COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 184,215 COMMITMENTS 64,818 21,308 9,259 90,964 147,095 165,041 177,662 19,174 6,553 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -417) -2,002 -1,029 -774 3,266 594 490 -1,209 -907 792 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 11.6 5.0 49.4 79.8 89.6 96.4 10.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 122 41 32 50 58 190 116 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,557 COMMITMENTS 19,984 1,213 939 9,607 31,217 30,530 33,369 4,027 1,188 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -686) 1,398 -1,650 -1,352 -666 2,636 -620 -366 -66 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.8 3.5 2.7 27.8 90.3 88.3 96.6 11.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 65 5 12 21 21 88 36 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,980 COMMITMENTS 50,951 10,882 13,946 54,962 100,933 119,859 125,761 10,121 4,219 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 341) -2,137 -998 3,380 468 -1,386 1,711 996 -1,370 -655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 8.4 10.7 42.3 77.7 92.2 96.8 7.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 77 21 32 45 46 137 89 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 836,284 COMMITMENTS 229,929 39,126 89,206 429,887 668,290 749,022 796,622 87,262 39,662 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 17,144) 9,415 3,816 5,576 2,483 10,052 17,474 19,444 -330 -2,300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 4.7 10.7 51.4 79.9 89.6 95.3 10.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 115 30 69 78 85 218 163 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 130,027 COMMITMENTS 45,380 9,390 13,849 61,614 101,617 120,843 124,856 9,184 5,171 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 2,332) -296 515 -263 1,599 797 1,040 1,049 1,292 1,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 7.2 10.7 47.4 78.2 92.9 96.0 7.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 137 44 50 85 105 252 180 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 59,792 COMMITMENTS 45,973 11,843 3,094 5,748 41,744 54,815 56,681 4,977 3,111 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: 8,521) 8,394 34 -207 311 9,015 8,498 8,842 23 -321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.9 19.8 5.2 9.6 69.8 91.7 94.8 8.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 34 26 4 8 10 45 38 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 334,281 COMMITMENTS 36,412 85,938 1,903 279,893 231,782 318,208 319,623 16,073 14,658 CHANGES FROM 12/15/09 (CHANGE IN OPEN INTEREST: -93,759) -10,123 -14,827 -4,737 -67,546 -63,019 -82,406 -82,583 -11,353 -11,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.9 25.7 0.6 83.7 69.3 95.2 95.6 4.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 25 43 11 96 87 130 132
Updated December 28, 2009