COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, September 9, 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 : 218,631: 51,383 49,090 20,920 129,888 135,615 202,191 205,625: 16,440 13,006 Old : 207,968: 50,034 49,278 17,758 124,642 128,187 192,434 195,223: 15,534 12,745 Other: 10,663: 4,213 2,676 298 5,246 7,428 9,757 10,402: 906 261 : : : : : Changes in Commitments from: September 2, 2008 : : 3,252: -3,425 4,978 2,421 5,069 -3,598 4,065 3,801: -813 -549 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 22.5 9.6 59.4 62.0 92.5 94.1: 7.5 5.9 Old : 100.0: 24.1 23.7 8.5 59.9 61.6 92.5 93.9: 7.5 6.1 Other: 100.0: 39.5 25.1 2.8 49.2 69.7 91.5 97.6: 8.5 2.4 : : : :# Traders : Number of Traders in Each Category : All : 267: 80 97 58 66 60 176 192: Old : 267: 80 95 55 64 56 172 187: Other: 71: 18 13 4 19 28 38 44: :---------------------------------------------------------------------------------------------------- : 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 : 26.0 28.6 39.8 40.9 24.6 23.2 37.1 34.2 Old : 26.7 29.3 41.1 41.8 26.6 23.9 39.9 35.3 Other: 44.6 54.0 65.2 72.5 39.8 41.8 56.0 60.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, September 9, 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 : 28,805: 10,596 8,473 1,236 13,178 16,353 25,010 26,062: 3,795 2,743 Old : 19,967: 7,922 8,782 30 9,381 9,100 17,333 17,912: 2,634 2,055 Other: 8,838: 3,755 772 125 3,797 7,253 7,677 8,150: 1,161 688 : : : : : Changes in Commitments from: September 2, 2008 : : -790: 38 101 550 -1,364 -2,067 -776 -1,416: -14 626 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.8 29.4 4.3 45.7 56.8 86.8 90.5: 13.2 9.5 Old : 100.0: 39.7 44.0 0.2 47.0 45.6 86.8 89.7: 13.2 10.3 Other: 100.0: 42.5 8.7 1.4 43.0 82.1 86.9 92.2: 13.1 7.8 : : : :# Traders : Number of Traders in Each Category : All : 109: 39 35 13 27 13 73 57: Old : 106: 40 36 1 25 8 65 45: Other: 53: 22 7 3 14 13 36 23: :---------------------------------------------------------------------------------------------------- : 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 : 25.2 50.4 42.7 62.1 25.0 48.9 42.5 60.5 Old : 32.1 44.4 46.5 59.4 32.1 43.8 46.5 58.7 Other: 43.1 70.9 58.8 81.4 43.1 67.4 57.1 77.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, September 9, 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 : 130,410: 41,524 32,553 8,551 70,641 84,903 120,716 126,007: 9,694 4,403 Old : 119,557: 41,528 28,343 7,691 60,785 79,293 110,004 115,327: 9,553 4,230 Other: 10,853: 826 5,040 30 9,856 5,610 10,712 10,680: 141 173 : : : : : Changes in Commitments from: September 2, 2008 : : -2,032: -2,006 826 340 1,193 -2,996 -473 -1,830: -1,559 -202 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.8 25.0 6.6 54.2 65.1 92.6 96.6: 7.4 3.4 Old : 100.0: 34.7 23.7 6.4 50.8 66.3 92.0 96.5: 8.0 3.5 Other: 100.0: 7.6 46.4 0.3 90.8 51.7 98.7 98.4: 1.3 1.6 : : : :# Traders : Number of Traders in Each Category : All : 144: 51 23 20 51 41 114 80: Old : 144: 51 25 20 51 40 114 79: Other: 26: 3 2 4 13 12 18 17: :---------------------------------------------------------------------------------------------------- : 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 : 32.4 46.9 43.3 59.4 31.0 41.6 40.0 53.6 Old : 30.6 45.2 41.7 58.6 30.0 40.3 39.8 53.4 Other: 76.4 83.4 90.2 95.0 61.0 73.0 71.1 76.4 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, September 9, 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 : 811,862: 195,303 63,996 77,338 458,576 605,253 731,217 746,587: 80,645 65,275 Old : 811,862: 195,303 63,996 77,338 458,576 605,253 731,217 746,587: 80,645 65,275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 2, 2008 : : -9,152: -4,450 -1,935 3,389 2,841 -11,590 1,780 -10,136: -10,932 984 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 7.9 9.5 56.5 74.6 90.1 92.0: 9.9 8.0 Old : 100.0: 24.1 7.9 9.5 56.5 74.6 90.1 92.0: 9.9 8.0 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 : 216: 73 36 70 78 76 180 163: Old : 216: 73 36 70 78 76 180 163: 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 : 18.3 26.0 30.7 42.9 17.0 18.8 28.0 33.1 Old : 18.3 26.0 30.7 42.9 17.0 18.8 28.0 33.1 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 9, 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 : 123,156: 35,942 20,932 8,307 75,148 91,614 119,397 120,853: 3,759 2,303 Old : 120,043: 37,526 21,228 5,967 72,855 90,593 116,348 117,788: 3,695 2,255 Other: 3,113: 315 1,603 441 2,293 1,021 3,049 3,065: 64 48 : : : : : Changes in Commitments from: September 2, 2008 : : -3,957: -3,919 92 -1,505 1,588 -3,463 -3,836 -4,876: -121 919 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 17.0 6.7 61.0 74.4 96.9 98.1: 3.1 1.9 Old : 100.0: 31.3 17.7 5.0 60.7 75.5 96.9 98.1: 3.1 1.9 Other: 100.0: 10.1 51.5 14.2 73.7 32.8 97.9 98.5: 2.1 1.5 : : : :# Traders : Number of Traders in Each Category : All : 330: 106 65 48 99 108 237 199: Old : 330: 109 65 48 97 108 235 199: Other: 47: 7 6 4 16 24 25 32: :---------------------------------------------------------------------------------------------------- : 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 : 23.7 27.3 39.6 37.7 23.3 22.1 37.9 31.9 Old : 23.8 28.0 39.1 38.4 23.8 24.1 38.8 34.0 Other: 84.0 74.7 92.9 84.6 73.8 64.8 77.9 71.2 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, September 9, 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 : 78,978: 40,724 6,477 6,348 27,121 62,563 74,193 75,388: 4,785 3,590 Old : 78,978: 40,724 6,477 6,348 27,121 62,563 74,193 75,388: 4,785 3,590 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 2, 2008 : : 29,583: 3,704 787 3,348 21,945 23,914 28,997 28,049: 586 1,534 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.6 8.2 8.0 34.3 79.2 93.9 95.5: 6.1 4.5 Old : 100.0: 51.6 8.2 8.0 34.3 79.2 93.9 95.5: 6.1 4.5 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: 42 14 6 13 6 59 23: Old : 72: 42 14 6 13 6 59 23: 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 : 58.6 88.3 76.1 93.1 37.7 54.4 44.6 56.9 Old : 58.6 88.3 76.1 93.1 37.7 54.4 44.6 56.9 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, September 9, 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 : 52,184: 2,545 3,030 5,631 38,541 39,144 46,717 47,805: 5,467 4,379 Old : 52,184: 2,545 3,030 5,631 38,541 39,144 46,717 47,805: 5,467 4,379 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 2, 2008 : : 27,390: 738 273 5,127 16,789 17,904 22,654 23,304: 4,736 4,086 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 5.8 10.8 73.9 75.0 89.5 91.6: 10.5 8.4 Old : 100.0: 4.9 5.8 10.8 73.9 75.0 89.5 91.6: 10.5 8.4 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 : 34: 6 4 5 12 20 22 29: Old : 34: 6 4 5 12 20 22 29: 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 : 53.0 48.3 76.1 67.3 30.5 25.5 35.0 32.4 Old : 53.0 48.3 76.1 67.3 30.5 25.5 35.0 32.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 12, 2008