COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 377,877: 53,876 16,699 122,086 180,320 224,981 356,283 363,766: 21,595 14,111 Old : 370,474: 53,848 17,013 119,280 176,531 220,316 349,659 356,608: 20,815 13,865 Other: 7,404: 1,502 1,160 1,332 3,789 4,666 6,624 7,158: 780 246 : : : : : Changes in Commitments from: June 24, 2008 : : -798: 606 1,867 -233 345 -3,835 718 -2,201: -1,516 1,403 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 4.4 32.3 47.7 59.5 94.3 96.3: 5.7 3.7 Old : 100.0: 14.5 4.6 32.2 47.7 59.5 94.4 96.3: 5.6 3.7 Other: 100.0: 20.3 15.7 18.0 51.2 63.0 89.5 96.7: 10.5 3.3 : : : :# Traders : Number of Traders in Each Category : All : 299: 140 68 114 72 75 252 219: Old : 298: 134 73 112 72 74 251 216: Other: 55: 20 5 15 16 25 40 41: :---------------------------------------------------------------------------------------------------- : 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 : 20.7 26.4 31.8 37.8 16.2 17.1 23.1 26.1 Old : 20.6 26.4 31.8 37.9 16.4 17.3 23.4 26.2 Other: 38.4 48.2 52.3 68.3 27.4 43.1 38.1 54.8 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 46,829: 9,167 7,483 10,884 20,361 25,338 40,412 43,704: 6,417 3,125 Old : 33,288: 9,118 7,262 5,212 15,393 18,054 29,723 30,527: 3,565 2,760 Other: 13,542: 960 1,132 4,761 4,969 7,284 10,689 13,177: 2,852 365 : : : : : Changes in Commitments from: June 24, 2008 : : 1,982: 1,035 -1,230 1,223 -678 2,698 1,580 2,691: 401 -710 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 16.0 23.2 43.5 54.1 86.3 93.3: 13.7 6.7 Old : 100.0: 27.4 21.8 15.7 46.2 54.2 89.3 91.7: 10.7 8.3 Other: 100.0: 7.1 8.4 35.2 36.7 53.8 78.9 97.3: 21.1 2.7 : : : :# Traders : Number of Traders in Each Category : All : 103: 47 29 20 24 15 78 57: Old : 100: 46 27 19 23 15 73 57: Other: 42: 11 12 12 12 13 33 27: :---------------------------------------------------------------------------------------------------- : 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 : 30.7 55.5 46.2 66.6 18.4 34.7 29.1 41.4 Old : 29.8 51.8 48.3 63.4 25.9 42.0 38.8 51.2 Other: 50.2 70.9 62.2 82.9 8.3 24.5 11.6 28.8 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 174,935: 74,485 36,541 17,420 66,520 109,585 158,425 163,545: 16,510 11,391 Old : 99,003: 55,600 23,070 8,894 23,578 58,760 88,072 90,724: 10,931 8,280 Other: 75,932: 21,145 15,730 6,266 42,942 50,825 70,353 72,821: 5,579 3,111 : : : : : Changes in Commitments from: June 24, 2008 : : 3,232: 3,747 512 810 -2,163 1,723 2,395 3,045: 837 187 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.6 20.9 10.0 38.0 62.6 90.6 93.5: 9.4 6.5 Old : 100.0: 56.2 23.3 9.0 23.8 59.4 89.0 91.6: 11.0 8.4 Other: 100.0: 27.8 20.7 8.3 56.6 66.9 92.7 95.9: 7.3 4.1 : : : :# Traders : Number of Traders in Each Category : All : 183: 88 20 39 49 49 157 98: Old : 166: 79 27 18 36 36 120 76: Other: 113: 38 12 19 44 41 90 66: :---------------------------------------------------------------------------------------------------- : 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 : 21.3 42.0 33.6 55.6 20.7 35.6 31.4 48.4 Old : 20.7 49.6 32.7 63.2 18.3 43.7 29.5 57.2 Other: 39.4 36.4 53.1 52.3 39.3 30.9 49.7 45.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 1,167,222: 219,893 79,147 233,992 604,934 792,260 1,058,819 1,105,399: 108,404 61,823 Old : 1,167,222: 219,893 79,147 233,992 604,934 792,260 1,058,819 1,105,399: 108,404 61,823 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 12,325: 10,368 1,439 10,203 -18,524 2,209 2,047 13,852: 10,277 -1,528 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.8 6.8 20.0 51.8 67.9 90.7 94.7: 9.3 5.3 Old : 100.0: 18.8 6.8 20.0 51.8 67.9 90.7 94.7: 9.3 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 : 256: 91 56 77 85 93 209 197: Old : 256: 91 56 77 85 93 209 197: 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 : 17.4 19.8 28.8 34.1 12.9 16.4 22.4 26.8 Old : 17.4 19.8 28.8 34.1 12.9 16.4 22.4 26.8 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, July 1, 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 : 213,618: 43,968 10,224 65,477 90,960 128,077 200,404 203,778: 13,214 9,840 Old : 124,379: 34,330 14,820 27,604 53,438 75,191 115,371 117,615: 9,007 6,764 Other: 89,239: 19,073 4,840 28,437 37,522 52,886 85,033 86,163: 4,206 3,076 : : : : : Changes in Commitments from: June 24, 2008 : : 10,432: 4,151 -910 3,496 3,341 8,566 10,988 11,152: -557 -721 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 4.8 30.7 42.6 60.0 93.8 95.4: 6.2 4.6 Old : 100.0: 27.6 11.9 22.2 43.0 60.5 92.8 94.6: 7.2 5.4 Other: 100.0: 21.4 5.4 31.9 42.0 59.3 95.3 96.6: 4.7 3.4 : : : :# Traders : Number of Traders in Each Category : All : 413: 183 73 117 108 129 338 280: Old : 390: 158 90 92 90 112 295 248: Other: 248: 80 39 65 82 105 185 187: :---------------------------------------------------------------------------------------------------- : 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 : 16.4 20.9 27.2 32.9 14.2 15.2 22.2 24.0 Old : 19.1 27.9 29.1 38.0 19.0 26.7 28.5 34.6 Other: 22.3 20.3 33.8 31.9 16.0 14.8 24.5 22.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 1, 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 : 35,623: 21,898 14,350 2,710 7,245 14,749 31,853 31,809: 3,770 3,814 Old : 35,623: 21,898 14,350 2,710 7,245 14,749 31,853 31,809: 3,770 3,814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 24, 2008 : : 4,273: 3,662 4,967 99 1,221 -1,972 4,982 3,094: -709 1,179 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.5 40.3 7.6 20.3 41.4 89.4 89.3: 10.6 10.7 Old : 100.0: 61.5 40.3 7.6 20.3 41.4 89.4 89.3: 10.6 10.7 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 : 87: 42 29 9 9 7 55 43: Old : 87: 42 29 9 9 7 55 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 : 61.9 53.7 73.6 68.8 58.5 50.0 64.3 62.1 Old : 61.9 53.7 73.6 68.8 58.5 50.0 64.3 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 7, 2008