COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 186,395 COMMITMENTS 66,417 20,962 9,515 91,487 149,610 167,419 180,087 18,976 6,308 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 2,180) 1,599 -346 256 523 2,515 2,378 2,425 -198 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.6 11.2 5.1 49.1 80.3 89.8 96.6 10.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 122 41 33 50 58 192 118 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,447 COMMITMENTS 20,571 1,222 982 10,042 32,069 31,595 34,273 3,852 1,174 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 890) 587 9 43 435 852 1,065 904 -175 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.0 3.4 2.8 28.3 90.5 89.1 96.7 10.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 65 9 14 20 22 87 43 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,231 COMMITMENTS 50,452 10,517 13,676 55,399 100,783 119,527 124,976 9,704 4,255 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -749) -499 -365 -270 437 -150 -332 -785 -417 36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.0 8.1 10.6 42.9 78.0 92.5 96.7 7.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 77 22 32 47 46 138 91 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 832,552 COMMITMENTS 223,587 39,827 87,471 435,012 666,575 746,070 793,873 86,482 38,679 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -3,732) -6,342 701 -1,735 5,125 -1,715 -2,952 -2,749 -780 -983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 4.8 10.5 52.3 80.1 89.6 95.4 10.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 107 32 70 80 90 213 169 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 124,939 COMMITMENTS 38,824 8,204 13,857 62,853 96,970 115,534 119,031 9,405 5,908 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -5,088) -6,556 -1,186 8 1,239 -4,647 -5,309 -5,825 221 737 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 6.6 11.1 50.3 77.6 92.5 95.3 7.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315) 133 38 49 92 102 252 174 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 63,184 COMMITMENTS 51,050 12,016 2,004 5,766 46,793 58,820 60,813 4,364 2,371 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 3,392) 5,077 173 -1,090 18 5,049 4,005 4,132 -613 -740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.8 19.0 3.2 9.1 74.1 93.1 96.2 6.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 34 23 3 8 11 45 35 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 339,511 COMMITMENTS 35,613 86,796 2,767 285,171 236,437 323,551 326,000 15,960 13,511 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 5,230) -799 858 864 5,278 4,655 5,343 6,377 -113 -1,147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 25.6 0.8 84.0 69.6 95.3 96.0 4.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 23 42 8 95 91 125 134
Updated January 7, 2010