COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 168,460 COMMITMENTS 24,686 30,854 42,214 86,903 79,191 153,803 152,259 14,657 16,202 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 6,703) 206 563 1,556 3,320 4,612 5,083 6,731 1,620 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 18.3 25.1 51.6 47.0 91.3 90.4 8.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 69 67 58 63 55 160 159 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,459 COMMITMENTS 8,065 9,398 4,531 15,974 15,537 28,570 29,466 3,889 2,993 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 96) -121 -1,274 -95 194 1,891 -23 522 119 -426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 29.0 14.0 49.2 47.9 88.0 90.8 12.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 40 35 21 31 17 79 68 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 131,433 COMMITMENTS 34,792 14,870 28,978 60,723 80,732 124,493 124,581 6,939 6,852 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 1,690) -430 -1,184 2,398 97 -316 2,066 898 -376 791 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 11.3 22.0 46.2 61.4 94.7 94.8 5.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 40 36 28 50 42 108 92 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 846,361 COMMITMENTS 135,126 28,043 205,290 433,696 546,913 774,112 780,245 72,249 66,115 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 4,887) -9,797 -2,032 4,918 11,890 -3,758 7,011 -872 -2,124 5,758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 3.3 24.3 51.2 64.6 91.5 92.2 8.5 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 60 39 68 80 84 173 162 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 167,338 COMMITMENTS 23,970 27,842 51,803 82,383 78,577 158,157 158,221 9,181 9,117 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 5,910) 773 1,297 892 3,711 3,104 5,376 5,293 534 618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 16.6 31.0 49.2 47.0 94.5 94.6 5.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 100 88 82 132 109 265 251 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 30,214 COMMITMENTS 16,509 1,367 2,526 7,928 23,237 26,963 27,129 3,251 3,085 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: 4,357) 2,489 -197 -1,589 4,004 5,754 4,904 3,968 -547 390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.6 4.5 8.4 26.2 76.9 89.2 89.8 10.8 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 33 16 9 10 8 47 29 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 419,512 COMMITMENTS 22,812 98,745 2,965 380,608 302,824 406,386 404,534 13,126 14,978 CHANGES FROM 03/03/09 (CHANGE IN OPEN INTEREST: -5,109) -1,405 -3,938 -2,073 -1,646 1,773 -5,123 -4,237 15 -872 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 23.5 0.7 90.7 72.2 96.9 96.4 3.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 22 52 12 105 114 136 169
Updated March 13, 2009