COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 310,220 COMMITMENTS 26,869 25,493 121,094 149,916 151,892 297,879 298,480 12,342 11,741 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -4,698) -2,131 -445 -3,995 2,369 567 -3,757 -3,873 -942 -825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 8.2 39.0 48.3 49.0 96.0 96.2 4.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 109 70 99 81 72 229 206 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,631 COMMITMENTS 7,175 7,425 7,715 19,913 20,111 34,802 35,252 3,828 3,379 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -1,235) -311 -25 -643 309 -570 -646 -1,238 -590 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 19.2 20.0 51.5 52.1 90.1 91.3 9.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 33 33 21 29 16 72 62 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 164,042 COMMITMENTS 33,609 24,861 33,500 93,655 101,266 160,764 159,626 3,277 4,415 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 17,091) 2,978 1,376 6,645 9,220 10,015 18,843 18,036 -1,752 -945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 15.2 20.4 57.1 61.7 98.0 97.3 2.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 38 35 31 57 48 109 103 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 936,270 COMMITMENTS 118,404 66,254 239,749 515,748 563,582 873,900 869,585 62,370 66,685 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -11,556) -1,313 -1,240 173 -8,904 -9,828 -10,044 -10,894 -1,512 -662 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 7.1 25.6 55.1 60.2 93.3 92.9 6.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 52 65 70 84 80 183 173 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 202,586 COMMITMENTS 14,461 26,334 78,992 103,604 91,071 197,058 196,398 5,528 6,188 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 4,782) -448 -1,216 5,791 -854 -6 4,488 4,569 294 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 13.0 39.0 51.1 45.0 97.3 96.9 2.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 111 82 100 130 116 281 270 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 42,450 COMMITMENTS 20,645 936 3,835 13,867 34,706 38,348 39,478 4,102 2,972 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: -4,251) -7,278 -416 190 2,536 -4,761 -4,552 -4,987 301 737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.6 2.2 9.0 32.7 81.8 90.3 93.0 9.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 24 12 7 8 4 35 21 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 17,025 COMMITMENTS 2,210 3,160 572 11,857 12,591 14,639 16,323 2,386 702 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 883) -10 1,569 -238 851 -217 603 1,114 280 -231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 18.6 3.4 69.6 74.0 86.0 95.9 14.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 4 1 12 10 17 14 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 509,602 COMMITMENTS 49,251 123,477 11,762 439,616 352,272 500,629 487,512 8,973 22,090 CHANGES FROM 10/21/08 (CHANGE IN OPEN INTEREST: 37,602) 11,520 11,026 2,287 17,785 18,997 31,592 32,311 6,010 5,291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 24.2 2.3 86.3 69.1 98.2 95.7 1.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 25 48 17 87 118 119 176
Updated October 31, 2008