COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, September 30, 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 : 195,316: 43,141 43,327 19,810 119,207 119,362 182,158 182,499: 13,158 12,817 Old : 183,744: 42,812 42,764 16,906 111,660 111,430 171,378 171,100: 12,366 12,644 Other: 11,572: 2,882 3,116 351 7,547 7,932 10,780 11,399: 792 173 : : : : : Changes in Commitments from: September 23, 2008 : : -10,961: -4,304 -2,307 -1,367 -4,743 -6,312 -10,414 -9,986: -547 -975 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 22.2 10.1 61.0 61.1 93.3 93.4: 6.7 6.6 Old : 100.0: 23.3 23.3 9.2 60.8 60.6 93.3 93.1: 6.7 6.9 Other: 100.0: 24.9 26.9 3.0 65.2 68.5 93.2 98.5: 6.8 1.5 : : : :# Traders : Number of Traders in Each Category : All : 254: 74 91 56 64 62 167 186: Old : 254: 73 92 51 58 57 159 178: Other: 69: 14 15 4 19 28 34 46: :---------------------------------------------------------------------------------------------------- : 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 : 24.3 29.1 38.6 39.8 22.2 22.8 34.2 32.4 Old : 25.3 30.2 39.9 41.2 23.5 23.9 36.4 33.9 Other: 50.3 42.3 71.2 67.4 42.0 35.0 54.3 53.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, September 30, 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 : 30,491: 11,510 8,791 2,123 12,714 16,617 26,347 27,531: 4,144 2,960 Old : 17,215: 8,626 8,596 0 6,247 6,492 14,873 15,088: 2,342 2,127 Other: 13,276: 4,907 2,218 100 6,467 10,125 11,474 12,443: 1,802 833 : : : : : Changes in Commitments from: September 23, 2008 : : 1,051: -122 110 1,065 99 -372 1,042 803: 9 248 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.7 28.8 7.0 41.7 54.5 86.4 90.3: 13.6 9.7 Old : 100.0: 50.1 49.9 0.0 36.3 37.7 86.4 87.6: 13.6 12.4 Other: 100.0: 37.0 16.7 0.8 48.7 76.3 86.4 93.7: 13.6 6.3 : : : :# Traders : Number of Traders in Each Category : All : 98: 38 29 15 20 13 65 56: Old : 93: 39 31 0 16 8 55 39: Other: 59: 26 13 3 12 11 38 27: :---------------------------------------------------------------------------------------------------- : 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 : 24.8 50.1 42.2 62.6 24.6 49.1 41.2 61.5 Old : 31.0 39.9 45.4 60.7 31.0 39.9 45.4 60.7 Other: 36.5 70.4 55.9 82.2 35.6 70.0 55.0 79.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, September 30, 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 : 124,494: 34,261 23,446 9,704 71,851 85,750 115,816 118,900: 8,678 5,594 Old : 113,270: 34,170 19,194 8,859 61,645 79,651 104,674 107,704: 8,596 5,566 Other: 11,224: 929 5,090 7 10,206 6,099 11,142 11,196: 82 28 : : : : : Changes in Commitments from: September 23, 2008 : : -1,506: -3,478 -4,470 2,073 928 641 -477 -1,756: -1,029 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 18.8 7.8 57.7 68.9 93.0 95.5: 7.0 4.5 Old : 100.0: 30.2 16.9 7.8 54.4 70.3 92.4 95.1: 7.6 4.9 Other: 100.0: 8.3 45.3 0.1 90.9 54.3 99.3 99.8: 0.7 0.2 : : : :# Traders : Number of Traders in Each Category : All : 145: 43 30 19 54 42 110 86: Old : 145: 43 32 19 53 41 109 85: Other: 27: 4 2 3 14 13 19 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 : 31.7 42.7 47.7 55.7 30.3 34.9 40.5 47.0 Old : 29.8 40.6 46.5 54.3 29.2 33.0 40.6 46.4 Other: 74.2 82.8 89.1 95.0 60.2 71.8 70.6 77.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, September 30, 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 : 705,350: 164,701 58,676 60,026 425,091 533,133 649,818 651,835: 55,532 53,515 Old : 705,350: 164,701 58,676 60,026 425,091 533,133 649,818 651,835: 55,532 53,515 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -30,581: 644 358 2,354 -19,743 -26,552 -16,745 -23,840: -13,836 -6,741 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.4 8.3 8.5 60.3 75.6 92.1 92.4: 7.9 7.6 Old : 100.0: 23.4 8.3 8.5 60.3 75.6 92.1 92.4: 7.9 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 : 193: 64 34 54 67 71 156 141: Old : 193: 64 34 54 67 71 156 141: 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 : 19.4 27.0 32.9 42.4 17.3 19.0 29.0 31.5 Old : 19.4 27.0 32.9 42.4 17.3 19.0 29.0 31.5 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 - Futures Only, September 30, 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 : 137,031: 32,737 31,146 11,790 89,001 89,860 133,528 132,796: 3,503 4,235 Old : 133,271: 34,492 31,478 9,066 86,313 88,527 129,871 129,071: 3,400 4,200 Other: 3,760: 512 1,935 457 2,688 1,333 3,657 3,725: 103 35 : : : : : Changes in Commitments from: September 23, 2008 : : 13,278: -606 549 1,454 11,687 9,637 12,535 11,640: 743 1,638 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 22.7 8.6 64.9 65.6 97.4 96.9: 2.6 3.1 Old : 100.0: 25.9 23.6 6.8 64.8 66.4 97.4 96.8: 2.6 3.2 Other: 100.0: 13.6 51.5 12.2 71.5 35.5 97.3 99.1: 2.7 0.9 : : : :# Traders : Number of Traders in Each Category : All : 318: 87 79 52 105 105 223 213: Old : 318: 87 80 52 103 104 221 212: Other: 53: 8 5 4 19 30 28 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 : 24.9 31.3 40.9 40.3 18.8 18.8 32.0 26.8 Old : 24.3 32.1 40.5 41.3 19.3 20.8 32.9 29.0 Other: 74.3 68.4 86.8 81.0 62.5 58.2 70.8 66.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, September 30, 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 : 46,227: 26,916 1,935 2,306 14,055 38,239 43,277 42,480: 2,950 3,747 Old : 46,227: 26,916 1,935 2,306 14,055 38,239 43,277 42,480: 2,950 3,747 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -3,475: -3,422 -693 -769 765 -2,337 -3,426 -3,799: -49 324 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.2 4.2 5.0 30.4 82.7 93.6 91.9: 6.4 8.1 Old : 100.0: 58.2 4.2 5.0 30.4 82.7 93.6 91.9: 6.4 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 : 53: 26 11 2 10 8 37 21: Old : 53: 26 11 2 10 8 37 21: 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 : 59.7 86.3 76.2 89.3 57.0 76.4 69.9 77.9 Old : 59.7 86.3 76.2 89.3 57.0 76.4 69.9 77.9 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 - Futures Only, September 30, 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 : 8,401: 1,546 2,049 662 3,936 5,144 6,144 7,855: 2,257 546 Old : 8,401: 1,546 2,049 662 3,936 5,144 6,144 7,855: 2,257 546 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 24.4 7.9 46.9 61.2 73.1 93.5: 26.9 6.5 Old : 100.0: 18.4 24.4 7.9 46.9 61.2 73.1 93.5: 26.9 6.5 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 : 23: 3 5 1 6 11 10 16: Old : 23: 3 5 1 6 11 10 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 : 54.4 40.1 70.4 63.4 45.2 33.5 58.8 54.0 Old : 54.4 40.1 70.4 63.4 45.2 33.5 58.8 54.0 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 - Futures Only, September 30, 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 : 494,288: 22,857 147,624 7,940 439,822 294,917 470,619 450,481: 23,669 43,807 Old : 494,288: 22,857 147,624 7,940 439,822 294,917 470,619 450,481: 23,669 43,807 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 23, 2008 : : -7,707: 3,872 1,324 3,771 -9,829 -14,835 -2,186 -9,740: -5,521 2,033 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 29.9 1.6 89.0 59.7 95.2 91.1: 4.8 8.9 Old : 100.0: 4.6 29.9 1.6 89.0 59.7 95.2 91.1: 4.8 8.9 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 : 254: 27 61 11 83 119 115 186: Old : 254: 27 61 11 83 119 115 186: 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 21.9 66.1 30.7 53.6 21.9 64.2 30.7 Old : 55.2 21.9 66.1 30.7 53.6 21.9 64.2 30.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 3, 2008