COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, May 27, 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 : 268,743: 61,670 39,629 26,110 161,809 191,745 249,589 257,484: 19,154 11,259 Old : 120,466: 36,726 36,955 1,631 73,598 74,018 111,955 112,604: 8,511 7,862 Other: 148,277: 43,723 21,453 5,700 88,211 117,727 137,634 144,880: 10,643 3,397 : : : : : Changes in Commitments from: May 20, 2008 : : 4,458: -2,519 5,592 -636 9,400 -1,848 6,245 3,108: -1,787 1,350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.9 14.7 9.7 60.2 71.3 92.9 95.8: 7.1 4.2 Old : 100.0: 30.5 30.7 1.4 61.1 61.4 92.9 93.5: 7.1 6.5 Other: 100.0: 29.5 14.5 3.8 59.5 79.4 92.8 97.7: 7.2 2.3 : : : :# Traders : Number of Traders in Each Category : All : 291: 121 78 76 60 63 219 190: Old : 248: 92 89 12 40 36 137 132: Other: 221: 92 51 34 47 55 154 125: :---------------------------------------------------------------------------------------------------- : 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 : 27.0 39.6 40.1 49.2 23.6 26.0 32.0 34.8 Old : 31.0 49.0 42.9 57.1 25.7 40.0 36.2 47.5 Other: 37.0 42.1 48.2 55.4 35.4 41.5 46.3 54.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, May 27, 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 : 32,950: 14,023 11,866 630 14,937 17,839 29,590 30,335: 3,360 2,615 Old : 28,988: 11,693 12,177 313 14,096 13,888 26,102 26,378: 2,886 2,610 Other: 3,962: 2,641 0 6 841 3,951 3,488 3,957: 474 5 : : : : : Changes in Commitments from: May 20, 2008 : : -476: 46 926 -264 -203 -702 -421 -40: -55 -436 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.6 36.0 1.9 45.3 54.1 89.8 92.1: 10.2 7.9 Old : 100.0: 40.3 42.0 1.1 48.6 47.9 90.0 91.0: 10.0 9.0 Other: 100.0: 66.7 0.0 0.2 21.2 99.7 88.0 99.9: 12.0 0.1 : : : :# Traders : Number of Traders in Each Category : All : 100: 38 35 12 23 11 63 57: Old : 99: 38 36 10 23 9 61 55: Other: 28: 15 0 2 6 8 21 10: :---------------------------------------------------------------------------------------------------- : 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 : 28.8 55.9 50.7 68.8 28.5 55.2 50.1 68.0 Old : 30.4 51.1 51.1 65.6 30.4 51.1 50.8 65.4 Other: 58.7 95.7 73.9 99.7 58.7 95.2 73.9 99.2 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, May 27, 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 : 149,430: 54,020 30,002 11,525 73,597 104,521 139,142 146,048: 10,288 3,382 Old : 91,438: 40,912 19,116 7,513 35,073 63,154 83,498 89,783: 7,940 1,655 Other: 57,992: 15,173 12,951 1,947 38,524 41,367 55,644 56,265: 2,348 1,727 : : : : : Changes in Commitments from: May 20, 2008 : : -409: -1,703 352 2,037 -664 -2,523 -330 -134: -79 -275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.2 20.1 7.7 49.3 69.9 93.1 97.7: 6.9 2.3 Old : 100.0: 44.7 20.9 8.2 38.4 69.1 91.3 98.2: 8.7 1.8 Other: 100.0: 26.2 22.3 3.4 66.4 71.3 96.0 97.0: 4.0 3.0 : : : :# Traders : Number of Traders in Each Category : All : 156: 62 22 26 51 48 129 87: Old : 148: 58 25 22 45 37 118 73: Other: 90: 23 10 6 34 37 61 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 : 25.2 41.1 37.7 55.0 24.4 31.9 34.1 45.0 Old : 21.4 46.5 32.7 62.2 21.0 40.5 31.8 56.2 Other: 47.2 38.0 63.7 53.4 46.2 32.0 59.1 46.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, May 27, 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 : 911,824: 217,598 86,826 70,752 537,172 680,241 825,522 837,819: 86,302 74,005 Old : 911,824: 217,598 86,826 70,752 537,172 680,241 825,522 837,819: 86,302 74,005 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 20, 2008 : : 464: -5,275 6,066 64 834 -21,288 -4,377 -15,158: 4,841 15,622 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 9.5 7.8 58.9 74.6 90.5 91.9: 9.5 8.1 Old : 100.0: 23.9 9.5 7.8 58.9 74.6 90.5 91.9: 9.5 8.1 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 : 239: 86 40 67 79 81 188 172: Old : 239: 86 40 67 79 81 188 172: 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 : 19.5 22.6 33.1 37.9 18.3 20.7 30.2 33.8 Old : 19.5 22.6 33.1 37.9 18.3 20.7 30.2 33.8 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, May 27, 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 : 151,882: 40,104 15,975 21,038 82,519 108,716 143,661 145,729: 8,221 6,153 Old : 117,745: 43,809 18,590 7,990 59,338 85,914 111,137 112,494: 6,608 5,251 Other: 34,137: 6,957 8,047 2,386 23,181 22,802 32,524 33,235: 1,613 902 : : : : : Changes in Commitments from: May 20, 2008 : : 1,704: -838 1,348 1,705 599 -2,380 1,466 673: 238 1,031 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 10.5 13.9 54.3 71.6 94.6 95.9: 5.4 4.1 Old : 100.0: 37.2 15.8 6.8 50.4 73.0 94.4 95.5: 5.6 4.5 Other: 100.0: 20.4 23.6 7.0 67.9 66.8 95.3 97.4: 4.7 2.6 : : : :# Traders : Number of Traders in Each Category : All : 339: 127 63 60 99 107 258 208: Old : 333: 127 66 35 81 94 225 182: Other: 168: 30 32 21 60 73 102 115: :---------------------------------------------------------------------------------------------------- : 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 : 21.7 28.7 35.1 41.0 20.4 23.0 30.0 32.4 Old : 23.2 35.8 37.1 47.2 23.2 34.7 37.0 46.1 Other: 37.6 30.1 53.9 41.1 33.9 26.6 49.7 35.5 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, May 27, 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 : 39,949: 16,073 17,284 2,642 17,562 16,849 36,277 36,775: 3,672 3,174 Old : 39,949: 16,073 17,284 2,642 17,562 16,849 36,277 36,775: 3,672 3,174 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 20, 2008 : : 1,596: -835 1,966 250 2,190 -613 1,605 1,603: -9 -7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.2 43.3 6.6 44.0 42.2 90.8 92.1: 9.2 7.9 Old : 100.0: 40.2 43.3 6.6 44.0 42.2 90.8 92.1: 9.2 7.9 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 : 66: 21 30 5 7 9 31 42: Old : 66: 21 30 5 7 9 31 42: 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 : 73.9 61.5 83.9 74.6 72.2 60.2 76.8 71.5 Old : 73.9 61.5 83.9 74.6 72.2 60.2 76.8 71.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 30,2008