COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 408,486: 76,562 8,916 143,551 160,244 243,777 380,357 396,244: 28,129 12,242
Old : 375,486: 71,022 11,785 132,130 146,206 220,002 349,357 363,916: 26,129 11,570
Other: 33,000: 10,015 1,606 6,947 14,038 23,775 31,000 32,327: 2,000 673
: : :
: : Changes in Commitments from: October 2, 2007 :
: -3,478: -1,099 424 1,133 -4,439 -5,638 -4,405 -4,082: 927 604
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 2.2 35.1 39.2 59.7 93.1 97.0: 6.9 3.0
Old : 100.0: 18.9 3.1 35.2 38.9 58.6 93.0 96.9: 7.0 3.1
Other: 100.0: 30.3 4.9 21.1 42.5 72.0 93.9 98.0: 6.1 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 166 56 112 74 71 298 199:
Old : 323: 159 65 110 74 69 291 197:
Other: 121: 48 24 32 25 38 93 74:
:----------------------------------------------------------------------------------------------------
: 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 33.2 28.4 45.1 13.1 23.3 18.7 32.0
Old : 16.6 34.1 28.1 46.7 13.8 25.5 19.6 34.1
Other: 35.4 44.3 48.7 60.4 33.2 44.3 43.8 55.5
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 49,006: 11,356 6,490 16,205 16,458 23,831 44,018 46,526: 4,987 2,480
Old : 18,705: 4,718 3,386 5,852 5,601 7,791 16,171 17,028: 2,534 1,677
Other: 30,300: 7,774 4,241 9,216 10,857 16,040 27,847 29,498: 2,453 803
: : :
: : Changes in Commitments from: October 2, 2007 :
: 4,990: 3,300 -1,186 1,590 110 4,406 5,000 4,810: -10 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 13.2 33.1 33.6 48.6 89.8 94.9: 10.2 5.1
Old : 100.0: 25.2 18.1 31.3 29.9 41.6 86.5 91.0: 13.5 9.0
Other: 100.0: 25.7 14.0 30.4 35.8 52.9 91.9 97.4: 8.1 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 127: 49 44 35 25 22 101 77:
Old : 106: 41 35 27 21 21 78 67:
Other: 87: 37 25 28 19 12 74 49:
:----------------------------------------------------------------------------------------------------
: 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 : 27.6 49.5 41.3 62.0 18.5 32.3 28.6 38.9
Old : 24.9 48.6 41.4 59.0 19.2 32.9 29.2 38.9
Other: 32.3 53.5 46.0 69.3 22.4 35.3 34.4 44.6
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 140,354: 47,914 9,213 17,931 63,832 108,817 129,677 135,961: 10,677 4,393
Old : 126,529: 49,291 9,412 15,636 51,039 97,147 115,967 122,195: 10,562 4,333
Other: 13,825: 865 2,043 52 12,793 11,670 13,710 13,765: 115 60
: : :
: : Changes in Commitments from: October 2, 2007 :
: -3,697: -5,530 548 571 2,506 -4,634 -2,453 -3,515: -1,244 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 6.6 12.8 45.5 77.5 92.4 96.9: 7.6 3.1
Old : 100.0: 39.0 7.4 12.4 40.3 76.8 91.7 96.6: 8.3 3.4
Other: 100.0: 6.3 14.8 0.4 92.5 84.4 99.2 99.6: 0.8 0.4
: : :
:# Traders : Number of Traders in Each Category :
All : 159: 65 26 40 49 44 139 92:
Old : 158: 70 23 39 49 44 137 92:
Other: 34: 2 9 2 10 17 14 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 : 27.4 40.5 39.2 53.1 20.5 30.9 28.9 39.4
Old : 24.1 40.0 35.7 53.4 20.2 34.1 28.4 43.9
Other: 94.7 54.3 98.0 75.2 89.6 54.3 92.1 73.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 807,356: 147,952 100,594 117,659 459,698 524,561 725,309 742,814: 82,047 64,542
Old : 807,356: 147,952 100,594 117,659 459,698 524,561 725,309 742,814: 82,047 64,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -118: -3,398 -3,424 435 7,433 -1,090 4,470 -4,079: -4,587 3,961
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 12.5 14.6 56.9 65.0 89.8 92.0: 10.2 8.0
Old : 100.0: 18.3 12.5 14.6 56.9 65.0 89.8 92.0: 10.2 8.0
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 : 214: 74 47 51 76 69 175 145:
Old : 214: 74 47 51 76 69 175 145:
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 : 24.5 29.8 35.6 41.5 15.7 16.1 23.8 25.2
Old : 24.5 29.8 35.6 41.5 15.7 16.1 23.8 25.2
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, October 9, 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 : 240,958: 64,615 19,902 81,166 81,954 131,431 227,735 232,499: 13,223 8,459
Old : 228,039: 64,539 20,947 74,039 76,480 125,043 215,058 220,029: 12,981 8,010
Other: 12,919: 1,879 758 5,324 5,474 6,388 12,677 12,470: 241 449
: : :
: : Changes in Commitments from: October 2, 2007 :
: 9,350: 2,227 -229 4,075 2,466 4,228 8,768 8,074: 582 1,277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 8.3 33.7 34.0 54.5 94.5 96.5: 5.5 3.5
Old : 100.0: 28.3 9.2 32.5 33.5 54.8 94.3 96.5: 5.7 3.5
Other: 100.0: 14.5 5.9 41.2 42.4 49.4 98.1 96.5: 1.9 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 186 85 136 108 128 353 299:
Old : 429: 182 88 135 106 128 351 297:
Other: 79: 21 9 19 19 40 46 65:
:----------------------------------------------------------------------------------------------------
: 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 : 16.0 21.2 26.7 31.4 13.0 13.4 19.3 19.7
Old : 15.6 22.3 26.0 31.8 13.7 15.5 20.4 22.1
Other: 65.2 59.1 79.9 69.5 37.9 25.7 43.2 32.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 9, 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 : 42,603: 6,714 30,959 3,459 30,196 4,162 40,369 38,579: 2,234 4,024
Old : 42,603: 6,714 30,959 3,459 30,196 4,162 40,369 38,579: 2,234 4,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2007 :
: -65: -450 -636 59 116 609 -275 33: 211 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 72.7 8.1 70.9 9.8 94.8 90.6: 5.2 9.4
Old : 100.0: 15.8 72.7 8.1 70.9 9.8 94.8 90.6: 5.2 9.4
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 : 89: 23 51 12 8 10 40 65:
Old : 89: 23 51 12 8 10 40 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 : 85.1 37.0 89.6 56.2 79.7 37.0 82.6 54.6
Old : 85.1 37.0 89.6 56.2 79.7 37.0 82.6 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2007