COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, December 22, 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 : 124,035: 24,387 23,589 11,605 76,813 78,730 112,805 113,924: 11,230 10,111 Old : 106,543: 21,869 23,945 7,235 67,674 66,129 96,778 97,309: 9,765 9,234 Other: 17,492: 6,179 3,305 709 9,139 12,601 16,027 16,615: 1,465 877 : : : : : Changes in Commitments from: December 16, 2008 : : -3,829: -243 -2,307 83 -1,561 2,205 -1,721 -19: -2,108 -3,810 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 19.0 9.4 61.9 63.5 90.9 91.8: 9.1 8.2 Old : 100.0: 20.5 22.5 6.8 63.5 62.1 90.8 91.3: 9.2 8.7 Other: 100.0: 35.3 18.9 4.1 52.2 72.0 91.6 95.0: 8.4 5.0 : : : :# Traders : Number of Traders in Each Category : All : 174: 54 51 44 55 49 135 121: Old : 174: 53 52 39 51 47 128 117: Other: 74: 20 13 6 25 29 48 45: :---------------------------------------------------------------------------------------------------- : 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 : 26.0 28.3 40.8 41.4 24.1 26.3 38.4 38.6 Old : 28.4 29.4 45.1 42.8 27.0 28.3 43.3 40.2 Other: 35.2 32.9 57.5 56.8 33.2 32.1 52.1 53.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, December 22, 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 : 28,378: 12,079 8,148 611 12,622 16,558 25,312 25,317: 3,066 3,061 Old : 28,073: 12,079 7,905 611 12,317 16,496 25,007 25,012: 3,066 3,061 Other: 305: 0 243 0 305 62 305 305: 0 0 : : : : : Changes in Commitments from: December 16, 2008 : : -1,288: -30 -167 -553 -645 -502 -1,228 -1,222: -60 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.6 28.7 2.2 44.5 58.3 89.2 89.2: 10.8 10.8 Old : 100.0: 43.0 28.2 2.2 43.9 58.8 89.1 89.1: 10.9 10.9 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 : 92: 35 27 12 27 8 66 45: Old : 92: 35 27 12 26 8 65 45: 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 : 31.7 60.7 47.1 72.1 31.7 59.9 47.1 71.2 Old : 31.8 61.2 47.3 72.6 31.8 61.1 47.3 72.6 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 22, 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 : 114,305: 34,512 15,547 9,738 62,285 84,272 106,535 109,557: 7,770 4,748 Old : 100,682: 33,979 11,766 8,369 50,827 75,938 93,175 96,073: 7,507 4,609 Other: 13,623: 1,885 5,133 17 11,458 8,334 13,360 13,484: 263 139 : : : : : Changes in Commitments from: December 16, 2008 : : 1,067: 2,996 -636 -1,251 -712 3,312 1,033 1,425: 34 -358 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.2 13.6 8.5 54.5 73.7 93.2 95.8: 6.8 4.2 Old : 100.0: 33.7 11.7 8.3 50.5 75.4 92.5 95.4: 7.5 4.6 Other: 100.0: 13.8 37.7 0.1 84.1 61.2 98.1 99.0: 1.9 1.0 : : : :# Traders : Number of Traders in Each Category : All : 121: 36 19 19 51 43 97 73: Old : 120: 33 22 16 48 43 91 72: Other: 42: 8 2 1 24 18 32 21: :---------------------------------------------------------------------------------------------------- : 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 42.0 48.9 57.4 32.6 35.8 45.4 50.8 Old : 32.4 41.4 48.8 58.2 32.1 35.8 45.9 52.5 Other: 61.3 59.1 74.4 82.1 52.2 56.0 64.6 73.5 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, December 22, 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 : 637,493: 146,555 63,041 51,999 386,589 463,712 585,143 578,752: 52,350 58,741 Old : 637,493: 146,555 63,041 51,999 386,589 463,712 585,143 578,752: 52,350 58,741 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 16, 2008 : : -3,636: 307 4,642 -1,572 1,191 -10,626 -74 -7,556: -3,562 3,920 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 9.9 8.2 60.6 72.7 91.8 90.8: 8.2 9.2 Old : 100.0: 23.0 9.9 8.2 60.6 72.7 91.8 90.8: 8.2 9.2 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 : 203: 55 49 56 78 74 159 158: Old : 203: 55 49 56 78 74 159 158: 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 : 16.6 26.6 30.0 37.5 13.0 14.5 22.6 22.6 Old : 16.6 26.6 30.0 37.5 13.0 14.5 22.6 22.6 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 22, 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 : 121,505: 18,782 29,369 19,129 77,918 66,482 115,829 114,980: 5,676 6,525 Old : 110,169: 22,739 31,882 8,202 74,436 63,815 105,377 103,899: 4,792 6,270 Other: 11,336: 3,628 5,072 3,342 3,482 2,667 10,452 11,081: 884 255 : : : : : Changes in Commitments from: December 16, 2008 : : 1,831: 509 1,033 947 929 375 2,385 2,355: -554 -524 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 24.2 15.7 64.1 54.7 95.3 94.6: 4.7 5.4 Old : 100.0: 20.6 28.9 7.4 67.6 57.9 95.7 94.3: 4.3 5.7 Other: 100.0: 32.0 44.7 29.5 30.7 23.5 92.2 97.8: 7.8 2.2 : : : :# Traders : Number of Traders in Each Category : All : 298: 75 82 51 115 84 220 195: Old : 298: 75 86 50 114 81 218 192: Other: 77: 13 5 6 41 29 54 40: :---------------------------------------------------------------------------------------------------- : 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 21.8 32.9 37.9 16.3 19.3 28.1 29.3 Old : 18.6 23.8 34.3 39.4 18.2 22.7 32.6 34.0 Other: 72.6 78.3 80.3 86.6 45.3 53.6 49.7 57.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, December 22, 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 : 15,660: 8,547 2,688 2,091 3,676 8,194 14,314 12,973: 1,346 2,687 Old : 15,660: 8,547 2,688 2,091 3,676 8,194 14,314 12,973: 1,346 2,687 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 16, 2008 : : -906: -1,703 957 39 1,038 -1,382 -626 -386: -280 -520 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.6 17.2 13.4 23.5 52.3 91.4 82.8: 8.6 17.2 Old : 100.0: 54.6 17.2 13.4 23.5 52.3 91.4 82.8: 8.6 17.2 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 : 40: 11 15 2 5 10 18 26: Old : 40: 11 15 2 5 10 18 26: 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 : 74.7 63.6 85.8 72.8 63.0 46.4 67.0 53.1 Old : 74.7 63.6 85.8 72.8 63.0 46.4 67.0 53.1 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, December 22, 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 : 421,812: 24,845 92,672 6,330 376,773 296,712 407,948 395,714: 13,864 26,098 Old : 421,812: 24,845 92,672 6,330 376,773 296,712 407,948 395,714: 13,864 26,098 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 16, 2008 : : -152,197: -18,058 -5,919 -10,574 -119,805 -140,283 -148,437 -156,776: -3,760 4,579 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 22.0 1.5 89.3 70.3 96.7 93.8: 3.3 6.2 Old : 100.0: 5.9 22.0 1.5 89.3 70.3 96.7 93.8: 3.3 6.2 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 : 236: 21 43 6 92 115 117 160: Old : 236: 21 43 6 92 115 117 160: 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 : 43.6 28.4 57.2 38.1 41.1 28.3 54.6 36.2 Old : 43.6 28.4 57.2 38.1 41.1 28.3 54.6 36.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 29, 2008