COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 201,242 COMMITMENTS 26,269 16,173 65,185 94,180 104,379 185,633 185,737 15,609 15,506 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -505) 711 -1,597 650 -1,523 1,100 -163 152 -342 -657 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 8.0 32.4 46.8 51.9 92.2 92.3 7.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 70 47 56 65 60 162 139 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 42,071 COMMITMENTS 7,038 8,620 10,133 21,455 19,892 38,626 38,645 3,445 3,426 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 2,052) 289 189 1,021 442 747 1,752 1,957 300 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 20.5 24.1 51.0 47.3 91.8 91.9 8.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 32 43 26 30 18 79 72 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 122,881 COMMITMENTS 31,552 16,331 15,990 66,942 84,845 114,484 117,166 8,397 5,715 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,629) -178 -3,491 673 323 4,886 818 2,068 811 -439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 13.3 13.0 54.5 69.0 93.2 95.3 6.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128) 34 28 28 51 45 101 87 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 938,447 COMMITMENTS 112,269 51,802 244,285 516,911 582,535 873,464 878,622 64,983 59,825 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -22,298) -142 -13,862 -4,478 -6,665 13,599 -11,284 -4,741 -11,014 -17,557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 5.5 26.0 55.1 62.1 93.1 93.6 6.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 64 58 70 90 86 195 177 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 156,807 COMMITMENTS 15,086 26,377 47,125 86,746 74,828 148,957 148,331 7,851 8,477 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,331) 470 -2,133 2,404 -2,559 765 315 1,036 1,016 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 16.8 30.1 55.3 47.7 95.0 94.6 5.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 91 72 81 124 103 249 227 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,127 COMMITMENTS 10,373 1,839 2,697 3,102 9,639 16,172 14,174 1,955 3,953 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -24,477) -7,723 568 -1,948 -14,236 -23,818 -23,908 -25,199 -570 721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.2 10.1 14.9 17.1 53.2 89.2 78.2 10.8 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 14 22 6 6 13 22 40 RUSSEL 1000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-239772 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSEL 1000 IND X $100.00) OPEN INTEREST: 49,147 COMMITMENTS 210 3,985 7 45,308 15,451 45,525 19,443 3,622 29,704 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 8.1 0.0 92.2 31.4 92.6 39.6 7.4 60.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 5 1 12 6 14 11 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 16,479 COMMITMENTS 2,360 1,459 0 13,298 14,698 15,658 16,157 821 322 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -983) -1,147 -506 0 407 -763 -740 -1,269 -243 286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 8.9 0.0 80.7 89.2 95.0 98.0 5.0 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 0 9 9 12 11 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 576,664 COMMITMENTS 42,641 98,850 18,631 497,531 437,385 558,804 554,866 17,860 21,798 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 44,435) 1,234 -10,864 12,930 32,348 50,478 46,512 52,544 -2,076 -8,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 17.1 3.2 86.3 75.8 96.9 96.2 3.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 24 43 21 106 128 141 183
Updated December 19, 2008