COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 424,585: 80,777 8,517 148,644 162,359 253,140 391,781 410,301: 32,804 14,284
Old : 387,332: 72,830 11,185 136,177 147,888 226,317 356,895 373,679: 30,437 13,653
Other: 37,252: 12,470 1,855 7,944 14,471 26,823 34,885 36,622: 2,367 631
: : :
: : Changes in Commitments from: October 16, 2007 :
: 12,945: 2,906 -628 3,398 3,372 9,224 9,677 11,994: 3,269 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 2.0 35.0 38.2 59.6 92.3 96.6: 7.7 3.4
Old : 100.0: 18.8 2.9 35.2 38.2 58.4 92.1 96.5: 7.9 3.5
Other: 100.0: 33.5 5.0 21.3 38.8 72.0 93.6 98.3: 6.4 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 329: 167 51 117 75 73 304 199:
Old : 322: 156 62 115 74 72 295 197:
Other: 136: 64 19 37 27 39 107 80:
:----------------------------------------------------------------------------------------------------
: 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 : 15.6 33.6 27.1 45.3 13.4 24.5 18.8 33.0
Old : 16.5 34.7 27.3 46.9 14.2 26.7 20.0 34.8
Other: 32.1 42.4 43.5 58.3 29.4 41.7 38.7 55.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 42,856: 11,002 2,802 12,488 14,966 25,753 38,456 41,043: 4,400 1,812
Old : 3,959: 1,536 218 110 1,341 3,198 2,987 3,526: 972 433
Other: 38,897: 10,252 3,370 11,592 13,625 22,555 35,469 37,517: 3,428 1,379
: : :
: : Changes in Commitments from: October 16, 2007 :
: -10,989: 72 -2,308 -6,288 -3,320 -1,754 -9,535 -10,351: -1,454 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 6.5 29.1 34.9 60.1 89.7 95.8: 10.3 4.2
Old : 100.0: 38.8 5.5 2.8 33.9 80.8 75.4 89.1: 24.6 10.9
Other: 100.0: 26.4 8.7 29.8 35.0 58.0 91.2 96.5: 8.8 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 39 27 27 21 15 79 52:
Old : 31: 10 5 2 11 7 22 13:
Other: 94: 38 26 26 20 15 77 51:
:----------------------------------------------------------------------------------------------------
: 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 : 25.9 55.7 39.5 69.4 19.2 41.2 29.0 49.1
Old : 37.7 82.5 55.8 88.6 37.5 81.6 53.9 85.4
Other: 27.6 54.1 42.1 68.4 20.4 37.6 30.0 46.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 144,154: 45,533 11,263 19,400 68,482 106,436 133,416 137,099: 10,738 7,055
Old : 126,391: 47,161 11,485 16,783 51,985 91,279 115,929 119,547: 10,462 6,844
Other: 17,763: 865 2,270 125 16,497 15,157 17,487 17,552: 276 211
: : :
: : Changes in Commitments from: October 16, 2007 :
: 1,049: -7 1,469 1,315 258 -2,665 1,566 119: -517 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 7.8 13.5 47.5 73.8 92.6 95.1: 7.4 4.9
Old : 100.0: 37.3 9.1 13.3 41.1 72.2 91.7 94.6: 8.3 5.4
Other: 100.0: 4.9 12.8 0.7 92.9 85.3 98.4 98.8: 1.6 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 162: 62 27 46 51 47 139 103:
Old : 161: 67 24 45 51 47 137 103:
Other: 34: 2 9 3 13 19 18 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 : 26.1 37.6 38.5 50.4 19.4 29.0 27.6 37.5
Old : 22.8 39.4 34.9 51.2 20.5 34.8 28.5 44.3
Other: 81.7 54.1 94.8 74.0 55.2 35.5 60.4 47.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 950,044: 164,076 102,969 171,847 514,998 612,109 850,920 886,925: 99,124 63,119
Old : 950,044: 164,076 102,969 171,847 514,998 612,109 850,920 886,925: 99,124 63,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 67,931: 8,572 391 21,056 33,185 45,559 62,813 67,006: 5,117 925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 10.8 18.1 54.2 64.4 89.6 93.4: 10.4 6.6
Old : 100.0: 17.3 10.8 18.1 54.2 64.4 89.6 93.4: 10.4 6.6
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 : 238: 81 57 56 80 73 195 156:
Old : 238: 81 57 56 80 73 195 156:
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 : 25.8 32.7 35.9 43.4 13.9 16.4 21.2 24.5
Old : 25.8 32.7 35.9 43.4 13.9 16.4 21.2 24.5
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, October 23, 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 : 224,737: 64,977 15,913 70,791 77,336 131,402 213,104 218,106: 11,633 6,631
Old : 212,294: 65,598 16,085 64,364 70,992 125,692 200,954 206,141: 11,340 6,153
Other: 12,443: 1,398 1,848 4,407 6,345 5,710 12,150 11,965: 293 478
: : :
: : Changes in Commitments from: October 16, 2007 :
: -5,969: -3,836 -2,320 -1,072 327 -1,477 -4,582 -4,869: -1,388 -1,100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 7.1 31.5 34.4 58.5 94.8 97.0: 5.2 3.0
Old : 100.0: 30.9 7.6 30.3 33.4 59.2 94.7 97.1: 5.3 2.9
Other: 100.0: 11.2 14.9 35.4 51.0 45.9 97.6 96.2: 2.4 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 182 69 127 117 135 346 296:
Old : 416: 175 76 125 115 134 343 292:
Other: 83: 22 11 21 21 41 49 69:
:----------------------------------------------------------------------------------------------------
: 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 : 17.7 21.9 28.2 33.1 15.0 14.5 21.9 22.3
Old : 16.7 22.7 27.1 32.6 15.8 16.9 23.2 24.5
Other: 59.8 54.5 75.1 65.9 40.6 26.8 45.6 34.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 43,364: 7,103 29,184 3,532 30,075 6,149 40,709 38,866: 2,654 4,498
Old : 43,364: 7,103 29,184 3,532 30,075 6,149 40,709 38,866: 2,654 4,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2007 :
: 1,453: 1,113 836 15 243 405 1,371 1,257: 82 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 67.3 8.1 69.4 14.2 93.9 89.6: 6.1 10.4
Old : 100.0: 16.4 67.3 8.1 69.4 14.2 93.9 89.6: 6.1 10.4
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 : 86: 26 44 12 7 12 39 63:
Old : 86: 26 44 12 7 12 39 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 34.6 89.2 54.7 78.8 34.3 82.0 53.1
Old : 84.3 34.6 89.2 54.7 78.8 34.3 82.0 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2007