COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 137,552 COMMITMENTS 28,099 34,214 11,499 83,544 78,746 123,142 124,459 14,410 13,093 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 9,487) 1,741 -3,444 1,475 4,860 12,211 8,076 10,242 1,411 -755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 24.9 8.4 60.7 57.2 89.5 90.5 10.5 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 64 71 50 57 53 157 145 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,259 COMMITMENTS 9,289 8,146 1,051 13,434 15,398 23,774 24,595 3,485 2,664 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 107) -104 -733 200 -170 1,102 -74 569 181 -462 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 29.9 3.9 49.3 56.5 87.2 90.2 12.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 38 35 15 27 11 72 57 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 110,962 COMMITMENTS 32,530 12,641 15,061 55,169 78,037 102,760 105,739 8,202 5,223 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -4,913) -775 -1,109 -4,500 -805 1,294 -6,080 -4,315 1,167 -598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 11.4 13.6 49.7 70.3 92.6 95.3 7.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131) 43 23 21 50 41 106 76 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 687,367 COMMITMENTS 174,677 19,358 68,565 378,943 540,509 622,185 628,432 65,182 58,935 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 53,636) 11,278 -13,604 8,037 28,821 58,419 48,136 52,852 5,500 784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 2.8 10.0 55.1 78.6 90.5 91.4 9.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 63 31 59 73 82 163 149 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 139,628 COMMITMENTS 29,100 22,542 23,599 77,874 85,498 130,573 131,639 9,055 7,989 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 2,958) 377 -5,100 808 -91 5,999 1,094 1,707 1,864 1,251 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 16.1 16.9 55.8 61.2 93.5 94.3 6.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 83 73 60 111 97 234 200 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,678 COMMITMENTS 10,633 3,917 2,014 9,223 15,579 21,870 21,510 2,808 3,168 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 1,847) -3,683 1,318 -24 5,170 68 1,463 1,362 384 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.1 15.9 8.2 37.4 63.1 88.6 87.2 11.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50) 16 20 3 6 9 24 31 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 399,111 COMMITMENTS 22,366 89,505 1,851 359,223 291,327 383,440 382,683 15,671 16,428 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -85,877) -1,131 -18,577 -733 -82,218 -57,710 -84,082 -77,020 -1,795 -8,857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.6 22.4 0.5 90.0 73.0 96.1 95.9 3.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 13 46 7 92 102 110 150
Updated March 27, 2009