COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 411,964: 77,661 8,492 142,419 164,683 249,415 384,762 400,325: 27,202 11,639
Old : 379,606: 71,427 10,237 131,904 150,882 226,560 354,213 368,701: 25,393 10,905
Other: 32,358: 9,673 1,694 7,075 13,801 22,855 30,549 31,624: 1,810 734
: : :
: : Changes in Commitments from: September 25, 2007 :
: -2,254: 2,180 -553 661 -2,030 -2,049 811 -1,942: -3,065 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 2.1 34.6 40.0 60.5 93.4 97.2: 6.6 2.8
Old : 100.0: 18.8 2.7 34.7 39.7 59.7 93.3 97.1: 6.7 2.9
Other: 100.0: 29.9 5.2 21.9 42.6 70.6 94.4 97.7: 5.6 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 327: 166 60 111 76 70 297 198:
Old : 323: 165 61 109 76 68 291 196:
Other: 115: 43 25 33 23 36 87 73:
:----------------------------------------------------------------------------------------------------
: 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 33.6 28.6 45.1 13.1 23.5 18.6 32.3
Old : 16.7 34.6 28.0 46.8 13.7 25.7 19.5 34.4
Other: 35.5 44.6 49.2 61.0 33.1 44.6 44.0 55.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 44,016: 8,056 7,676 14,615 16,348 19,425 39,019 41,716: 4,997 2,300
Old : 19,608: 4,005 6,854 5,521 7,450 5,706 16,976 18,080: 2,632 1,528
Other: 24,408: 5,416 2,187 7,729 8,898 13,719 22,043 23,636: 2,365 772
: : :
: : Changes in Commitments from: September 25, 2007 :
: -1,164: 1,452 -983 249 -2,245 -233 -544 -967: -620 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 17.4 33.2 37.1 44.1 88.6 94.8: 11.4 5.2
Old : 100.0: 20.4 35.0 28.2 38.0 29.1 86.6 92.2: 13.4 7.8
Other: 100.0: 22.2 9.0 31.7 36.5 56.2 90.3 96.8: 9.7 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 123: 46 42 35 27 20 96 77:
Old : 111: 46 34 27 24 19 79 71:
Other: 79: 31 23 27 20 11 69 44:
:----------------------------------------------------------------------------------------------------
: 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 46.5 37.8 59.0 15.9 30.7 26.5 38.9
Old : 21.3 38.3 37.2 51.7 19.5 30.1 31.7 41.2
Other: 29.0 61.4 44.3 74.1 18.9 38.0 30.5 46.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 144,051: 53,444 8,664 17,359 61,326 113,452 132,130 139,475: 11,922 4,576
Old : 130,462: 54,731 8,916 15,144 48,710 101,953 118,585 126,012: 11,877 4,450
Other: 13,589: 928 1,963 1 12,616 11,499 13,545 13,463: 44 126
: : :
: : Changes in Commitments from: September 25, 2007 :
: 5,121: 5,925 -452 2,338 -4,083 3,561 4,180 5,447: 942 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 6.0 12.1 42.6 78.8 91.7 96.8: 8.3 3.2
Old : 100.0: 42.0 6.8 11.6 37.3 78.1 90.9 96.6: 9.1 3.4
Other: 100.0: 6.8 14.4 0.0 92.8 84.6 99.7 99.1: 0.3 0.9
: : :
:# Traders : Number of Traders in Each Category :
All : 160: 64 28 41 47 45 135 97:
Old : 159: 69 26 40 47 45 133 97:
Other: 35: 3 9 1 10 17 14 26:
:----------------------------------------------------------------------------------------------------
: 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 : 25.7 41.0 36.8 53.4 19.3 31.3 28.0 41.4
Old : 22.6 40.6 33.1 53.7 19.6 34.4 27.9 44.7
Other: 95.1 55.2 98.4 75.7 90.7 55.2 93.8 74.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 807,474: 151,351 104,018 117,224 452,265 525,651 720,839 746,893: 86,634 60,581
Old : 807,474: 151,351 104,018 117,224 452,265 525,651 720,839 746,893: 86,634 60,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: -16,553: 3,881 -3,328 -3,278 -9,693 -2,759 -9,089 -9,365: -7,464 -7,188
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 12.9 14.5 56.0 65.1 89.3 92.5: 10.7 7.5
Old : 100.0: 18.7 12.9 14.5 56.0 65.1 89.3 92.5: 10.7 7.5
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 : 220: 74 53 51 72 71 174 150:
Old : 220: 74 53 51 72 71 174 150:
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 : 24.0 27.4 35.3 39.8 15.6 13.9 23.8 23.4
Old : 24.0 27.4 35.3 39.8 15.6 13.9 23.8 23.4
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, October 2, 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 : 231,608: 62,388 20,131 77,092 79,488 127,203 218,967 224,426: 12,640 7,182
Old : 219,443: 62,132 21,173 70,779 74,103 120,639 207,014 212,592: 12,429 6,851
Other: 12,164: 1,831 533 4,736 5,385 6,564 11,953 11,834: 212 331
: : :
: : Changes in Commitments from: September 25, 2007 :
: 6,799: 3,735 -442 4,439 -470 5,241 7,704 9,238: -905 -2,440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 8.7 33.3 34.3 54.9 94.5 96.9: 5.5 3.1
Old : 100.0: 28.3 9.6 32.3 33.8 55.0 94.3 96.9: 5.7 3.1
Other: 100.0: 15.1 4.4 38.9 44.3 54.0 98.3 97.3: 1.7 2.7
: : :
:# Traders : Number of Traders in Each Category :
All : 430: 192 85 134 100 125 347 295:
Old : 429: 186 91 132 97 125 343 293:
Other: 76: 23 8 16 18 39 43 61:
:----------------------------------------------------------------------------------------------------
: 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 21.4 27.6 31.3 13.6 13.7 19.6 19.7
Old : 16.3 22.2 26.5 31.4 14.4 15.8 20.7 22.1
Other: 67.5 58.6 81.8 69.6 40.2 29.1 45.1 35.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 2, 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 : 42,667: 7,165 31,594 3,400 30,080 3,552 40,644 38,546: 2,023 4,121
Old : 42,667: 7,165 31,594 3,400 30,080 3,552 40,644 38,546: 2,023 4,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 25, 2007 :
: 32: 870 -497 126 -1,280 569 -284 198: 316 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 74.0 8.0 70.5 8.3 95.3 90.3: 4.7 9.7
Old : 100.0: 16.8 74.0 8.0 70.5 8.3 95.3 90.3: 4.7 9.7
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 : 86: 24 48 10 6 11 35 65:
Old : 86: 24 48 10 6 11 35 65:
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 : 87.0 38.9 91.6 54.2 81.7 38.9 84.4 52.3
Old : 87.0 38.9 91.6 54.2 81.7 38.9 84.4 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 5, 2007