COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 212,420 COMMITMENTS 27,428 23,669 57,076 113,271 117,893 197,775 198,639 14,645 13,781 CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -92,120) 10 -5 -60,049 -33,525 -34,107 -93,564 -94,161 1,444 2,041 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 11.1 26.9 53.3 55.5 93.1 93.5 6.9 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 69 59 58 61 63 156 158 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 37,869 COMMITMENTS 6,858 6,552 8,064 19,352 20,148 34,273 34,763 3,596 3,106 CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -222) -113 -410 200 -325 38 -237 -171 15 -51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 17.3 21.3 51.1 53.2 90.5 91.8 9.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 30 35 20 27 14 71 56 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 122,840 COMMITMENTS 30,549 21,216 17,121 69,069 77,287 116,739 115,624 6,101 7,216 CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -40,220) -1,939 -1,483 -17,916 -22,562 -23,566 -42,417 -42,965 2,198 2,745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 17.3 13.9 56.2 62.9 95.0 94.1 5.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 31 31 25 52 39 98 84 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 957,776 COMMITMENTS 121,291 55,679 250,428 518,346 585,119 890,065 891,226 67,711 66,550 CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 7,509) -4,638 6,117 2,691 9,694 -4,074 7,747 4,734 -238 2,775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 5.8 26.1 54.1 61.1 92.9 93.1 7.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 60 58 73 85 85 190 177 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 194,994 COMMITMENTS 18,316 29,170 67,010 103,519 92,590 188,846 188,770 6,148 6,224 CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: -1,095) 2,324 4,093 -5,484 2,700 497 -460 -895 -635 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 15.0 34.4 53.1 47.5 96.8 96.8 3.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 111 78 104 126 120 284 268 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 41,744 COMMITMENTS 20,997 783 3,737 12,866 34,943 37,601 39,463 4,143 2,281 CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 285) -359 205 -181 906 919 365 943 -81 -658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.3 1.9 9.0 30.8 83.7 90.1 94.5 9.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 31 7 7 10 7 43 20 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 17,164 COMMITMENTS 2,203 2,212 547 11,982 14,230 14,732 16,989 2,432 175 CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 321) 1 60 -15 99 201 85 246 236 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 12.9 3.2 69.8 82.9 85.8 99.0 14.2 1.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 4 1 11 12 16 16 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 502,960 COMMITMENTS 69,084 105,752 11,388 406,478 354,317 486,949 471,457 16,011 31,503 CHANGES FROM 11/04/08 (CHANGE IN OPEN INTEREST: 17,550) 4,208 -4,331 2,333 3,364 12,533 9,904 10,535 7,646 7,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 21.0 2.3 80.8 70.4 96.8 93.7 3.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 21 55 15 92 117 122 178
Updated November 20, 2008