COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 343,138 COMMITMENTS 29,806 32,350 138,449 161,425 159,732 329,679 330,530 13,459 12,608 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -16,754) -1,106 -827 -4,904 -9,257 -9,433 -15,267 -15,164 -1,486 -1,589 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 9.4 40.3 47.0 46.6 96.1 96.3 3.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 96 98 104 80 73 235 222 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,447 COMMITMENTS 7,609 9,010 14,036 20,175 20,367 41,820 43,412 5,627 4,035 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 1,142) 199 419 323 392 38 913 779 228 363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 19.0 29.6 42.5 42.9 88.1 91.5 11.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 38 37 32 26 20 79 81 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 134,137 COMMITMENTS 28,790 20,909 20,422 79,298 89,224 128,510 130,555 5,627 3,582 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -3,763) -4,053 -310 1,635 2,290 -2,483 -128 -1,158 -3,635 -2,605 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 15.6 15.2 59.1 66.5 95.8 97.3 4.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 40 34 35 55 45 113 102 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 957,222 COMMITMENTS 123,242 63,097 236,395 531,286 590,677 890,922 890,169 66,299 67,053 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -21,947) -20,576 11,628 13,004 -11,498 -52,200 -19,070 -27,568 -2,877 5,621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 6.6 24.7 55.5 61.7 93.1 93.0 6.9 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 60 54 78 86 85 192 179 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 211,850 COMMITMENTS 16,221 28,348 78,767 109,470 97,111 204,458 204,226 7,392 7,624 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 17,631) -10,574 3,142 20,121 5,991 -7,644 15,538 15,619 2,093 2,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 13.4 37.2 51.7 45.8 96.5 96.4 3.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357) 102 99 104 125 119 278 283 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 47,433 COMMITMENTS 26,381 2,397 3,427 14,105 39,387 43,913 45,211 3,520 2,221 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -929) -604 657 -93 -39 753 -736 1,318 -193 -2,247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.6 5.1 7.2 29.7 83.0 92.6 95.3 7.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 30 12 7 11 6 43 23 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 11,903 COMMITMENTS 1,349 2,604 639 7,011 7,976 8,999 11,219 2,904 684 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: 3,385) -197 555 -23 3,075 2,832 2,855 3,364 530 21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 21.9 5.4 58.9 67.0 75.6 94.3 24.4 5.7 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 10/07/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 495,813 COMMITMENTS 46,319 141,904 12,107 417,063 302,814 475,490 456,826 20,323 38,987 CHANGES FROM 09/30/08 (CHANGE IN OPEN INTEREST: -566) 23,597 -5,765 3,197 -23,179 7,416 3,614 4,849 -4,181 -5,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 28.6 2.4 84.1 61.1 95.9 92.1 4.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 38 59 18 91 122 135 193
Updated October 10, 2008