COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 365,481 COMMITMENTS 33,360 35,180 140,209 175,425 174,609 348,994 349,998 16,488 15,484 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -7,660) -648 -1,576 228 -4,580 -3,909 -5,000 -5,257 -2,659 -2,403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 9.6 38.4 48.0 47.8 95.5 95.8 4.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 121 85 105 83 72 243 226 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,256 COMMITMENTS 7,515 8,663 11,685 19,544 20,525 38,745 40,873 5,511 3,383 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -1,107) -321 217 34 -796 -918 -1,083 -667 -24 -440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 19.6 26.4 44.2 46.4 87.5 92.4 12.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 39 38 28 27 17 80 73 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 138,682 COMMITMENTS 35,470 25,825 16,631 76,125 90,187 128,225 132,643 10,457 6,039 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -3,253) -1,668 -2,295 -1,044 -1,040 263 -3,752 -3,076 499 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 18.6 12.0 54.9 65.0 92.5 95.6 7.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 44 39 30 54 44 117 97 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,001,371 COMMITMENTS 145,855 49,927 213,309 558,724 670,529 917,888 933,765 83,483 67,606 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -39,640) -9,449 -9,518 1,499 -21,323 -16,733 -29,273 -24,752 -10,367 -14,888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 5.0 21.3 55.8 67.0 91.7 93.2 8.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 64 49 77 85 88 192 178 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 178,317 COMMITMENTS 28,100 24,536 54,372 90,921 94,957 173,393 173,865 4,924 4,452 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 340) -1,221 1,650 5,333 -1,810 -4,948 2,301 2,035 -1,961 -1,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 13.8 30.5 51.0 53.3 97.2 97.5 2.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375) 125 89 106 124 126 293 285 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,519 COMMITMENTS 30,601 2,456 4,009 13,375 40,818 47,985 47,282 3,535 4,237 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -3,169) -9,779 171 616 6,343 -2,034 -2,820 -1,247 -349 -1,922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.4 4.8 7.8 26.0 79.2 93.1 91.8 6.9 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57) 26 14 7 10 9 39 28 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 503,452 COMMITMENTS 18,923 146,217 4,776 449,916 310,150 473,615 461,143 29,837 42,309 CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -244,745) -2,816 118,786 -108,791 -151,067 -273,993 -262,674 -263,998 17,929 19,253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 29.0 0.9 89.4 61.6 94.1 91.6 5.9 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 28 62 16 80 120 118 188
Updated September 26, 2008