COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 373,141: 34,008 36,756 139,980 180,005 178,519 353,994 355,255: 19,147 17,886 Old : 357,085: 32,670 36,815 133,395 172,262 169,332 338,326 339,542: 18,759 17,544 Other: 16,056: 4,153 2,755 3,771 7,744 9,187 15,668 15,713: 388 343 : : : : : Changes in Commitments from: September 9, 2008 : : -3,052: 1,256 -2,295 484 -4,764 -3,812 -3,024 -5,623: -27 2,571 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 9.9 37.5 48.2 47.8 94.9 95.2: 5.1 4.8 Old : 100.0: 9.1 10.3 37.4 48.2 47.4 94.7 95.1: 5.3 4.9 Other: 100.0: 25.9 17.2 23.5 48.2 57.2 97.6 97.9: 2.4 2.1 : : : :# Traders : Number of Traders in Each Category : All : 301: 115 95 106 80 73 240 232: Old : 299: 112 96 105 78 70 237 228: Other: 71: 16 15 20 19 31 46 55: :---------------------------------------------------------------------------------------------------- : 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 : 20.6 20.7 30.9 30.5 13.1 9.5 20.3 15.3 Old : 20.9 21.0 31.4 30.8 13.7 10.0 21.3 15.9 Other: 37.4 39.2 58.4 59.3 32.0 33.4 40.4 43.9 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 45,362: 7,837 8,445 11,651 20,340 21,443 39,828 41,540: 5,535 3,823 Old : 27,779: 8,389 8,241 5,110 10,678 11,498 24,177 24,849: 3,602 2,930 Other: 17,583: 1,359 2,115 4,630 9,662 9,945 15,650 16,690: 1,933 893 : : : : : Changes in Commitments from: September 9, 2008 : : 61: -13 517 21 193 -418 200 120: -139 -59 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 18.6 25.7 44.8 47.3 87.8 91.6: 12.2 8.4 Old : 100.0: 30.2 29.7 18.4 38.4 41.4 87.0 89.5: 13.0 10.5 Other: 100.0: 7.7 12.0 26.3 54.9 56.6 89.0 94.9: 11.0 5.1 : : : :# Traders : Number of Traders in Each Category : All : 111: 36 42 30 27 16 81 74: Old : 104: 39 38 21 25 10 71 62: Other: 58: 19 17 14 17 16 45 38: :---------------------------------------------------------------------------------------------------- : 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 46.9 39.3 59.2 16.3 32.7 26.9 40.4 Old : 27.9 42.1 43.3 55.4 23.4 37.9 36.0 49.1 Other: 37.3 60.0 57.8 75.2 21.8 35.5 31.5 41.0 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 141,935: 37,138 28,121 17,674 77,164 89,924 131,977 135,719: 9,958 6,216 Old : 130,993: 36,662 23,443 17,288 67,204 84,197 121,155 124,929: 9,838 6,064 Other: 10,942: 848 5,049 14 9,960 5,727 10,822 10,790: 120 152 : : : : : Changes in Commitments from: September 9, 2008 : : -2,163: -2,740 -2,112 78 936 -1,283 -1,726 -3,316: -437 1,153 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 19.8 12.5 54.4 63.4 93.0 95.6: 7.0 4.4 Old : 100.0: 28.0 17.9 13.2 51.3 64.3 92.5 95.4: 7.5 4.6 Other: 100.0: 7.7 46.1 0.1 91.0 52.3 98.9 98.6: 1.1 1.4 : : : :# Traders : Number of Traders in Each Category : All : 150: 51 29 31 54 42 122 92: Old : 150: 50 32 31 54 41 122 91: Other: 25: 3 2 3 14 13 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 : 30.5 42.2 44.1 53.6 28.9 34.7 38.3 45.6 Old : 28.7 40.3 42.7 52.4 27.8 33.0 37.9 44.8 Other: 75.8 82.6 89.6 94.3 60.5 72.5 70.4 76.0 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 1,041,011: 155,304 59,444 211,810 580,047 687,262 947,161 958,517: 93,850 82,494 Old : 1,041,011: 155,304 59,444 211,810 580,047 687,262 947,161 958,517: 93,850 82,494 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2008 : : -101,838: -9,137 5,737 -55,188 -31,305 -55,846 -95,631 -105,297: -6,207 3,459 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 5.7 20.3 55.7 66.0 91.0 92.1: 9.0 7.9 Old : 100.0: 14.9 5.7 20.3 55.7 66.0 91.0 92.1: 9.0 7.9 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 : 225: 65 53 76 84 89 193 180: Old : 225: 65 53 76 84 89 193 180: 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 : 17.5 21.6 29.4 35.4 13.8 14.5 23.3 24.7 Old : 17.5 21.6 29.4 35.4 13.8 14.5 23.3 24.7 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 16, 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 : 177,977: 29,321 22,886 49,040 92,731 99,905 171,092 171,830: 6,885 6,146 Old : 174,244: 30,769 22,889 46,541 90,187 98,767 167,498 168,197: 6,747 6,048 Other: 3,732: 255 1,701 795 2,544 1,138 3,594 3,634: 138 99 : : : : : Changes in Commitments from: September 9, 2008 : : 5,475: -4,355 7,572 2,323 6,002 -6,677 3,970 3,218: 1,505 2,256 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 12.9 27.6 52.1 56.1 96.1 96.5: 3.9 3.5 Old : 100.0: 17.7 13.1 26.7 51.8 56.7 96.1 96.5: 3.9 3.5 Other: 100.0: 6.8 45.6 21.3 68.2 30.5 96.3 97.4: 3.7 2.6 : : : :# Traders : Number of Traders in Each Category : All : 367: 124 84 102 121 126 288 275: Old : 367: 127 81 102 120 126 287 275: Other: 57: 6 13 14 21 27 36 45: :---------------------------------------------------------------------------------------------------- : 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 : 16.7 22.4 29.9 32.2 15.0 15.2 25.6 21.6 Old : 16.8 21.8 29.4 31.8 15.3 16.5 26.1 23.0 Other: 71.4 65.2 84.5 77.0 60.6 55.1 66.3 60.6 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, September 16, 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 : 54,688: 40,380 2,285 3,393 7,032 42,852 50,805 48,529: 3,884 6,159 Old : 54,688: 40,380 2,285 3,393 7,032 42,852 50,805 48,529: 3,884 6,159 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2008 : : -26,189: -656 -4,547 -3,652 -20,145 -20,109 -24,453 -28,307: -1,736 2,118 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 73.8 4.2 6.2 12.9 78.4 92.9 88.7: 7.1 11.3 Old : 100.0: 73.8 4.2 6.2 12.9 78.4 92.9 88.7: 7.1 11.3 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 : 67: 42 11 5 13 4 57 18: Old : 67: 42 11 5 13 4 57 18: 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 : 55.2 82.3 70.3 86.9 51.2 76.8 64.8 77.6 Old : 55.2 82.3 70.3 86.9 51.2 76.8 64.8 77.6 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, September 16, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 IND X $100.00) : : : : All : 748,197: 21,739 27,432 113,567 600,983 584,143 736,289 725,141: 11,908 23,056 Old : 748,197: 21,739 27,432 113,567 600,983 584,143 736,289 725,141: 11,908 23,056 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 9, 2008 : : 694,685: 18,943 24,374 107,565 562,245 544,498 688,753 676,438: 5,933 18,248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 3.7 15.2 80.3 78.1 98.4 96.9: 1.6 3.1 Old : 100.0: 2.9 3.7 15.2 80.3 78.1 98.4 96.9: 1.6 3.1 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 : 198: 29 25 39 119 117 169 169: Old : 198: 29 25 39 119 117 169 169: 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 : 32.9 32.8 48.5 48.8 5.0 4.8 7.6 7.9 Old : 32.9 32.8 48.5 48.8 5.0 4.8 7.6 7.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 19, 2008