COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 486,379: 55,127 27,494 163,793 246,816 279,042 465,736 470,329: 20,643 16,050 Old : 176,380: 22,850 33,927 48,044 98,485 85,966 169,378 167,937: 7,002 8,443 Other: 309,999: 47,110 8,400 100,916 148,332 193,076 296,358 302,392: 13,641 7,607 : : : : : Changes in Commitments from: May 27, 2008 : : 8,196: 2,126 641 1,657 7,011 4,469 10,794 6,766: -2,598 1,430 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.3 5.7 33.7 50.7 57.4 95.8 96.7: 4.2 3.3 Old : 100.0: 13.0 19.2 27.2 55.8 48.7 96.0 95.2: 4.0 4.8 Other: 100.0: 15.2 2.7 32.6 47.8 62.3 95.6 97.5: 4.4 2.5 : : : :# Traders : Number of Traders in Each Category : All : 327: 151 78 115 80 74 277 231: Old : 246: 91 82 65 58 54 177 174: Other: 271: 135 51 93 69 63 235 176: :---------------------------------------------------------------------------------------------------- : 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 : 23.3 29.5 35.6 41.1 13.1 12.1 17.7 18.2 Old : 31.6 31.5 43.3 42.2 22.1 22.0 28.0 27.3 Other: 22.9 30.2 35.2 43.1 16.8 23.3 23.6 31.9 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 50,595: 8,891 12,460 12,387 23,749 22,533 45,026 47,379: 5,569 3,215 Old : 39,615: 9,359 12,626 7,414 19,032 16,468 35,806 36,509: 3,809 3,106 Other: 10,980: 647 949 3,857 4,716 6,065 9,221 10,871: 1,759 110 : : : : : Changes in Commitments from: May 27, 2008 : : 4,126: 35 368 2,284 1,272 1,397 3,592 4,049: 534 77 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 24.6 24.5 46.9 44.5 89.0 93.6: 11.0 6.4 Old : 100.0: 23.6 31.9 18.7 48.0 41.6 90.4 92.2: 9.6 7.8 Other: 100.0: 5.9 8.6 35.1 43.0 55.2 84.0 99.0: 16.0 1.0 : : : :# Traders : Number of Traders in Each Category : All : 112: 38 42 24 27 17 79 73: Old : 108: 40 38 24 26 16 75 72: Other: 37: 12 9 12 10 10 31 22: :---------------------------------------------------------------------------------------------------- : 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 : 29.6 50.6 46.8 61.7 18.3 31.4 31.1 39.7 Old : 27.7 44.9 46.8 56.7 23.3 35.4 38.1 46.0 Other: 56.7 82.3 70.3 92.1 10.2 26.3 13.3 29.3 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 170,628: 57,580 31,000 23,408 78,017 107,932 159,005 162,340: 11,622 8,287 Old : 105,654: 45,619 19,404 15,548 36,371 64,602 97,537 99,553: 8,117 6,101 Other: 64,973: 14,618 14,254 5,203 41,646 43,330 61,468 62,787: 3,505 2,186 : : : : : Changes in Commitments from: May 27, 2008 : : 8,912: 5,396 1,443 3,547 143 707 9,086 5,698: -174 3,214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.7 18.2 13.7 45.7 63.3 93.2 95.1: 6.8 4.9 Old : 100.0: 43.2 18.4 14.7 34.4 61.1 92.3 94.2: 7.7 5.8 Other: 100.0: 22.5 21.9 8.0 64.1 66.7 94.6 96.6: 5.4 3.4 : : : :# Traders : Number of Traders in Each Category : All : 169: 77 20 34 55 48 149 93: Old : 164: 78 22 27 51 37 139 79: Other: 97: 24 18 16 37 37 71 61: :---------------------------------------------------------------------------------------------------- : 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 : 23.0 40.4 35.9 53.5 21.7 29.1 30.3 41.7 Old : 19.3 44.9 31.6 59.6 16.4 35.7 26.2 49.9 Other: 45.7 37.5 61.2 53.0 44.2 33.0 56.4 47.0 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 1,276,041: 197,860 93,462 265,918 728,992 851,866 1,192,770 1,211,246: 83,271 64,795 Old : 1,276,041: 197,860 93,462 265,918 728,992 851,866 1,192,770 1,211,246: 83,271 64,795 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 27, 2008 : : 9,897: -5,579 15,297 8,979 27,082 7,556 30,483 31,832: -20,586 -21,936 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 7.3 20.8 57.1 66.8 93.5 94.9: 6.5 5.1 Old : 100.0: 15.5 7.3 20.8 57.1 66.8 93.5 94.9: 6.5 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 : 268: 89 67 86 89 93 220 209: Old : 268: 89 67 86 89 93 220 209: 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 : 18.3 21.7 30.5 33.7 13.4 14.8 22.7 23.8 Old : 18.3 21.7 30.5 33.7 13.4 14.8 22.7 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 with Delta-adjusted Options and Futures Combined, June 3, 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 : 223,174: 34,406 14,245 77,755 100,345 120,409 212,506 212,408: 10,668 10,766 Old : 161,216: 34,347 16,843 46,140 72,375 89,018 152,862 152,001: 8,354 9,215 Other: 61,959: 10,412 7,754 21,263 27,970 31,391 59,644 60,407: 2,314 1,551 : : : : : Changes in Commitments from: May 27, 2008 : : 3,869: -174 238 2,673 1,056 -2,007 3,555 904: 314 2,964 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 6.4 34.8 45.0 54.0 95.2 95.2: 4.8 4.8 Old : 100.0: 21.3 10.4 28.6 44.9 55.2 94.8 94.3: 5.2 5.7 Other: 100.0: 16.8 12.5 34.3 45.1 50.7 96.3 97.5: 3.7 2.5 : : : :# Traders : Number of Traders in Each Category : All : 382: 150 78 109 114 122 318 264: Old : 370: 149 76 100 106 110 299 246: Other: 210: 61 30 57 79 92 162 158: :---------------------------------------------------------------------------------------------------- : 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 : 16.9 22.3 28.0 34.0 14.0 15.2 20.6 21.5 Old : 18.6 26.6 29.8 37.6 17.1 24.1 26.8 31.6 Other: 23.6 25.4 35.8 36.5 17.1 15.6 26.1 21.3 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 3, 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 : 39,354: 16,853 12,752 2,835 15,364 20,722 35,052 36,309: 4,302 3,045 Old : 39,354: 16,853 12,752 2,835 15,364 20,722 35,052 36,309: 4,302 3,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 27, 2008 : : -1,952: 799 -4,593 -468 -2,374 3,667 -2,043 -1,394: 91 -558 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.8 32.4 7.2 39.0 52.7 89.1 92.3: 10.9 7.7 Old : 100.0: 42.8 32.4 7.2 39.0 52.7 89.1 92.3: 10.9 7.7 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 : 92: 47 31 7 8 9 59 44: Old : 92: 47 31 7 8 9 59 44: 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 : 70.2 55.1 79.5 71.7 66.7 54.9 72.0 68.8 Old : 70.2 55.1 79.5 71.7 66.7 54.9 72.0 68.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 6, 2008