COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 201,747 COMMITMENTS 25,558 17,771 64,535 95,703 103,279 185,796 185,585 15,952 16,163 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 3,492) -918 -673 1,583 -402 -1,113 263 -204 3,229 3,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 8.8 32.0 47.4 51.2 92.1 92.0 7.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 76 45 55 66 60 162 141 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,019 COMMITMENTS 6,749 8,432 9,112 21,013 19,145 36,874 36,688 3,145 3,331 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -1,557) -140 252 -378 -445 -891 -963 -1,017 -594 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 21.1 22.8 52.5 47.8 92.1 91.7 7.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 32 43 23 30 17 77 70 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 121,252 COMMITMENTS 31,730 19,822 15,317 66,619 79,959 113,666 115,098 7,586 6,154 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 1,346) 150 464 -214 212 1,298 148 1,548 1,198 -202 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 16.3 12.6 54.9 65.9 93.7 94.9 6.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130) 37 29 25 49 43 99 87 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 960,745 COMMITMENTS 112,411 65,664 248,763 523,575 568,936 884,748 883,363 75,997 77,383 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 22,707) -7,331 21,511 8,775 19,029 -14,520 20,472 15,766 2,235 6,941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 6.8 25.9 54.5 59.2 92.1 91.9 7.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 56 67 68 89 87 188 183 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 155,477 COMMITMENTS 14,615 28,510 44,721 89,305 74,063 148,642 147,295 6,835 8,182 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 11,010) -416 2,315 7,196 5,470 2,046 12,250 11,557 -1,240 -547 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 18.3 28.8 57.4 47.6 95.6 94.7 4.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 90 89 89 125 107 259 250 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 42,604 COMMITMENTS 18,096 1,271 4,645 17,338 33,457 40,079 39,373 2,525 3,231 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: -9) -281 358 728 -71 -1,076 376 10 -385 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 3.0 10.9 40.7 78.5 94.1 92.4 5.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49) 17 17 8 9 10 30 32 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 17,462 COMMITMENTS 3,507 1,965 0 12,891 15,461 16,398 17,426 1,064 36 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 215) 907 169 0 -334 260 573 429 -358 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 11.3 0.0 73.8 88.5 93.9 99.8 6.1 0.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 3 0 9 11 13 14 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 532,229 COMMITMENTS 41,408 109,714 5,702 465,183 386,906 512,292 502,322 19,937 29,907 CHANGES FROM 12/02/08 (CHANGE IN OPEN INTEREST: 20,294) -29,755 4,883 -89 45,332 11,613 15,488 16,408 4,805 3,886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 20.6 1.1 87.4 72.7 96.3 94.4 3.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 21 50 13 98 115 125 172
Updated December 12, 2008