COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 130,182 COMMITMENTS 25,834 21,513 12,946 76,999 84,827 115,779 119,286 14,403 10,896 CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 4,618) 297 -2,498 738 1,038 5,257 2,073 3,497 2,545 1,121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 16.5 9.9 59.1 65.2 88.9 91.6 11.1 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 64 50 45 57 50 149 122 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,164 COMMITMENTS 11,645 8,222 812 11,703 15,143 24,160 24,177 3,004 2,987 CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -635) -289 -571 381 -645 -163 -553 -353 -82 -282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 30.3 3.0 43.1 55.7 88.9 89.0 11.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 34 27 12 28 9 66 47 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 118,037 COMMITMENTS 35,993 15,137 9,738 61,325 86,157 107,056 111,032 10,981 7,005 CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 1,396) -552 -1,299 -719 1,037 2,462 -234 444 1,630 952 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 12.8 8.2 52.0 73.0 90.7 94.1 9.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 40 12 19 50 40 99 64 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 666,642 COMMITMENTS 150,287 56,836 65,305 388,328 490,963 603,920 613,104 62,722 53,538 CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 23,688) -454 -11,366 10,894 4,334 29,379 14,774 28,907 8,914 -5,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 8.5 9.8 58.3 73.6 90.6 92.0 9.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 60 45 59 78 79 167 159 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 127,437 COMMITMENTS 22,457 29,557 20,066 78,073 70,907 120,596 120,530 6,841 6,907 CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 4,581) 3,417 -1,142 863 -916 3,949 3,364 3,670 1,217 911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.6 23.2 15.7 61.3 55.6 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 76 72 50 114 94 225 187 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 15,924 COMMITMENTS 8,346 2,770 2,008 3,326 8,274 13,680 13,052 2,244 2,872 CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 218) 56 500 -83 -315 -164 -342 253 560 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.4 17.4 12.6 20.9 52.0 85.9 82.0 14.1 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 13 12 3 6 6 20 21 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 410,290 COMMITMENTS 23,309 87,429 3,296 368,876 295,624 395,481 386,349 14,809 23,941 CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -13,261) -2,062 -2,994 -2,987 -9,700 -7,012 -14,749 -12,993 1,488 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.7 21.3 0.8 89.9 72.1 96.4 94.2 3.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 21 47 7 96 115 122 164
Updated January 9, 2009