COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 314,919 COMMITMENTS 29,000 25,938 125,089 147,547 151,326 301,636 302,353 13,283 12,566 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -14,387) 1,616 -626 -10,321 -5,326 -4,001 -14,031 -14,948 -356 561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 8.2 39.7 46.9 48.1 95.8 96.0 4.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 114 71 97 82 73 235 206 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,866 COMMITMENTS 7,486 7,450 8,358 19,604 20,681 35,448 36,489 4,418 3,377 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -7,137) -550 -938 -4,914 -1,199 -1,017 -6,663 -6,870 -474 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 18.7 21.0 49.2 51.9 88.9 91.5 11.1 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 29 35 24 31 17 77 64 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 146,950 COMMITMENTS 30,632 23,485 26,855 84,435 91,250 141,921 141,590 5,029 5,360 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 11,232) 2,748 3,075 4,338 2,879 2,266 9,965 9,679 1,267 1,553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 16.0 18.3 57.5 62.1 96.6 96.4 3.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 43 32 38 56 47 118 105 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 947,826 COMMITMENTS 119,718 67,494 239,575 524,651 573,410 883,944 880,480 63,882 67,346 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -18,488) -1,714 1,926 -4,284 -9,100 -13,469 -15,098 -15,827 -3,390 -2,662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 7.1 25.3 55.4 60.5 93.3 92.9 6.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 53 65 72 86 80 187 175 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 197,804 COMMITMENTS 14,910 27,550 73,202 104,458 91,077 192,569 191,829 5,234 5,975 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 918) -495 385 2,950 -655 -1,956 1,799 1,379 -881 -461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 13.9 37.0 52.8 46.0 97.4 97.0 2.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 104 88 102 131 120 283 273 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,701 COMMITMENTS 27,923 1,352 3,645 11,331 39,468 42,900 44,465 3,801 2,236 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -2,206) 1,063 -160 -92 -1,804 173 -833 -79 -1,373 -2,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.8 2.9 7.8 24.3 84.5 91.9 95.2 8.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 30 13 8 8 5 41 23 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 16,142 COMMITMENTS 2,220 1,591 810 11,006 12,808 14,036 15,209 2,106 933 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: 268) 22 -464 84 608 300 714 -80 -446 348 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 9.9 5.0 68.2 79.3 87.0 94.2 13.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 3 1 12 11 17 14 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 472,000 COMMITMENTS 37,731 112,451 9,475 421,831 333,275 469,037 455,201 2,963 16,799 CHANGES FROM 10/14/08 (CHANGE IN OPEN INTEREST: -17,315) 3,561 -19,700 842 -11,203 21,804 -6,799 2,946 -10,516 -20,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 23.8 2.0 89.4 70.6 99.4 96.4 0.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 23 51 17 87 117 119 176
Updated October 24, 2008