COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 194,933 COMMITMENTS 26,202 15,697 62,617 92,362 104,936 181,180 183,250 13,753 11,683 CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -6,310) -67 -476 -2,568 -1,818 557 -4,453 -2,487 -1,856 -3,823 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 8.1 32.1 47.4 53.8 92.9 94.0 7.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 71 45 55 66 59 162 136 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,962 COMMITMENTS 7,006 8,148 8,719 19,872 18,770 35,597 35,637 3,365 3,325 CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -3,109) -33 -473 -1,414 -1,582 -1,122 -3,029 -3,009 -80 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 20.9 22.4 51.0 48.2 91.4 91.5 8.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 30 37 22 32 14 77 60 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 126,065 COMMITMENTS 34,592 15,714 16,434 66,659 88,398 117,685 120,546 8,380 5,520 CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 3,184) 3,040 -617 444 -283 3,553 3,201 3,380 -17 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 12.5 13.0 52.9 70.1 93.4 95.6 6.6 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 42 16 25 51 47 102 81 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 954,964 COMMITMENTS 111,539 60,579 250,791 526,737 574,822 889,068 886,192 65,896 68,772 CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 16,517) -730 8,777 6,507 9,826 -7,714 15,603 7,570 914 8,947 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 6.3 26.3 55.2 60.2 93.1 92.8 6.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 57 63 71 89 87 189 182 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 159,852 COMMITMENTS 15,468 27,664 49,045 88,351 75,590 152,864 152,299 6,988 7,553 CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: 3,044) 382 1,287 1,920 1,605 762 3,907 3,968 -863 -924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 17.3 30.7 55.3 47.3 95.6 95.3 4.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 85 86 86 127 106 257 241 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,142 COMMITMENTS 8,582 2,754 2,768 4,119 8,303 15,469 13,825 1,673 3,317 CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -985) -1,791 916 71 1,017 -1,336 -702 -349 -282 -636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 16.1 16.1 24.0 48.4 90.2 80.7 9.8 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 13 20 6 5 10 21 34 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 422,848 COMMITMENTS 24,910 93,036 6,754 377,164 296,791 408,827 396,581 14,021 26,266 CHANGES FROM 12/16/08 (CHANGE IN OPEN INTEREST: -153,816) -17,731 -5,814 -11,877 -120,368 -140,593 -149,977 -158,284 -3,840 4,468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 22.0 1.6 89.2 70.2 96.7 93.8 3.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 20 44 11 92 118 118 167
Updated December 29, 2008