COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 201,747: 25,558 17,771 64,535 95,703 103,279 185,796 185,585: 15,952 16,163 Old : 176,513: 22,682 18,353 55,273 84,550 87,714 162,505 161,341: 14,008 15,173 Other: 25,234: 4,439 981 7,699 11,153 15,565 23,291 24,244: 1,943 990 : : : : : Changes in Commitments from: December 2, 2008 : : 3,492: -918 -673 1,583 -402 -1,113 263 -204: 3,229 3,695 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 8.8 32.0 47.4 51.2 92.1 92.0: 7.9 8.0 Old : 100.0: 12.8 10.4 31.3 47.9 49.7 92.1 91.4: 7.9 8.6 Other: 100.0: 17.6 3.9 30.5 44.2 61.7 92.3 96.1: 7.7 3.9 : : : :# Traders : Number of Traders in Each Category : All : 197: 76 45 55 66 60 162 141: Old : 195: 70 48 53 65 58 158 138: Other: 85: 27 12 23 35 31 71 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 : 16.9 21.1 29.5 33.8 15.2 14.7 24.5 23.9 Old : 17.6 22.2 31.2 35.0 16.6 17.1 26.7 25.2 Other: 20.7 28.8 38.5 45.8 18.8 27.7 30.2 36.9 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 40,019: 6,749 8,432 9,112 21,013 19,145 36,874 36,688: 3,145 3,331 Old : 39,714: 6,820 8,259 9,041 20,708 19,083 36,569 36,383: 3,145 3,331 Other: 305: 0 243 0 305 62 305 305: 0 0 : : : : : Changes in Commitments from: December 2, 2008 : : -1,557: -140 252 -378 -445 -891 -963 -1,017: -594 -540 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 21.1 22.8 52.5 47.8 92.1 91.7: 7.9 8.3 Old : 100.0: 17.2 20.8 22.8 52.1 48.1 92.1 91.6: 7.9 8.4 Other: 100.0: 0.0 79.7 0.0 100.0 20.3 100.0 100.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 108: 32 43 23 30 17 77 70: Old : 108: 33 42 23 30 17 77 70: 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 : 26.9 53.3 42.2 64.0 19.5 34.2 30.0 41.8 Old : 26.5 53.5 41.7 64.3 19.5 34.9 30.0 42.6 Other: 100.0 100.0 100.0 100.0 79.6 79.7 79.6 79.7 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 121,252: 31,730 19,822 15,317 66,619 79,959 113,666 115,098: 7,586 6,154 Old : 108,076: 31,603 15,604 14,169 54,907 72,281 100,679 102,054: 7,397 6,022 Other: 13,176: 1,093 5,184 182 11,711 7,678 12,987 13,044: 189 132 : : : : : Changes in Commitments from: December 2, 2008 : : 1,346: 150 464 -214 212 1,298 148 1,548: 1,198 -202 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 16.3 12.6 54.9 65.9 93.7 94.9: 6.3 5.1 Old : 100.0: 29.2 14.4 13.1 50.8 66.9 93.2 94.4: 6.8 5.6 Other: 100.0: 8.3 39.3 1.4 88.9 58.3 98.6 99.0: 1.4 1.0 : : : :# Traders : Number of Traders in Each Category : All : 130: 37 29 25 49 43 99 87: Old : 130: 38 30 23 48 43 97 86: Other: 42: 7 4 5 23 21 32 28: :---------------------------------------------------------------------------------------------------- : 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 : 34.3 39.4 49.8 53.1 31.5 31.0 43.2 43.9 Old : 32.9 38.3 49.6 52.9 30.8 30.9 43.3 45.0 Other: 63.2 60.9 76.4 81.0 53.6 54.2 64.2 69.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 960,745: 112,411 65,664 248,763 523,575 568,936 884,748 883,363: 75,997 77,383 Old : 960,745: 112,411 65,664 248,763 523,575 568,936 884,748 883,363: 75,997 77,383 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2008 : : 22,707: -7,331 21,511 8,775 19,029 -14,520 20,472 15,766: 2,235 6,941 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 6.8 25.9 54.5 59.2 92.1 91.9: 7.9 8.1 Old : 100.0: 11.7 6.8 25.9 54.5 59.2 92.1 91.9: 7.9 8.1 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 : 226: 56 67 68 89 87 188 183: Old : 226: 56 67 68 89 87 188 183: 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 : 18.2 20.9 29.7 31.9 10.7 9.7 17.3 14.3 Old : 18.2 20.9 29.7 31.9 10.7 9.7 17.3 14.3 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, December 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 : 155,477: 14,615 28,510 44,721 89,305 74,063 148,642 147,295: 6,835 8,182 Old : 149,116: 16,384 28,371 41,185 85,495 71,552 143,064 141,109: 6,051 8,007 Other: 6,361: 461 2,369 1,307 3,810 2,511 5,577 6,186: 784 175 : : : : : Changes in Commitments from: December 2, 2008 : : 11,010: -416 2,315 7,196 5,470 2,046 12,250 11,557: -1,240 -547 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 18.3 28.8 57.4 47.6 95.6 94.7: 4.4 5.3 Old : 100.0: 11.0 19.0 27.6 57.3 48.0 95.9 94.6: 4.1 5.4 Other: 100.0: 7.2 37.2 20.5 59.9 39.5 87.7 97.3: 12.3 2.7 : : : :# Traders : Number of Traders in Each Category : All : 331: 90 89 89 125 107 259 250: Old : 331: 95 88 88 124 105 257 248: Other: 83: 16 10 14 43 31 67 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 : 18.1 21.9 30.0 34.2 13.3 14.5 23.3 22.3 Old : 18.6 21.0 30.8 33.9 13.8 16.3 24.3 24.5 Other: 46.4 59.7 59.7 72.7 37.0 47.8 43.3 54.8 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, December 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 : 42,604: 18,096 1,271 4,645 17,338 33,457 40,079 39,373: 2,525 3,231 Old : 42,604: 18,096 1,271 4,645 17,338 33,457 40,079 39,373: 2,525 3,231 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2008 : : -9: -281 358 728 -71 -1,076 376 10: -385 -18 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.5 3.0 10.9 40.7 78.5 94.1 92.4: 5.9 7.6 Old : 100.0: 42.5 3.0 10.9 40.7 78.5 94.1 92.4: 5.9 7.6 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 : 49: 17 17 8 9 10 30 32: Old : 49: 17 17 8 9 10 30 32: 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 : 73.6 84.4 87.3 88.3 64.3 70.4 70.7 71.6 Old : 73.6 84.4 87.3 88.3 64.3 70.4 70.7 71.6 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, December 9, 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 : 17,462: 3,507 1,965 0 12,891 15,461 16,398 17,426: 1,064 36 Old : 17,462: 3,507 1,965 0 12,891 15,461 16,398 17,426: 1,064 36 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2008 : : 215: 907 169 0 -334 260 573 429: -358 -214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 11.3 0.0 73.8 88.5 93.9 99.8: 6.1 0.2 Old : 100.0: 20.1 11.3 0.0 73.8 88.5 93.9 99.8: 6.1 0.2 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 : 24: 4 3 0 9 11 13 14: Old : 24: 4 3 0 9 11 13 14: 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 : 53.4 69.6 78.0 91.2 44.7 66.1 67.7 78.8 Old : 53.4 69.6 78.0 91.2 44.7 66.1 67.7 78.8 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, December 9, 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 : 532,229: 41,408 109,714 5,702 465,183 386,906 512,292 502,322: 19,937 29,907 Old : 532,229: 41,408 109,714 5,702 465,183 386,906 512,292 502,322: 19,937 29,907 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 2, 2008 : : 20,294: -29,755 4,883 -89 45,332 11,613 15,488 16,408: 4,805 3,886 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 20.6 1.1 87.4 72.7 96.3 94.4: 3.7 5.6 Old : 100.0: 7.8 20.6 1.1 87.4 72.7 96.3 94.4: 3.7 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 : 241: 21 50 13 98 115 125 172: Old : 241: 21 50 13 98 115 125 172: 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 : 42.4 23.1 55.3 34.3 39.7 23.1 52.3 33.6 Old : 42.4 23.1 55.3 34.3 39.7 23.1 52.3 33.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 12, 2008