COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, November 18, 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 : 138,808: 27,268 31,032 11,421 88,673 84,014 127,362 126,467: 11,446 12,341 Old : 123,990: 25,898 31,053 8,142 79,646 72,949 113,686 112,144: 10,304 11,846 Other: 14,818: 4,136 2,745 513 9,027 11,065 13,676 14,323: 1,142 495 : : : : : Changes in Commitments from: November 11, 2008 : : -14,460: 764 -2,055 -1,485 -11,427 -10,377 -12,148 -13,917: -2,312 -543 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 22.4 8.2 63.9 60.5 91.8 91.1: 8.2 8.9 Old : 100.0: 20.9 25.0 6.6 64.2 58.8 91.7 90.4: 8.3 9.6 Other: 100.0: 27.9 18.5 3.5 60.9 74.7 92.3 96.7: 7.7 3.3 : : : :# Traders : Number of Traders in Each Category : All : 194: 54 71 44 53 51 137 138: Old : 192: 53 70 41 52 48 132 134: Other: 77: 21 14 8 22 29 48 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 : 25.4 23.7 41.4 36.7 22.1 21.6 36.3 32.5 Old : 26.4 24.4 44.1 37.4 23.5 22.9 39.3 33.7 Other: 39.2 33.1 61.8 53.7 33.5 32.0 53.8 48.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, November 18, 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 : 28,204: 11,745 7,273 251 13,324 17,471 25,320 24,995: 2,884 3,209 Old : 27,955: 11,761 7,046 235 13,075 17,465 25,071 24,746: 2,884 3,209 Other: 249: 0 243 0 249 6 249 249: 0 0 : : : : : Changes in Commitments from: November 11, 2008 : : 366: 241 752 15 159 -958 415 -191: -49 557 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.6 25.8 0.9 47.2 61.9 89.8 88.6: 10.2 11.4 Old : 100.0: 42.1 25.2 0.8 46.8 62.5 89.7 88.5: 10.3 11.5 Other: 100.0: 0.0 97.6 0.0 100.0 2.4 100.0 100.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 91: 36 28 7 23 8 62 41: Old : 91: 37 27 7 22 8 61 41: Other: 3: 0 1 0 2 1 2 2: :---------------------------------------------------------------------------------------------------- : 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 : 31.8 61.4 48.3 71.4 31.8 60.5 48.3 70.5 Old : 32.0 61.9 48.7 72.0 32.0 61.8 48.7 71.9 Other: 100.0 100.0 100.0 100.0 97.6 97.6 97.6 97.6 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, November 18, 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 : 105,201: 31,297 22,276 7,255 61,111 69,880 99,663 99,411: 5,538 5,790 Old : 93,527: 31,062 17,970 6,563 50,587 63,294 88,212 87,827: 5,315 5,700 Other: 11,674: 927 4,998 0 10,524 6,586 11,451 11,584: 223 90 : : : : : Changes in Commitments from: November 11, 2008 : : -6,630: 461 -2,706 -1,776 -5,272 -1,289 -6,587 -5,771: -43 -859 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 21.2 6.9 58.1 66.4 94.7 94.5: 5.3 5.5 Old : 100.0: 33.2 19.2 7.0 54.1 67.7 94.3 93.9: 5.7 6.1 Other: 100.0: 7.9 42.8 0.0 90.1 56.4 98.1 99.2: 1.9 0.8 : : : :# Traders : Number of Traders in Each Category : All : 119: 29 29 13 50 36 89 70: Old : 119: 29 29 12 47 36 85 70: Other: 34: 7 1 0 20 16 27 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 : 38.3 42.5 55.9 57.8 36.6 35.2 50.4 49.8 Old : 37.0 41.1 56.0 57.4 36.2 34.3 51.3 50.5 Other: 68.3 73.9 81.0 90.7 57.5 67.5 68.2 79.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, November 18, 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 : 635,658: 151,500 56,904 52,885 375,091 466,304 579,476 576,093: 56,182 59,565 Old : 635,658: 151,500 56,904 52,885 375,091 466,304 579,476 576,093: 56,182 59,565 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 11, 2008 : : -3,034: -1,287 -2,804 2,980 -6,523 -7,404 -4,830 -7,228: 1,796 4,194 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.8 9.0 8.3 59.0 73.4 91.2 90.6: 8.8 9.4 Old : 100.0: 23.8 9.0 8.3 59.0 73.4 91.2 90.6: 8.8 9.4 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 : 198: 54 44 57 74 72 157 152: Old : 198: 54 44 57 74 72 157 152: 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 : 17.7 26.1 31.3 36.5 15.5 15.8 26.2 23.8 Old : 17.7 26.1 31.3 36.5 15.5 15.8 26.2 23.8 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, November 18, 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 : 111,924: 18,360 27,085 9,089 77,446 67,630 104,895 103,804: 7,029 8,120 Old : 107,303: 19,174 26,659 7,271 74,074 65,324 100,519 99,254: 6,784 8,049 Other: 4,621: 380 1,620 624 3,372 2,306 4,376 4,550: 245 71 : : : : : Changes in Commitments from: November 11, 2008 : : -11,069: -7,667 -4,569 -954 -4,744 -8,633 -13,365 -14,156: 2,296 3,087 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 24.2 8.1 69.2 60.4 93.7 92.7: 6.3 7.3 Old : 100.0: 17.9 24.8 6.8 69.0 60.9 93.7 92.5: 6.3 7.5 Other: 100.0: 8.2 35.1 13.5 73.0 49.9 94.7 98.5: 5.3 1.5 : : : :# Traders : Number of Traders in Each Category : All : 305: 84 77 42 109 94 216 197: Old : 305: 84 80 41 109 92 215 195: Other: 68: 12 4 4 33 30 46 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 : 22.2 29.5 36.5 40.9 17.0 20.6 30.2 28.9 Old : 23.1 30.7 38.0 41.3 17.7 23.1 31.5 32.0 Other: 62.4 64.0 75.7 78.9 47.6 48.6 56.5 57.3 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, November 18, 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 : 38,314: 19,590 1,085 2,051 13,544 33,189 35,185 36,325: 3,129 1,989 Old : 38,314: 19,590 1,085 2,051 13,544 33,189 35,185 36,325: 3,129 1,989 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 11, 2008 : : -365: -1,092 -84 41 853 -792 -198 -835: -167 470 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.1 2.8 5.4 35.4 86.6 91.8 94.8: 8.2 5.2 Old : 100.0: 51.1 2.8 5.4 35.4 86.6 91.8 94.8: 8.2 5.2 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 : 44: 25 6 3 10 5 36 14: Old : 44: 25 6 3 10 5 36 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 : 56.6 92.3 75.4 94.0 52.6 80.1 66.3 81.1 Old : 56.6 92.3 75.4 94.0 52.6 80.1 66.3 81.1 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, November 18, 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 : 18,265: 2,201 2,719 660 13,493 14,704 16,354 18,083: 1,911 182 Old : 18,265: 2,201 2,719 660 13,493 14,704 16,354 18,083: 1,911 182 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 11, 2008 : : 1,225: -2 507 113 1,511 474 1,622 1,094: -397 131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 14.9 3.6 73.9 80.5 89.5 99.0: 10.5 1.0 Old : 100.0: 12.1 14.9 3.6 73.9 80.5 89.5 99.0: 10.5 1.0 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 : 29: 4 5 1 12 11 17 16: Old : 29: 4 5 1 12 11 17 16: 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 : 50.0 64.1 69.6 84.4 47.6 61.4 65.8 75.1 Old : 50.0 64.1 69.6 84.4 47.6 61.4 65.8 75.1 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, November 18, 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 : 501,763: 72,111 102,496 12,382 405,782 363,414 490,275 478,292: 11,488 23,471 Old : 501,763: 72,111 102,496 12,382 405,782 363,414 490,275 478,292: 11,488 23,471 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 11, 2008 : : 1,988: 2,772 -2,998 2,714 367 9,693 5,853 9,409: -3,865 -7,421 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 20.4 2.5 80.9 72.4 97.7 95.3: 2.3 4.7 Old : 100.0: 14.4 20.4 2.5 80.9 72.4 97.7 95.3: 2.3 4.7 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 : 247: 24 53 10 93 115 123 172: Old : 247: 24 53 10 93 115 123 172: 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 : 43.8 22.7 57.4 33.4 41.1 22.6 54.7 32.8 Old : 43.8 22.7 57.4 33.4 41.1 22.6 54.7 32.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated Novenber 21, 2008