COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 131,102 COMMITMENTS 25,313 18,855 15,062 77,376 86,501 117,751 120,418 13,351 10,684 CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 744) 1,702 -2,355 806 -3,035 1,964 -527 415 1,271 329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 14.4 11.5 59.0 66.0 89.8 91.9 10.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 61 54 50 55 52 150 124 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,066 COMMITMENTS 11,998 8,299 886 11,595 15,960 24,479 25,145 3,587 2,921 CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: -28) -559 -409 104 -115 226 -570 -79 542 51 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 29.6 3.2 41.3 56.9 87.2 89.6 12.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 33 34 12 27 9 64 53 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 120,153 COMMITMENTS 32,943 11,824 15,035 63,458 88,209 111,436 115,068 8,717 5,085 CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 3,952) -146 -2,743 2,828 -453 2,656 2,229 2,741 1,723 1,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 9.8 12.5 52.8 73.4 92.7 95.8 7.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 52 11 30 52 42 118 77 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 670,233 COMMITMENTS 174,066 46,320 68,240 359,636 500,465 601,942 615,025 68,291 55,208 CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 10,076) 8,031 -6,046 4,265 -8,352 11,425 3,944 9,644 6,132 432 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.0 6.9 10.2 53.7 74.7 89.8 91.8 10.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 65 41 62 79 77 174 156 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 134,488 COMMITMENTS 29,767 21,873 24,354 71,509 81,009 125,630 127,236 8,858 7,252 CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 6,266) 2,161 -2,575 1,990 2,461 7,247 6,612 6,662 -346 -396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 16.3 18.1 53.2 60.2 93.4 94.6 6.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 93 57 56 107 100 235 185 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 18,800 COMMITMENTS 10,318 1,819 2,840 3,229 11,881 16,387 16,540 2,413 2,260 CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 3,369) 2,437 -68 669 382 2,679 3,488 3,280 -119 89 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.9 9.7 15.1 17.2 63.2 87.2 88.0 12.8 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 24 12 5 7 8 32 24 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 420,133 COMMITMENTS 24,701 87,372 5,673 377,885 310,337 408,259 403,382 11,874 16,751 CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 1,814) -3,572 -3,964 4,288 3,294 6,036 4,010 6,360 -2,196 -4,546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 20.8 1.4 89.9 73.9 97.2 96.0 2.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 17 49 6 90 113 111 164
Updated January 30, 2009