COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 128,065 COMMITMENTS 26,358 37,658 10,024 78,684 66,535 115,066 114,217 12,999 13,848 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 6,578) 363 -887 1,401 4,674 7,424 6,438 7,938 140 -1,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 29.4 7.8 61.4 52.0 89.8 89.2 10.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 59 71 51 56 52 151 147 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,152 COMMITMENTS 9,393 8,879 851 13,604 14,296 23,848 24,026 3,304 3,126 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 586) 668 -603 71 14 706 753 174 -167 412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 32.7 3.1 50.1 52.7 87.8 88.5 12.2 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 37 35 14 29 12 73 57 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 115,875 COMMITMENTS 33,305 13,750 19,561 55,974 76,743 108,840 110,054 7,035 5,821 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -2,328) -1,221 -1,967 -146 -1,369 434 -2,736 -1,679 408 -649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 11.9 16.9 48.3 66.2 93.9 95.0 6.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 41 28 18 49 41 102 81 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 633,731 COMMITMENTS 163,399 32,962 60,528 350,122 482,090 574,049 575,580 59,682 58,151 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 25,032) 6,394 -158 4,977 14,744 20,738 26,115 25,557 -1,083 -525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 5.2 9.6 55.2 76.1 90.6 90.8 9.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 64 31 55 72 74 159 141 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 136,670 COMMITMENTS 28,723 27,642 22,791 77,965 79,499 129,479 129,932 7,191 6,738 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 5,389) -1,135 -1,726 1,102 5,793 7,592 5,760 6,968 -371 -1,579 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 20.2 16.7 57.0 58.2 94.7 95.1 5.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 85 83 56 117 91 236 206 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,831 COMMITMENTS 14,316 2,599 2,038 4,053 15,511 20,407 20,148 2,424 2,683 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -6,464) -1,861 1,385 -220 -3,745 -7,442 -5,826 -6,277 -638 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.7 11.4 8.9 17.8 67.9 89.4 88.2 10.6 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 29 21 2 8 6 39 27 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 484,988 COMMITMENTS 23,497 108,082 2,584 441,441 349,037 467,522 459,703 17,466 25,285 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 67,035) 676 9,906 316 61,360 46,274 62,352 56,496 4,683 10,539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 22.3 0.5 91.0 72.0 96.4 94.8 3.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 15 48 8 113 115 136 164
Updated March 20, 2009