 60,500 73,070 104,119 189,297 192,690: 12,406 9,013
Other: 13,020: 2,218 594 5,314 5,404 6,441 12,937 12,349: 83 671
: : :
: : Changes in Commitments from: September 11, 2007 :
: 14,894: 4,629 -5,280 6,521 1,802 11,373 12,952 12,614: 1,942 2,280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 12.5 31.5 36.5 51.5 94.2 95.5: 5.8 4.5
Old : 100.0: 27.6 13.9 30.0 36.2 51.6 93.8 95.5: 6.2 4.5
Other: 100.0: 17.0 4.6 40.8 41.5 49.5 99.4 94.8: 0.6 5.2
: : :
:# Traders : Number of Traders in Each Category :
All : 408: 156 104 125 104 119 320 293:
Old : 408: 151 109 125 101 119 317 293:
Other: 70: 18 9 14 16 35 39 53:
:----------------------------------------------------------------------------------------------------
: 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 : 18.3 21.8 28.9 31.7 15.6 13.8 21.8 20.1
Old : 17.6 22.4 28.1 31.5 16.6 16.1 23.2 22.7
Other: 69.1 63.9 83.4 73.9 38.1 31.5 46.4 36.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 18, 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 : 41,241: 5,585 30,975 3,562 30,069 2,348 39,216 36,885: 2,025 4,356
Old : 41,241: 5,585 30,975 3,562 30,069 2,348 39,216 36,885: 2,025 4,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 11, 2007 :
: 5,199: -774 7,663 -314 5,938 -2,358 4,851 4,992: 348 208
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 75.1 8.6 72.9 5.7 95.1 89.4: 4.9 10.6
Old : 100.0: 13.5 75.1 8.6 72.9 5.7 95.1 89.4: 4.9 10.6
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 : 83: 19 47 12 9 10 33 65:
Old : 83: 19 47 12 9 10 33 65:
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 : 80.2 35.5 89.1 53.0 78.2 35.5 82.7 51.4
Old : 80.2 35.5 89.1 53.0 78.2 35.5 82.7 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 21, 2007