COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 201,926 COMMITMENTS 28,194 21,901 58,580 102,515 108,366 189,289 188,847 12,637 13,078 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -10,495) 766 -1,768 1,504 -10,756 -9,527 -8,486 -9,792 -2,008 -703 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 10.8 29.0 50.8 53.7 93.7 93.5 6.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 72 58 59 62 62 159 156 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,970 COMMITMENTS 7,030 7,424 8,378 20,019 19,410 35,428 35,212 3,543 3,758 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 1,101) 173 872 315 667 -738 1,154 449 -53 652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 19.1 21.5 51.4 49.8 90.9 90.4 9.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 33 38 23 27 14 74 62 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 116,001 COMMITMENTS 31,329 19,402 14,548 64,099 75,743 109,975 109,693 6,026 6,308 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -6,839) 780 -1,814 -2,573 -4,970 -1,544 -6,764 -5,932 -76 -908 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 16.7 12.5 55.3 65.3 94.8 94.6 5.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 31 29 19 50 39 92 78 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 935,967 COMMITMENTS 116,391 52,043 242,129 508,161 571,039 866,681 865,212 69,287 70,756 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -21,808) -4,900 -3,636 -8,299 -10,185 -14,079 -23,384 -26,014 1,576 4,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 5.6 25.9 54.3 61.0 92.6 92.4 7.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 56 59 73 86 86 188 179 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 144,399 COMMITMENTS 15,175 25,468 34,949 86,443 75,106 136,567 135,523 7,831 8,876 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -50,595) -3,141 -3,702 -32,061 -17,076 -17,484 -52,278 -53,247 1,683 2,652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 17.6 24.2 59.9 52.0 94.6 93.9 5.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 93 81 84 119 113 251 246 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 41,568 COMMITMENTS 20,060 688 3,811 13,733 34,302 37,604 38,802 3,965 2,767 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: -176) -937 -95 74 866 -641 3 -662 -178 486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.3 1.7 9.2 33.0 82.5 90.5 93.3 9.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 29 10 8 10 5 41 22 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 18,390 COMMITMENTS 2,201 2,719 660 13,493 14,704 16,354 18,083 2,036 307 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 1,226) -2 507 113 1,511 474 1,622 1,094 -396 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 14.8 3.6 73.4 80.0 88.9 98.3 11.1 1.7 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 11/18/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 505,396 COMMITMENTS 71,756 102,740 14,524 406,945 364,021 493,226 481,285 12,170 24,111 CHANGES FROM 11/11/08 (CHANGE IN OPEN INTEREST: 2,436) 2,673 -3,012 3,137 468 9,704 6,277 9,828 -3,841 -7,392 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 20.3 2.9 80.5 72.0 97.6 95.2 2.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 23 54 15 93 117 125 177
Updated Novenber 21, 2008