COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 470,129: 56,116 30,436 159,498 231,624 262,377 447,237 452,311: 22,892 17,819 Old : 138,838: 16,275 20,148 43,366 72,168 68,107 131,809 131,621: 7,029 7,217 Other: 331,292: 50,006 20,454 105,967 159,456 194,270 315,429 320,690: 15,863 10,602 : : : : : Changes in Commitments from: June 3, 2008 : : -16,249: 989 2,943 -4,295 -15,192 -16,665 -18,498 -18,018: 2,249 1,769 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.9 6.5 33.9 49.3 55.8 95.1 96.2: 4.9 3.8 Old : 100.0: 11.7 14.5 31.2 52.0 49.1 94.9 94.8: 5.1 5.2 Other: 100.0: 15.1 6.2 32.0 48.1 58.6 95.2 96.8: 4.8 3.2 : : : :# Traders : Number of Traders in Each Category : All : 334: 145 90 123 79 74 281 240: Old : 229: 79 78 62 57 52 170 158: Other: 292: 137 69 107 67 67 245 202: :---------------------------------------------------------------------------------------------------- : 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 : 22.8 28.1 35.0 39.7 13.7 12.9 18.4 19.0 Old : 33.3 37.2 44.5 46.2 17.1 21.0 22.5 24.7 Other: 21.4 26.5 34.1 38.6 17.0 19.9 23.8 27.7 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 50,495: 8,403 8,841 11,921 24,172 26,012 44,497 46,774: 5,998 3,721 Old : 39,036: 8,553 8,735 7,135 19,244 19,594 34,932 35,465: 4,104 3,572 Other: 11,459: 660 915 3,976 4,928 6,418 9,565 11,310: 1,894 149 : : : : : Changes in Commitments from: June 3, 2008 : : -100: -487 -3,619 -466 424 3,480 -529 -605: 430 505 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 17.5 23.6 47.9 51.5 88.1 92.6: 11.9 7.4 Old : 100.0: 21.9 22.4 18.3 49.3 50.2 89.5 90.9: 10.5 9.1 Other: 100.0: 5.8 8.0 34.7 43.0 56.0 83.5 98.7: 16.5 1.3 : : : :# Traders : Number of Traders in Each Category : All : 105: 36 38 23 26 19 77 67: Old : 102: 38 33 23 25 19 73 67: Other: 38: 11 10 11 11 12 31 24: :---------------------------------------------------------------------------------------------------- : 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 : 29.4 52.5 46.4 63.3 17.5 31.6 30.3 39.4 Old : 27.8 47.7 46.8 59.5 22.5 36.4 37.8 46.4 Other: 54.9 76.3 68.5 88.2 10.0 25.5 13.0 29.0 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 168,831: 62,121 32,062 18,717 77,094 111,442 157,932 162,221: 10,899 6,610 Old : 99,401: 48,363 20,208 10,382 33,687 64,598 92,431 95,187: 6,970 4,214 Other: 69,430: 16,323 14,419 5,771 43,407 46,844 65,501 67,034: 3,929 2,396 : : : : : Changes in Commitments from: June 3, 2008 : : -1,797: 4,541 1,062 -4,691 -923 3,510 -1,073 -119: -723 -1,677 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.8 19.0 11.1 45.7 66.0 93.5 96.1: 6.5 3.9 Old : 100.0: 48.7 20.3 10.4 33.9 65.0 93.0 95.8: 7.0 4.2 Other: 100.0: 23.5 20.8 8.3 62.5 67.5 94.3 96.5: 5.7 3.5 : : : :# Traders : Number of Traders in Each Category : All : 167: 81 15 33 51 48 146 90: Old : 153: 70 22 24 44 38 125 75: Other: 100: 31 13 18 39 36 78 60: :---------------------------------------------------------------------------------------------------- : 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 : 23.1 42.4 36.3 56.0 22.3 31.0 31.3 44.4 Old : 20.4 47.8 34.0 63.0 17.7 35.6 28.5 50.8 Other: 40.2 37.4 56.3 53.3 39.4 33.1 51.7 46.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 1,296,642: 196,460 92,941 277,690 735,501 855,908 1,209,651 1,226,539: 86,991 70,103 Old : 1,296,642: 196,460 92,941 277,690 735,501 855,908 1,209,651 1,226,539: 86,991 70,103 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 3, 2008 : : 20,601: -1,400 -520 11,772 6,509 4,041 16,881 15,293: 3,720 5,308 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 7.2 21.4 56.7 66.0 93.3 94.6: 6.7 5.4 Old : 100.0: 15.2 7.2 21.4 56.7 66.0 93.3 94.6: 6.7 5.4 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 : 269: 90 66 84 90 95 222 208: Old : 269: 90 66 84 90 95 222 208: 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 : 19.8 22.3 30.5 34.3 11.9 14.3 20.9 23.0 Old : 19.8 22.3 30.5 34.3 11.9 14.3 20.9 23.0 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 10, 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 : 219,067: 33,330 13,503 77,319 97,639 116,898 208,288 207,720: 10,779 11,347 Old : 151,897: 32,064 15,573 44,090 68,449 83,637 144,604 143,300: 7,294 8,598 Other: 67,170: 11,234 7,898 23,261 29,190 33,261 63,684 64,420: 3,485 2,749 : : : : : Changes in Commitments from: June 3, 2008 : : -4,107: -1,076 -742 -436 -2,706 -3,511 -4,218 -4,688: 111 581 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 6.2 35.3 44.6 53.4 95.1 94.8: 4.9 5.2 Old : 100.0: 21.1 10.3 29.0 45.1 55.1 95.2 94.3: 4.8 5.7 Other: 100.0: 16.7 11.8 34.6 43.5 49.5 94.8 95.9: 5.2 4.1 : : : :# Traders : Number of Traders in Each Category : All : 378: 155 74 116 114 118 322 263: Old : 363: 148 78 104 105 108 298 246: Other: 221: 70 32 62 81 89 175 160: :---------------------------------------------------------------------------------------------------- : 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 : 16.5 21.8 27.1 33.2 13.8 14.9 20.7 21.3 Old : 18.6 26.9 29.5 37.5 16.7 23.7 26.5 31.2 Other: 18.7 24.0 30.6 34.8 14.4 15.5 23.1 21.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 10, 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 : 50,187: 18,709 12,894 2,948 24,920 31,680 46,576 47,522: 3,611 2,666 Old : 50,187: 18,709 12,894 2,948 24,920 31,680 46,576 47,522: 3,611 2,666 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 3, 2008 : : 10,834: 1,856 142 112 9,556 10,958 11,524 11,213: -691 -379 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.3 25.7 5.9 49.7 63.1 92.8 94.7: 7.2 5.3 Old : 100.0: 37.3 25.7 5.9 49.7 63.1 92.8 94.7: 7.2 5.3 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 : 73: 32 27 10 9 10 45 43: Old : 73: 32 27 10 9 10 45 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 : 73.5 63.8 85.0 80.0 55.2 46.3 59.6 57.1 Old : 73.5 63.8 85.0 80.0 55.2 46.3 59.6 57.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 13, 2008