COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, October 21, 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 : 169,152: 36,613 34,316 18,132 103,415 106,003 158,160 158,451: 10,992 10,701 Old : 156,475: 36,901 34,434 14,348 94,881 97,213 146,130 145,995: 10,345 10,480 Other: 12,677: 3,056 3,226 440 8,534 8,790 12,030 12,456: 647 221 : : : : : Changes in Commitments from: October 14, 2008 : : -6,408: 679 -1,092 -2,151 -3,897 -2,925 -5,369 -6,168: -1,039 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.6 20.3 10.7 61.1 62.7 93.5 93.7: 6.5 6.3 Old : 100.0: 23.6 22.0 9.2 60.6 62.1 93.4 93.3: 6.6 6.7 Other: 100.0: 24.1 25.4 3.5 67.3 69.3 94.9 98.3: 5.1 1.7 : : : :# Traders : Number of Traders in Each Category : All : 232: 78 73 51 59 57 165 160: Old : 232: 82 71 47 54 52 159 152: Other: 68: 13 16 6 21 29 37 48: :---------------------------------------------------------------------------------------------------- : 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 : 19.7 30.5 35.1 41.3 18.6 24.0 29.9 32.2 Old : 21.1 32.4 35.7 42.8 20.1 26.2 32.7 34.4 Other: 47.9 31.6 73.8 53.7 38.6 29.1 56.4 47.1 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, October 21, 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 : 31,107: 11,760 7,461 1,455 14,094 19,228 27,309 28,144: 3,798 2,963 Old : 6,806: 2,404 2,389 0 2,742 3,422 5,146 5,811: 1,660 995 Other: 24,301: 10,676 6,392 135 11,352 15,806 22,163 22,333: 2,138 1,968 : : : : : Changes in Commitments from: October 14, 2008 : : -1,186: 83 -919 -1,332 -81 780 -1,330 -1,471: 144 285 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.8 24.0 4.7 45.3 61.8 87.8 90.5: 12.2 9.5 Old : 100.0: 35.3 35.1 0.0 40.3 50.3 75.6 85.4: 24.4 14.6 Other: 100.0: 43.9 26.3 0.6 46.7 65.0 91.2 91.9: 8.8 8.1 : : : :# Traders : Number of Traders in Each Category : All : 96: 33 27 14 30 13 70 52: Old : 54: 18 14 0 19 6 37 20: Other: 83: 28 27 5 21 11 50 42: :---------------------------------------------------------------------------------------------------- : 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 : 26.1 59.2 42.3 70.7 26.1 56.9 42.0 68.3 Old : 29.1 69.9 43.3 76.9 29.1 69.9 43.3 76.6 Other: 31.7 62.9 51.4 75.7 31.7 61.7 51.0 74.6 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, October 21, 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 : 117,142: 29,439 29,559 8,029 75,683 75,060 113,151 112,648: 3,991 4,494 Old : 106,062: 29,245 25,306 7,274 65,758 69,050 102,277 101,630: 3,785 4,432 Other: 11,080: 939 4,998 10 9,925 6,010 10,874 11,018: 206 62 : : : : : Changes in Commitments from: October 14, 2008 : : 1,368: 240 4,214 -189 467 -4,016 518 9: 850 1,359 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 25.2 6.9 64.6 64.1 96.6 96.2: 3.4 3.8 Old : 100.0: 27.6 23.9 6.9 62.0 65.1 96.4 95.8: 3.6 4.2 Other: 100.0: 8.5 45.1 0.1 89.6 54.2 98.1 99.4: 1.9 0.6 : : : :# Traders : Number of Traders in Each Category : All : 138: 34 32 27 55 45 106 95: Old : 138: 33 34 26 54 44 104 94: Other: 31: 6 1 2 17 16 23 19: :---------------------------------------------------------------------------------------------------- : 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 : 33.7 44.0 50.6 57.4 31.7 36.3 43.6 48.0 Old : 31.7 42.7 50.1 57.2 30.6 36.4 43.9 49.1 Other: 71.9 78.2 84.7 93.2 60.6 71.5 70.8 80.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, October 21, 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 : 658,642: 160,888 67,370 56,692 388,061 475,706 605,641 599,768: 53,001 58,874 Old : 658,642: 160,888 67,370 56,692 388,061 475,706 605,641 599,768: 53,001 58,874 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 14, 2008 : : -15,755: 1,192 -1,115 -1,110 -12,829 -9,800 -12,747 -12,025: -3,008 -3,730 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 10.2 8.6 58.9 72.2 92.0 91.1: 8.0 8.9 Old : 100.0: 24.4 10.2 8.6 58.9 72.2 92.0 91.1: 8.0 8.9 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 : 202: 60 46 50 73 68 157 146: Old : 202: 60 46 50 73 68 157 146: 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 : 17.5 27.8 30.1 39.8 15.4 17.9 26.0 27.4 Old : 17.5 27.8 30.1 39.8 15.4 17.9 26.0 27.4 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 21, 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 : 129,213: 26,406 35,598 13,654 85,195 74,985 125,255 124,237: 3,958 4,976 Old : 125,330: 27,795 35,782 11,338 82,341 73,282 121,474 120,402: 3,856 4,928 Other: 3,883: 360 1,565 567 2,854 1,703 3,781 3,835: 102 48 : : : : : Changes in Commitments from: October 14, 2008 : : -2,985: 572 146 -106 -2,757 -2,769 -2,291 -2,729: -694 -256 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.4 27.5 10.6 65.9 58.0 96.9 96.1: 3.1 3.9 Old : 100.0: 22.2 28.6 9.0 65.7 58.5 96.9 96.1: 3.1 3.9 Other: 100.0: 9.3 40.3 14.6 73.5 43.9 97.4 98.8: 2.6 1.2 : : : :# Traders : Number of Traders in Each Category : All : 319: 76 90 57 118 104 237 219: Old : 319: 76 92 57 118 103 237 218: Other: 59: 9 4 4 26 29 36 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 : 20.7 27.8 35.4 37.8 16.3 19.3 29.2 27.2 Old : 19.6 28.4 34.8 37.5 16.8 21.3 30.1 29.5 Other: 72.3 65.5 84.1 80.8 56.4 54.0 64.4 62.6 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, October 21, 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 : 44,040: 27,766 1,652 2,081 11,233 38,764 41,080 42,497: 2,960 1,543 Old : 44,040: 27,766 1,652 2,081 11,233 38,764 41,080 42,497: 2,960 1,543 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 14, 2008 : : -2,565: 1,092 -112 -363 -1,808 4 -1,079 -471: -1,486 -2,094 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 63.0 3.8 4.7 25.5 88.0 93.3 96.5: 6.7 3.5 Old : 100.0: 63.0 3.8 4.7 25.5 88.0 93.3 96.5: 6.7 3.5 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 : 49: 28 11 4 8 5 38 18: Old : 49: 28 11 4 8 5 38 18: 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 : 46.9 93.2 73.7 95.3 46.8 83.1 65.7 83.9 Old : 46.9 93.2 73.7 95.3 46.8 83.1 65.7 83.9 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 21, 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 : 16,028: 2,220 1,591 810 11,006 12,808 14,036 15,209: 1,992 819 Old : 16,028: 2,220 1,591 810 11,006 12,808 14,036 15,209: 1,992 819 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 14, 2008 : : 421: 22 -464 84 608 300 714 -80: -293 501 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 9.9 5.1 68.7 79.9 87.6 94.9: 12.4 5.1 Old : 100.0: 13.9 9.9 5.1 68.7 79.9 87.6 94.9: 12.4 5.1 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 : 28: 4 3 1 12 11 17 14: Old : 28: 4 3 1 12 11 17 14: 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 : 49.9 65.6 70.5 83.2 47.9 61.5 67.2 78.1 Old : 49.9 65.6 70.5 83.2 47.9 61.5 67.2 78.1 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 21, 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 : 469,683: 37,945 112,303 8,169 421,127 332,908 467,241 453,380: 2,442 16,303 Old : 469,683: 37,945 112,303 8,169 421,127 332,908 467,241 453,380: 2,442 16,303 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 14, 2008 : : -11,589: 3,497 -19,636 2,595 -9,749 23,687 -3,657 6,646: -7,932 -18,235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 23.9 1.7 89.7 70.9 99.5 96.5: 0.5 3.5 Old : 100.0: 8.1 23.9 1.7 89.7 70.9 99.5 96.5: 0.5 3.5 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 : 239: 22 52 13 87 115 117 172: Old : 239: 22 52 13 87 115 117 172: 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 : 55.2 24.3 65.7 33.6 53.7 24.3 63.8 33.6 Old : 55.2 24.3 65.7 33.6 53.7 24.3 63.8 33.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2008