COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, June 17, 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 : 221,739: 55,743 34,092 14,882 133,079 162,728 203,704 211,702: 18,035 10,037 Old : 18,356: 5,453 3,025 133 9,583 12,894 15,169 16,052: 3,187 2,304 Other: 203,383: 52,659 33,436 12,380 123,496 149,834 188,535 195,650: 14,848 7,733 : : : : : Changes in Commitments from: June 10, 2008 : : -44,361: -5,506 -9,979 -11,196 -27,229 -18,990 -43,931 -40,165: -430 -4,196 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 15.4 6.7 60.0 73.4 91.9 95.5: 8.1 4.5 Old : 100.0: 29.7 16.5 0.7 52.2 70.2 82.6 87.4: 17.4 12.6 Other: 100.0: 25.9 16.4 6.1 60.7 73.7 92.7 96.2: 7.3 3.8 : : : :# Traders : Number of Traders in Each Category : All : 263: 106 73 59 56 58 195 163: Old : 95: 30 12 4 28 25 61 41: Other: 255: 103 73 51 51 56 180 155: :---------------------------------------------------------------------------------------------------- : 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 34.1 40.1 46.4 29.2 29.7 39.6 41.0 Old : 33.0 59.7 48.7 71.5 25.2 47.4 39.2 58.7 Other: 32.0 32.4 43.0 45.6 31.5 29.0 42.4 41.1 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, June 17, 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 : 33,239: 12,976 8,115 902 15,619 20,697 29,497 29,714: 3,742 3,525 Old : 28,770: 10,316 8,132 717 14,596 16,520 25,629 25,369: 3,141 3,401 Other: 4,469: 2,752 75 93 1,023 4,177 3,868 4,345: 601 124 : : : : : Changes in Commitments from: June 10, 2008 : : -1,349: -188 -542 -508 -615 -749 -1,311 -1,799: -38 450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.0 24.4 2.7 47.0 62.3 88.7 89.4: 11.3 10.6 Old : 100.0: 35.9 28.3 2.5 50.7 57.4 89.1 88.2: 10.9 11.8 Other: 100.0: 61.6 1.7 2.1 22.9 93.5 86.6 97.2: 13.4 2.8 : : : :# Traders : Number of Traders in Each Category : All : 92: 41 24 11 22 14 65 48: Old : 92: 41 24 10 22 13 64 47: Other: 31: 16 1 3 7 9 23 13: :---------------------------------------------------------------------------------------------------- : 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 : 27.3 59.1 48.1 70.7 27.2 56.7 47.6 68.1 Old : 29.8 55.1 49.2 68.4 29.6 53.1 49.0 66.2 Other: 51.2 87.8 68.4 94.8 51.2 85.1 64.4 89.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, June 17, 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 : 158,367: 68,267 34,267 11,303 65,395 103,820 144,965 149,390: 13,402 8,977 Old : 90,887: 50,817 20,768 6,450 24,162 56,740 81,429 83,958: 9,458 6,929 Other: 67,480: 19,701 15,750 2,602 41,233 47,080 63,536 65,432: 3,944 2,048 : : : : : Changes in Commitments from: June 10, 2008 : : -2,246: 4,788 2,265 -2,084 -8,216 -5,542 -5,512 -5,361: 3,266 3,115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.1 21.6 7.1 41.3 65.6 91.5 94.3: 8.5 5.7 Old : 100.0: 55.9 22.9 7.1 26.6 62.4 89.6 92.4: 10.4 7.6 Other: 100.0: 29.2 23.3 3.9 61.1 69.8 94.2 97.0: 5.8 3.0 : : : :# Traders : Number of Traders in Each Category : All : 170: 84 16 23 46 46 141 79: Old : 158: 77 20 5 33 36 112 59: Other: 101: 28 13 8 40 37 73 55: :---------------------------------------------------------------------------------------------------- : 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 : 24.9 42.3 36.2 57.2 23.4 34.6 33.6 48.7 Old : 22.1 48.1 36.8 64.3 20.3 41.7 32.8 57.8 Other: 39.1 38.8 55.8 55.8 38.5 34.2 50.5 48.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, June 17, 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 : 867,641: 209,243 84,760 68,950 517,457 660,039 795,650 813,749: 71,991 53,892 Old : 867,641: 209,243 84,760 68,950 517,457 660,039 795,650 813,749: 71,991 53,892 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 10, 2008 : : -51,423: -5,067 -17,781 -9,386 -39,234 -23,747 -53,687 -50,914: 2,264 -509 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 9.8 7.9 59.6 76.1 91.7 93.8: 8.3 6.2 Old : 100.0: 24.1 9.8 7.9 59.6 76.1 91.7 93.8: 8.3 6.2 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 : 249: 77 58 60 82 83 191 176: Old : 249: 77 58 60 82 83 191 176: 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 23.4 32.0 41.2 16.1 20.8 28.5 34.6 Old : 18.3 23.4 32.0 41.2 16.1 20.8 28.5 34.6 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 - Futures Only, June 17, 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 : 144,066: 37,824 15,265 13,560 83,837 107,251 135,221 136,076: 8,845 7,990 Old : 96,879: 31,269 15,804 2,948 55,118 70,938 89,335 89,690: 7,544 7,189 Other: 47,187: 11,372 4,278 5,795 28,719 36,313 45,886 46,386: 1,301 801 : : : : : Changes in Commitments from: June 10, 2008 : : -4,682: -675 -2,008 -6,293 2,142 5,334 -4,826 -2,967: 144 -1,715 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 10.6 9.4 58.2 74.4 93.9 94.5: 6.1 5.5 Old : 100.0: 32.3 16.3 3.0 56.9 73.2 92.2 92.6: 7.8 7.4 Other: 100.0: 24.1 9.1 12.3 60.9 77.0 97.2 98.3: 2.8 1.7 : : : :# Traders : Number of Traders in Each Category : All : 334: 134 55 51 90 110 253 196: Old : 320: 125 64 20 65 98 203 170: Other: 194: 49 32 24 64 82 124 127: :---------------------------------------------------------------------------------------------------- : 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 : 23.3 32.0 37.1 43.9 20.5 22.4 30.7 32.6 Old : 23.7 39.7 37.5 52.8 23.7 31.8 34.0 43.6 Other: 30.2 28.7 46.8 42.7 18.3 18.2 31.7 27.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, June 17, 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 : 26,204: 14,976 7,181 2,184 5,082 14,850 22,242 24,215: 3,962 1,989 Old : 26,204: 14,976 7,181 2,184 5,082 14,850 22,242 24,215: 3,962 1,989 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 10, 2008 : : -22,758: -3,605 -5,555 -255 -19,797 -16,538 -23,657 -22,348: 899 -410 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.2 27.4 8.3 19.4 56.7 84.9 92.4: 15.1 7.6 Old : 100.0: 57.2 27.4 8.3 19.4 56.7 84.9 92.4: 15.1 7.6 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 : 71: 41 18 6 9 3 53 26: Old : 71: 41 18 6 9 3 53 26: 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 : 51.2 72.8 63.4 82.5 45.7 64.2 52.8 72.1 Old : 51.2 72.8 63.4 82.5 45.7 64.2 52.8 72.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 20, 2008