COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 195,316 COMMITMENTS 43,141 43,327 19,810 119,207 119,362 182,158 182,499 13,158 12,817 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -10,961) -4,304 -2,307 -1,367 -4,743 -6,312 -10,414 -9,986 -547 -975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 22.2 10.1 61.0 61.1 93.3 93.4 6.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 74 91 56 64 62 167 186 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,491 COMMITMENTS 11,510 8,791 2,123 12,714 16,617 26,347 27,531 4,144 2,960 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 1,051) -122 110 1,065 99 -372 1,042 803 9 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 28.8 7.0 41.7 54.5 86.4 90.3 13.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 38 29 15 20 13 65 56 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 124,494 COMMITMENTS 34,261 23,446 9,704 71,851 85,750 115,816 118,900 8,678 5,594 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -1,506) -3,478 -4,470 2,073 928 641 -477 -1,756 -1,029 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 18.8 7.8 57.7 68.9 93.0 95.5 7.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 43 30 19 54 42 110 86 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 705,350 COMMITMENTS 164,701 58,676 60,026 425,091 533,133 649,818 651,835 55,532 53,515 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -30,581) 644 358 2,354 -19,743 -26,552 -16,745 -23,840 -13,836 -6,741 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 8.3 8.5 60.3 75.6 92.1 92.4 7.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 64 34 54 67 71 156 141 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 137,031 COMMITMENTS 32,737 31,146 11,790 89,001 89,860 133,528 132,796 3,503 4,235 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 13,278) -606 549 1,454 11,687 9,637 12,535 11,640 743 1,638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 22.7 8.6 64.9 65.6 97.4 96.9 2.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 87 79 52 105 105 223 213 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,227 COMMITMENTS 26,916 1,935 2,306 14,055 38,239 43,277 42,480 2,950 3,747 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -3,475) -3,422 -693 -769 765 -2,337 -3,426 -3,799 -49 324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.2 4.2 5.0 30.4 82.7 93.6 91.9 6.4 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 26 11 2 10 8 37 21 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 FUTURES ONLY POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 8,401 COMMITMENTS 1,546 2,049 662 3,936 5,144 6,144 7,855 2,257 546 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.4 24.4 7.9 46.9 61.2 73.1 93.5 26.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 5 1 6 11 10 16 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 494,288 COMMITMENTS 22,857 147,624 7,940 439,822 294,917 470,619 450,481 23,669 43,807 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -7,707) 3,872 1,324 3,771 -9,829 -14,835 -2,186 -9,740 -5,521 2,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 29.9 1.6 89.0 59.7 95.2 91.1 4.8 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 27 61 11 83 119 115 186
Updated October 3, 2008