COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 158,471 COMMITMENTS 23,867 23,533 39,874 80,901 81,005 144,643 144,412 13,828 14,058 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -4,006) -1,795 8,366 112 -214 -13,241 -1,897 -4,763 -2,109 757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 14.9 25.2 51.1 51.1 91.3 91.1 8.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 67 63 58 57 54 152 153 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,413 COMMITMENTS 7,440 10,052 8,290 18,450 16,709 34,179 35,051 4,234 3,362 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -1,902) -463 743 -425 56 -1,014 -833 -697 -1,069 -1,205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 26.2 21.6 48.0 43.5 89.0 91.2 11.0 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124) 40 45 26 33 19 88 80 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 124,784 COMMITMENTS 39,186 15,792 15,971 60,272 88,128 115,428 119,891 9,356 4,893 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -6,777) 69 1,409 -932 -3,720 -5,894 -4,583 -5,416 -2,194 -1,361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 12.7 12.8 48.3 70.6 92.5 96.1 7.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 57 16 25 45 45 111 80 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 886,498 COMMITMENTS 155,400 25,400 195,215 444,411 590,515 795,026 811,129 91,472 75,369 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -78,571) 4,372 -1,882 -64,454 -15,276 -17,747 -75,358 -84,083 -3,213 5,512 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 2.9 22.0 50.1 66.6 89.7 91.5 10.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192) 71 28 62 79 83 173 152 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 159,119 COMMITMENTS 24,376 19,847 46,630 79,895 85,374 150,901 151,851 8,218 7,268 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: -18,803) -159 5,226 -13,357 -2,683 -8,281 -16,198 -16,412 -2,605 -2,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 12.5 29.3 50.2 53.7 94.8 95.4 5.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314) 93 77 79 120 108 248 235 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 26,593 COMMITMENTS 15,645 1,410 4,993 2,401 18,080 23,039 24,484 3,554 2,109 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 6,469) 3,372 -129 2,176 203 5,252 5,751 7,299 718 -829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.8 5.3 18.8 9.0 68.0 86.6 92.1 13.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 32 20 9 8 8 48 30 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 410,163 COMMITMENTS 20,801 100,687 2,853 373,981 284,788 397,635 388,329 12,528 21,834 CHANGES FROM 02/10/09 (CHANGE IN OPEN INTEREST: 4,394) -1,758 -3,794 1,335 1,090 2,250 668 -209 3,726 4,603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 24.5 0.7 91.2 69.4 96.9 94.7 3.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 17 55 11 94 118 119 176
Updated February 20, 2009