COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 460,276: 97,328 10,532 143,222 181,654 289,450 422,203 443,203: 38,073 17,072
Old : 348,771: 73,894 14,741 108,676 135,726 210,880 318,296 334,298: 30,475 14,473
Other: 111,505: 28,797 1,154 29,182 45,927 78,570 103,907 108,906: 7,598 2,599
: : :
: : Changes in Commitments from: January 15, 2008 :
: -4,753: -609 -336 879 3,431 242 3,701 785: -8,454 -5,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 2.3 31.1 39.5 62.9 91.7 96.3: 8.3 3.7
Old : 100.0: 21.2 4.2 31.2 38.9 60.5 91.3 95.9: 8.7 4.1
Other: 100.0: 25.8 1.0 26.2 41.2 70.5 93.2 97.7: 6.8 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 342: 181 52 98 73 78 312 183:
Old : 326: 163 61 87 70 76 287 177:
Other: 179: 77 31 53 44 53 148 110:
:----------------------------------------------------------------------------------------------------
: 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 : 15.4 34.2 28.2 49.9 14.5 26.4 19.8 38.4
Old : 15.3 36.4 26.2 50.2 13.4 29.5 19.8 38.6
Other: 24.8 43.1 38.2 56.6 21.5 37.9 28.4 47.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 32,176: 9,877 4,716 6,945 12,030 17,463 28,852 29,123: 3,324 3,052
Old : 31,268: 9,890 5,374 6,264 11,889 16,579 28,043 28,216: 3,225 3,051
Other: 908: 658 13 10 141 884 809 907: 99 1
: : :
: : Changes in Commitments from: January 15, 2008 :
: -996: 261 1,106 -687 -230 -1,571 -656 -1,152: -339 157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 14.7 21.6 37.4 54.3 89.7 90.5: 10.3 9.5
Old : 100.0: 31.6 17.2 20.0 38.0 53.0 89.7 90.2: 10.3 9.8
Other: 100.0: 72.5 1.4 1.1 15.5 97.4 89.1 99.9: 10.9 0.1
: : :
:# Traders : Number of Traders in Each Category :
All : 104: 38 35 28 23 14 80 61:
Old : 104: 38 36 27 23 14 79 61:
Other: 10: 5 1 1 3 1 8 3:
:----------------------------------------------------------------------------------------------------
: 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 : 26.4 43.2 42.7 58.6 26.0 37.0 39.4 46.6
Old : 27.1 41.6 43.5 57.5 26.4 35.2 40.1 46.7
Other: 81.9 99.9 89.1 99.9 80.8 98.8 88.0 98.8
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 204,258: 80,147 21,632 28,357 76,516 142,386 185,020 192,375: 19,238 11,882
Old : 177,163: 78,547 22,080 26,157 53,980 117,349 158,684 165,586: 18,479 11,577
Other: 27,095: 2,422 374 1,378 22,536 25,037 26,336 26,789: 759 306
: : :
: : Changes in Commitments from: January 15, 2008 :
: -2,520: -11,337 -6,117 550 5,542 -2,242 -5,245 -7,809: 2,726 5,289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 10.6 13.9 37.5 69.7 90.6 94.2: 9.4 5.8
Old : 100.0: 44.3 12.5 14.8 30.5 66.2 89.6 93.5: 10.4 6.5
Other: 100.0: 8.9 1.4 5.1 83.2 92.4 97.2 98.9: 2.8 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 102 40 53 51 51 191 119:
Old : 217: 102 41 52 48 48 185 116:
Other: 60: 16 6 10 26 28 49 38:
:----------------------------------------------------------------------------------------------------
: 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 : 19.3 34.0 30.5 48.5 15.4 25.2 24.0 34.6
Old : 18.7 36.8 28.8 49.4 17.1 29.9 26.1 39.6
Other: 59.2 43.3 73.6 64.9 40.7 34.0 47.2 47.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 1,535,068: 250,036 91,014 347,355 768,760 993,962 1,366,152 1,432,331: 168,916 102,737
Old : 1,535,068: 250,036 91,014 347,355 768,760 993,962 1,366,152 1,432,331: 168,916 102,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: 1,763: -30,443 -13,330 34,578 -5,444 -40,475 -1,309 -19,226: 3,072 20,989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 5.9 22.6 50.1 64.8 89.0 93.3: 11.0 6.7
Old : 100.0: 16.3 5.9 22.6 50.1 64.8 89.0 93.3: 11.0 6.7
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 : 277: 121 39 80 98 95 255 183:
Old : 277: 121 39 80 98 95 255 183:
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 : 23.1 24.5 33.0 36.0 11.7 11.9 17.9 20.2
Old : 23.1 24.5 33.0 36.0 11.7 11.9 17.9 20.2
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 22, 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 : 233,049: 62,833 18,793 68,003 87,422 136,320 218,259 223,116: 14,790 9,932
Old : 217,133: 63,064 19,155 61,893 77,548 126,482 202,506 207,530: 14,627 9,603
Other: 15,916: 2,293 2,161 3,587 9,874 9,839 15,753 15,587: 163 330
: : :
: : Changes in Commitments from: January 15, 2008 :
: -3,719: -3,549 -2,847 1,061 560 -2,230 -1,928 -4,016: -1,792 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 8.1 29.2 37.5 58.5 93.7 95.7: 6.3 4.3
Old : 100.0: 29.0 8.8 28.5 35.7 58.3 93.3 95.6: 6.7 4.4
Other: 100.0: 14.4 13.6 22.5 62.0 61.8 99.0 97.9: 1.0 2.1
: : :
:# Traders : Number of Traders in Each Category :
All : 410: 191 60 113 98 129 333 271:
Old : 409: 191 62 112 95 127 329 269:
Other: 118: 26 19 28 32 58 69 95:
:----------------------------------------------------------------------------------------------------
: 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 : 14.4 19.1 24.5 29.6 13.7 13.0 21.7 20.8
Old : 14.6 20.1 23.7 30.5 14.1 15.7 22.5 23.4
Other: 46.9 30.2 65.1 45.1 41.0 22.0 52.4 32.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 38,272: 7,276 10,238 3,462 23,547 21,573 34,285 35,272: 3,987 3,000
Old : 38,272: 7,276 10,238 3,462 23,547 21,573 34,285 35,272: 3,987 3,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2008 :
: -3,443: -3,063 -3,354 191 -1,114 464 -3,986 -2,699: 543 -744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 26.8 9.0 61.5 56.4 89.6 92.2: 10.4 7.8
Old : 100.0: 19.0 26.8 9.0 61.5 56.4 89.6 92.2: 10.4 7.8
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 : 78: 25 41 10 6 8 36 55:
Old : 78: 25 41 10 6 8 36 55:
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 : 82.9 62.6 85.6 72.5 74.9 60.6 76.2 68.9
Old : 82.9 62.6 85.6 72.5 74.9 60.6 76.2 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 25, 2008