COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, August 5, 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 : 217,812: 52,197 48,011 16,201 132,852 140,407 201,250 204,619: 16,562 13,193 Old : 209,396: 50,883 47,433 14,081 128,886 135,012 193,850 196,526: 15,546 12,870 Other: 8,416: 3,067 2,331 367 3,966 5,395 7,400 8,093: 1,016 323 : : : : : Changes in Commitments from: July 29, 2008 : : -2,255: -2,040 4,683 645 275 -8,861 -1,120 -3,533: -1,135 1,278 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.0 22.0 7.4 61.0 64.5 92.4 93.9: 7.6 6.1 Old : 100.0: 24.3 22.7 6.7 61.6 64.5 92.6 93.9: 7.4 6.1 Other: 100.0: 36.4 27.7 4.4 47.1 64.1 87.9 96.2: 12.1 3.8 : : : :# Traders : Number of Traders in Each Category : All : 261: 87 92 54 58 59 170 183: Old : 261: 87 92 53 54 56 166 179: Other: 56: 14 11 3 17 19 33 31: :---------------------------------------------------------------------------------------------------- : 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 : 27.7 29.1 41.6 40.8 26.4 25.2 40.1 36.5 Old : 28.2 29.4 42.7 41.5 28.1 25.6 42.6 37.4 Other: 39.9 60.8 63.6 79.3 34.2 47.2 52.1 63.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, August 5, 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 : 31,391: 11,794 7,943 2,083 13,564 18,650 27,441 28,676: 3,950 2,715 Old : 25,819: 8,837 7,861 1,790 12,050 13,744 22,677 23,395: 3,142 2,424 Other: 5,572: 3,033 158 217 1,514 4,906 4,764 5,281: 808 291 : : : : : Changes in Commitments from: July 29, 2008 : : 3,205: 616 2,872 1,053 990 -1,090 2,659 2,835: 546 370 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.6 25.3 6.6 43.2 59.4 87.4 91.4: 12.6 8.6 Old : 100.0: 34.2 30.4 6.9 46.7 53.2 87.8 90.6: 12.2 9.4 Other: 100.0: 54.4 2.8 3.9 27.2 88.0 85.5 94.8: 14.5 5.2 : : : :# Traders : Number of Traders in Each Category : All : 104: 41 32 17 25 13 69 61: Old : 104: 42 32 13 23 12 67 56: Other: 42: 17 5 5 11 12 29 21: :---------------------------------------------------------------------------------------------------- : 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 52.2 43.4 64.5 26.4 48.9 43.1 61.2 Old : 29.5 47.7 45.6 62.0 29.5 44.7 45.6 59.0 Other: 44.1 77.8 62.3 87.0 44.0 72.8 60.9 79.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, August 5, 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 : 143,049: 49,213 31,150 9,301 74,706 98,861 133,220 139,312: 9,829 3,737 Old : 42,197: 16,329 11,959 1,804 20,287 26,721 38,420 40,484: 3,777 1,713 Other: 100,852: 37,183 23,490 3,198 54,419 72,140 94,800 98,828: 6,052 2,024 : : : : : Changes in Commitments from: July 29, 2008 : : -8,766: -3,655 -2,617 -3,601 1,022 -1,863 -6,234 -8,081: -2,532 -685 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.4 21.8 6.5 52.2 69.1 93.1 97.4: 6.9 2.6 Old : 100.0: 38.7 28.3 4.3 48.1 63.3 91.0 95.9: 9.0 4.1 Other: 100.0: 36.9 23.3 3.2 54.0 71.5 94.0 98.0: 6.0 2.0 : : : :# Traders : Number of Traders in Each Category : All : 158: 57 27 26 53 43 128 89: Old : 112: 36 24 3 35 24 74 48: Other: 132: 47 21 14 49 39 103 70: :---------------------------------------------------------------------------------------------------- : 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 : 31.1 43.5 42.0 56.5 28.2 36.1 37.0 48.8 Old : 34.8 52.9 50.4 69.9 27.8 42.3 39.3 55.2 Other: 40.7 43.0 51.0 57.6 37.3 40.4 47.2 53.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, August 5, 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 : 791,850: 196,362 67,716 78,280 439,195 593,624 713,837 739,620: 78,013 52,230 Old : 791,850: 196,362 67,716 78,280 439,195 593,624 713,837 739,620: 78,013 52,230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 29, 2008 : : 7,637: -367 -16,644 6,309 -9,019 15,120 -3,077 4,785: 10,714 2,852 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 8.6 9.9 55.5 75.0 90.1 93.4: 9.9 6.6 Old : 100.0: 24.8 8.6 9.9 55.5 75.0 90.1 93.4: 9.9 6.6 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 : 213: 71 41 64 72 73 176 154: Old : 213: 71 41 64 72 73 176 154: 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 : 18.8 26.9 32.8 43.2 17.3 22.7 29.8 36.7 Old : 18.8 26.9 32.8 43.2 17.3 22.7 29.8 36.7 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, August 5, 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 : 145,055: 36,591 19,216 17,394 84,382 101,970 138,367 138,580: 6,688 6,475 Old : 63,037: 23,604 15,338 787 35,656 43,783 60,047 59,908: 2,990 3,129 Other: 82,018: 20,929 11,820 8,665 48,726 58,187 78,320 78,672: 3,698 3,346 : : : : : Changes in Commitments from: July 29, 2008 : : -1,613: 564 430 -2,427 679 -898 -1,184 -2,895: -429 1,282 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 13.2 12.0 58.2 70.3 95.4 95.5: 4.6 4.5 Old : 100.0: 37.4 24.3 1.2 56.6 69.5 95.3 95.0: 4.7 5.0 Other: 100.0: 25.5 14.4 10.6 59.4 70.9 95.5 95.9: 4.5 4.1 : : : :# Traders : Number of Traders in Each Category : All : 344: 118 74 64 103 106 260 215: Old : 297: 100 69 10 70 69 174 144: Other: 251: 65 52 34 77 100 160 171: :---------------------------------------------------------------------------------------------------- : 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 26.6 39.2 38.3 20.1 18.8 31.8 28.3 Old : 28.4 42.3 41.0 53.5 28.4 41.1 41.0 52.3 Other: 32.4 23.3 49.2 36.8 27.8 20.0 44.1 31.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, August 5, 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 : 32,021: 18,957 8,572 2,434 6,723 18,580 28,114 29,586: 3,907 2,435 Old : 32,021: 18,957 8,572 2,434 6,723 18,580 28,114 29,586: 3,907 2,435 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 29, 2008 : : -4,607: -2,683 -2,193 25 -1,438 -1,649 -4,096 -3,817: -511 -790 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.2 26.8 7.6 21.0 58.0 87.8 92.4: 12.2 7.6 Old : 100.0: 59.2 26.8 7.6 21.0 58.0 87.8 92.4: 12.2 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 : 69: 34 20 5 10 6 46 30: Old : 69: 34 20 5 10 6 46 30: 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 : 50.0 68.6 63.9 82.2 46.9 63.1 56.3 71.9 Old : 50.0 68.6 63.9 82.2 46.9 63.1 56.3 71.9 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, August 5, 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 : 22,450: 1,719 2,623 0 20,240 19,823 21,959 22,446: 491 4 Old : 22,450: 1,719 2,623 0 20,240 19,823 21,959 22,446: 491 4 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 29, 2008 : : 2,499: 496 194 0 1,517 3,328 2,013 3,522: 486 -1,023 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 11.7 0.0 90.2 88.3 97.8 100.0: 2.2 0.0 Old : 100.0: 7.7 11.7 0.0 90.2 88.3 97.8 100.0: 2.2 0.0 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 : 24: 3 5 0 7 16 10 21: Old : 24: 3 5 0 7 16 10 21: 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 : 83.0 56.2 96.2 79.4 65.8 50.5 75.2 69.2 Old : 83.0 56.2 96.2 79.4 65.8 50.5 75.2 69.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 8, 2008