COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 304,540: 27,418 23,674 117,125 146,796 152,001 291,339 292,800: 13,201 11,740 Old : 283,625: 25,933 24,124 110,517 134,815 137,690 271,266 272,330: 12,359 11,294 Other: 20,916: 3,004 1,071 5,088 11,981 14,311 20,074 20,470: 842 446 : : : : : Changes in Commitments from: October 28, 2008 : : -5,680: 549 -1,819 -3,969 -3,120 109 -6,540 -5,679: 860 -1 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 7.8 38.5 48.2 49.9 95.7 96.1: 4.3 3.9 Old : 100.0: 9.1 8.5 39.0 47.5 48.5 95.6 96.0: 4.4 4.0 Other: 100.0: 14.4 5.1 24.3 57.3 68.4 96.0 97.9: 4.0 2.1 : : : :# Traders : Number of Traders in Each Category : All : 278: 110 75 98 81 74 232 211: Old : 277: 107 77 97 81 73 231 209: Other: 77: 21 14 22 27 32 59 57: :---------------------------------------------------------------------------------------------------- : 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 : 17.2 22.0 30.2 33.6 10.6 9.9 17.5 15.3 Old : 17.6 22.6 30.0 34.3 10.9 11.0 18.5 16.2 Other: 36.2 30.1 55.1 47.3 28.1 29.4 44.0 42.8 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 38,092: 6,970 6,962 7,863 19,677 20,109 34,510 34,935: 3,581 3,157 Old : 37,843: 6,987 6,736 7,847 19,428 20,103 34,261 34,686: 3,581 3,157 Other: 249: 0 243 0 249 6 249 249: 0 0 : : : : : Changes in Commitments from: October 28, 2008 : : -539: -204 -463 149 -236 -2 -292 -317: -247 -222 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 18.3 20.6 51.7 52.8 90.6 91.7: 9.4 8.3 Old : 100.0: 18.5 17.8 20.7 51.3 53.1 90.5 91.7: 9.5 8.3 Other: 100.0: 0.0 97.6 0.0 99.9 2.4 99.9 100.0: 0.1 0.0 : : : :# Traders : Number of Traders in Each Category : All : 95: 32 32 20 28 15 71 57: Old : 95: 33 31 20 28 15 71 57: Other: 4: 0 2 0 2 1 2 3: :---------------------------------------------------------------------------------------------------- : 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 : 26.3 56.6 41.9 66.9 20.3 40.7 31.7 48.6 Old : 25.9 56.9 41.5 67.3 20.4 41.5 31.8 49.5 Other: 99.9 100.0 99.9 100.0 97.5 97.6 97.5 97.6 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 163,060: 32,488 22,699 35,037 91,631 100,853 159,156 158,589: 3,904 4,471 Old : 151,827: 32,197 18,269 34,406 81,685 94,762 148,288 147,437: 3,539 4,390 Other: 11,233: 864 5,003 58 9,946 6,091 10,868 11,152: 364 81 : : : : : Changes in Commitments from: October 28, 2008 : : -982: -1,122 -2,162 1,537 -2,024 -413 -1,608 -1,037: 626 56 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.9 13.9 21.5 56.2 61.9 97.6 97.3: 2.4 2.7 Old : 100.0: 21.2 12.0 22.7 53.8 62.4 97.7 97.1: 2.3 2.9 Other: 100.0: 7.7 44.5 0.5 88.5 54.2 96.8 99.3: 3.2 0.7 : : : :# Traders : Number of Traders in Each Category : All : 135: 39 29 35 54 43 109 98: Old : 135: 39 29 34 53 43 107 98: Other: 33: 5 3 2 19 16 25 20: :---------------------------------------------------------------------------------------------------- : 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 : 30.3 45.8 47.8 56.6 23.3 25.2 32.2 35.6 Old : 28.8 45.1 47.5 56.7 22.0 23.8 32.0 35.3 Other: 71.0 77.0 83.5 92.7 59.8 70.5 69.9 79.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 950,267: 125,929 49,562 247,736 508,653 589,193 882,318 886,491: 67,949 63,776 Old : 950,267: 125,929 49,562 247,736 508,653 589,193 882,318 886,491: 67,949 63,776 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 28, 2008 : : 13,997: 7,524 -16,692 7,988 -7,095 25,610 8,417 16,906: 5,580 -2,909 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 5.2 26.1 53.5 62.0 92.8 93.3: 7.2 6.7 Old : 100.0: 13.3 5.2 26.1 53.5 62.0 92.8 93.3: 7.2 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 : 216: 58 57 67 85 81 185 168: Old : 216: 58 57 67 85 81 185 168: 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 : 18.1 21.3 30.2 32.8 10.9 11.4 18.7 17.2 Old : 18.1 21.3 30.2 32.8 10.9 11.4 18.7 17.2 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, November 4, 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 : 196,089: 15,992 25,077 72,494 100,819 92,093 189,306 189,665: 6,783 6,424 Old : 191,236: 17,474 25,312 69,660 97,501 89,929 184,635 184,900: 6,600 6,335 Other: 4,853: 329 1,577 1,024 3,318 2,164 4,671 4,765: 182 89 : : : : : Changes in Commitments from: October 28, 2008 : : -6,497: 1,531 -1,257 -6,498 -2,785 1,022 -7,751 -6,733: 1,254 236 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 12.8 37.0 51.4 47.0 96.5 96.7: 3.5 3.3 Old : 100.0: 9.1 13.2 36.4 51.0 47.0 96.5 96.7: 3.5 3.3 Other: 100.0: 6.8 32.5 21.1 68.4 44.6 96.2 98.2: 3.8 1.8 : : : :# Traders : Number of Traders in Each Category : All : 351: 113 82 108 126 117 292 267: Old : 351: 114 83 107 126 116 292 265: Other: 71: 11 9 15 36 32 56 47: :---------------------------------------------------------------------------------------------------- : 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 21.9 27.9 33.9 9.7 12.3 17.5 17.6 Old : 16.5 21.4 27.5 33.6 9.9 13.5 17.9 19.0 Other: 61.1 59.5 74.7 74.6 44.8 43.3 50.9 50.8 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 : 41,459: 21,357 577 3,919 11,960 34,024 37,236 38,520: 4,224 2,939 Old : 41,459: 21,357 577 3,919 11,960 34,024 37,236 38,520: 4,224 2,939 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 28, 2008 : : -991: 711 -359 83 -1,907 -682 -1,112 -958: 121 -33 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.5 1.4 9.5 28.8 82.1 89.8 92.9: 10.2 7.1 Old : 100.0: 51.5 1.4 9.5 28.8 82.1 89.8 92.9: 10.2 7.1 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 : 43: 24 8 10 6 6 34 22: Old : 43: 24 8 10 6 6 34 22: 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 : 53.3 86.3 75.4 91.1 50.3 73.0 64.5 73.7 Old : 53.3 86.3 75.4 91.1 50.3 73.0 64.5 73.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 Commitments of Traders with Delta-adjusted Options and Futures Combined, November 4, 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 $500.00) : : : : All : 16,843: 2,202 2,152 562 11,883 14,029 14,647 16,743: 2,196 100 Old : 16,843: 2,202 2,152 562 11,883 14,029 14,647 16,743: 2,196 100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 28, 2008 : : -181: -8 -1,008 -10 26 1,438 8 420: -189 -601 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 12.8 3.3 70.6 83.3 87.0 99.4: 13.0 0.6 Old : 100.0: 13.1 12.8 3.3 70.6 83.3 87.0 99.4: 13.0 0.6 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 : 29: 4 5 1 12 11 17 16: Old : 29: 4 5 1 12 11 17 16: 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 : 49.5 66.0 67.9 83.8 46.9 65.0 63.0 77.8 Old : 49.5 66.0 67.9 83.8 46.9 65.0 63.0 77.8 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, November 4, 2008 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 485,409: 64,876 110,083 9,055 403,114 341,784 477,044 460,922: 8,365 24,487 Old : 485,409: 64,876 110,083 9,055 403,114 341,784 477,044 460,922: 8,365 24,487 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 28, 2008 : : -24,193: 15,625 -13,394 -2,708 -36,502 -10,488 -23,585 -26,590: -608 2,397 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 22.7 1.9 83.0 70.4 98.3 95.0: 1.7 5.0 Old : 100.0: 13.4 22.7 1.9 83.0 70.4 98.3 95.0: 1.7 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 : 246: 22 57 16 90 119 121 183: Old : 246: 22 57 16 90 119 121 183: 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 : 48.1 23.7 60.8 33.4 46.7 23.7 59.3 33.2 Old : 48.1 23.7 60.8 33.4 46.7 23.7 59.3 33.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 7, 2008