COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 572,626: 81,173 9,666 218,733 231,111 321,277 531,016 549,675: 41,610 22,951
Old : 331,808: 61,116 12,837 112,232 131,429 192,211 304,776 317,279: 27,032 14,528
Other: 240,818: 31,258 8,030 95,300 99,682 129,066 226,240 232,396: 14,578 8,423
: : :
: : Changes in Commitments from: March 4, 2008 :
: 25,976: -14,374 59 32,306 9,441 -9,042 27,373 23,323: -1,397 2,653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 1.7 38.2 40.4 56.1 92.7 96.0: 7.3 4.0
Old : 100.0: 18.4 3.9 33.8 39.6 57.9 91.9 95.6: 8.1 4.4
Other: 100.0: 13.0 3.3 39.6 41.4 53.6 93.9 96.5: 6.1 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 186 53 124 74 79 311 212:
Old : 299: 157 57 99 64 70 267 183:
Other: 218: 87 54 87 56 59 191 154:
:----------------------------------------------------------------------------------------------------
: 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 : 17.5 32.3 29.2 45.6 12.2 21.4 16.7 28.0
Old : 15.0 38.1 26.1 49.9 14.3 32.8 21.0 38.2
Other: 27.7 29.4 39.7 43.7 17.0 19.3 21.4 24.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 36,926: 9,443 8,835 5,187 16,852 18,953 31,482 32,975: 5,444 3,951
Old : 35,733: 9,453 9,403 4,514 16,605 17,878 30,573 31,795: 5,160 3,938
Other: 1,193: 631 74 32 246 1,074 909 1,180: 284 13
: : :
: : Changes in Commitments from: March 4, 2008 :
: 279: -105 328 169 696 -504 760 -7: -482 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 23.9 14.0 45.6 51.3 85.3 89.3: 14.7 10.7
Old : 100.0: 26.5 26.3 12.6 46.5 50.0 85.6 89.0: 14.4 11.0
Other: 100.0: 52.9 6.2 2.7 20.7 90.1 76.2 98.9: 23.8 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 50 41 22 26 14 87 67:
Old : 122: 50 40 21 26 14 85 67:
Other: 17: 5 5 4 4 3 12 9:
:----------------------------------------------------------------------------------------------------
: 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 48.5 41.3 61.0 24.0 42.9 39.0 51.9
Old : 25.0 47.1 42.3 60.0 24.8 41.3 39.7 52.0
Other: 65.0 95.3 74.7 98.5 65.0 93.2 73.3 96.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 192,730: 75,466 27,326 27,557 73,688 129,958 176,711 184,840: 16,020 7,890
Old : 154,541: 70,160 27,647 21,334 48,287 98,325 139,781 147,306: 14,760 7,235
Other: 38,190: 9,157 3,529 2,372 25,401 31,632 36,930 37,534: 1,260 655
: : :
: : Changes in Commitments from: March 4, 2008 :
: -5,736: -5,153 -2,730 -412 -667 -3,565 -6,232 -6,708: 496 972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 14.2 14.3 38.2 67.4 91.7 95.9: 8.3 4.1
Old : 100.0: 45.4 17.9 13.8 31.2 63.6 90.4 95.3: 9.6 4.7
Other: 100.0: 24.0 9.2 6.2 66.5 82.8 96.7 98.3: 3.3 1.7
: : :
:# Traders : Number of Traders in Each Category :
All : 189: 92 27 40 50 47 163 100:
Old : 184: 93 25 38 47 42 157 93:
Other: 75: 21 9 10 30 33 55 48:
:----------------------------------------------------------------------------------------------------
: 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 : 20.5 34.8 31.9 48.6 16.8 26.6 26.2 38.0
Old : 19.1 38.9 29.4 52.0 18.0 34.4 27.7 47.1
Other: 45.0 32.6 62.2 52.2 39.9 29.9 50.5 46.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 1,404,018: 245,132 50,516 340,565 681,022 954,167 1,266,719 1,345,248: 137,299 58,770
Old : 1,404,018: 245,132 50,516 340,565 681,022 954,167 1,266,719 1,345,248: 137,299 58,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: -25,604: -25,415 -3,534 -2,637 11,376 -16,583 -16,676 -22,754: -8,928 -2,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 3.6 24.3 48.5 68.0 90.2 95.8: 9.8 4.2
Old : 100.0: 17.5 3.6 24.3 48.5 68.0 90.2 95.8: 9.8 4.2
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 : 274: 116 46 82 89 90 239 188:
Old : 274: 116 46 82 89 90 239 188:
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 : 19.7 23.7 29.9 36.0 15.1 17.2 22.6 27.1
Old : 19.7 23.7 29.9 36.0 15.1 17.2 22.6 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 11, 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 : 276,473: 61,879 9,862 96,244 105,604 164,322 263,726 270,428: 12,747 6,045
Old : 235,054: 61,210 13,376 77,170 84,829 138,969 223,209 229,515: 11,845 5,539
Other: 41,419: 7,459 3,277 12,283 20,775 25,353 40,517 40,913: 902 506
: : :
: : Changes in Commitments from: March 4, 2008 :
: -7,594: -8,374 -1,538 -943 4,010 -3,340 -5,307 -5,821: -2,287 -1,773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 3.6 34.8 38.2 59.4 95.4 97.8: 4.6 2.2
Old : 100.0: 26.0 5.7 32.8 36.1 59.1 95.0 97.6: 5.0 2.4
Other: 100.0: 18.0 7.9 29.7 50.2 61.2 97.8 98.8: 2.2 1.2
: : :
:# Traders : Number of Traders in Each Category :
All : 406: 187 57 114 110 136 339 276:
Old : 403: 180 65 109 105 129 330 266:
Other: 165: 37 20 36 53 90 103 135:
:----------------------------------------------------------------------------------------------------
: 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 : 15.9 20.5 26.4 31.6 13.4 13.6 20.1 22.0
Old : 15.8 22.2 25.9 33.6 15.3 18.6 23.1 27.3
Other: 34.5 20.6 49.0 34.7 26.6 15.7 34.4 23.2
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 11, 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 : 56,586: 14,405 24,720 2,152 35,821 24,495 52,378 51,367: 4,208 5,219
Old : 56,586: 14,405 24,720 2,152 35,821 24,495 52,378 51,367: 4,208 5,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 4, 2008 :
: 6,875: 3,978 5,637 -883 2,885 2,614 5,980 7,368: 896 -493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 43.7 3.8 63.3 43.3 92.6 90.8: 7.4 9.2
Old : 100.0: 25.5 43.7 3.8 63.3 43.3 92.6 90.8: 7.4 9.2
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 : 94: 31 47 10 7 13 42 66:
Old : 94: 31 47 10 7 13 42 66:
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 : 78.4 54.9 85.1 68.0 75.8 51.1 79.8 63.3
Old : 78.4 54.9 85.1 68.0 75.8 51.1 79.8 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 17, 2008