COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 308,475: 65,739 21,838 74,451 144,698 197,790 284,888 294,078: 23,586 14,396
Old : 252,861: 53,804 22,347 58,274 121,213 159,237 233,291 239,858: 19,570 13,003
Other: 55,613: 15,806 3,362 12,306 23,486 38,553 51,597 54,220: 4,016 1,393
: : :
: : Changes in Commitments from: November 20, 2007 :
: -8,790: -2,593 3,475 180 1,312 -7,832 -1,101 -4,177: -7,688 -4,612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 7.1 24.1 46.9 64.1 92.4 95.3: 7.6 4.7
Old : 100.0: 21.3 8.8 23.0 47.9 63.0 92.3 94.9: 7.7 5.1
Other: 100.0: 28.4 6.0 22.1 42.2 69.3 92.8 97.5: 7.2 2.5
: : :
:# Traders : Number of Traders in Each Category :
All : 288: 131 72 80 69 61 235 182:
Old : 274: 113 77 71 66 59 216 174:
Other: 142: 54 27 43 36 40 113 91:
:----------------------------------------------------------------------------------------------------
: 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 : 19.4 33.2 30.2 46.2 17.0 25.4 24.3 35.2
Old : 19.0 33.6 29.2 46.0 18.8 26.5 27.5 36.9
Other: 33.2 42.6 44.6 57.2 31.4 42.3 41.0 55.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 37,930: 9,006 3,410 10,768 14,519 21,792 34,293 35,970: 3,637 1,960
Old : 37,153: 8,975 3,966 10,201 14,413 21,025 33,589 35,193: 3,564 1,960
Other: 777: 588 0 10 106 767 704 777: 73 -0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 714: -17 -126 362 -27 940 318 1,176: 395 -463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 9.0 28.4 38.3 57.5 90.4 94.8: 9.6 5.2
Old : 100.0: 24.2 10.7 27.5 38.8 56.6 90.4 94.7: 9.6 5.3
Other: 100.0: 75.7 0.0 1.3 13.6 98.7 90.6 100.0: 9.4 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 34 33 27 23 16 77 59:
Old : 99: 32 36 27 23 16 77 59:
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 : 26.5 51.7 42.2 66.5 22.8 40.2 33.5 46.3
Old : 27.0 50.8 42.8 65.8 23.0 39.0 34.0 45.7
Other: 82.2 100.0 90.6 100.0 81.0 98.7 89.3 98.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 145,525: 59,956 14,525 9,338 64,268 117,232 133,562 141,094: 11,963 4,430
Old : 124,240: 60,157 14,961 7,465 45,154 97,640 112,777 120,066: 11,464 4,174
Other: 21,284: 1,291 1,057 380 19,114 19,592 20,785 21,028: 499 256
: : :
: : Changes in Commitments from: November 20, 2007 :
: -493: -622 -293 606 -1,143 -595 -1,158 -282: 666 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 10.0 6.4 44.2 80.6 91.8 97.0: 8.2 3.0
Old : 100.0: 48.4 12.0 6.0 36.3 78.6 90.8 96.6: 9.2 3.4
Other: 100.0: 6.1 5.0 1.8 89.8 92.0 97.7 98.8: 2.3 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 164: 74 27 28 44 43 135 83:
Old : 163: 76 26 27 43 40 132 80:
Other: 40: 4 8 7 16 24 26 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 : 28.7 41.4 39.6 56.2 23.0 31.9 32.8 42.7
Old : 23.5 45.5 35.4 58.4 22.5 39.8 33.7 50.8
Other: 74.1 53.5 89.2 75.5 51.5 42.3 59.5 53.7
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 1,034,854: 167,315 150,329 184,540 587,562 626,205 939,418 961,075: 95,436 73,779
Old : 1,034,854: 167,315 150,329 184,540 587,562 626,205 939,418 961,075: 95,436 73,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 3,959: -2,218 17,868 77 11,269 -11,615 9,128 6,329: -5,168 -2,370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 14.5 17.8 56.8 60.5 90.8 92.9: 9.2 7.1
Old : 100.0: 16.2 14.5 17.8 56.8 60.5 90.8 92.9: 9.2 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 : 248: 75 70 60 88 76 201 172:
Old : 248: 75 70 60 88 76 201 172:
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 : 26.1 28.6 36.2 38.5 13.9 11.9 20.6 19.7
Old : 26.1 28.6 36.2 38.5 13.9 11.9 20.6 19.7
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, November 27, 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 : 194,411: 57,111 17,515 54,698 71,232 113,940 183,041 186,152: 11,369 8,259
Old : 179,601: 60,670 17,667 46,602 62,740 108,852 170,012 173,121: 9,589 6,480
Other: 14,810: 1,329 4,735 3,208 8,492 5,087 13,029 13,031: 1,781 1,779
: : :
: : Changes in Commitments from: November 20, 2007 :
: -1,168: -342 1,654 770 -2,012 -3,723 -1,585 -1,299: 417 131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 9.0 28.1 36.6 58.6 94.2 95.8: 5.8 4.2
Old : 100.0: 33.8 9.8 25.9 34.9 60.6 94.7 96.4: 5.3 3.6
Other: 100.0: 9.0 32.0 21.7 57.3 34.4 88.0 88.0: 12.0 12.0
: : :
:# Traders : Number of Traders in Each Category :
All : 378: 149 71 97 106 126 297 261:
Old : 375: 150 71 95 103 124 292 257:
Other: 91: 19 14 21 26 45 53 73:
:----------------------------------------------------------------------------------------------------
: 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 : 20.0 20.2 30.2 30.8 18.2 14.1 26.6 22.3
Old : 20.5 19.9 30.5 30.2 19.7 17.3 28.2 26.2
Other: 54.3 47.9 69.9 57.5 44.7 33.9 52.6 40.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 27, 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 : 41,296: 5,848 19,604 3,758 27,996 13,325 37,602 36,687: 3,695 4,609
Old : 41,296: 5,848 19,604 3,758 27,996 13,325 37,602 36,687: 3,695 4,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 20, 2007 :
: 133: 243 -1,171 63 -397 1,188 -91 80: 224 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 47.5 9.1 67.8 32.3 91.1 88.8: 8.9 11.2
Old : 100.0: 14.2 47.5 9.1 67.8 32.3 91.1 88.8: 8.9 11.2
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 : 100: 41 42 14 9 11 55 63:
Old : 100: 41 42 14 9 11 55 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 : 74.6 41.6 81.9 58.1 71.0 41.4 75.5 55.3
Old : 74.6 41.6 81.9 58.1 71.0 41.4 75.5 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2007