COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 175,560 COMMITMENTS 35,934 35,408 20,283 107,312 108,928 163,529 164,619 12,031 10,941 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -9,925) -3,352 -5,176 224 -6,605 -5,284 -9,733 -10,236 -192 311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.5 20.2 11.6 61.1 62.0 93.1 93.8 6.9 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 74 80 59 58 56 165 167 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,293 COMMITMENTS 11,677 8,380 2,787 14,175 18,448 28,639 29,615 3,654 2,678 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 949) 254 -852 279 1,080 1,972 1,613 1,399 -664 -450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 25.9 8.6 43.9 57.1 88.7 91.7 11.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 37 28 17 28 14 72 57 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 115,774 COMMITMENTS 29,199 25,345 8,218 75,216 79,076 112,633 112,639 3,141 3,135 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -1,696) -1,133 881 -285 1,707 -2,347 289 -1,751 -1,985 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 21.9 7.1 65.0 68.3 97.3 97.3 2.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 30 31 24 57 44 104 90 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 674,397 COMMITMENTS 159,696 68,485 57,802 400,890 485,506 618,388 611,793 56,009 62,604 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -3,294) -426 -1,659 -744 -3,305 -4,901 -4,475 -7,304 1,181 4,010 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 10.2 8.6 59.4 72.0 91.7 90.7 8.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 59 43 55 76 70 160 150 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 132,198 COMMITMENTS 25,834 35,452 13,760 87,952 77,754 127,546 126,966 4,652 5,232 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -6,102) -1,955 -971 -2,145 -1,123 -2,173 -5,223 -5,289 -879 -813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 26.8 10.4 66.5 58.8 96.5 96.0 3.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 72 91 59 117 106 232 222 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,605 COMMITMENTS 26,674 1,764 2,444 13,041 38,760 42,159 42,968 4,446 3,637 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,433) 727 -584 -1 -969 -118 -243 -703 1,676 2,136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.2 3.8 5.2 28.0 83.2 90.5 92.2 9.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 31 9 5 9 8 43 20 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 FUTURES ONLY POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 15,607 COMMITMENTS 2,198 2,055 726 10,398 12,508 13,322 15,289 2,285 318 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 3,973) 849 -549 87 3,387 4,532 4,323 4,070 -350 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 13.2 4.7 66.6 80.1 85.4 98.0 14.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 3 1 8 12 13 15 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 481,272 COMMITMENTS 34,448 131,939 5,574 430,876 309,221 470,898 446,734 10,374 34,538 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -7,190) -12,054 -9,657 -3,815 15,750 8,411 -119 -5,061 -7,071 -2,129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 27.4 1.2 89.5 64.3 97.8 92.8 2.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 24 63 11 91 119 120 188
Updated October 17, 2008