COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 380,635 COMMITMENTS 39,298 36,903 132,165 188,425 195,123 359,888 364,191 20,747 16,444 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 860) -5,435 5,543 6,196 1,527 -12,144 2,288 -405 -1,428 1,265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 9.7 34.7 49.5 51.3 94.5 95.7 5.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 113 97 112 71 71 232 235 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 48,827 COMMITMENTS 9,006 8,021 12,436 21,164 24,455 42,606 44,912 6,221 3,915 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 3,031) 575 3,061 1,035 991 -1,540 2,601 2,556 430 475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 16.4 25.5 43.3 50.1 87.3 92.0 12.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 41 38 27 28 15 79 72 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 156,327 COMMITMENTS 47,228 29,454 16,109 82,310 106,319 145,647 151,882 10,680 4,444 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -12,047) -3,092 -2,601 -6,003 -171 -2,474 -9,266 -11,077 -2,781 -970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 18.8 10.3 52.7 68.0 93.2 97.2 6.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 62 29 40 54 45 139 101 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,152,172 COMMITMENTS 190,602 59,462 273,951 583,093 752,068 1047647 1085481 104,526 66,691 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 34,548) 4,322 -15,674 18,978 -4,673 26,641 18,627 29,946 15,921 4,602 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 5.2 23.8 50.6 65.3 90.9 94.2 9.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 81 48 79 83 90 204 184 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 196,805 COMMITMENTS 35,350 13,754 58,772 94,480 116,089 188,602 188,615 8,203 8,190 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -4,209) 2,943 1,030 -6,607 128 -249 -3,536 -5,826 -672 1,617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 7.0 29.9 48.0 59.0 95.8 95.8 4.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 159 74 119 122 121 323 281 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,576 COMMITMENTS 18,997 8,639 3,229 6,754 18,784 28,980 30,651 4,596 2,925 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -4,372) -2,698 -2,120 82 -1,444 -1,614 -4,060 -3,652 -313 -720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.6 25.7 9.6 20.1 55.9 86.3 91.3 13.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 38 23 9 10 6 52 35 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 IND X $100.00) OPEN INTEREST: 23,223 COMMITMENTS 1,930 2,618 185 20,380 20,226 22,495 23,029 728 194 CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 2,603) 448 198 47 1,523 3,341 2,017 3,586 586 -982 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 11.3 0.8 87.8 87.1 96.9 99.2 3.1 0.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 4 2 10 16 14 22
Updated August 8, 2008