COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 370,625 COMMITMENTS 36,898 36,953 129,820 183,448 188,415 350,167 355,188 20,458 15,437 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 4,114) -137 -39 1,102 1,518 5,851 2,483 6,914 1,631 -2,800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 10.0 35.0 49.5 50.8 94.5 95.8 5.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 111 98 109 75 73 236 234 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,580 COMMITMENTS 7,905 9,230 10,846 21,187 23,971 39,938 44,048 6,642 2,532 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: -7) -967 -365 856 -153 951 -264 1,443 257 -1,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 19.8 23.3 45.5 51.5 85.7 94.6 14.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 35 40 23 30 17 78 68 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 143,513 COMMITMENTS 44,192 32,581 13,589 74,037 92,112 131,818 138,282 11,695 5,232 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 1,836) 1,382 1,002 -585 -736 4,855 61 5,272 1,775 -3,436 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 22.7 9.5 51.6 64.2 91.9 96.4 8.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 48 30 31 50 43 120 87 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,176,901 COMMITMENTS 210,213 54,319 272,213 582,472 783,210 1064898 1109742 112,003 67,160 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 22,816) 16,888 -3,378 4,491 -3,114 25,404 18,264 26,516 4,551 -3,701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 4.6 23.1 49.5 66.5 90.5 94.3 9.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 83 52 88 86 88 214 188 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 173,837 COMMITMENTS 34,143 15,960 47,041 85,253 107,431 166,437 170,432 7,401 3,405 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 143) 4,819 -2,016 150 -6,499 6,424 -1,529 4,558 1,672 -4,416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 9.2 27.1 49.0 61.8 95.7 98.0 4.3 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380) 141 85 108 107 122 294 276 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,704 COMMITMENTS 33,078 4,323 3,458 5,195 35,988 41,730 43,770 4,974 2,934 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 2,220) 3,019 855 122 -681 1,066 2,460 2,043 -240 177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.8 9.3 7.4 11.1 77.1 89.4 93.7 10.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 43 12 8 9 9 54 28 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 IND X $100.00) OPEN INTEREST: 26,065 COMMITMENTS 1,654 3,022 213 23,092 22,138 24,959 25,373 1,106 693 CHANGES FROM 08/19/08 (CHANGE IN OPEN INTEREST: 484) 26 137 45 243 -7 314 175 170 309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 11.6 0.8 88.6 84.9 95.8 97.3 4.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 6 4 9 14 15 21
Updated August 29, 2008