COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 196,776 COMMITMENTS 26,944 12,744 63,651 90,151 110,640 180,746 187,035 16,030 9,741 CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -8,993) -327 1,826 -5,101 -3,419 -3,640 -8,847 -6,916 -146 -2,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 6.5 32.3 45.8 56.2 91.9 95.0 8.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 76 46 57 65 61 171 137 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,525 COMMITMENTS 7,164 9,116 10,271 19,411 18,012 36,847 37,399 3,678 3,126 CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 644) -306 1,001 584 588 -902 866 683 -222 -39 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 22.5 25.3 47.9 44.4 90.9 92.3 9.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 39 38 29 34 17 87 74 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 137,510 COMMITMENTS 36,013 14,152 22,507 68,282 95,492 126,801 132,151 10,709 5,358 CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 4,447) 4,126 2,288 -486 -435 3,120 3,205 4,921 1,242 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 10.3 16.4 49.7 69.4 92.2 96.1 7.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 55 14 35 53 49 124 90 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 976,556 COMMITMENTS 141,284 35,242 269,869 481,499 604,418 892,652 909,529 83,904 67,027 CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -5,258) 493 -543 -561 -6,544 -8,087 -6,613 -9,192 1,355 3,934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 3.6 27.6 49.3 61.9 91.4 93.1 8.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 77 46 82 92 95 209 187 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 179,113 COMMITMENTS 26,195 16,219 60,549 82,308 93,815 169,052 170,583 10,061 8,530 CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 2,440) -992 -1,281 2,117 1,543 1,411 2,668 2,247 -228 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 9.1 33.8 46.0 52.4 94.4 95.2 5.6 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 110 61 93 124 118 274 241 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,780 COMMITMENTS 12,409 1,756 2,905 2,451 13,625 17,766 18,286 3,014 2,493 CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: 580) 1,951 -124 -661 -1,043 1,503 246 718 334 -138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.7 8.5 14.0 11.8 65.6 85.5 88.0 14.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 25 18 10 8 6 39 28 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 407,416 COMMITMENTS 21,344 97,948 2,423 367,023 286,847 390,789 387,218 16,627 20,199 CHANGES FROM 01/27/09 (CHANGE IN OPEN INTEREST: -13,650) -3,415 10,139 -3,571 -11,283 -23,572 -18,270 -17,004 4,619 3,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 24.0 0.6 90.1 70.4 95.9 95.0 4.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 17 53 10 94 118 118 174
Updated February 6, 2009