COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, June 3, 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 : 273,104: 58,809 44,301 25,600 171,710 190,636 256,119 260,537: 16,985 12,567 Old : 105,936: 31,388 37,176 1,113 67,096 60,187 99,597 98,476: 6,339 7,460 Other: 167,168: 46,238 25,942 5,670 104,614 130,449 156,522 162,061: 10,646 5,107 : : : : : Changes in Commitments from: May 27, 2008 : : 4,361: -2,861 4,672 -510 9,901 -1,109 6,530 3,053: -2,169 1,308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 16.2 9.4 62.9 69.8 93.8 95.4: 6.2 4.6 Old : 100.0: 29.6 35.1 1.1 63.3 56.8 94.0 93.0: 6.0 7.0 Other: 100.0: 27.7 15.5 3.4 62.6 78.0 93.6 96.9: 6.4 3.1 : : : :# Traders : Number of Traders in Each Category : All : 284: 106 88 72 65 62 216 188: Old : 228: 82 80 9 41 34 126 120: Other: 233: 89 66 36 53 52 163 133: :---------------------------------------------------------------------------------------------------- : 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 : 27.6 37.8 41.1 47.4 22.9 22.7 30.8 30.9 Old : 37.3 45.0 48.8 54.0 27.3 37.5 38.8 45.6 Other: 35.7 42.3 48.0 55.3 34.2 41.7 46.6 52.7 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, June 3, 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 : 35,320: 14,002 12,362 1,951 15,845 18,419 31,798 32,732: 3,522 2,588 Old : 31,224: 11,662 12,691 1,559 14,983 14,390 28,204 28,640: 3,020 2,584 Other: 4,096: 2,669 0 63 862 4,029 3,594 4,092: 502 4 : : : : : Changes in Commitments from: May 27, 2008 : : 2,370: -21 496 1,321 908 580 2,208 2,397: 162 -27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.6 35.0 5.5 44.9 52.1 90.0 92.7: 10.0 7.3 Old : 100.0: 37.3 40.6 5.0 48.0 46.1 90.3 91.7: 9.7 8.3 Other: 100.0: 65.2 0.0 1.5 21.0 98.4 87.7 99.9: 12.3 0.1 : : : :# Traders : Number of Traders in Each Category : All : 104: 39 34 17 23 14 68 63: Old : 103: 39 35 15 22 12 65 61: Other: 29: 16 0 3 6 8 22 11: :---------------------------------------------------------------------------------------------------- : 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 : 27.9 55.5 48.3 67.6 27.1 53.1 47.2 65.1 Old : 29.5 51.0 48.6 64.5 29.0 49.0 47.7 62.4 Other: 56.8 94.5 72.1 99.0 56.8 94.0 71.5 97.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, June 3, 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 : 157,841: 58,646 31,199 15,738 73,796 104,660 148,180 151,597: 9,661 6,244 Old : 97,847: 45,641 20,013 10,754 34,686 62,509 91,081 93,276: 6,766 4,571 Other: 59,994: 16,130 14,311 1,859 39,110 42,151 57,099 58,321: 2,895 1,673 : : : : : Changes in Commitments from: May 27, 2008 : : 8,411: 4,626 1,197 4,213 199 139 9,038 5,549: -627 2,862 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.2 19.8 10.0 46.8 66.3 93.9 96.0: 6.1 4.0 Old : 100.0: 46.6 20.5 11.0 35.4 63.9 93.1 95.3: 6.9 4.7 Other: 100.0: 26.9 23.9 3.1 65.2 70.3 95.2 97.2: 4.8 2.8 : : : :# Traders : Number of Traders in Each Category : All : 164: 75 18 22 52 45 140 79: Old : 159: 75 21 15 47 34 130 64: Other: 92: 22 15 6 35 36 61 53: :---------------------------------------------------------------------------------------------------- : 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 42.6 37.0 56.6 22.3 31.1 31.6 44.5 Old : 20.5 47.7 33.5 63.5 17.7 38.5 28.4 53.7 Other: 46.5 39.8 63.0 56.6 45.6 35.8 58.7 50.4 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, June 3, 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 : 913,262: 217,099 103,881 75,025 557,274 683,751 849,398 862,657: 63,864 50,605 Old : 913,262: 217,099 103,881 75,025 557,274 683,751 849,398 862,657: 63,864 50,605 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 27, 2008 : : 1,438: -499 17,055 4,273 20,102 3,510 23,876 24,838: -22,438 -23,400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 11.4 8.2 61.0 74.9 93.0 94.5: 7.0 5.5 Old : 100.0: 23.8 11.4 8.2 61.0 74.9 93.0 94.5: 7.0 5.5 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 : 245: 78 56 67 78 80 187 180: Old : 245: 78 56 67 78 80 187 180: 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 : 18.3 23.3 32.7 38.8 17.9 20.6 29.0 33.5 Old : 18.3 23.3 32.7 38.8 17.9 20.6 29.0 33.5 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, June 3, 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 : 153,194: 39,533 16,683 21,692 83,566 105,670 144,791 144,045: 8,403 9,149 Old : 115,833: 41,636 18,803 7,160 60,183 81,892 108,979 107,855: 6,854 7,978 Other: 37,361: 8,886 8,869 3,543 23,383 23,778 35,812 36,190: 1,549 1,171 : : : : : Changes in Commitments from: May 27, 2008 : : 1,312: -571 708 654 1,047 -3,046 1,130 -1,684: 182 2,996 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 10.9 14.2 54.5 69.0 94.5 94.0: 5.5 6.0 Old : 100.0: 35.9 16.2 6.2 52.0 70.7 94.1 93.1: 5.9 6.9 Other: 100.0: 23.8 23.7 9.5 62.6 63.6 95.9 96.9: 4.1 3.1 : : : :# Traders : Number of Traders in Each Category : All : 343: 130 62 58 102 109 264 207: Old : 335: 127 67 35 87 97 233 184: Other: 179: 36 31 22 59 79 108 121: :---------------------------------------------------------------------------------------------------- : 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 : 22.1 28.4 35.7 41.2 20.3 22.6 29.9 31.5 Old : 24.2 36.2 38.0 46.7 24.1 34.6 37.6 45.2 Other: 34.5 32.1 51.2 42.8 28.9 27.0 45.0 35.3 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, June 3, 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 : 37,903: 16,870 12,690 2,121 15,281 20,422 34,272 35,233: 3,631 2,670 Old : 37,903: 16,870 12,690 2,121 15,281 20,422 34,272 35,233: 3,631 2,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 27, 2008 : : -2,046: 797 -4,594 -521 -2,281 3,573 -2,005 -1,542: -41 -504 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.5 33.5 5.6 40.3 53.9 90.4 93.0: 9.6 7.0 Old : 100.0: 44.5 33.5 5.6 40.3 53.9 90.4 93.0: 9.6 7.0 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 : 73: 32 27 4 7 8 41 38: Old : 73: 32 27 4 7 8 41 38: 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 : 72.3 57.2 81.9 74.5 70.1 57.0 75.7 71.5 Old : 72.3 57.2 81.9 74.5 70.1 57.0 75.7 71.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2008