COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, July 29, 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 : 220,067: 54,237 43,328 15,556 132,577 149,268 202,370 208,152: 17,697 11,915 Old : 212,219: 53,958 43,352 12,841 128,656 144,447 195,455 200,640: 16,764 11,579 Other: 7,848: 2,576 2,273 418 3,921 4,821 6,915 7,512: 933 336 : : : : : Changes in Commitments from: July 22, 2008 : : 1,501: 2,073 -1,857 767 -436 3,084 2,404 1,994: -903 -493 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 19.7 7.1 60.2 67.8 92.0 94.6: 8.0 5.4 Old : 100.0: 25.4 20.4 6.1 60.6 68.1 92.1 94.5: 7.9 5.5 Other: 100.0: 32.8 29.0 5.3 50.0 61.4 88.1 95.7: 11.9 4.3 : : : :# Traders : Number of Traders in Each Category : All : 263: 94 86 51 59 59 180 172: Old : 263: 93 85 50 55 58 176 170: Other: 50: 11 12 4 15 17 29 30: :---------------------------------------------------------------------------------------------------- : 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 31.5 41.2 43.4 26.8 27.4 39.9 38.5 Old : 28.4 31.8 42.2 44.1 28.2 27.8 41.9 39.4 Other: 42.3 59.0 65.3 78.6 35.3 44.4 53.0 61.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, July 29, 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 : 28,186: 11,178 5,071 1,030 12,574 19,740 24,782 25,841: 3,404 2,345 Old : 23,152: 8,282 5,035 708 11,360 15,193 20,350 20,936: 2,802 2,216 Other: 5,034: 3,000 140 218 1,214 4,547 4,432 4,905: 602 129 : : : : : Changes in Commitments from: July 22, 2008 : : 65: -531 2,058 264 75 -2,642 -192 -320: 257 385 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.7 18.0 3.7 44.6 70.0 87.9 91.7: 12.1 8.3 Old : 100.0: 35.8 21.7 3.1 49.1 65.6 87.9 90.4: 12.1 9.6 Other: 100.0: 59.6 2.8 4.3 24.1 90.3 88.0 97.4: 12.0 2.6 : : : :# Traders : Number of Traders in Each Category : All : 92: 32 31 14 23 12 62 51: Old : 92: 33 31 11 20 11 58 48: Other: 38: 16 3 5 11 12 28 19: :---------------------------------------------------------------------------------------------------- : 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 : 31.0 61.5 50.6 71.5 31.0 61.1 50.2 70.6 Old : 34.8 58.2 53.6 70.2 34.8 58.2 53.6 70.2 Other: 47.7 78.6 65.3 90.2 47.7 77.1 65.3 84.1 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, July 29, 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 : 151,815: 52,868 33,767 12,902 73,684 100,724 139,454 147,393: 12,361 4,422 Old : 64,854: 27,873 19,097 4,989 25,314 38,012 58,176 62,098: 6,678 2,756 Other: 86,961: 30,764 20,439 2,144 48,370 62,712 81,278 85,295: 5,683 1,666 : : : : : Changes in Commitments from: July 22, 2008 : : 2,535: -5,373 -452 -471 7,630 3,859 1,786 2,936: 749 -401 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 22.2 8.5 48.5 66.3 91.9 97.1: 8.1 2.9 Old : 100.0: 43.0 29.4 7.7 39.0 58.6 89.7 95.8: 10.3 4.2 Other: 100.0: 35.4 23.5 2.5 55.6 72.1 93.5 98.1: 6.5 1.9 : : : :# Traders : Number of Traders in Each Category : All : 154: 57 19 28 51 43 128 84: Old : 128: 42 32 6 33 28 81 60: Other: 119: 40 15 9 48 38 92 60: :---------------------------------------------------------------------------------------------------- : 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 : 30.1 43.8 41.8 56.8 27.1 35.7 35.8 48.1 Old : 27.3 51.3 41.6 67.0 21.7 40.5 33.2 53.7 Other: 46.3 42.0 56.7 58.2 41.8 38.9 51.6 53.5 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, July 29, 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 : 784,213: 196,729 84,360 71,971 448,214 578,504 716,914 734,835: 67,299 49,378 Old : 784,213: 196,729 84,360 71,971 448,214 578,504 716,914 734,835: 67,299 49,378 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : -18,940: -925 5,015 -4,468 -4,368 -11,025 -9,761 -10,478: -9,179 -8,462 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 10.8 9.2 57.2 73.8 91.4 93.7: 8.6 6.3 Old : 100.0: 25.1 10.8 9.2 57.2 73.8 91.4 93.7: 8.6 6.3 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: 68 45 63 77 73 176 160: Old : 220: 68 45 63 77 73 176 160: 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 : 19.0 26.4 33.2 42.1 17.6 22.3 30.2 35.8 Old : 19.0 26.4 33.2 42.1 17.6 22.3 30.2 35.8 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, July 29, 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 : 146,668: 36,027 18,786 19,821 83,703 102,868 139,551 141,475: 7,117 5,193 Old : 74,628: 26,886 20,274 834 42,278 50,447 69,998 71,555: 4,630 3,073 Other: 72,040: 21,102 10,473 7,026 41,425 52,421 69,553 69,920: 2,487 2,120 : : : : : Changes in Commitments from: July 22, 2008 : : 168: -2,192 4,006 1,198 1,747 -5,291 753 -87: -585 255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 12.8 13.5 57.1 70.1 95.1 96.5: 4.9 3.5 Old : 100.0: 36.0 27.2 1.1 56.7 67.6 93.8 95.9: 6.2 4.1 Other: 100.0: 29.3 14.5 9.8 57.5 72.8 96.5 97.1: 3.5 2.9 : : : :# Traders : Number of Traders in Each Category : All : 342: 114 73 64 106 103 265 208: Old : 310: 108 69 12 75 69 187 146: Other: 236: 55 51 29 78 96 151 160: :---------------------------------------------------------------------------------------------------- : 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 : 26.4 28.8 40.6 40.7 19.6 19.0 31.3 28.6 Old : 28.3 39.1 42.1 51.0 28.3 38.3 42.1 50.1 Other: 37.6 23.7 52.1 37.9 32.3 22.1 46.3 32.9 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, July 29, 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 : 36,628: 21,640 10,765 2,409 8,161 20,229 32,210 33,403: 4,418 3,225 Old : 36,628: 21,640 10,765 2,409 8,161 20,229 32,210 33,403: 4,418 3,225 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : -1,469: -1,981 -6,765 191 331 6,369 -1,459 -205: -10 -1,264 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.1 29.4 6.6 22.3 55.2 87.9 91.2: 12.1 8.8 Old : 100.0: 59.1 29.4 6.6 22.3 55.2 87.9 91.2: 12.1 8.8 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 : 71: 31 26 4 7 8 40 37: Old : 71: 31 26 4 7 8 40 37: 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 : 52.3 64.5 67.7 79.2 52.1 60.8 62.4 70.7 Old : 52.3 64.5 67.7 79.2 52.1 60.8 62.4 70.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders - Futures Only, July 29, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 1000 IND X $100.00) : : : : All : 19,951: 1,223 2,429 0 18,723 16,495 19,946 18,924: 5 1,027 Old : 19,951: 1,223 2,429 0 18,723 16,495 19,946 18,924: 5 1,027 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 22, 2008 : : -232: -934 -329 -3 1,040 78 103 -254: -335 22 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.1 12.2 0.0 93.8 82.7 100.0 94.9: 0.0 5.1 Old : 100.0: 6.1 12.2 0.0 93.8 82.7 100.0 94.9: 0.0 5.1 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 : 20: 2 5 0 6 13 8 18: Old : 20: 2 5 0 6 13 8 18: 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 : 90.6 58.4 100.0 80.7 71.2 53.8 78.7 70.6 Old : 90.6 58.4 100.0 80.7 71.2 53.8 78.7 70.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 1, 2008