COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, December 9, 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 : 130,017: 23,828 27,092 12,096 80,164 76,256 116,088 115,444: 13,929 14,573 Old : 113,998: 22,936 27,178 7,662 70,822 65,484 101,420 100,324: 12,578 13,674 Other: 16,019: 4,575 3,597 751 9,342 10,772 14,668 15,120: 1,351 899 : : : : : Changes in Commitments from: December 2, 2008 : : 3,212: -1,015 -1,226 1,037 -1,117 -839 -1,095 -1,028: 4,307 4,240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 20.8 9.3 61.7 58.7 89.3 88.8: 10.7 11.2 Old : 100.0: 20.1 23.8 6.7 62.1 57.4 89.0 88.0: 11.0 12.0 Other: 100.0: 28.6 22.5 4.7 58.3 67.2 91.6 94.4: 8.4 5.6 : : : :# Traders : Number of Traders in Each Category : All : 179: 56 54 44 55 51 136 126: Old : 179: 52 57 40 50 49 129 122: Other: 77: 17 16 8 28 28 48 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 : 24.7 25.9 39.3 38.0 22.9 22.9 37.2 34.1 Old : 26.5 27.6 42.2 39.5 25.1 25.5 40.8 36.0 Other: 31.5 32.3 55.6 53.4 29.5 32.3 47.7 48.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, December 9, 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 : 28,531: 11,264 8,399 641 13,703 16,483 25,608 25,523: 2,923 3,008 Old : 28,226: 11,264 8,156 641 13,398 16,421 25,303 25,218: 2,923 3,008 Other: 305: 0 243 0 305 62 305 305: 0 0 : : : : : Changes in Commitments from: December 2, 2008 : : -1,482: -221 261 -465 -642 -1,084 -1,328 -1,288: -154 -194 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.5 29.4 2.2 48.0 57.8 89.8 89.5: 10.2 10.5 Old : 100.0: 39.9 28.9 2.3 47.5 58.2 89.6 89.3: 10.4 10.7 Other: 100.0: 0.0 79.7 0.0 100.0 20.3 100.0 100.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 95: 34 33 12 26 11 64 53: Old : 95: 34 33 12 26 11 64 53: 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 : 31.6 59.0 47.1 69.7 31.1 54.7 46.6 65.3 Old : 31.7 59.5 47.4 70.2 31.2 55.9 46.9 66.6 Other: 100.0 100.0 100.0 100.0 79.7 79.7 79.7 79.7 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, December 9, 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 : 111,523: 30,852 20,643 10,263 63,388 74,878 104,503 105,784: 7,020 5,739 Old : 98,826: 30,682 16,485 9,277 52,036 67,457 91,995 93,219: 6,831 5,607 Other: 12,697: 1,145 5,133 11 11,352 7,421 12,508 12,565: 189 132 : : : : : Changes in Commitments from: December 2, 2008 : : 1,651: 36 -398 502 -44 1,651 494 1,755: 1,157 -104 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 18.5 9.2 56.8 67.1 93.7 94.9: 6.3 5.1 Old : 100.0: 31.0 16.7 9.4 52.7 68.3 93.1 94.3: 6.9 5.7 Other: 100.0: 9.0 40.4 0.1 89.4 58.4 98.5 99.0: 1.5 1.0 : : : :# Traders : Number of Traders in Each Category : All : 125: 36 25 22 49 39 96 79: Old : 125: 36 27 20 47 39 93 78: Other: 42: 9 2 2 22 19 31 23: :---------------------------------------------------------------------------------------------------- : 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 : 36.3 42.1 53.1 57.0 34.6 34.8 47.1 49.0 Old : 34.9 41.1 53.1 57.1 34.0 34.6 47.6 50.5 Other: 65.5 63.2 78.3 84.0 55.7 56.2 65.8 72.3 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, December 9, 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 : 652,211: 148,137 70,940 54,157 388,690 461,515 590,984 586,612: 61,227 65,599 Old : 652,211: 148,137 70,940 54,157 388,690 461,515 590,984 586,612: 61,227 65,599 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2008 : : 11,113: -5,680 20,919 534 14,707 -16,308 9,561 5,145: 1,552 5,968 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 10.9 8.3 59.6 70.8 90.6 89.9: 9.4 10.1 Old : 100.0: 22.7 10.9 8.3 59.6 70.8 90.6 89.9: 9.4 10.1 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 : 206: 52 55 54 78 75 157 161: Old : 206: 52 55 54 78 75 157 161: 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 : 17.1 25.8 30.6 36.3 13.7 14.0 23.1 21.4 Old : 17.1 25.8 30.6 36.3 13.7 14.0 23.1 21.4 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, December 9, 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 : 114,655: 19,029 30,167 12,295 77,513 64,993 108,837 107,455: 5,818 7,200 Old : 109,434: 21,140 30,325 9,344 73,901 62,738 104,385 102,407: 5,049 7,027 Other: 5,221: 324 2,277 516 3,612 2,255 4,452 5,048: 769 173 : : : : : Changes in Commitments from: December 2, 2008 : : 5,275: 456 3,327 1,989 3,983 641 6,428 5,957: -1,153 -682 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 26.3 10.7 67.6 56.7 94.9 93.7: 5.1 6.3 Old : 100.0: 19.3 27.7 8.5 67.5 57.3 95.4 93.6: 4.6 6.4 Other: 100.0: 6.2 43.6 9.9 69.2 43.2 85.3 96.7: 14.7 3.3 : : : :# Traders : Number of Traders in Each Category : All : 310: 78 87 47 114 86 222 199: Old : 310: 77 92 46 113 84 220 197: Other: 75: 14 5 5 39 30 54 39: :---------------------------------------------------------------------------------------------------- : 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 : 18.6 22.7 33.8 39.0 17.0 20.4 29.6 30.8 Old : 19.4 23.8 35.3 39.4 17.8 23.0 31.0 34.1 Other: 53.5 68.2 64.4 79.4 46.0 58.3 53.0 66.4 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, December 9, 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 : 41,502: 18,079 1,248 4,048 17,094 33,336 39,221 38,632: 2,281 2,870 Old : 41,502: 18,079 1,248 4,048 17,094 33,336 39,221 38,632: 2,281 2,870 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2008 : : 2,120: 242 6 1,815 -72 -197 1,985 1,624: 135 496 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.6 3.0 9.8 41.2 80.3 94.5 93.1: 5.5 6.9 Old : 100.0: 43.6 3.0 9.8 41.2 80.3 94.5 93.1: 5.5 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 : 44: 16 13 6 9 10 28 27: Old : 44: 16 13 6 9 10 28 27: 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 : 74.5 85.9 88.5 89.5 66.0 72.3 72.5 73.5 Old : 74.5 85.9 88.5 89.5 66.0 72.3 72.5 73.5 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, December 9, 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 : 17,427: 3,507 1,965 0 12,891 15,461 16,398 17,426: 1,029 1 Old : 17,427: 3,507 1,965 0 12,891 15,461 16,398 17,426: 1,029 1 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2008 : : 215: 907 169 0 -334 260 573 429: -358 -214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 11.3 0.0 74.0 88.7 94.1 100.0: 5.9 0.0 Old : 100.0: 20.1 11.3 0.0 74.0 88.7 94.1 100.0: 5.9 0.0 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 : 24: 4 3 0 9 11 13 14: Old : 24: 4 3 0 9 11 13 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 : 53.5 69.7 78.2 91.4 44.7 66.2 67.8 78.9 Old : 53.5 69.7 78.2 91.4 44.7 66.2 67.8 78.9 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, December 9, 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 : 529,610: 41,709 109,481 4,075 464,221 386,512 510,005 500,068: 19,605 29,542 Old : 529,610: 41,709 109,481 4,075 464,221 386,512 510,005 500,068: 19,605 29,542 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2008 : : 20,105: -29,774 4,884 -129 45,348 11,618 15,445 16,373: 4,660 3,732 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 20.7 0.8 87.7 73.0 96.3 94.4: 3.7 5.6 Old : 100.0: 7.9 20.7 0.8 87.7 73.0 96.3 94.4: 3.7 5.6 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 : 241: 21 50 9 98 113 123 168: Old : 241: 21 50 9 98 113 123 168: 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 : 42.6 23.3 55.5 34.5 39.9 23.3 52.6 33.7 Old : 42.6 23.3 55.5 34.5 39.9 23.3 52.6 33.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 12, 2008