COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 195,132 COMMITMENTS 26,101 22,651 59,308 96,828 101,098 182,236 183,057 12,896 12,075 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -6,794) -2,093 750 728 -5,688 -7,268 -7,053 -5,790 259 -1,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 11.6 30.4 49.6 51.8 93.4 93.8 6.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 69 59 52 61 56 155 145 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,734 COMMITMENTS 6,997 8,006 8,753 20,280 19,413 36,030 36,172 3,704 3,562 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 764) -33 582 375 261 3 603 960 161 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 20.1 22.0 51.0 48.9 90.7 91.0 9.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 33 41 22 26 13 73 63 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 118,801 COMMITMENTS 32,108 19,827 14,579 65,818 78,450 112,505 112,856 6,296 5,946 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 2,800) 780 425 31 1,719 2,707 2,530 3,163 270 -363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 16.7 12.3 55.4 66.0 94.7 95.0 5.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 36 30 20 50 42 96 83 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 933,085 COMMITMENTS 117,332 46,212 242,619 500,835 577,485 860,786 866,316 72,299 66,769 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -2,882) 941 -5,831 491 -7,326 6,445 -5,895 1,105 3,012 -3,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 5.0 26.0 53.7 61.9 92.3 92.8 7.7 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 58 59 70 85 85 188 175 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 141,009 COMMITMENTS 15,362 25,019 35,951 82,287 72,104 133,600 133,073 7,410 7,936 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -3,389) 187 -449 1,002 -4,156 -3,002 -2,968 -2,449 -422 -940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 17.7 25.5 58.4 51.1 94.7 94.4 5.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 90 84 85 122 112 253 247 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 43,905 COMMITMENTS 21,053 1,424 3,985 15,902 35,046 40,940 40,455 2,964 3,450 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: 2,336) 993 736 174 2,169 744 3,337 1,653 -1,001 683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.0 3.2 9.1 36.2 79.8 93.2 92.1 6.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 26 20 11 10 9 40 38 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 18,053 COMMITMENTS 2,200 2,135 657 13,902 15,219 16,759 18,011 1,294 42 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -337) -1 -584 -3 409 515 405 -72 -742 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 11.8 3.6 77.0 84.3 92.8 99.8 7.2 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 4 1 11 11 16 15 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 501,531 COMMITMENTS 72,719 106,546 7,592 412,156 368,210 492,467 482,348 9,064 19,183 CHANGES FROM 11/18/08 (CHANGE IN OPEN INTEREST: -3,865) 963 3,806 -6,932 5,211 4,189 -759 1,063 -3,106 -4,928 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 21.2 1.5 82.2 73.4 98.2 96.2 1.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 24 51 15 93 115 125 173
Updated December 01, 2008