COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 369,243: 74,195 14,820 104,195 159,664 237,754 338,054 356,769: 31,189 12,474
Old : 288,616: 58,409 17,819 76,578 128,471 183,436 263,458 277,833: 25,157 10,783
Other: 80,628: 22,962 4,178 20,441 31,193 54,318 74,596 78,936: 6,032 1,691
: : :
: : Changes in Commitments from: December 24, 2007 :
: 18,006: 5,336 -6,459 7,576 4,476 18,965 17,389 20,083: 618 -2,077
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 4.0 28.2 43.2 64.4 91.6 96.6: 8.4 3.4
Old : 100.0: 20.2 6.2 26.5 44.5 63.6 91.3 96.3: 8.7 3.7
Other: 100.0: 28.5 5.2 25.4 38.7 67.4 92.5 97.9: 7.5 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 294: 136 66 81 66 70 249 177:
Old : 280: 121 68 71 61 68 226 170:
Other: 152: 62 28 43 36 43 123 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 : 17.7 35.9 30.0 49.1 15.7 24.9 22.3 36.8
Old : 18.5 38.1 29.6 50.6 17.6 29.9 25.7 39.5
Other: 25.8 41.9 38.8 57.5 21.3 38.4 30.9 49.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 34,810: 10,088 2,519 8,682 12,380 21,517 31,150 32,718: 3,660 2,092
Old : 33,953: 10,070 3,159 8,032 12,274 20,670 30,376 31,861: 3,577 2,092
Other: 857: 658 0 10 106 847 774 857: 83 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: -2,872: -75 -1,063 -404 -1,997 -1,664 -2,476 -3,131: -397 259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 7.2 24.9 35.6 61.8 89.5 94.0: 10.5 6.0
Old : 100.0: 29.7 9.3 23.7 36.2 60.9 89.5 93.8: 10.5 6.2
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 : 91: 39 23 28 21 15 78 50:
Old : 91: 38 25 28 21 15 78 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 : 26.1 49.3 41.3 64.8 23.4 39.9 35.5 47.8
Old : 26.7 48.0 42.1 63.9 23.9 38.4 36.1 47.2
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 31, 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 : 187,731: 79,196 23,775 24,048 70,615 134,291 173,858 182,113: 13,872 5,618
Old : 162,882: 78,155 24,098 22,275 48,952 110,947 149,382 157,320: 13,500 5,563
Other: 24,848: 1,686 323 1,127 21,663 23,344 24,476 24,793: 372 55
: : :
: : Changes in Commitments from: December 24, 2007 :
: -3,434: -4,340 -3,677 1,889 -1,147 -1,536 -3,598 -3,324: 164 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 12.7 12.8 37.6 71.5 92.6 97.0: 7.4 3.0
Old : 100.0: 48.0 14.8 13.7 30.1 68.1 91.7 96.6: 8.3 3.4
Other: 100.0: 6.8 1.3 4.5 87.2 93.9 98.5 99.8: 1.5 0.2
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 86 33 42 47 50 161 105:
Old : 189: 90 32 40 44 49 155 104:
Other: 50: 9 9 10 21 25 38 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 : 22.6 35.0 35.3 49.0 17.2 27.1 27.0 35.2
Old : 21.8 38.1 34.0 49.6 18.5 32.4 28.6 41.3
Other: 65.0 46.2 80.8 72.3 47.6 39.6 54.8 54.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 1,253,424: 249,200 100,822 240,782 634,258 848,189 1,124,239 1,189,793: 129,184 63,631
Old : 1,253,424: 249,200 100,822 240,782 634,258 848,189 1,124,239 1,189,793: 129,184 63,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 68,089: 16,743 -1,437 12,054 33,114 55,640 61,910 66,257: 6,179 1,832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 8.0 19.2 50.6 67.7 89.7 94.9: 10.3 5.1
Old : 100.0: 19.9 8.0 19.2 50.6 67.7 89.7 94.9: 10.3 5.1
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 : 266: 112 46 73 85 89 236 175:
Old : 266: 112 46 73 85 89 236 175:
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 : 23.2 28.8 32.7 40.4 11.3 12.9 18.1 22.5
Old : 23.2 28.8 32.7 40.4 11.3 12.9 18.1 22.5
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, December 31, 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 : 218,353: 66,699 19,234 60,084 76,090 130,978 202,873 210,297: 15,479 8,056
Old : 202,301: 68,554 19,401 53,358 66,648 123,047 188,560 195,806: 13,741 6,495
Other: 16,052: 1,834 3,522 3,038 9,442 7,931 14,313 14,491: 1,738 1,561
: : :
: : Changes in Commitments from: December 24, 2007 :
: 7,160: 1,505 1,105 1,132 3,346 4,921 5,984 7,158: 1,176 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 8.8 27.5 34.8 60.0 92.9 96.3: 7.1 3.7
Old : 100.0: 33.9 9.6 26.4 32.9 60.8 93.2 96.8: 6.8 3.2
Other: 100.0: 11.4 21.9 18.9 58.8 49.4 89.2 90.3: 10.8 9.7
: : :
:# Traders : Number of Traders in Each Category :
All : 400: 174 64 102 102 130 316 269:
Old : 397: 171 70 101 99 128 311 266:
Other: 103: 19 22 25 29 50 62 84:
:----------------------------------------------------------------------------------------------------
: 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 18.4 26.2 28.5 16.0 13.1 24.3 21.2
Old : 16.6 19.4 26.4 29.3 16.6 16.1 25.5 24.3
Other: 45.4 36.3 62.3 49.2 41.7 28.1 49.6 36.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 31, 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 : 36,362: 8,620 7,568 3,585 20,484 21,786 32,689 32,939: 3,673 3,424
Old : 36,362: 8,620 7,568 3,585 20,484 21,786 32,689 32,939: 3,673 3,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 24, 2007 :
: 670: 677 2,517 -645 1,395 -1,281 1,428 592: -757 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 20.8 9.9 56.3 59.9 89.9 90.6: 10.1 9.4
Old : 100.0: 23.7 20.8 9.9 56.3 59.9 89.9 90.6: 10.1 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 : 72: 24 35 10 7 8 36 49:
Old : 72: 24 35 10 7 8 36 49:
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 : 80.8 66.5 84.4 74.1 73.0 63.4 75.4 69.4
Old : 80.8 66.5 84.4 74.1 73.0 63.4 75.4 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 4, 2008