COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY 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: 127,864 COMMITMENTS 24,630 25,896 11,522 78,374 76,525 114,526 113,943 13,338 13,921 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -2,153) 802 -1,196 -574 -1,790 269 -1,562 -1,501 -591 -652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 20.3 9.0 61.3 59.8 89.6 89.1 10.4 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 57 51 42 53 50 134 122 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY 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: 29,666 COMMITMENTS 12,109 8,315 1,164 13,267 17,060 26,540 26,539 3,126 3,127 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,135) 845 -84 523 -436 577 932 1,016 203 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 28.0 3.9 44.7 57.5 89.5 89.5 10.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 36 30 16 24 13 65 56 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY 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: 113,238 COMMITMENTS 31,516 16,183 10,989 62,997 80,960 105,502 108,132 7,736 5,106 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 1,715) 664 -4,460 726 -391 6,082 999 2,348 716 -633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 14.3 9.7 55.6 71.5 93.2 95.5 6.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 36 24 21 51 41 95 80 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY 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: 641,129 COMMITMENTS 146,248 58,399 53,571 385,398 474,338 585,217 586,308 55,912 54,821 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -11,082) -1,889 -12,541 -586 -3,292 12,823 -5,767 -304 -5,315 -10,778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 9.1 8.4 60.1 74.0 91.3 91.4 8.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 56 47 56 79 75 163 157 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY 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: 119,674 COMMITMENTS 18,273 28,336 18,182 76,989 66,107 113,444 112,625 6,230 7,049 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 5,019) -756 -1,831 5,887 -524 1,114 4,607 5,170 412 -151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 23.7 15.2 64.3 55.2 94.8 94.1 5.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288) 78 73 48 114 82 218 182 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY 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: 16,566 COMMITMENTS 10,250 1,731 2,052 2,638 9,576 14,940 13,359 1,626 3,207 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: -24,936) -7,829 483 -1,996 -14,456 -23,760 -24,281 -25,273 -655 337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.9 10.4 12.4 15.9 57.8 90.2 80.6 9.8 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 12 18 2 5 13 19 32 RUSSEL 1000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-239772 FUTURES ONLY 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: 49,127 COMMITMENTS 210 3,976 0 45,308 15,451 45,518 19,427 3,609 29,700 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 8.1 0.0 92.2 31.5 92.7 39.5 7.3 60.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 5 0 12 6 13 11 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 FUTURES ONLY 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: 16,444 COMMITMENTS 2,360 1,459 0 13,298 14,698 15,658 16,157 786 287 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 TRADERS 14.4 8.9 0.0 80.9 89.4 95.2 98.3 4.8 1.7 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 FUTURES ONLY 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: 574,009 COMMITMENTS 42,903 98,591 16,904 496,578 436,995 556,385 552,490 17,624 21,519 CHANGES FROM 12/09/08 (CHANGE IN OPEN INTEREST: 44,399) 1,194 -10,890 12,829 32,357 50,483 46,380 52,422 -1,981 -8,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 17.2 2.9 86.5 76.1 96.9 96.3 3.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 24 43 19 106 126 140 180
Updated December 19, 2008