COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, September 2, 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 : 215,379: 54,808 44,112 18,499 124,819 139,213 198,126 201,824: 17,253 13,555 Old : 205,670: 53,512 44,133 15,454 120,397 132,804 189,363 192,391: 16,307 13,279 Other: 9,709: 4,003 2,686 338 4,422 6,409 8,763 9,433: 946 276 : : : : : Changes in Commitments from: August 26, 2008 : : 162: 3,486 -2,457 -207 -3,750 2,160 -471 -504: 633 666 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 20.5 8.6 58.0 64.6 92.0 93.7: 8.0 6.3 Old : 100.0: 26.0 21.5 7.5 58.5 64.6 92.1 93.5: 7.9 6.5 Other: 100.0: 41.2 27.7 3.5 45.5 66.0 90.3 97.2: 9.7 2.8 : : : :# Traders : Number of Traders in Each Category : All : 265: 91 90 56 61 59 173 187: Old : 265: 89 90 54 58 56 168 184: Other: 68: 17 13 4 19 25 37 41: :---------------------------------------------------------------------------------------------------- : 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 : 26.8 30.6 40.2 43.5 25.5 25.6 38.2 37.5 Old : 27.5 31.3 41.3 44.4 27.5 26.5 40.9 38.7 Other: 47.7 56.9 64.7 74.2 42.2 45.9 55.4 62.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, September 2, 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 : 29,595: 10,558 8,372 686 14,542 18,420 25,786 27,478: 3,809 2,117 Old : 21,889: 7,560 8,349 120 11,454 11,849 19,134 20,318: 2,755 1,571 Other: 7,706: 3,447 472 117 3,088 6,571 6,652 7,160: 1,054 546 : : : : : Changes in Commitments from: August 26, 2008 : : -787: -620 -539 -83 265 -567 -438 -1,189: -349 402 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.7 28.3 2.3 49.1 62.2 87.1 92.8: 12.9 7.2 Old : 100.0: 34.5 38.1 0.5 52.3 54.1 87.4 92.8: 12.6 7.2 Other: 100.0: 44.7 6.1 1.5 40.1 85.3 86.3 92.9: 13.7 7.1 : : : :# Traders : Number of Traders in Each Category : All : 103: 36 33 9 30 12 69 52: Old : 100: 34 35 3 28 8 64 44: Other: 45: 18 5 3 13 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 : 25.0 56.8 41.3 70.2 25.0 49.7 40.0 63.1 Old : 30.5 52.2 46.5 68.6 30.5 44.0 43.7 60.5 Other: 42.3 77.3 58.2 85.3 42.3 73.3 57.4 81.2 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, September 2, 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 : 132,442: 43,530 31,727 8,211 69,448 87,899 121,189 127,837: 11,253 4,605 Old : 121,756: 43,523 27,551 7,356 59,867 82,396 110,746 117,303: 11,010 4,453 Other: 10,686: 832 5,001 30 9,581 5,503 10,443 10,534: 243 152 : : : : : Changes in Commitments from: August 26, 2008 : : 1,278: -2,592 -1,615 1,132 1,992 1,354 532 871: 746 407 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.9 24.0 6.2 52.4 66.4 91.5 96.5: 8.5 3.5 Old : 100.0: 35.7 22.6 6.0 49.2 67.7 91.0 96.3: 9.0 3.7 Other: 100.0: 7.8 46.8 0.3 89.7 51.5 97.7 98.6: 2.3 1.4 : : : :# Traders : Number of Traders in Each Category : All : 142: 54 19 22 48 42 115 78: Old : 142: 54 21 22 48 41 115 77: Other: 24: 4 1 3 12 12 16 16: :---------------------------------------------------------------------------------------------------- : 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 : 31.7 48.1 42.5 61.3 30.5 43.6 39.8 56.3 Old : 30.1 46.6 40.8 60.8 29.9 42.7 39.9 56.6 Other: 76.7 83.4 90.7 95.2 57.5 71.5 67.9 74.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, September 2, 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 : 821,014: 199,753 65,931 73,949 455,735 616,843 729,437 756,723: 91,577 64,291 Old : 821,014: 199,753 65,931 73,949 455,735 616,843 729,437 756,723: 91,577 64,291 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2008 : : -167: -16,262 -265 -4,744 16,350 -6,567 -4,656 -11,576: 4,489 11,409 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.3 8.0 9.0 55.5 75.1 88.8 92.2: 11.2 7.8 Old : 100.0: 24.3 8.0 9.0 55.5 75.1 88.8 92.2: 11.2 7.8 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 : 215: 71 41 68 76 73 179 159: Old : 215: 71 41 68 76 73 179 159: 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 : 18.4 25.7 31.1 42.8 16.9 20.8 28.5 35.1 Old : 18.4 25.7 31.1 42.8 16.9 20.8 28.5 35.1 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, September 2, 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 : 127,113: 39,861 20,840 9,812 73,560 95,077 123,233 125,729: 3,880 1,384 Old : 124,433: 41,094 21,167 7,770 71,771 94,169 120,635 123,106: 3,798 1,327 Other: 2,680: 340 1,246 469 1,789 908 2,598 2,623: 82 57 : : : : : Changes in Commitments from: August 26, 2008 : : 620: 3,798 -1,793 650 -2,169 2,219 2,279 1,076: -1,659 -456 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 16.4 7.7 57.9 74.8 96.9 98.9: 3.1 1.1 Old : 100.0: 33.0 17.0 6.2 57.7 75.7 96.9 98.9: 3.1 1.1 Other: 100.0: 12.7 46.5 17.5 66.8 33.9 96.9 97.9: 3.1 2.1 : : : :# Traders : Number of Traders in Each Category : All : 338: 118 66 53 89 111 243 205: Old : 338: 120 68 53 87 111 241 205: Other: 44: 8 5 5 16 21 26 29: :---------------------------------------------------------------------------------------------------- : 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 : 23.4 27.0 38.7 38.0 22.4 21.9 35.8 32.1 Old : 23.0 27.6 38.4 38.1 22.9 23.3 36.6 33.6 Other: 77.2 73.2 89.7 83.7 65.3 61.5 71.8 67.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, September 2, 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 : 49,395: 37,020 5,690 3,000 5,176 38,649 45,196 47,339: 4,199 2,056 Old : 49,395: 37,020 5,690 3,000 5,176 38,649 45,196 47,339: 4,199 2,056 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2008 : : 5,672: 4,746 1,536 674 30 3,408 5,450 5,618: 222 54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.9 11.5 6.1 10.5 78.2 91.5 95.8: 8.5 4.2 Old : 100.0: 74.9 11.5 6.1 10.5 78.2 91.5 95.8: 8.5 4.2 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 : 72: 44 10 5 14 8 60 22: Old : 72: 44 10 5 14 8 60 22: 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 : 47.3 78.5 63.9 90.8 47.2 76.8 59.8 83.4 Old : 47.3 78.5 63.9 90.8 47.2 76.8 59.8 83.4 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, September 2, 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 : 24,794: 1,807 2,757 504 21,752 21,240 24,063 24,501: 731 293 Old : 24,794: 1,807 2,757 504 21,752 21,240 24,063 24,501: 731 293 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2008 : : -315: 374 -249 495 -1,173 -450 -304 -204: -11 -111 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 11.1 2.0 87.7 85.7 97.1 98.8: 2.9 1.2 Old : 100.0: 7.3 11.1 2.0 87.7 85.7 97.1 98.8: 2.9 1.2 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 : 24: 5 4 2 6 14 12 20: Old : 24: 5 4 2 6 14 12 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 : 81.1 57.4 94.2 79.8 62.5 50.9 71.3 65.9 Old : 81.1 57.4 94.2 79.8 62.5 50.9 71.3 65.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 5, 2008