COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 373,141 COMMITMENTS 34,008 36,756 139,980 180,005 178,519 353,994 355,255 19,147 17,886 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -3,052) 1,256 -2,295 484 -4,764 -3,812 -3,024 -5,623 -27 2,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 9.9 37.5 48.2 47.8 94.9 95.2 5.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 115 95 106 80 73 240 232 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 45,362 COMMITMENTS 7,837 8,445 11,651 20,340 21,443 39,828 41,540 5,535 3,823 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 61) -13 517 21 193 -418 200 120 -139 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 18.6 25.7 44.8 47.3 87.8 91.6 12.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 36 42 30 27 16 81 74 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 141,935 COMMITMENTS 37,138 28,121 17,674 77,164 89,924 131,977 135,719 9,958 6,216 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -2,163) -2,740 -2,112 78 936 -1,283 -1,726 -3,316 -437 1,153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 19.8 12.5 54.4 63.4 93.0 95.6 7.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 51 29 31 54 42 122 92 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,041,011 COMMITMENTS 155,304 59,444 211,810 580,047 687,262 947,161 958,517 93,850 82,494 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -101,838) -9,137 5,737 -55,188 -31,305 -55,846 -95,631 -105,297 -6,207 3,459 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 5.7 20.3 55.7 66.0 91.0 92.1 9.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 65 53 76 84 89 193 180 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 177,977 COMMITMENTS 29,321 22,886 49,040 92,731 99,905 171,092 171,830 6,885 6,146 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 5,475) -4,355 7,572 2,323 6,002 -6,677 3,970 3,218 1,505 2,256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 12.9 27.6 52.1 56.1 96.1 96.5 3.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 124 84 102 121 126 288 275 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 54,688 COMMITMENTS 40,380 2,285 3,393 7,032 42,852 50,805 48,529 3,884 6,159 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -26,189) -656 -4,547 -3,652 -20,145 -20,109 -24,453 -28,307 -1,736 2,118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.8 4.2 6.2 12.9 78.4 92.9 88.7 7.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 42 11 5 13 4 57 18 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $100.00) OPEN INTEREST: 748,197 COMMITMENTS 21,739 27,432 113,567 600,983 584,143 736,289 725,141 11,908 23,056 CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 694,685) 18,943 24,374 107,565 562,245 544,498 688,753 676,438 5,933 18,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 3.7 15.2 80.3 78.1 98.4 96.9 1.6 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 29 25 39 119 117 169 169
Updated September 19, 2008