COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, November 27, 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 : 209,170: 63,325 28,019 13,538 111,679 154,450 188,542 196,007: 20,628 13,163 Old : 174,140: 55,967 28,656 7,824 93,244 125,669 157,035 162,149: 17,105 11,991 Other: 35,030: 12,431 4,436 641 18,435 28,781 31,507 33,858: 3,523 1,172 : : : : : Changes in Commitments from: November 20, 2007 : : -9,365: -2,798 2,607 -1,460 1,232 -6,763 -3,026 -5,616: -6,339 -3,749 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 13.4 6.5 53.4 73.8 90.1 93.7: 9.9 6.3 Old : 100.0: 32.1 16.5 4.5 53.5 72.2 90.2 93.1: 9.8 6.9 Other: 100.0: 35.5 12.7 1.8 52.6 82.2 89.9 96.7: 10.1 3.3 : : : :# Traders : Number of Traders in Each Category : All : 263: 111 72 55 55 49 195 153: Old : 249: 101 71 37 53 48 174 140: Other: 123: 40 27 7 22 37 69 68: :---------------------------------------------------------------------------------------------------- : 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 : 23.9 35.8 36.8 52.9 22.9 32.7 33.7 45.7 Old : 24.9 39.0 37.1 52.6 24.8 36.8 37.1 49.6 Other: 43.4 47.9 57.8 69.1 42.3 47.9 56.7 68.1 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, November 27, 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 : 26,501: 11,480 3,126 2,727 9,231 18,960 23,438 24,813: 3,063 1,688 Old : 25,724: 11,455 3,689 2,154 9,125 18,193 22,734 24,036: 2,990 1,688 Other: 777: 588 0 10 106 767 704 777: 73 0 : : : : : Changes in Commitments from: November 20, 2007 : : 85: 85 -339 -36 -403 804 -354 429: 439 -344 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.3 11.8 10.3 34.8 71.5 88.4 93.6: 11.6 6.4 Old : 100.0: 44.5 14.3 8.4 35.5 70.7 88.4 93.4: 11.6 6.6 Other: 100.0: 75.7 0.0 1.3 13.6 98.7 90.6 100.0: 9.4 0.0 : : : :# Traders : Number of Traders in Each Category : All : 89: 38 20 17 19 12 65 44: Old : 89: 38 21 17 19 12 65 44: 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 : 31.8 61.2 47.8 72.8 31.8 59.5 46.9 68.3 Old : 32.5 60.0 48.3 72.0 32.5 58.4 48.0 67.9 Other: 82.2 100.0 90.6 100.0 81.0 98.7 89.3 98.7 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, November 27, 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 : 139,307: 60,457 14,374 5,545 62,199 115,370 128,201 135,289: 11,106 4,018 Old : 118,433: 60,606 14,772 3,773 43,447 96,126 107,826 114,671: 10,607 3,762 Other: 20,874: 1,291 1,042 332 18,752 19,244 20,375 20,618: 499 256 : : : : : Changes in Commitments from: November 20, 2007 : : -550: -350 -251 484 -1,459 -671 -1,325 -438: 775 -112 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.4 10.3 4.0 44.6 82.8 92.0 97.1: 8.0 2.9 Old : 100.0: 51.2 12.5 3.2 36.7 81.2 91.0 96.8: 9.0 3.2 Other: 100.0: 6.2 5.0 1.6 89.8 92.2 97.6 98.8: 2.4 1.2 : : : :# Traders : Number of Traders in Each Category : All : 155: 70 22 16 44 40 126 68: Old : 154: 73 20 15 42 38 122 66: Other: 35: 4 5 4 14 21 21 27: :---------------------------------------------------------------------------------------------------- : 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 : 29.6 42.5 40.8 57.9 24.2 33.4 34.4 44.5 Old : 24.2 47.0 36.6 60.4 23.9 41.6 35.6 53.1 Other: 75.6 54.6 90.9 76.9 52.5 43.1 60.7 54.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, November 27, 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 : 763,423: 219,295 154,700 33,134 432,276 510,389 684,705 698,223: 78,718 65,200 Old : 763,423: 219,295 154,700 33,134 432,276 510,389 684,705 698,223: 78,718 65,200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : 1,270: 1,873 16,998 -1,166 5,314 -11,730 6,021 4,102: -4,751 -2,832 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 20.3 4.3 56.6 66.9 89.7 91.5: 10.3 8.5 Old : 100.0: 28.7 20.3 4.3 56.6 66.9 89.7 91.5: 10.3 8.5 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 : 228: 77 51 43 78 68 172 150: Old : 228: 77 51 43 78 68 172 150: 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 : 22.5 30.1 33.2 43.2 17.5 22.7 26.6 32.8 Old : 22.5 30.1 33.2 43.2 17.5 22.7 26.6 32.8 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 - Futures Only, November 27, 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 : 152,293: 59,493 22,481 18,709 63,959 103,881 142,161 145,071: 10,132 7,222 Old : 138,235: 62,822 22,182 11,523 55,527 99,082 129,872 132,787: 8,363 5,448 Other: 14,058: 1,091 4,719 2,766 8,432 4,799 12,289 12,284: 1,769 1,774 : : : : : Changes in Commitments from: November 20, 2007 : : -1,298: 263 1,374 356 -2,371 -3,228 -1,752 -1,498: 454 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.1 14.8 12.3 42.0 68.2 93.3 95.3: 6.7 4.7 Old : 100.0: 45.4 16.0 8.3 40.2 71.7 94.0 96.1: 6.0 3.9 Other: 100.0: 7.8 33.6 19.7 60.0 34.1 87.4 87.4: 12.6 12.6 : : : :# Traders : Number of Traders in Each Category : All : 339: 127 63 49 81 114 238 206: Old : 336: 130 62 47 76 112 231 202: Other: 82: 8 17 9 24 44 36 67: :---------------------------------------------------------------------------------------------------- : 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 24.1 36.4 36.1 23.0 17.7 33.3 28.2 Old : 25.3 25.0 37.4 36.8 25.3 21.8 35.6 33.4 Other: 56.9 49.9 73.3 59.9 47.3 35.2 55.6 42.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, November 27, 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 : 38,395: 6,100 19,300 2,327 26,548 12,866 34,975 34,493: 3,420 3,902 Old : 38,395: 6,100 19,300 2,327 26,548 12,866 34,975 34,493: 3,420 3,902 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 20, 2007 : : -93: 334 -1,116 -25 -656 1,017 -347 -124: 254 31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 50.3 6.1 69.1 33.5 91.1 89.8: 8.9 10.2 Old : 100.0: 15.9 50.3 6.1 69.1 33.5 91.1 89.8: 8.9 10.2 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 : 75: 19 39 6 9 9 31 52: Old : 75: 19 39 6 9 9 31 52: 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 : 77.0 44.8 84.0 62.0 74.4 44.5 79.8 59.5 Old : 77.0 44.8 84.0 62.0 74.4 44.5 79.8 59.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2007