COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 351,237: 68,859 21,279 96,619 155,188 218,789 320,666 336,686: 30,572 14,551
Old : 276,859: 54,981 23,510 71,521 125,422 169,209 251,924 264,240: 24,935 12,619
Other: 74,378: 20,629 4,519 18,347 29,766 49,581 68,741 72,446: 5,636 1,931
: : :
: : Changes in Commitments from: December 18, 2007 :
: 4,307: 2,795 -8,371 643 314 17,623 3,753 9,896: 554 -5,589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 6.1 27.5 44.2 62.3 91.3 95.9: 8.7 4.1
Old : 100.0: 19.9 8.5 25.8 45.3 61.1 91.0 95.4: 9.0 4.6
Other: 100.0: 27.7 6.1 24.7 40.0 66.7 92.4 97.4: 7.6 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 302: 132 79 82 65 68 247 187:
Old : 286: 125 72 76 60 68 223 184:
Other: 154: 55 37 44 36 43 124 93:
:----------------------------------------------------------------------------------------------------
: 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 : 17.6 34.0 30.0 46.8 16.1 23.2 23.0 34.5
Old : 18.4 35.5 29.5 46.2 18.1 27.4 26.4 35.8
Other: 26.4 41.3 39.8 57.2 23.2 38.8 32.3 49.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 37,682: 10,163 3,582 9,086 14,377 23,181 33,626 35,849: 4,056 1,833
Old : 36,825: 10,163 4,240 8,418 14,271 22,334 32,852 34,992: 3,973 1,833
Other: 857: 658 0 10 106 847 774 857: 83 -0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -3,676: 403 -102 -2,783 -324 216 -2,703 -2,668: -973 -1,007
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 9.5 24.1 38.2 61.5 89.2 95.1: 10.8 4.9
Old : 100.0: 27.6 11.5 22.9 38.8 60.6 89.2 95.0: 10.8 5.0
Other: 100.0: 76.8 0.0 1.2 12.4 98.8 90.3 100.0: 9.7 -0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 36 26 28 21 16 81 50:
Old : 92: 36 27 28 21 16 81 50:
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 : 28.9 52.3 43.6 69.9 21.4 38.0 32.4 47.2
Old : 29.5 51.3 44.5 69.2 21.8 36.6 32.9 47.3
Other: 82.7 100.0 90.3 100.0 81.6 98.8 89.1 98.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 191,165: 83,536 27,452 22,159 71,762 135,827 177,457 185,437: 13,708 5,728
Old : 167,877: 82,737 27,852 20,439 51,075 113,914 154,252 162,205: 13,625 5,672
Other: 23,288: 1,572 374 946 20,687 21,912 23,205 23,232: 83 56
: : :
: : Changes in Commitments from: December 18, 2007 :
: 7,108: 3,068 1,079 4,157 560 2,144 7,785 7,380: -677 -271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.7 14.4 11.6 37.5 71.1 92.8 97.0: 7.2 3.0
Old : 100.0: 49.3 16.6 12.2 30.4 67.9 91.9 96.6: 8.1 3.4
Other: 100.0: 6.8 1.6 4.1 88.8 94.1 99.6 99.8: 0.4 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 192: 89 33 40 48 50 161 105:
Old : 191: 90 35 38 45 48 155 103:
Other: 50: 11 7 11 21 25 39 36:
:----------------------------------------------------------------------------------------------------
: 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 : 22.0 34.9 34.1 48.6 18.1 26.3 28.0 35.9
Old : 20.0 37.6 32.2 49.5 18.1 31.1 28.4 41.8
Other: 65.2 45.3 82.0 71.3 46.6 36.2 53.7 51.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 1,185,335: 232,457 102,258 228,728 601,144 792,549 1,062,329 1,123,536: 123,006 61,799
Old : 1,185,335: 232,457 102,258 228,728 601,144 792,549 1,062,329 1,123,536: 123,006 61,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: 59,038: 7,355 -11,374 30,536 19,612 49,472 57,503 68,635: 1,535 -9,597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 8.6 19.3 50.7 66.9 89.6 94.8: 10.4 5.2
Old : 100.0: 19.6 8.6 19.3 50.7 66.9 89.6 94.8: 10.4 5.2
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 : 262: 105 49 72 83 88 229 174:
Old : 262: 105 49 72 83 88 229 174:
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 : 21.3 26.6 31.3 38.9 12.4 13.3 19.5 23.3
Old : 21.3 26.6 31.3 38.9 12.4 13.3 19.5 23.3
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, December 24, 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 : 211,192: 65,193 18,130 58,952 72,744 126,058 196,889 203,140: 14,303 8,053
Old : 196,867: 68,137 18,140 52,446 63,776 119,858 184,360 190,445: 12,507 6,422
Other: 14,326: 1,305 4,239 2,257 8,967 6,199 12,530 12,695: 1,796 1,631
: : :
: : Changes in Commitments from: December 18, 2007 :
: 2,120: 1,658 291 1,100 825 1,217 3,583 2,608: -1,464 -489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 8.6 27.9 34.4 59.7 93.2 96.2: 6.8 3.8
Old : 100.0: 34.6 9.2 26.6 32.4 60.9 93.6 96.7: 6.4 3.3
Other: 100.0: 9.1 29.6 15.8 62.6 43.3 87.5 88.6: 12.5 11.4
: : :
:# Traders : Number of Traders in Each Category :
All : 398: 186 52 103 105 126 323 262:
Old : 395: 184 58 103 102 124 318 260:
Other: 100: 20 19 23 29 49 61 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 : 16.3 18.2 25.8 28.0 16.2 13.6 24.2 21.4
Old : 17.5 19.2 27.0 29.3 17.4 16.3 25.2 24.9
Other: 52.9 38.1 68.2 48.9 46.8 30.2 54.7 37.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 24, 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 : 35,692: 7,943 5,051 4,230 19,089 23,066 31,261 32,347: 4,431 3,345
Old : 35,692: 7,943 5,051 4,230 19,089 23,066 31,261 32,347: 4,431 3,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 18, 2007 :
: -1,295: 161 -1,953 -552 -316 1,392 -707 -1,112: -589 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 14.2 11.9 53.5 64.6 87.6 90.6: 12.4 9.4
Old : 100.0: 22.3 14.2 11.9 53.5 64.6 87.6 90.6: 12.4 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 : 78: 36 27 11 9 8 48 44:
Old : 78: 36 27 11 9 8 48 44:
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 : 73.5 67.0 77.5 76.4 63.5 64.4 66.5 70.9
Old : 73.5 67.0 77.5 76.4 63.5 64.4 66.5 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 28, 2007