COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 371,698: 37,492 34,815 133,026 180,264 188,249 350,782 356,091: 20,916 15,607 Old : 357,012: 35,730 35,292 126,848 174,543 179,557 337,121 341,696: 19,892 15,316 Other: 14,686: 3,929 1,689 4,012 5,721 8,693 13,661 14,394: 1,024 292 : : : : : Changes in Commitments from: August 26, 2008 : : 1,073: 593 -2,138 3,207 -3,185 -166 615 903: 458 171 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 9.4 35.8 48.5 50.6 94.4 95.8: 5.6 4.2 Old : 100.0: 10.0 9.9 35.5 48.9 50.3 94.4 95.7: 5.6 4.3 Other: 100.0: 26.8 11.5 27.3 39.0 59.2 93.0 98.0: 7.0 2.0 : : : :# Traders : Number of Traders in Each Category : All : 304: 115 98 109 77 73 240 234: Old : 303: 112 98 109 76 70 238 231: Other: 70: 15 16 20 21 28 48 52: :---------------------------------------------------------------------------------------------------- : 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 22.6 33.1 33.5 14.7 11.0 22.2 18.2 Old : 21.7 22.9 33.6 34.0 15.7 11.3 23.5 18.6 Other: 33.2 41.0 51.6 57.7 30.4 28.0 36.2 41.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 45,405: 7,821 8,551 10,400 21,317 23,360 39,538 42,310: 5,868 3,095 Old : 29,681: 7,794 8,181 4,540 13,672 14,628 26,007 27,350: 3,673 2,331 Other: 15,725: 1,022 1,365 4,864 7,645 8,732 13,531 14,961: 2,194 764 : : : : : Changes in Commitments from: August 26, 2008 : : -1,174: -84 -679 -447 131 -612 -400 -1,737: -774 563 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.2 18.8 22.9 46.9 51.4 87.1 93.2: 12.9 6.8 Old : 100.0: 26.3 27.6 15.3 46.1 49.3 87.6 92.1: 12.4 7.9 Other: 100.0: 6.5 8.7 30.9 48.6 55.5 86.0 95.1: 14.0 4.9 : : : :# Traders : Number of Traders in Each Category : All : 109: 32 42 23 32 17 78 69: Old : 103: 36 35 21 30 12 71 63: Other: 50: 10 16 13 18 15 40 32: :---------------------------------------------------------------------------------------------------- : 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 : 23.8 50.4 39.6 61.7 16.1 31.2 24.8 40.0 Old : 24.5 47.4 41.6 60.2 23.6 36.7 34.1 48.8 Other: 43.0 62.7 58.4 76.5 15.6 30.2 23.3 35.6 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 144,877: 41,493 30,009 16,284 74,926 93,204 132,703 139,497: 12,173 5,379 Old : 134,191: 41,271 25,618 15,644 65,345 87,701 122,260 128,963: 11,930 5,227 Other: 10,686: 832 5,001 30 9,581 5,503 10,443 10,534: 243 152 : : : : : Changes in Commitments from: August 26, 2008 : : 1,363: -2,699 -2,572 2,695 890 1,093 885 1,216: 478 148 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 20.7 11.2 51.7 64.3 91.6 96.3: 8.4 3.7 Old : 100.0: 30.8 19.1 11.7 48.7 65.4 91.1 96.1: 8.9 3.9 Other: 100.0: 7.8 46.8 0.3 89.7 51.5 97.7 98.6: 2.3 1.4 : : : :# Traders : Number of Traders in Each Category : All : 149: 63 18 31 49 44 124 88: Old : 149: 62 21 31 49 43 124 87: Other: 24: 4 1 3 12 12 16 16: :---------------------------------------------------------------------------------------------------- : 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 44.4 41.3 56.5 28.1 38.9 37.7 50.4 Old : 27.8 42.8 39.7 55.7 27.2 37.6 37.7 50.3 Other: 76.7 83.4 90.7 95.2 57.5 71.5 67.9 74.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 1,160,354: 181,617 56,758 262,435 603,461 763,522 1,047,512 1,082,715: 112,841 77,639 Old : 1,160,354: 181,617 56,758 262,435 603,461 763,522 1,047,512 1,082,715: 112,841 77,639 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2008 : : -16,547: -28,596 2,439 -9,778 20,988 -19,688 -17,386 -27,027: 838 10,479 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 4.9 22.6 52.0 65.8 90.3 93.3: 9.7 6.7 Old : 100.0: 15.7 4.9 22.6 52.0 65.8 90.3 93.3: 9.7 6.7 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 : 232: 74 52 84 87 89 204 188: Old : 232: 74 52 84 87 89 204 188: 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 : 17.8 20.7 29.6 34.7 13.1 15.0 22.0 25.1 Old : 17.8 20.7 29.6 34.7 13.1 15.0 22.0 25.1 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, September 2, 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 : 172,905: 37,942 15,190 46,170 83,577 109,085 167,688 170,445: 5,217 2,460 Old : 170,082: 39,150 15,483 44,045 81,755 108,153 164,949 167,681: 5,133 2,401 Other: 2,823: 337 1,253 580 1,822 932 2,739 2,764: 85 59 : : : : : Changes in Commitments from: August 26, 2008 : : -932: 3,799 -770 -872 -1,676 1,654 1,251 13: -2,184 -945 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 8.8 26.7 48.3 63.1 97.0 98.6: 3.0 1.4 Old : 100.0: 23.0 9.1 25.9 48.1 63.6 97.0 98.6: 3.0 1.4 Other: 100.0: 11.9 44.4 20.5 64.5 33.0 97.0 97.9: 3.0 2.1 : : : :# Traders : Number of Traders in Each Category : All : 380: 146 75 116 107 124 305 273: Old : 380: 147 77 116 106 124 304 273: Other: 52: 8 12 15 19 23 36 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 : 18.4 22.8 30.7 33.6 16.3 16.2 26.7 24.1 Old : 18.1 22.3 30.3 33.2 16.5 17.0 27.1 25.0 Other: 75.0 69.5 86.9 79.7 61.7 56.6 68.0 62.5 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 2, 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 : 52,711: 37,706 5,643 4,505 5,211 39,548 47,422 49,697: 5,289 3,014 Old : 52,711: 37,706 5,643 4,505 5,211 39,548 47,422 49,697: 5,289 3,014 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2008 : : 6,007: 4,628 1,320 1,048 16 3,560 5,692 5,927: 315 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 71.5 10.7 8.5 9.9 75.0 90.0 94.3: 10.0 5.7 Old : 100.0: 71.5 10.7 8.5 9.9 75.0 90.0 94.3: 10.0 5.7 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 : 79: 49 12 9 14 8 66 27: Old : 79: 49 12 9 14 8 66 27: 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 : 45.5 76.1 61.7 87.6 45.5 73.1 57.2 79.8 Old : 45.5 76.1 61.7 87.6 45.5 73.1 57.2 79.8 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, September 2, 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 : 25,906: 2,077 2,765 720 21,962 21,719 24,758 25,203: 1,148 703 Old : 25,906: 2,077 2,765 720 21,962 21,719 24,758 25,203: 1,148 703 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 26, 2008 : : -160: 422 -257 506 -1,130 -419 -201 -170: 42 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 10.7 2.8 84.8 83.8 95.6 97.3: 4.4 2.7 Old : 100.0: 8.0 10.7 2.8 84.8 83.8 95.6 97.3: 4.4 2.7 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 : 26: 6 4 5 9 15 17 23: Old : 26: 6 4 5 9 15 17 23: 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 : 77.6 56.5 90.2 78.0 59.8 49.9 68.2 64.2 Old : 77.6 56.5 90.2 78.0 59.8 49.9 68.2 64.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 5, 2008