COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 377,303 COMMITMENTS 39,173 37,156 132,091 187,012 192,284 358,276 361,531 19,027 15,772 CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -3,332) -125 253 -75 -1,413 -2,839 -1,613 -2,661 -1,719 -671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 9.8 35.0 49.6 51.0 95.0 95.8 5.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 120 83 108 75 71 235 225 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 50,798 COMMITMENTS 8,581 9,297 13,542 22,121 23,978 44,244 46,817 6,554 3,982 CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 1,971) -425 1,276 1,106 957 -477 1,638 1,905 333 67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 18.3 26.7 43.5 47.2 87.1 92.2 12.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 38 40 29 30 18 81 77 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 147,983 COMMITMENTS 45,734 28,710 14,518 76,492 98,975 136,744 142,203 11,239 5,780 CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -8,343) -1,494 -743 -1,591 -5,818 -7,345 -8,903 -9,679 559 1,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 19.4 9.8 51.7 66.9 92.4 96.1 7.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 59 23 32 56 44 133 89 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,134,983 COMMITMENTS 195,256 55,925 263,617 575,043 752,029 1033916 1071571 101,066 63,412 CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -17,190) 4,654 -3,537 -10,334 -8,050 -39 -13,730 -13,910 -3,459 -3,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 4.9 23.2 50.7 66.3 91.1 94.4 8.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 75 58 81 81 88 209 182 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 174,348 COMMITMENTS 31,945 14,762 46,006 87,632 106,893 165,583 167,661 8,765 6,688 CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -22,456) -3,405 1,008 -12,766 -6,848 -9,196 -23,019 -20,954 562 -1,502 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 8.5 26.4 50.3 61.3 95.0 96.2 5.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 145 63 99 116 123 290 262 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 35,818 COMMITMENTS 20,511 3,506 3,709 5,651 25,877 29,871 33,092 5,947 2,726 CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 2,242) 1,514 -5,133 481 -1,103 7,093 891 2,441 1,351 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.3 9.8 10.4 15.8 72.2 83.4 92.4 16.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 48 12 13 11 7 63 30 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 IND X $100.00) OPEN INTEREST: 24,222 COMMITMENTS 1,702 2,713 167 21,511 20,999 23,379 23,879 843 343 CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 999) -228 95 -18 1,131 773 885 850 114 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 11.2 0.7 88.8 86.7 96.5 98.6 3.5 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 5 2 9 15 13 21
Updated August 15, 2008