COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 169,015 COMMITMENTS 34,773 33,617 18,274 105,479 107,514 158,526 159,405 10,489 9,610 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -2,948) -462 -1,463 -267 -1,431 191 -2,160 -1,539 -788 -1,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 19.9 10.8 62.4 63.6 93.8 94.3 6.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 75 79 54 60 58 167 166 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,265 COMMITMENTS 11,543 6,969 185 13,621 18,419 25,349 25,573 2,916 2,692 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,362) 22 -527 -452 -596 -144 -1,026 -1,123 -336 -239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 24.7 0.7 48.2 65.2 89.7 90.5 10.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 35 25 8 25 10 63 41 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,961 COMMITMENTS 34,904 32,568 10,795 81,562 83,200 127,261 126,563 2,700 3,398 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -1,103) -352 -1,192 649 -1,908 -457 -1,611 -1,000 508 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 25.1 8.3 62.8 64.0 97.9 97.4 2.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 31 31 22 54 41 101 86 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 634,133 COMMITMENTS 153,966 56,059 50,529 376,745 474,999 581,240 581,587 52,893 52,546 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -8,776) -8,556 -13,091 -41 -2,070 9,196 -10,667 -3,936 1,891 -4,840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 8.8 8.0 59.4 74.9 91.7 91.7 8.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 54 47 52 73 70 155 146 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 125,623 COMMITMENTS 27,065 32,819 12,004 81,179 75,589 120,248 120,412 5,375 5,211 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -2,954) -104 -1,976 -3,346 -734 2,102 -4,184 -3,220 1,230 266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 26.1 9.6 64.6 60.2 95.7 95.9 4.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 84 82 59 113 102 240 211 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 38,298 COMMITMENTS 21,057 1,006 2,115 11,754 33,185 34,926 36,306 3,372 1,992 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -981) 684 -326 103 -1,944 -629 -1,157 -852 176 -129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.0 2.6 5.5 30.7 86.6 91.2 94.8 8.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 21 5 4 6 6 29 15 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 16,743 COMMITMENTS 2,202 2,152 562 11,883 14,029 14,647 16,743 2,096 0 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -170) -8 -1,008 -10 26 1,438 8 420 -178 -590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 12.9 3.4 71.0 83.8 87.5 100.0 12.5 0.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 5 1 12 11 17 16 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 483,019 COMMITMENTS 64,999 109,830 7,704 402,378 341,409 475,081 458,943 7,938 24,076 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -23,749) 15,633 -13,396 -2,639 -36,347 -10,336 -23,353 -26,371 -396 2,622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.5 22.7 1.6 83.3 70.7 98.4 95.0 1.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 23 56 12 90 118 120 179
Updated November 7, 2008