COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 359,892 COMMITMENTS 30,912 33,177 143,353 170,682 169,164 344,947 345,695 14,945 14,197 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -5,590) -2,448 -2,003 3,144 -4,743 -5,445 -4,047 -4,303 -1,542 -1,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 9.2 39.8 47.4 47.0 95.8 96.1 4.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 110 90 105 86 75 242 229 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,305 COMMITMENTS 7,410 8,591 13,713 19,783 20,330 40,906 42,634 5,399 3,672 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 2,049) -105 -72 2,028 239 -195 2,161 1,760 -112 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 18.6 29.6 42.7 43.9 88.3 92.1 11.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 42 31 30 26 17 80 72 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 137,900 COMMITMENTS 32,843 21,220 18,787 77,008 91,707 128,638 131,713 9,262 6,187 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -782) -2,627 -4,606 2,156 883 1,520 413 -930 -1,195 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 15.4 13.6 55.8 66.5 93.3 95.5 6.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 51 30 31 54 44 120 97 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 979,169 COMMITMENTS 143,818 51,469 223,391 542,784 642,877 909,992 917,737 69,177 61,432 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -22,202) -2,038 1,542 10,082 -15,940 -27,652 -7,896 -16,028 -14,306 -6,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 5.3 22.8 55.4 65.7 92.9 93.7 7.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 64 47 74 82 87 188 172 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 194,219 COMMITMENTS 26,795 25,206 58,646 103,479 104,755 188,920 188,607 5,299 5,612 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: 15,902) -1,305 671 4,274 12,558 9,798 15,527 14,742 375 1,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 13.0 30.2 53.3 53.9 97.3 97.1 2.7 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357) 116 84 100 122 126 280 275 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 48,362 COMMITMENTS 26,985 1,739 3,520 14,144 38,635 44,649 43,894 3,713 4,468 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -3,157) -3,616 -717 -489 769 -2,183 -3,335 -3,388 178 231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.8 3.6 7.3 29.2 79.9 92.3 90.8 7.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 25 14 6 10 8 38 26 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 8,517 COMMITMENTS 1,546 2,049 662 3,936 5,144 6,144 7,855 2,373 662 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 24.1 7.8 46.2 60.4 72.1 92.2 27.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 5 1 6 11 10 16 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 496,379 COMMITMENTS 22,723 147,669 8,910 440,243 295,398 471,875 451,977 24,504 44,402 CHANGES FROM 09/23/08 (CHANGE IN OPEN INTEREST: -7,073) 3,799 1,451 4,134 -9,673 -14,752 -1,739 -9,166 -5,333 2,094 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 29.7 1.8 88.7 59.5 95.1 91.1 4.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 27 62 16 85 120 118 192
Updated October 3, 2008