COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 376,193: 32,752 39,050 139,496 184,769 182,331 357,018 360,877: 19,174 15,315 Old : 360,901: 31,654 40,267 132,838 178,240 172,767 342,732 345,872: 18,169 15,029 Other: 15,292: 4,077 1,761 3,681 6,529 9,564 14,286 15,005: 1,005 287 : : : : : Changes in Commitments from: September 2, 2008 : : 4,495: -4,739 4,236 6,470 4,506 -5,919 6,236 4,787: -1,741 -292 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 10.4 37.1 49.1 48.5 94.9 95.9: 5.1 4.1 Old : 100.0: 8.8 11.2 36.8 49.4 47.9 95.0 95.8: 5.0 4.2 Other: 100.0: 26.7 11.5 24.1 42.7 62.5 93.4 98.1: 6.6 1.9 : : : :# Traders : Number of Traders in Each Category : All : 303: 108 102 110 80 74 239 239: Old : 302: 104 103 110 79 70 237 235: Other: 73: 14 18 20 21 31 48 56: :---------------------------------------------------------------------------------------------------- : 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 : 20.8 21.3 32.7 31.7 14.3 9.3 21.5 15.8 Old : 21.1 21.5 33.3 32.0 15.3 9.5 22.9 16.1 Other: 33.2 40.9 53.4 58.1 30.0 28.7 38.6 41.7 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 45,301: 7,850 7,929 11,631 20,147 21,861 39,628 41,420: 5,674 3,881 Old : 28,702: 8,329 7,681 5,233 11,413 12,801 24,975 25,715: 3,727 2,987 Other: 16,599: 1,290 2,017 4,628 8,734 9,059 14,653 15,705: 1,946 894 : : : : : Changes in Commitments from: September 2, 2008 : : -104: 29 -622 1,231 -1,170 -1,499 90 -890: -194 786 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 17.5 25.7 44.5 48.3 87.5 91.4: 12.5 8.6 Old : 100.0: 29.0 26.8 18.2 39.8 44.6 87.0 89.6: 13.0 10.4 Other: 100.0: 7.8 12.2 27.9 52.6 54.6 88.3 94.6: 11.7 5.4 : : : :# Traders : Number of Traders in Each Category : All : 115: 37 42 27 30 17 83 73: Old : 109: 43 35 20 28 12 75 63: Other: 58: 16 17 13 19 16 45 36: :---------------------------------------------------------------------------------------------------- : 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 47.3 39.1 59.9 16.1 32.4 26.2 39.8 Old : 26.8 44.8 42.4 57.1 23.7 39.2 34.6 49.5 Other: 40.1 58.8 58.9 74.3 19.3 31.6 27.4 37.5 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 144,098: 39,878 30,232 17,596 76,228 91,207 133,703 139,035: 10,395 5,063 Old : 133,245: 39,391 25,531 17,227 66,372 85,597 122,991 128,355: 10,254 4,890 Other: 10,853: 826 5,040 30 9,856 5,610 10,712 10,680: 141 173 : : : : : Changes in Commitments from: September 2, 2008 : : -779: -1,615 223 1,312 1,302 -1,998 999 -463: -1,778 -316 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.7 21.0 12.2 52.9 63.3 92.8 96.5: 7.2 3.5 Old : 100.0: 29.6 19.2 12.9 49.8 64.2 92.3 96.3: 7.7 3.7 Other: 100.0: 7.6 46.4 0.3 90.8 51.7 98.7 98.4: 1.3 1.6 : : : :# Traders : Number of Traders in Each Category : All : 150: 55 26 31 52 43 123 91: Old : 150: 54 29 31 52 42 123 90: Other: 26: 3 2 4 13 12 18 17: :---------------------------------------------------------------------------------------------------- : 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 42.9 42.6 54.3 28.0 36.2 37.6 47.1 Old : 27.8 41.0 41.1 53.1 26.8 34.6 37.2 46.4 Other: 76.4 83.4 90.2 95.0 61.0 73.0 71.1 76.4 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 1,142,849: 164,441 53,708 266,998 611,353 743,108 1,042,792 1,063,814: 100,057 79,035 Old : 1,142,849: 164,441 53,708 266,998 611,353 743,108 1,042,792 1,063,814: 100,057 79,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 2, 2008 : : -17,505: -17,176 -3,050 4,563 7,892 -20,414 -4,721 -18,901: -12,784 1,396 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 4.7 23.4 53.5 65.0 91.2 93.1: 8.8 6.9 Old : 100.0: 14.4 4.7 23.4 53.5 65.0 91.2 93.1: 8.8 6.9 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 : 235: 75 48 85 90 93 206 192: Old : 235: 75 48 85 90 93 206 192: 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 : 17.7 21.4 29.3 35.0 13.3 13.8 21.9 23.4 Old : 17.7 21.4 29.3 35.0 13.3 13.8 21.9 23.4 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 9, 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 : 172,502: 33,676 15,315 46,717 86,729 106,581 167,122 168,612: 5,380 3,890 Old : 169,242: 35,257 15,601 44,266 84,404 105,535 163,927 165,402: 5,314 3,840 Other: 3,261: 313 1,608 556 2,325 1,046 3,194 3,211: 66 50 : : : : : Changes in Commitments from: September 2, 2008 : : -403: -4,266 124 547 3,152 -2,504 -566 -1,833: 163 1,430 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 8.9 27.1 50.3 61.8 96.9 97.7: 3.1 2.3 Old : 100.0: 20.8 9.2 26.2 49.9 62.4 96.9 97.7: 3.1 2.3 Other: 100.0: 9.6 49.3 17.1 71.3 32.1 98.0 98.5: 2.0 1.5 : : : :# Traders : Number of Traders in Each Category : All : 376: 148 63 111 116 127 301 273: Old : 376: 152 61 111 115 127 300 273: Other: 55: 7 13 14 19 26 35 44: :---------------------------------------------------------------------------------------------------- : 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 : 17.7 22.7 30.6 33.2 16.5 16.3 27.1 23.6 Old : 17.7 22.5 30.1 32.7 16.8 17.6 27.6 24.9 Other: 81.8 71.3 90.3 81.0 70.3 60.3 74.2 66.4 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 9, 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 : 80,878: 41,036 6,832 7,044 27,177 62,960 75,257 76,837: 5,620 4,041 Old : 80,878: 41,036 6,832 7,044 27,177 62,960 75,257 76,837: 5,620 4,041 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 2, 2008 : : 28,167: 3,330 1,189 2,539 21,966 23,412 27,835 27,140: 332 1,027 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.7 8.4 8.7 33.6 77.8 93.1 95.0: 6.9 5.0 Old : 100.0: 50.7 8.4 8.7 33.6 77.8 93.1 95.0: 6.9 5.0 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 : 76: 45 15 8 13 6 63 25: Old : 76: 45 15 8 13 6 63 25: 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 : 57.2 87.1 74.7 91.7 36.9 53.5 43.5 56.4 Old : 57.2 87.1 74.7 91.7 36.9 53.5 43.5 56.4 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 9, 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 : 53,512: 2,796 3,057 6,002 38,738 39,644 47,536 48,703: 5,976 4,808 Old : 53,512: 2,796 3,057 6,002 38,738 39,644 47,536 48,703: 5,976 4,808 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 2, 2008 : : 27,606: 719 292 5,283 16,776 17,926 22,778 23,501: 4,828 4,105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 5.7 11.2 72.4 74.1 88.8 91.0: 11.2 9.0 Old : 100.0: 5.2 5.7 11.2 72.4 74.1 88.8 91.0: 11.2 9.0 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 : 37: 7 5 9 15 21 28 33: Old : 37: 7 5 9 15 21 28 33: 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 : 51.7 47.8 74.2 66.3 29.7 25.4 34.1 32.1 Old : 51.7 47.8 74.2 66.3 29.7 25.4 34.1 32.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 12, 2008