COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 185,485 COMMITMENTS 39,286 40,584 20,059 113,917 114,212 173,262 174,855 12,223 10,630 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -9,831) -3,855 -2,743 249 -5,290 -5,150 -8,896 -7,644 -935 -2,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.2 21.9 10.8 61.4 61.6 93.4 94.3 6.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 74 86 57 58 58 164 177 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,344 COMMITMENTS 11,423 9,232 2,508 13,095 16,476 27,026 28,216 4,318 3,128 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 853) -87 441 385 381 -141 679 685 174 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 29.5 8.0 41.8 52.6 86.2 90.0 13.8 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 36 33 18 24 15 69 64 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 117,470 COMMITMENTS 30,332 24,464 8,503 73,509 81,423 112,344 114,390 5,126 3,080 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -7,024) -3,929 1,018 -1,201 1,658 -4,327 -3,472 -4,510 -3,552 -2,514 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 20.8 7.2 62.6 69.3 95.6 97.4 4.4 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 33 35 22 55 45 103 93 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 677,691 COMMITMENTS 160,122 70,144 58,546 404,195 490,407 622,863 619,097 54,828 58,594 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -27,659) -4,579 11,468 -1,480 -20,896 -42,726 -26,955 -32,738 -704 5,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 10.4 8.6 59.6 72.4 91.9 91.4 8.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 58 43 55 73 72 160 149 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 138,300 COMMITMENTS 27,789 36,423 15,905 89,075 79,927 132,769 132,255 5,531 6,045 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 1,269) -4,948 5,277 4,115 74 -9,933 -759 -541 2,028 1,810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.1 26.3 11.5 64.4 57.8 96.0 95.6 4.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 70 98 58 112 105 225 231 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 45,172 COMMITMENTS 25,947 2,348 2,445 14,010 38,878 42,402 43,671 2,770 1,501 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -1,055) -969 413 139 -45 639 -875 1,191 -180 -2,246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.4 5.2 5.4 31.0 86.1 93.9 96.7 6.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 29 9 3 11 6 40 18 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 FUTURES ONLY POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 11,634 COMMITMENTS 1,349 2,604 639 7,011 7,976 8,999 11,219 2,635 415 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 3,233) -197 555 -23 3,075 2,832 2,855 3,364 378 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.6 22.4 5.5 60.3 68.6 77.4 96.4 22.6 3.6 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 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 488,462 COMMITMENTS 46,502 141,596 9,389 415,126 300,810 471,017 451,795 17,445 36,667 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -5,826) 23,645 -6,028 1,449 -24,696 5,893 398 1,314 -6,224 -7,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 29.0 1.9 85.0 61.6 96.4 92.5 3.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 35 59 11 91 119 131 184
Updated October 10, 2008