COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 366,511 COMMITMENTS 37,035 36,991 128,718 181,931 182,565 347,684 348,274 18,827 18,237 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -10,792) -2,138 -165 -3,372 -5,082 -9,719 -10,592 -13,257 -201 2,465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 10.1 35.1 49.6 49.8 94.9 95.0 5.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 113 96 109 73 71 234 232 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,586 COMMITMENTS 8,872 9,595 9,990 21,340 23,021 40,202 42,605 6,385 3,981 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -4,212) 291 298 -3,552 -781 -958 -4,043 -4,211 -169 -0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 20.6 21.4 45.8 49.4 86.3 91.5 13.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 37 42 23 31 16 80 70 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 141,677 COMMITMENTS 42,811 31,579 14,174 74,773 87,256 131,757 133,010 9,920 8,667 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -6,306) -2,923 2,869 -344 -1,720 -11,718 -4,987 -9,193 -1,319 2,888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 22.3 10.0 52.8 61.6 93.0 93.9 7.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 49 25 29 53 41 121 82 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,154,085 COMMITMENTS 193,326 57,697 267,722 585,586 757,806 1046634 1083225 107,452 70,860 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 19,103) -1,931 1,771 4,105 10,543 5,778 12,717 11,654 6,386 7,449 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 5.0 23.2 50.7 65.7 90.7 93.9 9.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 77 52 81 83 85 203 181 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 173,694 COMMITMENTS 29,323 17,975 46,891 91,751 101,007 167,966 165,874 5,729 7,821 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -654) -2,622 3,214 885 4,119 -5,885 2,383 -1,787 -3,037 1,133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 10.3 27.0 52.8 58.2 96.7 95.5 3.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 136 78 104 111 119 285 271 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 44,484 COMMITMENTS 30,058 3,468 3,336 5,876 34,922 39,271 41,727 5,214 2,758 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 8,666) 9,547 -38 -373 226 9,045 9,400 8,635 -733 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.6 7.8 7.5 13.2 78.5 88.3 93.8 11.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 37 14 8 11 8 51 28 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 IND X $100.00) OPEN INTEREST: 25,581 COMMITMENTS 1,628 2,885 168 22,850 22,145 24,646 25,198 936 383 CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,360) -74 171 1 1,339 1,146 1,266 1,319 93 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 11.3 0.7 89.3 86.6 96.3 98.5 3.7 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 5 3 9 15 14 21
Updated August 22, 2008