COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 410,450: 91,797 10,729 117,492 166,866 269,418 376,155 397,639: 34,295 12,812
Old : 320,655: 73,027 13,686 88,282 131,573 208,176 292,882 310,144: 27,773 10,511
Other: 89,795: 25,789 4,062 22,192 35,293 61,242 83,273 87,495: 6,522 2,301
: : :
: : Changes in Commitments from: December 31, 2007 :
: 41,207: 17,602 -4,091 13,297 7,202 31,663 38,101 40,869: 3,106 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 2.6 28.6 40.7 65.6 91.6 96.9: 8.4 3.1
Old : 100.0: 22.8 4.3 27.5 41.0 64.9 91.3 96.7: 8.7 3.3
Other: 100.0: 28.7 4.5 24.7 39.3 68.2 92.7 97.4: 7.3 2.6
: : :
:# Traders : Number of Traders in Each Category :
All : 330: 176 56 89 69 73 293 179:
Old : 313: 163 52 77 65 72 265 173:
Other: 164: 70 30 45 37 44 134 94:
:----------------------------------------------------------------------------------------------------
: 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 37.9 28.9 51.7 15.1 29.1 21.1 40.9
Old : 16.7 40.8 27.6 54.6 16.0 34.4 23.3 43.9
Other: 24.5 40.9 38.3 55.6 19.8 37.0 29.7 47.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 33,205: 9,342 3,171 7,781 12,121 19,673 29,244 30,625: 3,960 2,580
Old : 32,338: 9,341 3,828 7,115 12,015 18,826 28,470 29,768: 3,867 2,570
Other: 867: 658 0 10 106 847 774 857: 93 10
: : :
: : Changes in Commitments from: December 31, 2007 :
: -1,605: -746 652 -901 -259 -1,845 -1,906 -2,093: 300 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 9.6 23.4 36.5 59.2 88.1 92.2: 11.9 7.8
Old : 100.0: 28.9 11.8 22.0 37.2 58.2 88.0 92.1: 12.0 7.9
Other: 100.0: 75.9 0.0 1.2 12.2 97.7 89.3 98.8: 10.7 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 39 22 26 23 15 74 54:
Old : 93: 38 24 25 23 15 73 54:
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 : 26.2 45.5 42.3 60.9 25.8 38.7 38.2 47.3
Old : 26.8 44.1 43.3 59.9 26.4 37.1 39.0 47.5
Other: 81.8 98.8 89.3 98.8 80.6 97.7 88.1 97.7
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 196,218: 86,050 26,931 24,811 69,683 138,853 180,544 190,596: 15,673 5,622
Old : 170,192: 84,954 27,474 22,740 47,484 114,532 155,179 164,746: 15,013 5,446
Other: 26,025: 2,026 388 1,140 22,199 24,322 25,365 25,850: 660 176
: : :
: : Changes in Commitments from: December 31, 2007 :
: 8,487: 6,854 3,157 764 -932 4,563 6,686 8,483: 1,801 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 13.7 12.6 35.5 70.8 92.0 97.1: 8.0 2.9
Old : 100.0: 49.9 16.1 13.4 27.9 67.3 91.2 96.8: 8.8 3.2
Other: 100.0: 7.8 1.5 4.4 85.3 93.5 97.5 99.3: 2.5 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 207: 99 33 44 50 48 175 111:
Old : 205: 97 38 43 46 47 168 110:
Other: 55: 13 6 10 25 27 45 37:
:----------------------------------------------------------------------------------------------------
: 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 : 21.2 35.5 33.5 50.3 16.1 26.1 26.0 35.2
Old : 21.1 38.8 33.3 50.9 18.4 31.9 28.8 41.0
Other: 61.7 46.5 77.0 71.9 43.6 38.3 50.6 52.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,409,581: 263,447 96,713 300,517 694,631 944,281 1,258,595 1,341,511: 150,986 68,071
Old : 1,409,581: 263,447 96,713 300,517 694,631 944,281 1,258,595 1,341,511: 150,986 68,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 156,158: 14,247 -4,109 59,735 60,374 96,092 134,356 151,718: 21,802 4,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 6.9 21.3 49.3 67.0 89.3 95.2: 10.7 4.8
Old : 100.0: 18.7 6.9 21.3 49.3 67.0 89.3 95.2: 10.7 4.8
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 : 276: 117 49 78 90 90 251 179:
Old : 276: 117 49 78 90 90 251 179:
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 : 23.5 28.8 33.2 40.6 10.7 12.5 16.9 21.7
Old : 23.5 28.8 33.2 40.6 10.7 12.5 16.9 21.7
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, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 226,564: 66,114 19,904 65,881 79,058 131,606 211,054 217,391: 15,511 9,173
Old : 210,421: 67,828 20,254 59,250 69,706 123,351 196,784 202,854: 13,637 7,567
Other: 16,143: 1,704 3,069 3,213 9,352 8,255 14,270 14,537: 1,873 1,606
: : :
: : Changes in Commitments from: December 31, 2007 :
: 8,211: -585 670 5,797 2,968 628 8,180 7,094: 31 1,117
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 8.8 29.1 34.9 58.1 93.2 96.0: 6.8 4.0
Old : 100.0: 32.2 9.6 28.2 33.1 58.6 93.5 96.4: 6.5 3.6
Other: 100.0: 10.6 19.0 19.9 57.9 51.1 88.4 90.1: 11.6 9.9
: : :
:# Traders : Number of Traders in Each Category :
All : 418: 184 68 109 103 133 333 278:
Old : 416: 183 73 107 101 131 329 275:
Other: 110: 23 19 25 31 54 65 88:
:----------------------------------------------------------------------------------------------------
: 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 : 15.8 18.0 26.1 28.4 15.8 12.7 23.7 20.5
Old : 16.4 19.0 26.4 29.2 16.4 15.6 24.8 23.4
Other: 44.8 33.5 62.1 47.3 41.1 24.9 49.0 34.8
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 8, 2008
-------------------------------------------------------------------------------------------------------------------
: 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 : 39,260: 9,678 11,410 3,351 22,579 20,324 35,608 35,085: 3,652 4,175
Old : 39,260: 9,678 11,410 3,351 22,579 20,324 35,608 35,085: 3,652 4,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 31, 2007 :
: 2,898: 1,058 3,842 -234 2,095 -1,462 2,919 2,146: -21 751
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 29.1 8.5 57.5 51.8 90.7 89.4: 9.3 10.6
Old : 100.0: 24.7 29.1 8.5 57.5 51.8 90.7 89.4: 9.3 10.6
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 : 76: 23 40 10 7 8 35 54:
Old : 76: 23 40 10 7 8 35 54:
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 : 84.7 60.4 87.4 71.3 77.1 59.0 78.7 67.7
Old : 84.7 60.4 87.4 71.3 77.1 59.0 78.7 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 11, 2008