COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, August 12, 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 : 214,066: 53,007 48,018 16,231 129,723 136,896 198,961 201,145: 15,105 12,921 Old : 205,237: 51,490 47,148 13,923 125,532 131,481 190,945 192,552: 14,292 12,685 Other: 8,829: 3,408 2,761 417 4,191 5,415 8,016 8,593: 813 236 : : : : : Changes in Commitments from: August 5, 2008 : : -3,746: 810 7 30 -3,129 -3,511 -2,289 -3,474: -1,457 -272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 22.4 7.6 60.6 64.0 92.9 94.0: 7.1 6.0 Old : 100.0: 25.1 23.0 6.8 61.2 64.1 93.0 93.8: 7.0 6.2 Other: 100.0: 38.6 31.3 4.7 47.5 61.3 90.8 97.3: 9.2 2.7 : : : :# Traders : Number of Traders in Each Category : All : 256: 88 85 51 62 55 174 170: Old : 256: 88 85 48 59 52 171 164: Other: 61: 13 14 4 19 20 35 35: :---------------------------------------------------------------------------------------------------- : 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 : 27.2 29.8 41.2 40.7 25.9 26.4 39.7 36.7 Old : 27.8 30.2 42.3 41.5 27.6 26.9 42.2 37.7 Other: 47.4 58.1 65.6 75.2 40.9 45.2 54.7 62.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, August 12, 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 : 31,815: 11,479 9,094 2,332 14,076 17,691 27,887 29,117: 3,928 2,698 Old : 25,955: 8,577 9,043 1,981 12,350 12,536 22,908 23,560: 3,047 2,395 Other: 5,860: 3,076 225 177 1,726 5,155 4,979 5,557: 881 303 : : : : : Changes in Commitments from: August 5, 2008 : : 424: -315 1,151 249 512 -959 446 441: -22 -17 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.1 28.6 7.3 44.2 55.6 87.7 91.5: 12.3 8.5 Old : 100.0: 33.0 34.8 7.6 47.6 48.3 88.3 90.8: 11.7 9.2 Other: 100.0: 52.5 3.8 3.0 29.5 88.0 85.0 94.8: 15.0 5.2 : : : :# Traders : Number of Traders in Each Category : All : 108: 43 31 18 27 15 73 64: Old : 107: 43 33 14 25 13 70 58: Other: 45: 18 7 5 11 12 29 24: :---------------------------------------------------------------------------------------------------- : 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 : 25.3 48.3 42.6 62.6 25.3 44.6 42.3 58.9 Old : 29.1 43.7 45.3 59.5 29.1 40.3 45.1 56.1 Other: 42.8 78.1 61.3 86.5 42.3 72.8 59.2 79.7 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, August 12, 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 : 133,900: 47,373 30,390 7,440 68,722 91,044 123,535 128,874: 10,365 5,026 Old : 15,040: 5,523 7,194 371 7,157 5,982 13,051 13,547: 1,989 1,493 Other: 118,860: 43,369 24,715 5,550 61,565 85,062 110,484 115,327: 8,376 3,533 : : : : : Changes in Commitments from: August 5, 2008 : : -9,149: -1,840 -760 -1,861 -5,984 -7,817 -9,685 -10,438: 536 1,289 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.4 22.7 5.6 51.3 68.0 92.3 96.2: 7.7 3.8 Old : 100.0: 36.7 47.8 2.5 47.6 39.8 86.8 90.1: 13.2 9.9 Other: 100.0: 36.5 20.8 4.7 51.8 71.6 93.0 97.0: 7.0 3.0 : : : :# Traders : Number of Traders in Each Category : All : 148: 54 21 21 56 42 124 79: Old : 81: 27 8 2 35 17 64 25: Other: 136: 44 23 18 50 41 106 75: :---------------------------------------------------------------------------------------------------- : 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 : 31.6 42.6 41.3 56.2 29.6 37.6 38.8 50.6 Old : 21.4 67.8 35.2 77.5 19.8 59.8 32.3 68.9 Other: 35.6 39.9 45.6 54.4 33.3 35.6 42.7 49.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, August 12, 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 : 793,410: 205,779 67,120 76,744 432,207 599,786 714,730 743,650: 78,680 49,760 Old : 793,410: 205,779 67,120 76,744 432,207 599,786 714,730 743,650: 78,680 49,760 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2008 : : 1,560: 9,417 -596 -1,536 -6,988 6,162 893 4,030: 667 -2,470 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 8.5 9.7 54.5 75.6 90.1 93.7: 9.9 6.3 Old : 100.0: 25.9 8.5 9.7 54.5 75.6 90.1 93.7: 9.9 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 : 217: 80 37 63 71 70 182 149: Old : 217: 80 37 63 71 70 182 149: 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 : 18.6 26.8 32.2 43.2 17.1 22.7 29.2 37.0 Old : 18.6 26.8 32.2 43.2 17.1 22.7 29.2 37.0 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 12, 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 : 132,765: 33,762 19,774 12,311 79,294 95,076 125,367 127,161: 7,398 5,604 Old : 34,232: 11,244 3,871 211 20,318 28,998 31,773 33,080: 2,459 1,152 Other: 98,533: 25,284 18,669 9,334 58,976 66,078 93,594 94,081: 4,939 4,452 : : : : : Changes in Commitments from: August 5, 2008 : : -12,290: -2,829 558 -5,083 -5,088 -6,894 -13,000 -11,419: 710 -871 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 14.9 9.3 59.7 71.6 94.4 95.8: 5.6 4.2 Old : 100.0: 32.8 11.3 0.6 59.4 84.7 92.8 96.6: 7.2 3.4 Other: 100.0: 25.7 18.9 9.5 59.9 67.1 95.0 95.5: 5.0 4.5 : : : :# Traders : Number of Traders in Each Category : All : 334: 112 73 51 105 111 246 213: Old : 233: 70 39 5 72 65 144 107: Other: 280: 75 67 37 84 103 182 187: :---------------------------------------------------------------------------------------------------- : 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 : 23.6 26.1 38.7 37.8 21.4 19.5 34.0 29.3 Old : 28.0 58.4 40.3 68.4 25.5 51.8 36.0 61.8 Other: 27.4 21.1 43.6 32.7 24.8 18.7 38.9 29.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, August 12, 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 : 33,273: 20,518 3,370 2,538 5,629 25,366 28,685 31,274: 4,588 1,999 Old : 33,273: 20,518 3,370 2,538 5,629 25,366 28,685 31,274: 4,588 1,999 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2008 : : 1,252: 1,561 -5,202 104 -1,094 6,786 571 1,688: 681 -436 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.7 10.1 7.6 16.9 76.2 86.2 94.0: 13.8 6.0 Old : 100.0: 61.7 10.1 7.6 16.9 76.2 86.2 94.0: 13.8 6.0 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 : 71: 44 10 7 11 7 57 24: Old : 71: 44 10 7 11 7 57 24: 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 : 41.7 79.1 54.8 88.1 36.7 72.9 45.8 76.8 Old : 41.7 79.1 54.8 88.1 36.7 72.9 45.8 76.8 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 12, 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 : 23,332: 1,441 2,736 0 21,337 20,572 22,778 23,308: 554 24 Old : 23,332: 1,441 2,736 0 21,337 20,572 22,778 23,308: 554 24 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 5, 2008 : : 882: -278 113 0 1,097 749 819 862: 63 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 11.7 0.0 91.4 88.2 97.6 99.9: 2.4 0.1 Old : 100.0: 6.2 11.7 0.0 91.4 88.2 97.6 99.9: 2.4 0.1 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 : 22: 2 6 0 6 14 8 20: Old : 22: 2 6 0 6 14 8 20: 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 : 85.7 60.8 97.6 80.1 68.8 53.9 76.1 69.9 Old : 85.7 60.8 97.6 80.1 68.8 53.9 76.1 69.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 15, 2008