COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, August 26, 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 : 215,217: 51,322 46,569 18,706 128,569 137,053 198,597 202,328: 16,620 12,889 Old : 205,632: 49,068 45,562 16,740 124,168 130,768 189,976 193,070: 15,656 12,562 Other: 9,585: 3,900 2,653 320 4,401 6,285 8,621 9,258: 964 327 : : : : : Changes in Commitments from: August 19, 2008 : : 1,290: 290 -301 39 -298 4,435 31 4,173: 1,259 -2,883 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 21.6 8.7 59.7 63.7 92.3 94.0: 7.7 6.0 Old : 100.0: 23.9 22.2 8.1 60.4 63.6 92.4 93.9: 7.6 6.1 Other: 100.0: 40.7 27.7 3.3 45.9 65.6 89.9 96.6: 10.1 3.4 : : : :# Traders : Number of Traders in Each Category : All : 263: 87 91 54 61 59 173 184: Old : 263: 84 94 51 58 56 168 180: Other: 63: 18 9 3 20 22 38 34: :---------------------------------------------------------------------------------------------------- : 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 : 26.9 30.3 40.4 43.0 25.4 24.9 38.8 36.5 Old : 27.5 31.0 41.6 43.9 27.4 25.8 41.5 37.9 Other: 46.5 56.9 62.8 74.5 40.6 44.0 53.3 60.9 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, August 26, 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 : 30,382: 11,178 8,911 769 14,277 18,987 26,224 28,667: 4,158 1,715 Old : 23,186: 7,949 8,819 293 11,727 12,795 19,969 21,907: 3,217 1,279 Other: 7,196: 3,569 432 136 2,550 6,192 6,255 6,760: 941 436 : : : : : Changes in Commitments from: August 19, 2008 : : -1,206: -372 -339 -161 -551 689 -1,084 189: -122 -1,395 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.8 29.3 2.5 47.0 62.5 86.3 94.4: 13.7 5.6 Old : 100.0: 34.3 38.0 1.3 50.6 55.2 86.1 94.5: 13.9 5.5 Other: 100.0: 49.6 6.0 1.9 35.4 86.0 86.9 93.9: 13.1 6.1 : : : :# Traders : Number of Traders in Each Category : All : 103: 38 32 9 28 13 69 52: Old : 100: 36 34 3 26 10 65 44: Other: 45: 19 5 3 12 12 31 20: :---------------------------------------------------------------------------------------------------- : 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 : 25.1 57.1 41.5 72.9 25.1 49.6 39.6 65.4 Old : 30.8 53.8 47.2 72.1 30.8 45.2 43.6 63.6 Other: 41.3 77.6 60.0 86.2 41.3 73.3 59.3 81.6 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, August 26, 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 : 131,164: 46,122 33,342 7,079 67,456 86,545 120,657 126,966: 10,507 4,198 Old : 41: 0 0 0 39 0 39 0: 2 41 Other: 131,123: 46,122 33,342 7,079 67,417 86,545 120,618 126,966: 10,505 4,157 : : : : : Changes in Commitments from: August 19, 2008 : : 3,287: 1,550 422 296 -94 6,260 1,752 6,978: 1,535 -3,691 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 25.4 5.4 51.4 66.0 92.0 96.8: 8.0 3.2 Old : 100.0: 0.0 0.0 0.0 95.1 0.0 95.1 0.0: 4.9 100.0 Other: 100.0: 35.2 25.4 5.4 51.4 66.0 92.0 96.8: 8.0 3.2 : : : :# Traders : Number of Traders in Each Category : All : 140: 50 22 21 49 41 111 77: Old : 2: 0 0 0 2 0 2 0: Other: 140: 50 22 21 49 41 111 77: :---------------------------------------------------------------------------------------------------- : 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 : 33.8 45.6 43.5 59.0 32.2 42.0 41.7 54.9 Old : 95.1 0.0 95.1 0.0 95.1 0.0 95.1 0.0 Other: 33.8 45.6 43.5 59.0 32.2 42.0 41.7 54.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, August 26, 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 : 821,181: 216,015 66,196 78,693 439,385 623,410 734,093 768,299: 87,088 52,882 Old : 821,181: 216,015 66,196 78,693 439,385 623,410 734,093 768,299: 87,088 52,882 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 19, 2008 : : 14,591: 12,515 -3,792 2,459 -3,150 20,013 11,824 18,680: 2,767 -4,089 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 8.1 9.6 53.5 75.9 89.4 93.6: 10.6 6.4 Old : 100.0: 26.3 8.1 9.6 53.5 75.9 89.4 93.6: 10.6 6.4 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 : 219: 79 39 71 76 71 191 155: Old : 219: 79 39 71 76 71 191 155: 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 : 18.5 25.9 31.6 42.6 16.9 22.1 28.9 36.3 Old : 18.5 25.9 31.6 42.6 16.9 22.1 28.9 36.3 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 26, 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 : 126,493: 36,063 22,633 9,162 75,729 92,858 120,954 124,653: 5,539 1,840 Old : 601: 0 24 0 586 464 586 488: 15 113 Other: 125,892: 36,063 22,609 9,162 75,143 92,394 120,368 124,165: 5,524 1,727 : : : : : Changes in Commitments from: August 19, 2008 : : -2,174: 4,001 -447 -2,157 -5,340 5,217 -3,496 2,613: 1,322 -4,787 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 17.9 7.2 59.9 73.4 95.6 98.5: 4.4 1.5 Old : 100.0: 0.0 4.0 0.0 97.5 77.2 97.5 81.2: 2.5 18.8 Other: 100.0: 28.6 18.0 7.3 59.7 73.4 95.6 98.6: 4.4 1.4 : : : :# Traders : Number of Traders in Each Category : All : 338: 109 77 44 91 109 232 207: Old : 27: 0 1 0 6 20 6 21: Other: 338: 109 77 44 89 109 230 207: :---------------------------------------------------------------------------------------------------- : 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 : 24.3 26.4 40.6 37.7 22.6 20.7 36.0 30.5 Old : 96.7 46.8 97.5 62.4 96.7 46.8 97.5 62.4 Other: 24.4 26.5 40.8 37.7 22.7 20.7 36.2 30.5 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, August 26, 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 : 43,723: 32,274 4,154 2,326 5,146 35,241 39,746 41,721: 3,977 2,002 Old : 43,723: 32,274 4,154 2,326 5,146 35,241 39,746 41,721: 3,977 2,002 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 19, 2008 : : 1,977: 2,774 753 195 -703 976 2,266 1,924: -289 53 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.8 9.5 5.3 11.8 80.6 90.9 95.4: 9.1 4.6 Old : 100.0: 73.8 9.5 5.3 11.8 80.6 90.9 95.4: 9.1 4.6 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 : 66: 39 11 4 9 9 49 24: Old : 66: 39 11 4 9 9 49 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 : 48.2 79.6 63.4 91.1 48.2 76.8 58.4 81.9 Old : 48.2 79.6 63.4 91.1 48.2 76.8 58.4 81.9 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 26, 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 : 25,109: 1,433 3,006 9 22,925 21,690 24,367 24,705: 742 404 Old : 25,109: 1,433 3,006 9 22,925 21,690 24,367 24,705: 742 404 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 19, 2008 : : 475: 34 119 9 242 -11 285 117: 190 358 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 12.0 0.0 91.3 86.4 97.0 98.4: 3.0 1.6 Old : 100.0: 5.7 12.0 0.0 91.3 86.4 97.0 98.4: 3.0 1.6 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 : 21: 3 5 1 6 13 9 19: Old : 21: 3 5 1 6 13 9 19: 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 : 82.9 58.9 97.0 79.6 65.8 49.5 73.2 67.6 Old : 82.9 58.9 97.0 79.6 65.8 49.5 73.2 67.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 29, 2008