COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 184,632 COMMITMENTS 66,820 22,337 10,033 87,698 146,501 164,551 178,871 20,081 5,761 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 6,225) 2,607 1,680 260 2,307 4,142 5,174 6,082 1,051 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 12.1 5.4 47.5 79.3 89.1 96.9 10.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 131 38 34 48 62 201 120 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,243 COMMITMENTS 18,586 2,863 2,291 10,273 28,581 31,150 33,735 4,093 1,508 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,991) 1,618 593 325 404 1,016 2,347 1,934 -356 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.7 8.1 6.5 29.1 81.1 88.4 95.7 11.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 57 19 18 20 20 93 43 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,639 COMMITMENTS 53,088 11,880 10,566 54,494 102,319 118,148 124,765 11,491 4,874 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 1,778) 1,709 445 -912 572 2,753 1,369 2,286 409 -508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.0 9.2 8.2 42.0 78.9 91.1 96.2 8.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160) 76 20 28 43 42 130 83 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 819,140 COMMITMENTS 220,514 35,310 83,630 427,404 658,238 731,548 777,178 87,592 41,962 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 33,329) 20,222 -7,855 6,701 -13,476 31,885 13,447 30,731 19,882 2,598 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 4.3 10.2 52.2 80.4 89.3 94.9 10.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 111 28 70 80 89 214 167 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 127,695 COMMITMENTS 45,676 8,875 14,112 60,015 100,820 119,803 123,807 7,892 3,888 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 7,568) 5,568 -204 1,346 662 7,126 7,576 8,268 -8 -700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.8 7.0 11.1 47.0 79.0 93.8 97.0 6.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 145 39 44 86 106 259 170 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,271 COMMITMENTS 37,579 11,809 3,301 5,437 32,729 46,317 47,839 4,954 3,432 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,677) 8,440 -3,267 -1,238 -4,704 7,507 2,498 3,002 179 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.3 23.0 6.4 10.6 63.8 90.3 93.3 9.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 36 22 3 10 8 49 31 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 428,040 COMMITMENTS 46,535 100,765 6,640 347,439 294,801 400,614 402,206 27,426 25,834 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 24,589) 8,442 890 2,553 3,202 9,786 14,197 13,229 10,392 11,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 23.5 1.6 81.2 68.9 93.6 94.0 6.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 25 50 17 102 110 139 166
Updated December 18, 2009