COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, October 14, 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 : 175,560: 35,934 35,408 20,283 107,312 108,928 163,529 164,619: 12,031 10,941 Old : 163,121: 35,499 34,906 17,327 98,886 100,141 151,712 152,374: 11,409 10,747 Other: 12,439: 2,938 3,005 453 8,426 8,787 11,817 12,245: 622 194 : : : : : Changes in Commitments from: October 7, 2008 : : -9,925: -3,352 -5,176 224 -6,605 -5,284 -9,733 -10,236: -192 311 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 20.2 11.6 61.1 62.0 93.1 93.8: 6.9 6.2 Old : 100.0: 21.8 21.4 10.6 60.6 61.4 93.0 93.4: 7.0 6.6 Other: 100.0: 23.6 24.2 3.6 67.7 70.6 95.0 98.4: 5.0 1.6 : : : :# Traders : Number of Traders in Each Category : All : 233: 74 80 59 58 56 165 167: Old : 233: 78 75 54 52 50 157 158: Other: 69: 13 19 5 20 27 35 49: :---------------------------------------------------------------------------------------------------- : 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 : 22.1 30.4 36.4 40.1 20.3 23.5 31.1 31.8 Old : 23.5 31.8 37.4 41.7 21.7 25.0 33.8 33.4 Other: 47.3 38.0 72.7 59.4 39.7 28.6 54.6 45.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, October 14, 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 : 32,293: 11,677 8,380 2,787 14,175 18,448 28,639 29,615: 3,654 2,678 Old : 13,297: 5,525 8,053 68 5,813 3,485 11,406 11,606: 1,891 1,691 Other: 18,996: 8,640 2,815 231 8,362 14,963 17,233 18,009: 1,763 987 : : : : : Changes in Commitments from: October 7, 2008 : : 949: 254 -852 279 1,080 1,972 1,613 1,399: -664 -450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.2 25.9 8.6 43.9 57.1 88.7 91.7: 11.3 8.3 Old : 100.0: 41.6 60.6 0.5 43.7 26.2 85.8 87.3: 14.2 12.7 Other: 100.0: 45.5 14.8 1.2 44.0 78.8 90.7 94.8: 9.3 5.2 : : : :# Traders : Number of Traders in Each Category : All : 99: 37 28 17 28 14 72 57: Old : 83: 33 26 1 20 6 54 32: Other: 66: 25 15 6 19 12 45 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 : 24.4 54.7 40.3 66.6 24.2 48.6 38.0 60.0 Old : 33.0 44.5 45.7 66.3 33.0 44.5 45.7 65.8 Other: 36.5 75.5 55.6 84.1 36.5 73.8 54.1 81.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, October 14, 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 : 115,774: 29,199 25,345 8,218 75,216 79,076 112,633 112,639: 3,141 3,135 Old : 104,889: 29,055 21,126 7,415 65,454 73,247 101,924 101,788: 2,965 3,101 Other: 10,885: 937 5,012 10 9,762 5,829 10,709 10,851: 176 34 : : : : : Changes in Commitments from: October 7, 2008 : : -1,696: -1,133 881 -285 1,707 -2,347 289 -1,751: -1,985 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 21.9 7.1 65.0 68.3 97.3 97.3: 2.7 2.7 Old : 100.0: 27.7 20.1 7.1 62.4 69.8 97.2 97.0: 2.8 3.0 Other: 100.0: 8.6 46.0 0.1 89.7 53.6 98.4 99.7: 1.6 0.3 : : : :# Traders : Number of Traders in Each Category : All : 134: 30 31 24 57 44 104 90: Old : 134: 30 32 23 56 43 102 89: Other: 31: 6 2 2 16 16 22 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 : 34.0 43.5 50.3 57.2 30.5 35.2 43.3 47.2 Old : 31.8 42.1 49.6 56.4 29.3 34.0 44.3 48.1 Other: 73.2 78.4 86.2 93.8 61.7 71.6 72.0 81.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, October 14, 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 : 674,397: 159,696 68,485 57,802 400,890 485,506 618,388 611,793: 56,009 62,604 Old : 674,397: 159,696 68,485 57,802 400,890 485,506 618,388 611,793: 56,009 62,604 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2008 : : -3,294: -426 -1,659 -744 -3,305 -4,901 -4,475 -7,304: 1,181 4,010 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 10.2 8.6 59.4 72.0 91.7 90.7: 8.3 9.3 Old : 100.0: 23.7 10.2 8.6 59.4 72.0 91.7 90.7: 8.3 9.3 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 : 203: 59 43 55 76 70 160 150: Old : 203: 59 43 55 76 70 160 150: 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 : 17.8 27.3 30.6 39.7 15.9 18.2 26.8 27.9 Old : 17.8 27.3 30.6 39.7 15.9 18.2 26.8 27.9 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, October 14, 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 : 132,198: 25,834 35,452 13,760 87,952 77,754 127,546 126,966: 4,652 5,232 Old : 128,260: 27,257 35,669 11,353 85,096 76,056 123,706 123,078: 4,554 5,182 Other: 3,938: 421 1,627 563 2,856 1,698 3,840 3,888: 98 50 : : : : : Changes in Commitments from: October 7, 2008 : : -6,102: -1,955 -971 -2,145 -1,123 -2,173 -5,223 -5,289: -879 -813 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 26.8 10.4 66.5 58.8 96.5 96.0: 3.5 4.0 Old : 100.0: 21.3 27.8 8.9 66.3 59.3 96.4 96.0: 3.6 4.0 Other: 100.0: 10.7 41.3 14.3 72.5 43.1 97.5 98.7: 2.5 1.3 : : : :# Traders : Number of Traders in Each Category : All : 312: 72 91 59 117 106 232 222: Old : 312: 72 92 59 116 106 231 222: Other: 57: 8 5 4 26 29 35 37: :---------------------------------------------------------------------------------------------------- : 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 : 19.8 26.9 34.8 37.2 16.2 18.7 28.8 26.8 Old : 18.8 27.0 34.2 36.9 16.6 20.7 29.6 29.0 Other: 71.1 65.3 83.5 80.5 56.0 53.7 65.1 63.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, October 14, 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 : 46,605: 26,674 1,764 2,444 13,041 38,760 42,159 42,968: 4,446 3,637 Old : 46,605: 26,674 1,764 2,444 13,041 38,760 42,159 42,968: 4,446 3,637 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2008 : : 1,433: 727 -584 -1 -969 -118 -243 -703: 1,676 2,136 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.2 3.8 5.2 28.0 83.2 90.5 92.2: 9.5 7.8 Old : 100.0: 57.2 3.8 5.2 28.0 83.2 90.5 92.2: 9.5 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 : 55: 31 9 5 9 8 43 20: Old : 55: 31 9 5 9 8 43 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 : 48.4 88.1 68.8 90.6 46.9 78.1 64.4 79.1 Old : 48.4 88.1 68.8 90.6 46.9 78.1 64.4 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 Commitments of Traders - Futures Only, October 14, 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 $500.00) : : : : All : 15,607: 2,198 2,055 726 10,398 12,508 13,322 15,289: 2,285 318 Old : 15,607: 2,198 2,055 726 10,398 12,508 13,322 15,289: 2,285 318 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2008 : : 3,973: 849 -549 87 3,387 4,532 4,323 4,070: -350 -97 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 13.2 4.7 66.6 80.1 85.4 98.0: 14.6 2.0 Old : 100.0: 14.1 13.2 4.7 66.6 80.1 85.4 98.0: 14.6 2.0 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 : 25: 4 3 1 8 12 13 15: Old : 25: 4 3 1 8 12 13 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 : 60.8 66.4 77.8 84.5 58.8 61.8 73.6 79.8 Old : 60.8 66.4 77.8 84.5 58.8 61.8 73.6 79.8 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, October 14, 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 : 481,272: 34,448 131,939 5,574 430,876 309,221 470,898 446,734: 10,374 34,538 Old : 481,272: 34,448 131,939 5,574 430,876 309,221 470,898 446,734: 10,374 34,538 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 7, 2008 : : -7,190: -12,054 -9,657 -3,815 15,750 8,411 -119 -5,061: -7,071 -2,129 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 27.4 1.2 89.5 64.3 97.8 92.8: 2.2 7.2 Old : 100.0: 7.2 27.4 1.2 89.5 64.3 97.8 92.8: 2.2 7.2 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 : 261: 24 63 11 91 119 120 188: Old : 261: 24 63 11 91 119 120 188: 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 : 53.6 22.6 64.0 30.0 52.1 22.4 62.3 29.7 Old : 53.6 22.6 64.0 30.0 52.1 22.4 62.3 29.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 17, 2008