COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 203,702 COMMITMENTS 26,994 13,397 67,737 95,660 111,236 190,391 192,371 13,311 11,331 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -1,429) -899 461 484 3,587 -1,042 3,172 -96 -4,601 -1,333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 6.6 33.3 47.0 54.6 93.5 94.4 6.5 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 81 47 62 67 59 172 146 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,059 COMMITMENTS 7,515 7,862 9,182 19,011 18,967 35,708 36,011 3,351 3,048 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 769) 988 -297 -131 -123 1,367 733 939 35 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 20.1 23.5 48.7 48.6 91.4 92.2 8.6 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 29 37 24 34 14 77 64 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 137,827 COMMITMENTS 37,153 16,231 20,442 68,316 92,319 125,910 128,992 11,917 8,836 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: 7,568) 1,641 1,242 3,036 2,643 2,189 7,319 6,467 249 1,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 11.8 14.8 49.6 67.0 91.4 93.6 8.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132) 48 16 34 53 45 117 86 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 965,727 COMMITMENTS 124,220 47,245 261,451 508,619 591,353 894,290 900,049 71,438 65,678 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -14,454) 3,705 637 -3,550 -10,504 -15,753 -10,349 -18,666 -4,105 4,212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 4.9 27.1 52.7 61.2 92.6 93.2 7.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 60 63 78 90 89 196 187 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 165,820 COMMITMENTS 22,014 21,903 53,498 79,568 80,259 155,081 155,660 10,740 10,160 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -587) 3,794 -3,261 946 -7,903 -568 -3,162 -2,883 2,575 2,296 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 13.2 32.3 48.0 48.4 93.5 93.9 6.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 96 71 86 117 103 257 224 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 15,100 COMMITMENTS 7,284 1,838 2,707 2,926 8,044 12,918 12,589 2,182 2,510 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -2,278) -1,061 -982 -45 -769 -378 -1,875 -1,405 -403 -873 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.2 12.2 17.9 19.4 53.3 85.5 83.4 14.5 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 17 13 5 5 7 24 23 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 411,232 COMMITMENTS 25,809 89,354 4,587 370,180 298,299 400,575 392,239 10,657 18,993 CHANGES FROM 01/06/09 (CHANGE IN OPEN INTEREST: -180) 2,346 1,565 836 895 2,574 4,077 4,975 -4,257 -5,155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 21.7 1.1 90.0 72.5 97.4 95.4 2.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 20 53 10 99 114 124 172
Updated January 16, 2009