COTTON NO. 2 - ICE FUTURES U.S.                                                                         Code-033661
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   359,892:    30,912     33,177    143,353    170,682    169,164    344,947    345,695:    14,945     14,197
Old  :   342,639:    29,743     33,280    137,267    161,552    158,095    328,562    328,642:    14,076     13,997
Other:    17,253:     3,092      1,821      4,163      9,130     11,069     16,384     17,053:       869        200
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    -5,590:    -2,448     -2,003      3,144     -4,743     -5,445     -4,047     -4,303:    -1,542     -1,286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        9.2       39.8       47.4       47.0       95.8       96.1:       4.2        3.9
Old  :     100.0:       8.7        9.7       40.1       47.1       46.1       95.9       95.9:       4.1        4.1
Other:     100.0:      17.9       10.6       24.1       52.9       64.2       95.0       98.8:       5.0        1.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:       110         90        105         86         75        242        229:
Old  :       297:       107         92        104         84         71        239        224:
Other:        74:        19         13         21         22         31         51         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  :                 21.1       21.9       31.6       32.3       11.8        9.3       18.6       14.5
Old  :                 21.7       22.3       32.0       32.5       12.3        9.8       19.5       14.7
Other:                 39.0       33.7       55.0       56.2       28.2       31.2       37.0       45.1
 
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S.                                                       Code-040701
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    46,305:     7,410      8,591     13,713     19,783     20,330     40,906     42,634:     5,399      3,672
Old  :    24,237:     8,550      8,138      5,031      7,840      8,535     21,421     21,704:     2,816      2,533
Other:    22,068:     2,043      3,636      5,499     11,942     11,795     19,485     20,930:     2,584      1,139
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :     2,049:      -105        -72      2,028        239       -195      2,161      1,760:      -112        289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       18.6       29.6       42.7       43.9       88.3       92.1:      11.7        7.9
Old  :     100.0:      35.3       33.6       20.8       32.3       35.2       88.4       89.5:      11.6       10.5
Other:     100.0:       9.3       16.5       24.9       54.1       53.4       88.3       94.8:      11.7        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       107:        42         31         30         26         17         80         72:
Old  :        99:        42         31         19         23         10         68         57:
Other:        66:        20         24         17         17         14         51         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 23.4       44.9       39.1       57.3       15.6       30.1       25.3       38.1
Old  :                 28.7       36.4       44.0       52.7       23.3       33.0       35.8       47.8
Other:                 31.9       58.1       50.5       72.3       18.4       38.0       31.0       45.1
 
COCOA - ICE FUTURES U.S.                                                                                Code-073732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   137,900:    32,843     21,220     18,787     77,008     91,707    128,638    131,713:     9,262      6,187
Old  :   126,613:    32,432     16,648     18,261     66,739     85,545    117,433    120,454:     9,180      6,159
Other:    11,287:       929      5,090          7     10,269      6,162     11,205     11,259:        82         28
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :      -782:    -2,627     -4,606      2,156        883      1,520        413       -930:    -1,195        147
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       15.4       13.6       55.8       66.5       93.3       95.5:       6.7        4.5
Old  :     100.0:      25.6       13.1       14.4       52.7       67.6       92.7       95.1:       7.3        4.9
Other:     100.0:       8.2       45.1        0.1       91.0       54.6       99.3       99.8:       0.7        0.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       152:        51         30         31         54         44        120         97:
Old  :       152:        50         33         31         54         43        120         96:
Other:        28:         4          3          3         15         14         20         19:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 29.2       39.0       45.5       50.8       27.3       30.0       36.7       40.9
Old  :                 27.3       36.8       44.3       49.1       26.1       27.8       36.5       39.8
Other:                 73.8       82.4       88.6       94.5       59.9       71.4       69.6       76.6
 
SUGAR NO. 11 - ICE FUTURES U.S.                                                                         Code-080732
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :   979,169:   143,818     51,469    223,391    542,784    642,877    909,992    917,737:    69,177     61,432
Old  :   979,169:   143,818     51,469    223,391    542,784    642,877    909,992    917,737:    69,177     61,432
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :   -22,202:    -2,038      1,542     10,082    -15,940    -27,652     -7,896    -16,028:   -14,306     -6,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7        5.3       22.8       55.4       65.7       92.9       93.7:       7.1        6.3
Old  :     100.0:      14.7        5.3       22.8       55.4       65.7       92.9       93.7:       7.1        6.3
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  :       216:        64         47         74         82         87        188        172:
Old  :       216:        64         47         74         82         87        188        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  :                 17.6       21.7       30.5       34.4       13.0       14.2       22.4       23.0
Old  :                 17.6       21.7       30.5       34.4       13.0       14.2       22.4       23.0
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 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  :   194,219:    26,795     25,206     58,646    103,479    104,755    188,920    188,607:     5,299      5,612
Old  :   190,145:    28,375     25,406     55,826    100,751    103,339    184,952    184,570:     5,194      5,575
Other:     4,073:       428      1,809        812      2,728      1,416      3,968      4,037:       105         37
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    15,902:    -1,305        671      4,274     12,558      9,798     15,527     14,742:       375      1,160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       13.0       30.2       53.3       53.9       97.3       97.1:       2.7        2.9
Old  :     100.0:      14.9       13.4       29.4       53.0       54.3       97.3       97.1:       2.7        2.9
Other:     100.0:      10.5       44.4       19.9       67.0       34.8       97.4       99.1:       2.6        0.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       357:       116         84        100        122        126        280        275:
Old  :       357:       117         84        100        122        126        280        275:
Other:        58:         6         12         15         21         31         37         48:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 20.0       26.8       32.2       36.8       13.0       13.4       22.3       19.1
Old  :                 19.4       26.3       31.8       36.4       13.2       14.6       22.7       20.5
Other:                 70.2       63.2       83.1       75.4       56.2       51.8       63.4       58.5
 
U.S. DOLLAR INDEX - ICE FUTURES U.S.                                                                    Code-098662
Commitments of Traders with Delta-adjusted Options and Futures Combined, 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  :    48,362:    26,985      1,739      3,520     14,144     38,635     44,649     43,894:     3,713      4,468
Old  :    48,362:    26,985      1,739      3,520     14,144     38,635     44,649     43,894:     3,713      4,468
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    -3,157:    -3,616       -717       -489        769     -2,183     -3,335     -3,388:       178        231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.8        3.6        7.3       29.2       79.9       92.3       90.8:       7.7        9.2
Old  :     100.0:      55.8        3.6        7.3       29.2       79.9       92.3       90.8:       7.7        9.2
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  :        55:        25         14          6         10          8         38         26:
Old  :        55:        25         14          6         10          8         38         26:
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  :                 58.2       82.5       74.0       86.4       54.4       73.1       66.7       74.1
Old  :                 58.2       82.5       74.0       86.4       54.4       73.1       66.7       74.1
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, 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  :     8,517:     1,546      2,049        662      3,936      5,144      6,144      7,855:     2,373        662
Old  :     8,517:     1,546      2,049        662      3,936      5,144      6,144      7,855:     2,373        662
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:      18.2       24.1        7.8       46.2       60.4       72.1       92.2:      27.9        7.8
Old  :     100.0:      18.2       24.1        7.8       46.2       60.4       72.1       92.2:      27.9        7.8
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  :                 53.6       39.5       69.4       62.5       44.6       33.1       58.0       53.3
Old  :                 53.6       39.5       69.4       62.5       44.6       33.1       58.0       53.3
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 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  :   496,379:    22,723    147,669      8,910    440,243    295,398    471,875    451,977:    24,504     44,402
Old  :   496,379:    22,723    147,669      8,910    440,243    295,398    471,875    451,977:    24,504     44,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 23, 2008                   :
     :    -7,073:     3,799      1,451      4,134     -9,673    -14,752     -1,739     -9,166:    -5,333      2,094
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       29.7        1.8       88.7       59.5       95.1       91.1:       4.9        8.9
Old  :     100.0:       4.6       29.7        1.8       88.7       59.5       95.1       91.1:       4.9        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  :       255:        27         62         16         85        120        118        192:
Old  :       255:        27         62         16         85        120        118        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  :                 55.0       21.8       65.8       30.6       53.4       21.8       63.9       30.6
Old  :                 55.0       21.8       65.8       30.6       53.4       21.8       63.9       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated October 3, 2008