COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 161,757 COMMITMENTS 24,480 30,291 40,657 83,583 74,579 148,720 145,527 13,037 16,230 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 4,332) 1,405 3,718 1,112 1,875 -1,234 4,392 3,596 -61 735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 18.7 25.1 51.7 46.1 91.9 90.0 8.1 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 67 68 58 60 54 157 159 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,363 COMMITMENTS 8,187 10,672 4,626 15,780 13,646 28,593 28,944 3,770 3,419 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -791) 403 97 348 -1,014 -740 -262 -295 -529 -497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 33.0 14.3 48.8 42.2 88.4 89.4 11.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 34 46 21 30 15 78 71 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,743 COMMITMENTS 35,222 16,054 26,580 60,626 81,048 122,428 123,682 7,315 6,061 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 30) -2,243 -656 4,268 -699 -4,347 1,325 -734 -1,295 764 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 12.4 20.5 46.7 62.5 94.4 95.3 5.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 45 34 28 48 43 109 93 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 841,474 COMMITMENTS 144,923 30,075 200,372 421,805 550,670 767,101 781,117 74,373 60,357 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: -11,706) -6,765 2,359 8,601 -11,906 -25,961 -10,069 -15,000 -1,636 3,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 3.6 23.8 50.1 65.4 91.2 92.8 8.8 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 65 40 67 77 86 176 164 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 161,428 COMMITMENTS 23,197 26,545 50,911 78,673 75,472 152,781 152,928 8,647 8,499 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 7,591) -1,710 4,964 3,991 5,275 3,156 7,556 12,111 34 -4,520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 16.4 31.5 48.7 46.8 94.6 94.7 5.4 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 91 90 82 130 108 262 245 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,857 COMMITMENTS 14,020 1,564 4,115 3,924 17,483 22,059 23,162 3,798 2,695 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 1,820) -377 -31 586 714 1,150 922 1,705 898 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.2 6.0 15.9 15.2 67.6 85.3 89.6 14.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 36 19 9 12 7 53 30 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 424,621 COMMITMENTS 24,217 102,682 5,038 382,254 301,051 411,509 408,772 13,112 15,849 CHANGES FROM 02/24/09 (CHANGE IN OPEN INTEREST: 9,625) -643 -901 1,437 10,698 13,410 11,493 13,946 -1,868 -4,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 24.2 1.2 90.0 70.9 96.9 96.3 3.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 23 57 15 100 114 132 177
Updated March 5, 2009