COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 383,575: 50,883 28,376 124,937 184,978 214,906 360,799 368,220: 22,776 15,356 Old : 373,972: 50,139 29,122 121,149 180,741 208,651 352,028 358,922: 21,944 15,051 Other: 9,603: 2,674 1,183 1,859 4,238 6,255 8,771 9,298: 832 305 : : : : : Changes in Commitments from: July 8, 2008 : : 2,479: -1,454 4,230 -932 4,201 -234 1,815 3,064: 663 -586 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 7.4 32.6 48.2 56.0 94.1 96.0: 5.9 4.0 Old : 100.0: 13.4 7.8 32.4 48.3 55.8 94.1 96.0: 5.9 4.0 Other: 100.0: 27.8 12.3 19.4 44.1 65.1 91.3 96.8: 8.7 3.2 : : : :# Traders : Number of Traders in Each Category : All : 312: 138 81 114 73 73 250 232: Old : 310: 133 83 113 73 72 248 230: Other: 55: 21 7 17 15 21 42 39: :---------------------------------------------------------------------------------------------------- : 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 : 20.4 24.2 31.4 34.7 15.6 14.7 22.7 22.8 Old : 20.4 24.3 31.5 34.7 16.1 14.7 23.4 22.9 Other: 32.8 48.2 50.1 68.9 19.9 35.4 29.8 44.8 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 45,909: 8,416 2,783 11,592 20,075 28,654 40,084 43,029: 5,825 2,880 Old : 32,794: 8,380 2,835 5,817 15,148 21,593 29,344 30,246: 3,450 2,548 Other: 13,115: 856 767 4,956 4,928 7,061 10,740 12,783: 2,376 332 : : : : : Changes in Commitments from: July 8, 2008 : : -218: 56 -1,149 377 -147 707 285 -65: -503 -153 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 6.1 25.3 43.7 62.4 87.3 93.7: 12.7 6.3 Old : 100.0: 25.6 8.6 17.7 46.2 65.8 89.5 92.2: 10.5 7.8 Other: 100.0: 6.5 5.8 37.8 37.6 53.8 81.9 97.5: 18.1 2.5 : : : :# Traders : Number of Traders in Each Category : All : 97: 36 29 20 26 16 76 52: Old : 95: 40 23 19 23 16 70 52: Other: 39: 13 7 12 12 14 32 26: :---------------------------------------------------------------------------------------------------- : 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 59.0 45.2 71.6 18.2 39.7 28.2 44.6 Old : 29.4 59.0 46.3 70.1 24.9 49.4 37.3 55.5 Other: 51.9 64.5 64.8 80.4 8.6 18.9 11.7 26.1 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 161,694: 59,935 34,291 19,608 67,884 101,151 147,428 155,050: 14,266 6,645 Old : 82,406: 38,783 20,826 9,067 26,701 48,313 74,551 78,206: 7,855 4,200 Other: 79,288: 24,701 17,014 6,992 41,183 52,838 72,877 76,844: 6,412 2,445 : : : : : Changes in Commitments from: July 8, 2008 : : -437: -4,791 669 1,009 3,599 2,860 -184 4,538: -253 -4,975 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.1 21.2 12.1 42.0 62.6 91.2 95.9: 8.8 4.1 Old : 100.0: 47.1 25.3 11.0 32.4 58.6 90.5 94.9: 9.5 5.1 Other: 100.0: 31.2 21.5 8.8 51.9 66.6 91.9 96.9: 8.1 3.1 : : : :# Traders : Number of Traders in Each Category : All : 175: 79 27 40 47 44 149 96: Old : 158: 69 31 20 40 32 116 76: Other: 113: 37 16 19 43 39 92 64: :---------------------------------------------------------------------------------------------------- : 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 : 25.0 41.0 37.4 53.6 24.2 34.6 34.5 46.5 Old : 22.1 47.8 34.1 61.6 18.5 38.4 29.8 51.9 Other: 41.7 36.6 52.6 52.7 41.5 33.1 51.7 49.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 1,156,998: 208,107 69,085 250,525 584,094 772,647 1,042,726 1,092,256: 114,272 64,741 Old : 1,156,998: 208,107 69,085 250,525 584,094 772,647 1,042,726 1,092,256: 114,272 64,741 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2008 : : -4,790: -15,809 -5,876 6,965 -10,421 -16,707 -19,265 -15,618: 14,475 10,828 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 6.0 21.7 50.5 66.8 90.1 94.4: 9.9 5.6 Old : 100.0: 18.0 6.0 21.7 50.5 66.8 90.1 94.4: 9.9 5.6 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 : 245: 81 55 81 85 90 208 192: Old : 245: 81 55 81 85 90 208 192: 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 : 17.6 20.3 29.7 34.6 13.0 16.8 22.7 27.0 Old : 17.6 20.3 29.7 34.6 13.0 16.8 22.7 27.0 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, July 15, 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 : 201,476: 35,859 7,519 61,519 92,144 125,317 189,522 194,355: 11,954 7,120 Old : 103,107: 27,811 14,274 17,482 50,737 67,774 96,031 99,530: 7,077 3,577 Other: 98,369: 18,181 3,379 33,902 41,407 57,543 93,491 94,825: 4,878 3,544 : : : : : Changes in Commitments from: July 8, 2008 : : -10,487: -3,570 -728 -7,212 325 528 -10,457 -7,411: -30 -3,075 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 3.7 30.5 45.7 62.2 94.1 96.5: 5.9 3.5 Old : 100.0: 27.0 13.8 17.0 49.2 65.7 93.1 96.5: 6.9 3.5 Other: 100.0: 18.5 3.4 34.5 42.1 58.5 95.0 96.4: 5.0 3.6 : : : :# Traders : Number of Traders in Each Category : All : 377: 156 66 110 112 126 314 264: Old : 351: 138 75 84 93 102 272 220: Other: 262: 80 47 67 89 109 196 197: :---------------------------------------------------------------------------------------------------- : 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 23.4 29.5 34.9 14.6 16.2 23.6 24.4 Old : 21.4 30.3 33.7 41.8 21.3 28.8 33.4 39.8 Other: 24.3 20.7 35.6 32.6 17.7 15.3 25.3 23.6 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 40,248: 25,314 21,305 2,695 9,182 11,602 37,190 35,602: 3,058 4,647 Old : 40,248: 25,314 21,305 2,695 9,182 11,602 37,190 35,602: 3,058 4,647 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2008 : : 3,936: 2,588 6,661 42 1,890 -4,017 4,520 2,686: -585 1,249 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.9 52.9 6.7 22.8 28.8 92.4 88.5: 7.6 11.5 Old : 100.0: 62.9 52.9 6.7 22.8 28.8 92.4 88.5: 7.6 11.5 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 : 90: 33 39 8 9 9 45 55: Old : 90: 33 39 8 9 9 45 55: 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 : 62.2 45.4 76.0 63.4 61.7 42.6 70.8 57.6 Old : 62.2 45.4 76.0 63.4 61.7 42.6 70.8 57.6 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 with Delta-adjusted Options and Futures Combined, July 15, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 1000 IND X $100.00) : : : : All : 18,280: 708 2,687 213 17,178 14,871 18,099 17,771: 181 509 Old : 18,280: 708 2,687 213 17,178 14,871 18,099 17,771: 181 509 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 8, 2008 : : 380: -434 223 78 1,432 985 1,076 1,286: -697 -906 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 14.7 1.2 94.0 81.4 99.0 97.2: 1.0 2.8 Old : 100.0: 3.9 14.7 1.2 94.0 81.4 99.0 97.2: 1.0 2.8 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 : 22: 3 5 2 9 13 13 19: Old : 22: 3 5 2 9 13 13 19: 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 : 88.9 55.7 96.9 80.6 67.7 50.8 73.9 69.8 Old : 88.9 55.7 96.9 80.6 67.7 50.8 73.9 69.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 18, 2008