COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, September 16, 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 : 215,450: 47,215 47,540 22,614 129,641 129,431 199,470 199,585: 15,980 15,865 Old : 204,250: 46,078 46,754 19,280 123,197 122,617 188,555 188,651: 15,695 15,599 Other: 11,200: 4,111 3,760 360 6,444 6,814 10,915 10,934: 285 266 : : : : : Changes in Commitments from: September 9, 2008 : : -3,181: -4,168 -1,550 1,694 -247 -6,184 -2,721 -6,040: -460 2,859 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 22.1 10.5 60.2 60.1 92.6 92.6: 7.4 7.4 Old : 100.0: 22.6 22.9 9.4 60.3 60.0 92.3 92.4: 7.7 7.6 Other: 100.0: 36.7 33.6 3.2 57.5 60.8 97.5 97.6: 2.5 2.4 : : : :# Traders : Number of Traders in Each Category : All : 264: 82 97 54 64 59 172 188: Old : 263: 81 97 50 61 56 167 183: Other: 69: 17 13 4 18 28 37 43: :---------------------------------------------------------------------------------------------------- : 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 : 24.2 27.1 37.9 38.6 22.7 21.9 35.1 31.7 Old : 24.7 27.8 39.2 39.5 24.0 23.0 37.3 33.4 Other: 45.7 51.8 69.6 73.2 41.1 40.0 56.2 56.5 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, September 16, 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 : 28,825: 10,471 9,042 1,327 13,357 15,915 25,155 26,284: 3,670 2,541 Old : 18,915: 7,722 9,405 1 8,793 7,657 16,516 17,063: 2,399 1,852 Other: 9,910: 3,963 851 112 4,564 8,258 8,639 9,221: 1,271 689 : : : : : Changes in Commitments from: September 9, 2008 : : 20: -125 569 91 179 -438 145 222: -125 -202 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 31.4 4.6 46.3 55.2 87.3 91.2: 12.7 8.8 Old : 100.0: 40.8 49.7 0.0 46.5 40.5 87.3 90.2: 12.7 9.8 Other: 100.0: 40.0 8.6 1.1 46.1 83.3 87.2 93.0: 12.8 7.0 : : : :# Traders : Number of Traders in Each Category : All : 106: 39 34 15 23 13 70 58: Old : 102: 39 36 1 21 8 60 45: Other: 53: 23 10 4 11 13 36 25: :---------------------------------------------------------------------------------------------------- : 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 : 25.4 49.5 43.4 61.9 25.3 48.5 43.1 60.8 Old : 32.5 40.6 47.9 57.8 32.5 40.6 47.9 57.8 Other: 45.3 73.0 61.7 82.6 44.8 69.8 60.3 79.2 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, September 16, 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 : 128,500: 38,887 30,463 8,649 71,692 83,784 119,228 122,896: 9,272 5,604 Old : 117,613: 38,887 26,262 7,787 61,787 78,112 108,461 112,161: 9,152 5,452 Other: 10,887: 848 5,049 14 9,905 5,672 10,767 10,735: 120 152 : : : : : Changes in Commitments from: September 9, 2008 : : -1,910: -2,637 -2,090 98 1,051 -1,119 -1,488 -3,111: -422 1,201 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 23.7 6.7 55.8 65.2 92.8 95.6: 7.2 4.4 Old : 100.0: 33.1 22.3 6.6 52.5 66.4 92.2 95.4: 7.8 4.6 Other: 100.0: 7.8 46.4 0.1 91.0 52.1 98.9 98.6: 1.1 1.4 : : : :# Traders : Number of Traders in Each Category : All : 143: 48 24 20 53 40 112 81: Old : 143: 48 26 20 53 39 112 80: Other: 25: 3 2 3 13 12 17 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 : 33.1 46.1 44.6 58.7 31.4 40.0 40.6 52.0 Old : 31.0 44.3 43.1 57.8 30.4 38.5 40.4 51.7 Other: 76.2 83.1 90.1 94.8 60.8 72.9 71.3 76.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, September 16, 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 : 781,317: 175,630 65,657 63,365 462,566 577,778 701,561 706,800: 79,756 74,517 Old : 781,317: 175,630 65,657 63,365 462,566 577,778 701,561 706,800: 79,756 74,517 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2008 : : -30,545: -19,673 1,661 -13,973 3,990 -27,475 -29,656 -39,787: -889 9,242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 8.4 8.1 59.2 73.9 89.8 90.5: 10.2 9.5 Old : 100.0: 22.5 8.4 8.1 59.2 73.9 89.8 90.5: 10.2 9.5 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 : 207: 71 35 58 72 76 166 153: Old : 207: 71 35 58 72 76 166 153: 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 : 18.9 25.6 31.4 42.4 17.0 19.3 29.1 33.0 Old : 18.9 25.6 31.4 42.4 17.0 19.3 29.1 33.0 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, September 16, 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 : 126,229: 33,585 27,906 8,476 79,211 85,321 121,272 121,703: 4,957 4,526 Old : 122,817: 35,264 28,094 6,024 76,708 84,270 117,996 118,388: 4,821 4,429 Other: 3,412: 334 1,825 439 2,503 1,051 3,276 3,315: 136 97 : : : : : Changes in Commitments from: September 9, 2008 : : 3,073: -2,357 6,974 169 4,063 -6,293 1,875 850: 1,198 2,223 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.6 22.1 6.7 62.8 67.6 96.1 96.4: 3.9 3.6 Old : 100.0: 28.7 22.9 4.9 62.5 68.6 96.1 96.4: 3.9 3.6 Other: 100.0: 9.8 53.5 12.9 73.4 30.8 96.0 97.2: 4.0 2.8 : : : :# Traders : Number of Traders in Each Category : All : 331: 99 78 52 105 106 234 214: Old : 331: 98 80 51 102 105 231 212: Other: 51: 7 7 3 18 26 26 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 : 21.8 27.1 38.6 36.7 21.4 21.2 36.3 30.1 Old : 22.0 27.8 38.1 37.3 22.0 23.2 37.3 32.3 Other: 77.5 71.3 88.3 82.5 68.3 62.3 75.3 70.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, September 16, 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 : 52,872: 40,302 2,447 2,339 6,945 42,454 49,586 47,240: 3,286 5,632 Old : 52,872: 40,302 2,447 2,339 6,945 42,454 49,586 47,240: 3,286 5,632 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2008 : : -26,106: -422 -4,030 -4,009 -20,176 -20,109 -24,607 -28,148: -1,499 2,042 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 76.2 4.6 4.4 13.1 80.3 93.8 89.3: 6.2 10.7 Old : 100.0: 76.2 4.6 4.4 13.1 80.3 93.8 89.3: 6.2 10.7 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 : 64: 42 8 3 13 4 55 15: Old : 64: 42 8 3 13 4 55 15: 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 : 56.3 84.4 71.9 88.4 52.5 78.9 66.6 80.0 Old : 56.3 84.4 71.9 88.4 52.5 78.9 66.6 80.0 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 16, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 IND X $100.00) : : : : All : 746,416: 21,483 27,552 112,939 600,656 583,369 735,078 723,860: 11,338 22,556 Old : 746,416: 21,483 27,552 112,939 600,656 583,369 735,078 723,860: 11,338 22,556 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2008 : : 694,232: 18,938 24,522 107,308 562,115 544,225 688,361 676,055: 5,871 18,177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 3.7 15.1 80.5 78.2 98.5 97.0: 1.5 3.0 Old : 100.0: 2.9 3.7 15.1 80.5 78.2 98.5 97.0: 1.5 3.0 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 : 197: 28 26 37 118 116 167 167: Old : 197: 28 26 37 118 116 167 167: 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 : 33.0 32.9 48.6 48.9 5.0 4.8 7.7 7.8 Old : 33.0 32.9 48.6 48.9 5.0 4.8 7.7 7.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 19, 2008