COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 205,131 COMMITMENTS 27,893 12,936 67,253 92,073 112,278 187,219 192,467 17,912 12,664 CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 8,374) 653 -2,714 3,572 810 6,064 5,035 6,923 3,339 1,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 6.3 32.8 44.9 54.7 91.3 93.8 8.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 90 33 60 67 59 176 138 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,290 COMMITMENTS 6,527 8,160 9,313 19,135 17,599 34,975 35,072 3,315 3,218 CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -837) -61 -567 270 -989 -223 -780 -521 -57 -316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 21.3 24.3 50.0 46.0 91.3 91.6 8.7 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 33 33 23 34 15 78 63 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 130,260 COMMITMENTS 35,512 14,989 17,406 65,673 90,130 118,591 122,525 11,669 7,735 CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 600) -988 -1,288 -991 915 1,950 -1,065 -329 1,664 929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 11.5 13.4 50.4 69.2 91.0 94.1 9.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 42 11 24 50 44 101 72 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 980,181 COMMITMENTS 120,514 46,608 265,001 519,123 607,106 904,639 918,715 75,543 61,466 CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 28,912) 8,913 -14,248 11,425 -985 37,392 19,353 34,569 9,559 -5,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 4.8 27.0 53.0 61.9 92.3 93.7 7.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 64 54 73 89 90 193 180 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 166,407 COMMITMENTS 18,220 25,164 52,552 87,471 80,827 158,243 158,543 8,164 7,864 CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 4,660) 2,534 -4,015 3,055 -2,107 4,841 3,481 3,881 1,178 779 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 15.1 31.6 52.6 48.6 95.1 95.3 4.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 96 68 88 126 110 263 231 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 17,378 COMMITMENTS 8,345 2,820 2,753 3,695 8,422 14,793 13,995 2,585 3,383 CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: 117) 22 480 -39 -402 -116 -419 325 536 -209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.0 16.2 15.8 21.3 48.5 85.1 80.5 14.9 19.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 15 16 6 6 6 23 27 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/06/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 411,412 COMMITMENTS 23,462 87,788 3,751 369,285 295,724 396,498 387,263 14,914 24,149 CHANGES FROM 12/30/08 (CHANGE IN OPEN INTEREST: -13,092) -2,023 -3,004 -2,910 -9,688 -6,989 -14,620 -12,903 1,528 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 21.3 0.9 89.8 71.9 96.4 94.1 3.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 21 47 11 96 118 123 170
Updated January 9, 2009