COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, September 23, 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 : 206,277: 47,445 45,634 21,177 123,950 125,674 192,572 192,485: 13,705 13,792 Old : 194,249: 47,001 44,659 17,980 116,375 117,943 181,356 180,582: 12,893 13,667 Other: 12,028: 3,292 3,823 349 7,575 7,731 11,216 11,903: 812 125 : : : : : Changes in Commitments from: September 16, 2008 : : -9,173: 230 -1,906 -1,437 -5,691 -3,757 -6,898 -7,100: -2,275 -2,073 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 22.1 10.3 60.1 60.9 93.4 93.3: 6.6 6.7 Old : 100.0: 24.2 23.0 9.3 59.9 60.7 93.4 93.0: 6.6 7.0 Other: 100.0: 27.4 31.8 2.9 63.0 64.3 93.2 99.0: 6.8 1.0 : : : :# Traders : Number of Traders in Each Category : All : 256: 79 92 56 62 59 169 183: Old : 255: 79 90 53 57 54 163 176: Other: 70: 16 15 4 18 29 35 47: :---------------------------------------------------------------------------------------------------- : 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 : 22.9 30.0 37.1 40.4 21.5 23.4 33.5 32.7 Old : 23.9 31.1 38.3 41.7 22.8 25.0 35.4 34.5 Other: 50.2 47.3 70.7 71.8 40.1 42.6 51.9 58.0 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, September 23, 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 : 29,440: 11,632 8,681 1,058 12,615 16,989 25,305 26,728: 4,135 2,712 Old : 18,844: 8,293 8,810 0 7,779 8,067 16,072 16,877: 2,772 1,967 Other: 10,596: 4,299 831 98 4,836 8,922 9,233 9,851: 1,363 745 : : : : : Changes in Commitments from: September 16, 2008 : : 615: 1,161 -361 -269 -742 1,074 150 444: 465 171 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.5 29.5 3.6 42.8 57.7 86.0 90.8: 14.0 9.2 Old : 100.0: 44.0 46.8 0.0 41.3 42.8 85.3 89.6: 14.7 10.4 Other: 100.0: 40.6 7.8 0.9 45.6 84.2 87.1 93.0: 12.9 7.0 : : : :# Traders : Number of Traders in Each Category : All : 102: 41 31 11 22 13 67 55: Old : 96: 36 36 0 18 7 54 43: Other: 51: 25 8 2 10 12 35 22: :---------------------------------------------------------------------------------------------------- : 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 : 25.7 52.9 43.4 65.8 25.5 51.9 42.4 64.7 Old : 31.8 44.6 47.5 63.5 31.8 44.6 47.5 63.5 Other: 44.9 74.6 61.7 83.8 44.2 71.7 60.2 80.8 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, September 23, 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 : 126,000: 37,739 27,916 7,631 70,923 85,109 116,293 120,656: 9,707 5,344 Old : 114,752: 37,648 23,661 6,773 60,722 79,012 105,143 109,446: 9,609 5,306 Other: 11,248: 925 5,089 24 10,201 6,097 11,150 11,210: 98 38 : : : : : Changes in Commitments from: September 16, 2008 : : -2,500: -1,148 -2,547 -1,018 -769 1,325 -2,935 -2,240: 435 -260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.0 22.2 6.1 56.3 67.5 92.3 95.8: 7.7 4.2 Old : 100.0: 32.8 20.6 5.9 52.9 68.9 91.6 95.4: 8.4 4.6 Other: 100.0: 8.2 45.2 0.2 90.7 54.2 99.1 99.7: 0.9 0.3 : : : :# Traders : Number of Traders in Each Category : All : 143: 43 33 19 54 42 109 86: Old : 143: 43 34 18 54 41 108 85: Other: 27: 4 2 3 14 13 19 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 : 33.8 43.6 46.4 56.1 32.2 37.7 42.1 49.8 Old : 32.1 41.6 45.1 55.2 31.3 36.1 42.3 49.4 Other: 74.4 82.7 89.4 94.8 60.2 71.4 70.6 77.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, September 23, 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 : 735,931: 164,057 58,318 57,672 444,834 559,685 666,563 675,675: 69,368 60,256 Old : 735,931: 164,057 58,318 57,672 444,834 559,685 666,563 675,675: 69,368 60,256 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2008 : : -45,386: -11,573 -7,339 -5,693 -17,732 -18,093 -34,998 -31,125: -10,388 -14,261 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 7.9 7.8 60.4 76.1 90.6 91.8: 9.4 8.2 Old : 100.0: 22.3 7.9 7.8 60.4 76.1 90.6 91.8: 9.4 8.2 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 : 201: 64 35 57 75 73 164 149: Old : 201: 64 35 57 75 73 164 149: 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 : 18.5 26.6 32.1 42.7 16.6 19.2 28.9 32.0 Old : 18.5 26.6 32.1 42.7 16.6 19.2 28.9 32.0 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 23, 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 : 123,753: 33,343 30,597 10,336 77,314 80,223 120,993 121,156: 2,760 2,597 Old : 120,281: 35,039 30,804 7,840 74,757 79,137 117,636 117,781: 2,645 2,500 Other: 3,472: 382 1,871 418 2,557 1,086 3,357 3,375: 115 97 : : : : : Changes in Commitments from: September 16, 2008 : : -2,476: -242 2,691 1,860 -1,897 -5,098 -279 -547: -2,197 -1,929 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 24.7 8.4 62.5 64.8 97.8 97.9: 2.2 2.1 Old : 100.0: 29.1 25.6 6.5 62.2 65.8 97.8 97.9: 2.2 2.1 Other: 100.0: 11.0 53.9 12.0 73.6 31.3 96.7 97.2: 3.3 2.8 : : : :# Traders : Number of Traders in Each Category : All : 337: 96 87 53 105 106 235 221: Old : 337: 96 88 53 103 105 233 220: Other: 50: 7 5 3 18 29 26 36: :---------------------------------------------------------------------------------------------------- : 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 : 21.6 27.4 38.8 37.2 21.5 21.1 36.5 30.0 Old : 22.2 28.2 38.6 37.9 22.2 23.2 37.6 32.3 Other: 77.1 71.6 88.3 82.6 67.3 61.3 74.2 69.0 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, September 23, 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 : 49,702: 30,338 2,628 3,075 13,290 40,576 46,703 46,279: 2,999 3,423 Old : 49,702: 30,338 2,628 3,075 13,290 40,576 46,703 46,279: 2,999 3,423 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2008 : : -3,170: -9,964 181 736 6,345 -1,878 -2,883 -961: -287 -2,209 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.0 5.3 6.2 26.7 81.6 94.0 93.1: 6.0 6.9 Old : 100.0: 61.0 5.3 6.2 26.7 81.6 94.0 93.1: 6.0 6.9 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 : 55: 27 11 3 10 9 38 23: Old : 55: 27 11 3 10 9 38 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 : 52.2 85.9 70.0 89.8 51.1 76.9 65.1 78.5 Old : 52.2 85.9 70.0 89.8 51.1 76.9 65.1 78.5 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 23, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 501,995: 18,985 146,300 4,169 449,651 309,752 472,805 460,221: 29,190 41,774 Old : 501,995: 18,985 146,300 4,169 449,651 309,752 472,805 460,221: 29,190 41,774 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 16, 2008 : : -244,421: -2,498 118,748 -108,770 -151,005 -273,617 -262,273 -263,639: 17,852 19,218 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 29.1 0.8 89.6 61.7 94.2 91.7: 5.8 8.3 Old : 100.0: 3.8 29.1 0.8 89.6 61.7 94.2 91.7: 5.8 8.3 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 : 250: 27 61 10 77 118 112 181: Old : 250: 27 61 10 77 118 112 181: 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 : 54.3 20.4 66.2 29.8 49.8 20.4 61.2 29.1 Old : 54.3 20.4 66.2 29.8 49.8 20.4 61.2 29.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 26, 2008