COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 462,725: 57,238 12,827 161,313 218,988 274,926 437,539 449,065: 25,186 13,660 Old : 204,980: 33,631 23,457 53,180 106,236 120,685 193,046 197,322: 11,934 7,658 Other: 257,745: 38,112 3,875 93,628 112,753 154,240 244,493 251,743: 13,253 6,002 : : : : : Changes in Commitments from: April 29, 2008 : : 1,051: -547 245 2,289 -848 -2,843 894 -309: 158 1,360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 2.8 34.9 47.3 59.4 94.6 97.0: 5.4 3.0 Old : 100.0: 16.4 11.4 25.9 51.8 58.9 94.2 96.3: 5.8 3.7 Other: 100.0: 14.8 1.5 36.3 43.7 59.8 94.9 97.7: 5.1 2.3 : : : :# Traders : Number of Traders in Each Category : All : 310: 144 65 115 76 79 269 219: Old : 257: 104 72 69 59 62 195 171: Other: 235: 115 38 90 63 66 209 164: :---------------------------------------------------------------------------------------------------- : 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 : 21.4 31.0 34.1 43.0 14.2 16.8 19.1 24.1 Old : 21.4 38.3 34.3 49.2 18.8 30.1 28.1 36.3 Other: 27.3 28.9 38.7 43.7 16.9 19.9 21.9 29.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 40,568: 9,936 8,934 6,658 18,914 21,799 35,508 37,391: 5,060 3,177 Old : 37,150: 10,066 8,937 5,624 18,018 19,546 33,708 34,107: 3,442 3,043 Other: 3,418: 591 718 312 896 2,253 1,800 3,284: 1,618 134 : : : : : Changes in Commitments from: April 29, 2008 : : -87: -238 94 59 24 -641 -155 -487: 68 400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 22.0 16.4 46.6 53.7 87.5 92.2: 12.5 7.8 Old : 100.0: 27.1 24.1 15.1 48.5 52.6 90.7 91.8: 9.3 8.2 Other: 100.0: 17.3 21.0 9.1 26.2 65.9 52.7 96.1: 47.3 3.9 : : : :# Traders : Number of Traders in Each Category : All : 100: 36 38 19 23 15 73 58: Old : 97: 42 30 19 23 14 71 57: Other: 33: 8 12 10 7 8 25 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 : 25.6 54.1 45.2 66.2 23.0 45.1 38.9 54.1 Old : 27.8 53.2 48.1 65.7 24.9 44.5 41.5 54.4 Other: 27.9 76.6 37.2 86.1 27.9 73.8 36.1 78.6 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 154,945: 57,443 25,820 15,313 70,878 108,060 143,634 149,193: 11,311 5,752 Old : 107,317: 50,501 23,962 9,009 38,947 70,251 98,457 103,222: 8,860 4,095 Other: 47,628: 7,984 2,900 5,262 31,931 37,809 45,177 45,971: 2,451 1,657 : : : : : Changes in Commitments from: April 29, 2008 : : 1,881: -1,817 1,965 -228 3,483 24 1,438 1,760: 442 121 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.1 16.7 9.9 45.7 69.7 92.7 96.3: 7.3 3.7 Old : 100.0: 47.1 22.3 8.4 36.3 65.5 91.7 96.2: 8.3 3.8 Other: 100.0: 16.8 6.1 11.0 67.0 79.4 94.9 96.5: 5.1 3.5 : : : :# Traders : Number of Traders in Each Category : All : 165: 75 18 37 51 50 144 92: Old : 160: 72 22 32 47 40 135 81: Other: 87: 25 12 17 30 37 64 57: :---------------------------------------------------------------------------------------------------- : 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 : 27.9 41.0 37.6 54.7 23.8 32.1 32.2 45.0 Old : 26.2 49.4 36.1 63.8 25.6 46.0 35.3 60.3 Other: 43.2 28.6 56.9 43.7 41.3 22.4 50.1 35.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 1,250,389: 218,577 70,389 259,102 669,383 859,718 1,147,062 1,189,209: 103,327 61,180 Old : 1,250,389: 218,577 70,389 259,102 669,383 859,718 1,147,062 1,189,209: 103,327 61,180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 29, 2008 : : -777: -6,268 12,444 3,065 -1,561 -19,550 -4,763 -4,040: 3,986 3,263 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 5.6 20.7 53.5 68.8 91.7 95.1: 8.3 4.9 Old : 100.0: 17.5 5.6 20.7 53.5 68.8 91.7 95.1: 8.3 4.9 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 : 253: 88 51 78 87 91 213 188: Old : 253: 88 51 78 87 91 213 188: 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 : 17.3 22.3 30.2 34.9 15.0 17.4 24.5 28.5 Old : 17.3 22.3 30.2 34.9 15.0 17.4 24.5 28.5 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 with Delta-adjusted Options and Futures Combined, May 6, 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 : 214,412: 35,321 13,770 69,271 99,640 125,053 204,232 208,094: 10,180 6,318 Old : 163,321: 36,964 16,109 44,443 73,395 97,270 154,801 157,821: 8,520 5,500 Other: 51,091: 6,803 6,107 16,384 26,245 27,783 49,431 50,273: 1,660 818 : : : : : Changes in Commitments from: April 29, 2008 : : -1,059: -2,847 872 2,689 -1,778 -5,227 -1,936 -1,666: 877 607 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 6.4 32.3 46.5 58.3 95.3 97.1: 4.7 2.9 Old : 100.0: 22.6 9.9 27.2 44.9 59.6 94.8 96.6: 5.2 3.4 Other: 100.0: 13.3 12.0 32.1 51.4 54.4 96.8 98.4: 3.2 1.6 : : : :# Traders : Number of Traders in Each Category : All : 372: 149 64 101 125 130 317 259: Old : 366: 151 62 93 111 118 297 242: Other: 194: 39 31 47 83 94 145 150: :---------------------------------------------------------------------------------------------------- : 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 20.2 28.4 31.2 14.8 13.4 21.7 20.5 Old : 18.1 22.4 30.0 33.7 17.8 20.6 26.9 29.5 Other: 27.7 24.3 39.5 35.4 21.0 14.3 29.2 20.5 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 6, 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 : 36,650: 10,945 14,007 3,027 17,782 16,450 31,754 33,483: 4,895 3,167 Old : 36,650: 10,945 14,007 3,027 17,782 16,450 31,754 33,483: 4,895 3,167 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 29, 2008 : : -1,479: 660 8 -77 -1,838 -1,322 -1,255 -1,391: -224 -88 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 38.2 8.3 48.5 44.9 86.6 91.4: 13.4 8.6 Old : 100.0: 29.9 38.2 8.3 48.5 44.9 86.6 91.4: 13.4 8.6 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 : 88: 42 29 9 11 9 58 43: Old : 88: 42 29 9 11 9 58 43: 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 : 67.7 58.4 75.5 69.6 61.9 56.5 66.2 65.4 Old : 67.7 58.4 75.5 69.6 61.9 56.5 66.2 65.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 9, 2008