COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 205,769 COMMITMENTS 27,270 10,918 68,753 93,570 114,280 189,593 193,951 16,176 11,818 CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 3,638) 2,182 -2,562 2,986 -3,503 2,798 1,665 3,222 1,973 416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 5.3 33.4 45.5 55.5 92.1 94.3 7.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 83 42 61 67 60 176 139 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,881 COMMITMENTS 7,470 8,115 9,687 18,823 18,913 35,981 36,716 3,900 3,165 CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 599) -126 -420 429 -331 528 -28 537 627 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 20.3 24.3 47.2 47.4 90.2 92.1 9.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 34 39 26 33 17 80 71 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,063 COMMITMENTS 31,887 11,865 22,993 68,717 92,373 123,596 127,230 9,467 5,833 CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 3,369) -355 -2,414 2,061 -230 2,372 1,476 2,020 1,893 1,349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 8.9 17.3 51.6 69.4 92.9 95.6 7.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 49 15 35 53 45 120 85 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 981,814 COMMITMENTS 140,791 35,785 270,431 488,043 612,505 899,265 918,721 82,549 63,092 CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 11,144) 4,950 -7,189 7,101 -8,005 10,236 4,045 10,148 7,099 995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 3.6 27.5 49.7 62.4 91.6 93.6 8.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 77 41 75 89 90 198 179 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 176,674 COMMITMENTS 27,187 17,499 58,433 80,765 92,404 166,385 168,336 10,289 8,338 CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 9,775) 3,039 -3,677 4,492 2,530 9,263 10,060 10,078 -285 -303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 9.9 33.1 45.7 52.3 94.2 95.3 5.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 106 63 89 120 115 273 227 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,199 COMMITMENTS 10,459 1,880 3,566 3,494 12,122 17,519 17,568 2,680 2,631 CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 3,245) 2,356 -102 641 411 2,595 3,408 3,135 -163 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.8 9.3 17.7 17.3 60.0 86.7 87.0 13.3 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 28 17 9 8 8 40 30 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 421,066 COMMITMENTS 24,759 87,809 5,993 378,306 310,419 409,059 404,222 12,008 16,845 CHANGES FROM 01/20/09 (CHANGE IN OPEN INTEREST: 1,765) -3,600 -3,960 4,337 3,277 5,994 4,015 6,371 -2,250 -4,606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 20.9 1.4 89.8 73.7 97.1 96.0 2.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 17 49 11 90 115 114 168
Updated January 30, 2009