COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 411,640: 77,871 9,145 145,246 158,987 243,916 382,104 398,307: 29,536 13,333
Old : 377,258: 70,677 11,463 134,166 145,037 218,852 349,880 364,480: 27,378 12,778
Other: 34,382: 10,918 1,406 7,356 13,950 25,064 32,224 33,826: 2,157 555
: : :
: : Changes in Commitments from: October 9, 2007 :
: 3,154: 1,309 229 1,695 -1,257 140 1,747 2,063: 1,406 1,091
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 2.2 35.3 38.6 59.3 92.8 96.8: 7.2 3.2
Old : 100.0: 18.7 3.0 35.6 38.4 58.0 92.7 96.6: 7.3 3.4
Other: 100.0: 31.8 4.1 21.4 40.6 72.9 93.7 98.4: 6.3 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 163 58 113 77 75 297 202:
Old : 322: 159 61 110 77 74 289 200:
Other: 126: 51 26 35 26 38 98 78:
:----------------------------------------------------------------------------------------------------
: 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 : 15.7 33.1 27.7 45.1 13.2 23.8 18.6 32.2
Old : 16.5 34.2 27.8 46.6 14.0 25.8 19.8 34.2
Other: 34.1 42.8 46.1 60.0 31.7 42.5 40.8 55.9
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 53,845: 10,930 5,111 18,775 18,287 27,508 47,991 51,394: 5,853 2,451
Old : 16,563: 3,162 1,993 5,701 5,352 7,676 14,215 15,370: 2,348 1,194
Other: 37,281: 9,262 4,612 11,580 12,934 19,832 33,776 36,024: 3,505 1,257
: : :
: : Changes in Commitments from: October 9, 2007 :
: 4,839: -426 -1,379 2,570 1,829 3,677 3,973 4,868: 866 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 9.5 34.9 34.0 51.1 89.1 95.4: 10.9 4.6
Old : 100.0: 19.1 12.0 34.4 32.3 46.3 85.8 92.8: 14.2 7.2
Other: 100.0: 24.8 12.4 31.1 34.7 53.2 90.6 96.6: 9.4 3.4
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 51 35 35 25 21 102 69:
Old : 88: 38 22 27 21 17 73 52:
Other: 99: 46 24 32 20 15 82 58:
:----------------------------------------------------------------------------------------------------
: 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 51.6 40.3 65.4 15.4 31.4 24.2 38.0
Old : 32.7 56.8 46.5 67.2 17.0 32.5 24.0 37.5
Other: 30.1 52.3 46.1 67.3 21.4 33.1 30.9 41.5
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 143,105: 45,540 9,794 18,085 68,225 109,101 131,850 136,980: 11,255 6,125
Old : 126,401: 47,129 10,048 15,509 52,985 95,139 115,623 120,696: 10,778 5,704
Other: 16,704: 865 2,199 122 15,240 13,962 16,227 16,283: 477 421
: : :
: : Changes in Commitments from: October 9, 2007 :
: 2,751: -2,374 581 154 4,392 284 2,173 1,019: 578 1,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 6.8 12.6 47.7 76.2 92.1 95.7: 7.9 4.3
Old : 100.0: 37.3 7.9 12.3 41.9 75.3 91.5 95.5: 8.5 4.5
Other: 100.0: 5.2 13.2 0.7 91.2 83.6 97.1 97.5: 2.9 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 154: 60 27 41 51 43 135 92:
Old : 153: 65 25 40 51 43 133 92:
Other: 34: 2 9 3 12 19 17 28:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 39.9 39.5 52.6 19.0 30.6 27.4 39.1
Old : 24.3 40.4 36.2 53.4 20.4 35.4 28.8 44.8
Other: 84.2 50.6 94.6 71.8 62.3 37.8 65.1 49.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 882,113: 155,504 102,579 150,790 481,813 566,550 788,107 819,919: 94,007 62,194
Old : 882,113: 155,504 102,579 150,790 481,813 566,550 788,107 819,919: 94,007 62,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: 74,757: 7,552 1,985 33,131 22,115 41,989 62,798 77,105: 11,960 -2,348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 11.6 17.1 54.6 64.2 89.3 92.9: 10.7 7.1
Old : 100.0: 17.6 11.6 17.1 54.6 64.2 89.3 92.9: 10.7 7.1
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 : 229: 73 58 55 80 71 188 153:
Old : 229: 73 58 55 80 71 188 153:
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 : 24.1 31.5 34.5 42.6 14.5 17.5 22.1 26.0
Old : 24.1 31.5 34.5 42.6 14.5 17.5 22.1 26.0
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 16, 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 : 230,706: 68,813 18,233 71,863 77,009 132,879 217,686 222,975: 13,021 7,732
Old : 216,550: 69,173 19,667 63,319 71,355 126,292 203,847 209,278: 12,702 7,272
Other: 14,157: 2,660 1,586 5,525 5,654 6,587 13,839 13,697: 318 460
: : :
: : Changes in Commitments from: October 9, 2007 :
: -10,252: 4,198 -1,669 -9,303 -4,944 1,448 -10,050 -9,524: -202 -727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 7.9 31.1 33.4 57.6 94.4 96.6: 5.6 3.4
Old : 100.0: 31.9 9.1 29.2 33.0 58.3 94.1 96.6: 5.9 3.4
Other: 100.0: 18.8 11.2 39.0 39.9 46.5 97.8 96.8: 2.2 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 413: 185 72 122 114 130 352 279:
Old : 411: 179 77 120 110 129 346 276:
Other: 83: 25 8 21 20 41 49 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 : 16.6 21.8 26.7 31.9 13.8 14.3 20.1 21.9
Old : 16.3 23.1 26.4 32.8 14.7 16.7 21.4 24.0
Other: 59.6 59.3 75.6 69.1 37.6 28.7 44.1 35.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 16, 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 : 41,911: 5,990 28,348 3,517 29,832 5,744 39,339 37,609: 2,572 4,302
Old : 41,911: 5,990 28,348 3,517 29,832 5,744 39,339 37,609: 2,572 4,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 9, 2007 :
: -692: -724 -2,611 58 -364 1,582 -1,031 -971: 339 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 67.6 8.4 71.2 13.7 93.9 89.7: 6.1 10.3
Old : 100.0: 14.3 67.6 8.4 71.2 13.7 93.9 89.7: 6.1 10.3
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 : 85: 24 46 11 6 12 37 63:
Old : 85: 24 46 11 6 12 37 63:
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 : 84.3 38.3 89.1 56.6 78.2 38.0 81.2 54.4
Old : 84.3 38.3 89.1 56.6 78.2 38.0 81.2 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 19, 2007