COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 453,167: 106,396 6,530 119,068 192,772 315,871 418,237 441,469: 34,930 11,698
Old : 278,663: 76,576 12,550 61,564 117,800 196,935 255,941 271,050: 22,722 7,613
Other: 174,504: 37,887 2,047 49,437 74,972 118,935 162,296 170,419: 12,208 4,085
: : :
: : Changes in Commitments from: February 19, 2008 :
: 71,820: 21,065 -3,641 27,970 26,876 51,117 75,911 75,446: -4,090 -3,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 1.4 26.3 42.5 69.7 92.3 97.4: 7.7 2.6
Old : 100.0: 27.5 4.5 22.1 42.3 70.7 91.8 97.3: 8.2 2.7
Other: 100.0: 21.7 1.2 28.3 43.0 68.2 93.0 97.7: 7.0 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 339: 192 47 90 65 77 298 178:
Old : 310: 153 64 69 57 69 253 162:
Other: 200: 97 28 56 52 56 174 116:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 39.8 30.1 55.3 16.8 32.0 23.2 43.4
Old : 17.2 48.2 27.5 59.3 17.1 44.6 26.0 52.3
Other: 27.4 37.2 40.2 53.0 22.5 32.8 29.1 42.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 32,651: 8,764 7,990 4,264 15,488 17,020 28,516 29,274: 4,134 3,377
Old : 31,598: 8,647 8,488 3,703 15,329 16,052 27,679 28,243: 3,920 3,356
Other: 1,052: 652 36 27 159 968 838 1,031: 215 21
: : :
: : Changes in Commitments from: February 19, 2008 :
: 1,622: 653 899 -199 498 669 952 1,369: 670 253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 24.5 13.1 47.4 52.1 87.3 89.7: 12.7 10.3
Old : 100.0: 27.4 26.9 11.7 48.5 50.8 87.6 89.4: 12.4 10.6
Other: 100.0: 62.0 3.4 2.6 15.1 92.0 79.6 98.0: 20.4 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 110: 37 45 21 25 12 76 65:
Old : 109: 36 45 20 25 12 74 65:
Other: 13: 5 3 2 4 1 10 5:
:----------------------------------------------------------------------------------------------------
: 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 : 25.3 47.4 43.9 60.0 25.2 41.5 41.4 50.5
Old : 26.0 46.0 45.0 58.9 25.8 39.8 42.3 50.4
Other: 70.1 97.7 77.7 98.0 70.1 95.4 76.6 95.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 196,887: 85,865 32,138 23,395 72,162 134,411 181,422 189,944: 15,465 6,943
Old : 160,744: 81,855 30,482 18,363 46,124 105,216 146,342 154,062: 14,402 6,682
Other: 36,144: 5,977 3,623 3,065 26,038 29,195 35,080 35,883: 1,064 261
: : :
: : Changes in Commitments from: February 19, 2008 :
: 4,475: -5,622 246 4,776 4,945 99 4,100 5,121: 375 -646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 16.3 11.9 36.7 68.3 92.1 96.5: 7.9 3.5
Old : 100.0: 50.9 19.0 11.4 28.7 65.5 91.0 95.8: 9.0 4.2
Other: 100.0: 16.5 10.0 8.5 72.0 80.8 97.1 99.3: 2.9 0.7
: : :
:# Traders : Number of Traders in Each Category :
All : 194: 92 35 38 50 46 167 98:
Old : 189: 96 30 33 44 42 155 91:
Other: 70: 15 12 14 29 32 54 50:
:----------------------------------------------------------------------------------------------------
: 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 : 20.8 37.5 33.1 52.0 16.4 28.7 26.4 40.2
Old : 20.0 42.3 31.2 55.5 18.9 38.0 29.4 49.0
Other: 49.9 34.9 64.8 55.5 40.4 31.2 48.2 47.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 1,442,222: 271,272 56,653 322,908 691,811 995,021 1,285,991 1,374,581: 156,232 67,641
Old : 1,442,222: 271,272 56,653 322,908 691,811 995,021 1,285,991 1,374,581: 156,232 67,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 77,681: 479 -7,482 32,280 39,540 45,979 72,299 70,777: 5,383 6,904
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 3.9 22.4 48.0 69.0 89.2 95.3: 10.8 4.7
Old : 100.0: 18.8 3.9 22.4 48.0 69.0 89.2 95.3: 10.8 4.7
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 : 273: 122 41 87 85 91 241 190:
Old : 273: 122 41 87 85 91 241 190:
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 24.2 29.6 37.1 14.6 16.4 21.9 26.6
Old : 19.4 24.2 29.6 37.1 14.6 16.4 21.9 26.6
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, February 26, 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 : 273,568: 73,721 13,767 85,133 101,178 168,273 260,033 267,173: 13,536 6,395
Old : 240,876: 73,003 16,408 71,136 84,120 147,591 228,259 235,135: 12,617 5,741
Other: 32,692: 6,088 2,730 8,626 17,059 20,682 31,773 32,038: 919 654
: : :
: : Changes in Commitments from: February 19, 2008 :
: -5,494: -1,316 -37 3,883 -6,632 -8,728 -4,065 -4,882: -1,429 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 5.0 31.1 37.0 61.5 95.1 97.7: 4.9 2.3
Old : 100.0: 30.3 6.8 29.5 34.9 61.3 94.8 97.6: 5.2 2.4
Other: 100.0: 18.6 8.3 26.4 52.2 63.3 97.2 98.0: 2.8 2.0
: : :
:# Traders : Number of Traders in Each Category :
All : 424: 213 53 108 100 136 345 272:
Old : 421: 202 64 104 98 132 339 266:
Other: 161: 30 26 34 45 87 91 132:
:----------------------------------------------------------------------------------------------------
: 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 : 16.2 19.8 26.8 31.6 15.2 14.7 22.7 23.9
Old : 17.4 21.7 27.6 33.6 17.0 18.7 25.3 27.7
Other: 36.5 22.9 51.3 34.9 29.8 16.8 38.3 24.5
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 26, 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 : 48,334: 9,567 18,267 2,860 32,562 21,526 44,989 42,653: 3,345 5,681
Old : 48,334: 9,567 18,267 2,860 32,562 21,526 44,989 42,653: 3,345 5,681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 19, 2008 :
: 6,819: 3,435 5,443 261 3,671 -300 7,366 5,403: -547 1,416
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 37.8 5.9 67.4 44.5 93.1 88.2: 6.9 11.8
Old : 100.0: 19.8 37.8 5.9 67.4 44.5 93.1 88.2: 6.9 11.8
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 : 88: 31 43 12 9 8 44 59:
Old : 88: 31 43 12 9 8 44 59:
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 : 81.3 55.6 86.2 67.5 78.7 54.9 82.3 65.1
Old : 81.3 55.6 86.2 67.5 78.7 54.9 82.3 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 29, 2008