COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 169,152 COMMITMENTS 36,613 34,316 18,132 103,415 106,003 158,160 158,451 10,992 10,701 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -6,408) 679 -1,092 -2,151 -3,897 -2,925 -5,369 -6,168 -1,039 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.6 20.3 10.7 61.1 62.7 93.5 93.7 6.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 78 73 51 59 57 165 160 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,107 COMMITMENTS 11,760 7,461 1,455 14,094 19,228 27,309 28,144 3,798 2,963 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -1,186) 83 -919 -1,332 -81 780 -1,330 -1,471 144 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.8 24.0 4.7 45.3 61.8 87.8 90.5 12.2 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 33 27 14 30 13 70 52 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 117,142 COMMITMENTS 29,439 29,559 8,029 75,683 75,060 113,151 112,648 3,991 4,494 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 1,368) 240 4,214 -189 467 -4,016 518 9 850 1,359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 25.2 6.9 64.6 64.1 96.6 96.2 3.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 34 32 27 55 45 106 95 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 658,642 COMMITMENTS 160,888 67,370 56,692 388,061 475,706 605,641 599,768 53,001 58,874 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -15,755) 1,192 -1,115 -1,110 -12,829 -9,800 -12,747 -12,025 -3,008 -3,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 10.2 8.6 58.9 72.2 92.0 91.1 8.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 60 46 50 73 68 157 146 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 129,213 COMMITMENTS 26,406 35,598 13,654 85,195 74,985 125,255 124,237 3,958 4,976 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -2,985) 572 146 -106 -2,757 -2,769 -2,291 -2,729 -694 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 27.5 10.6 65.9 58.0 96.9 96.1 3.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 76 90 57 118 104 237 219 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 44,040 COMMITMENTS 27,766 1,652 2,081 11,233 38,764 41,080 42,497 2,960 1,543 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -2,565) 1,092 -112 -363 -1,808 4 -1,079 -471 -1,486 -2,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.0 3.8 4.7 25.5 88.0 93.3 96.5 6.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 28 11 4 8 5 38 18 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 FUTURES ONLY POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 16,028 COMMITMENTS 2,220 1,591 810 11,006 12,808 14,036 15,209 1,992 819 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 421) 22 -464 84 608 300 714 -80 -293 501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 9.9 5.1 68.7 79.9 87.6 94.9 12.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 3 1 12 11 17 14 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 469,683 COMMITMENTS 37,945 112,303 8,169 421,127 332,908 467,241 453,380 2,442 16,303 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -11,589) 3,497 -19,636 2,595 -9,749 23,687 -3,657 6,646 -7,932 -18,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 23.9 1.7 89.7 70.9 99.5 96.5 0.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 22 52 13 87 115 117 172
Updated October 24, 2008