COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 546,650: 95,547 9,607 186,426 221,670 330,319 503,643 526,352: 43,007 20,298
Old : 316,266: 70,931 16,931 91,437 128,493 196,510 290,861 304,877: 25,405 11,388
Other: 230,384: 37,397 5,458 82,208 93,177 133,809 212,782 221,475: 17,602 8,910
: : :
: : Changes in Commitments from: February 26, 2008 :
: 93,483: -10,850 3,077 67,358 28,898 14,448 85,406 84,883: 8,077 8,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 1.8 34.1 40.6 60.4 92.1 96.3: 7.9 3.7
Old : 100.0: 22.4 5.4 28.9 40.6 62.1 92.0 96.4: 8.0 3.6
Other: 100.0: 16.2 2.4 35.7 40.4 58.1 92.4 96.1: 7.6 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 358: 200 59 126 70 82 323 218:
Old : 326: 172 63 98 65 75 280 194:
Other: 220: 107 36 83 54 55 195 143:
:----------------------------------------------------------------------------------------------------
: 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 : 16.9 33.2 28.2 47.0 12.4 25.2 17.1 32.0
Old : 15.1 40.5 24.5 50.8 14.5 34.5 21.2 40.9
Other: 25.5 31.3 37.8 46.4 17.8 24.6 22.9 31.6
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 36,647: 9,548 8,507 5,019 16,155 19,457 30,722 32,982: 5,926 3,665
Old : 35,511: 9,524 9,061 4,381 15,906 18,422 29,811 31,864: 5,700 3,647
Other: 1,137: 637 59 24 250 1,035 911 1,119: 226 18
: : :
: : Changes in Commitments from: February 26, 2008 :
: 3,997: 783 517 755 667 2,437 2,205 3,708: 1,791 288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 23.2 13.7 44.1 53.1 83.8 90.0: 16.2 10.0
Old : 100.0: 26.8 25.5 12.3 44.8 51.9 83.9 89.7: 16.1 10.3
Other: 100.0: 56.0 5.2 2.1 22.0 91.1 80.1 98.4: 19.9 1.6
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 49 43 25 25 14 87 69:
Old : 121: 48 43 24 25 14 85 69:
Other: 17: 5 5 2 5 2 11 8:
:----------------------------------------------------------------------------------------------------
: 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 : 24.2 48.8 40.3 61.0 24.0 44.1 38.6 52.8
Old : 24.9 47.5 41.2 60.0 24.7 42.6 39.4 53.0
Other: 65.3 95.8 76.8 98.4 65.3 94.2 76.8 96.3
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 198,467: 80,620 30,056 27,969 74,355 133,523 182,943 191,548: 15,523 6,919
Old : 160,883: 77,628 31,191 20,804 48,194 102,287 146,626 154,282: 14,257 6,601
Other: 37,584: 7,332 3,205 2,825 26,160 31,236 36,317 37,266: 1,267 318
: : :
: : Changes in Commitments from: February 26, 2008 :
: 1,580: -5,245 -2,082 4,574 2,192 -888 1,522 1,604: 58 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 15.1 14.1 37.5 67.3 92.2 96.5: 7.8 3.5
Old : 100.0: 48.3 19.4 12.9 30.0 63.6 91.1 95.9: 8.9 4.1
Other: 100.0: 19.5 8.5 7.5 69.6 83.1 96.6 99.2: 3.4 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 199: 96 31 43 51 47 171 105:
Old : 194: 94 34 37 47 42 160 98:
Other: 74: 23 7 12 29 33 56 49:
:----------------------------------------------------------------------------------------------------
: 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 : 19.7 36.1 32.3 50.3 16.4 27.7 26.2 38.6
Old : 20.0 40.5 30.7 53.4 18.9 36.0 28.8 47.7
Other: 46.4 32.8 61.7 53.1 39.2 29.9 47.3 46.1
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 1,429,622: 270,547 54,050 343,202 669,646 970,750 1,283,395 1,368,002: 146,227 61,620
Old : 1,429,622: 270,547 54,050 343,202 669,646 970,750 1,283,395 1,368,002: 146,227 61,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: -12,600: -725 -2,602 20,294 -22,165 -24,270 -2,596 -6,579: -10,004 -6,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 3.8 24.0 46.8 67.9 89.8 95.7: 10.2 4.3
Old : 100.0: 18.9 3.8 24.0 46.8 67.9 89.8 95.7: 10.2 4.3
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 : 271: 116 47 89 84 84 241 185:
Old : 271: 116 47 89 84 84 241 185:
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 : 19.4 24.1 29.7 36.5 14.6 16.9 21.7 27.1
Old : 19.4 24.1 29.7 36.5 14.6 16.9 21.7 27.1
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, March 4, 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 : 284,067: 70,253 11,400 97,186 101,594 167,662 269,033 276,249: 15,034 7,819
Old : 245,762: 69,286 15,209 79,741 82,570 143,490 231,597 238,440: 14,165 7,322
Other: 38,305: 8,195 3,420 10,217 19,024 24,172 37,436 37,809: 869 497
: : :
: : Changes in Commitments from: February 26, 2008 :
: 10,499: -3,468 -2,366 12,054 416 -612 9,001 9,076: 1,498 1,423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 4.0 34.2 35.8 59.0 94.7 97.2: 5.3 2.8
Old : 100.0: 28.2 6.2 32.4 33.6 58.4 94.2 97.0: 5.8 3.0
Other: 100.0: 21.4 8.9 26.7 49.7 63.1 97.7 98.7: 2.3 1.3
: : :
:# Traders : Number of Traders in Each Category :
All : 423: 203 56 106 100 140 342 273:
Old : 419: 194 65 101 97 135 335 264:
Other: 169: 37 23 35 50 91 101 136:
:----------------------------------------------------------------------------------------------------
: 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 : 15.5 19.4 26.1 30.9 13.6 13.7 21.0 22.0
Old : 16.2 21.1 26.8 32.6 15.5 17.8 23.8 26.4
Other: 36.1 21.6 50.6 34.7 27.3 17.9 36.9 25.7
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 4, 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 : 49,711: 10,427 19,083 3,035 32,937 21,882 46,399 43,999: 3,312 5,711
Old : 49,711: 10,427 19,083 3,035 32,937 21,882 46,399 43,999: 3,312 5,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 26, 2008 :
: 1,377: 860 816 175 374 356 1,410 1,347: -33 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 38.4 6.1 66.3 44.0 93.3 88.5: 6.7 11.5
Old : 100.0: 21.0 38.4 6.1 66.3 44.0 93.3 88.5: 6.7 11.5
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 : 97: 36 44 12 9 11 48 64:
Old : 97: 36 44 12 9 11 48 64:
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 : 81.6 50.4 86.3 64.2 78.9 50.2 81.9 62.6
Old : 81.6 50.4 86.3 64.2 78.9 50.2 81.9 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 7, 2008