COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 304,540 COMMITMENTS 27,418 23,674 117,125 146,796 152,001 291,339 292,800 13,201 11,740 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -5,680) 549 -1,819 -3,969 -3,120 109 -6,540 -5,679 860 -1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 7.8 38.5 48.2 49.9 95.7 96.1 4.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 110 75 98 81 74 232 211 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,092 COMMITMENTS 6,970 6,962 7,863 19,677 20,109 34,510 34,935 3,581 3,157 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -539) -204 -463 149 -236 -2 -292 -317 -247 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 18.3 20.6 51.7 52.8 90.6 91.7 9.4 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 32 32 20 28 15 71 57 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 163,060 COMMITMENTS 32,488 22,699 35,037 91,631 100,853 159,156 158,589 3,904 4,471 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -982) -1,122 -2,162 1,537 -2,024 -413 -1,608 -1,037 626 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 13.9 21.5 56.2 61.9 97.6 97.3 2.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 39 29 35 54 43 109 98 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 950,267 COMMITMENTS 125,929 49,562 247,736 508,653 589,193 882,318 886,491 67,949 63,776 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: 13,997) 7,524 -16,692 7,988 -7,095 25,610 8,417 16,906 5,580 -2,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 5.2 26.1 53.5 62.0 92.8 93.3 7.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 58 57 67 85 81 185 168 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 196,089 COMMITMENTS 15,992 25,077 72,494 100,819 92,093 189,306 189,665 6,783 6,424 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -6,497) 1,531 -1,257 -6,498 -2,785 1,022 -7,751 -6,733 1,254 236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 12.8 37.0 51.4 47.0 96.5 96.7 3.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 113 82 108 126 117 292 267 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 41,459 COMMITMENTS 21,357 577 3,919 11,960 34,024 37,236 38,520 4,224 2,939 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -991) 711 -359 83 -1,907 -682 -1,112 -958 121 -33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.5 1.4 9.5 28.8 82.1 89.8 92.9 10.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 24 8 10 6 6 34 22 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 16,843 COMMITMENTS 2,202 2,152 562 11,883 14,029 14,647 16,743 2,196 100 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -181) -8 -1,008 -10 26 1,438 8 420 -189 -601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 12.8 3.3 70.6 83.3 87.0 99.4 13.0 0.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 5 1 12 11 17 16 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 485,409 COMMITMENTS 64,876 110,083 9,055 403,114 341,784 477,044 460,922 8,365 24,487 CHANGES FROM 10/28/08 (CHANGE IN OPEN INTEREST: -24,193) 15,625 -13,394 -2,708 -36,502 -10,488 -23,585 -26,590 -608 2,397 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 22.7 1.9 83.0 70.4 98.3 95.0 1.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 22 57 16 90 119 121 183
Updated November 7, 2008