COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 157,426 COMMITMENTS 23,075 26,573 39,545 81,708 75,814 144,328 141,931 13,097 15,495 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -1,045) -792 3,039 -330 807 -5,191 -315 -2,482 -731 1,437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 16.9 25.1 51.9 48.2 91.7 90.2 8.3 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 63 66 57 58 52 153 150 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,154 COMMITMENTS 7,783 10,574 4,278 16,794 14,386 28,855 29,239 4,299 3,916 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -5,259) 344 522 -4,012 -1,656 -2,323 -5,324 -5,813 65 554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 31.9 12.9 50.7 43.4 87.0 88.2 13.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 32 45 21 31 16 77 71 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,713 COMMITMENTS 37,465 16,710 22,312 61,325 85,395 121,103 124,417 8,610 5,296 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 4,929) -1,721 918 6,342 1,054 -2,733 5,675 4,526 -745 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 12.9 17.2 47.3 65.8 93.4 95.9 6.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 51 24 26 44 43 109 83 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 853,180 COMMITMENTS 151,688 27,715 191,771 433,711 576,631 777,170 796,117 76,010 57,062 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -33,318) -3,712 2,316 -3,444 -10,700 -13,884 -17,856 -15,012 -15,462 -18,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 3.2 22.5 50.8 67.6 91.1 93.3 8.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 65 38 60 81 87 177 157 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 153,837 COMMITMENTS 24,907 21,581 46,920 73,398 72,316 145,225 140,818 8,612 13,020 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -5,282) 531 1,734 290 -6,497 -13,058 -5,676 -11,034 394 5,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 14.0 30.5 47.7 47.0 94.4 91.5 5.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 89 84 81 121 103 256 231 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,036 COMMITMENTS 14,397 1,596 3,529 3,210 16,332 21,136 21,457 2,900 2,579 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: -2,557) -1,248 186 -1,464 810 -1,748 -1,903 -3,027 -654 470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.9 6.6 14.7 13.4 67.9 87.9 89.3 12.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 36 21 9 10 8 52 32 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 414,996 COMMITMENTS 24,860 103,584 3,601 371,556 287,641 400,017 394,825 14,979 20,171 CHANGES FROM 02/17/09 (CHANGE IN OPEN INTEREST: 4,833) 4,059 2,896 748 -2,425 2,852 2,381 6,496 2,451 -1,664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 25.0 0.9 89.5 69.3 96.4 95.1 3.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 20 55 13 93 116 122 175
Updated February 27, 2009