COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 175,903 COMMITMENTS 25,265 30,972 43,643 92,332 86,603 161,240 161,219 14,663 14,684 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 7,443) 579 118 1,429 5,428 7,412 7,437 8,960 6 -1,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 17.6 24.8 52.5 49.2 91.7 91.7 8.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 76 64 63 65 58 171 162 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,586 COMMITMENTS 8,830 8,876 4,945 16,080 16,285 29,855 30,105 3,731 3,481 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 1,127) 765 -522 414 106 748 1,285 639 -158 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 26.4 14.7 47.9 48.5 88.9 89.6 11.1 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 39 40 22 30 19 82 71 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 127,635 COMMITMENTS 32,765 11,883 28,496 59,003 81,038 120,265 121,418 7,370 6,217 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -3,798) -2,027 -2,987 -482 -1,720 305 -4,229 -3,163 431 -635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 9.3 22.3 46.2 63.5 94.2 95.1 5.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 41 32 27 49 43 105 93 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 869,500 COMMITMENTS 147,111 26,695 204,051 446,251 571,688 797,413 802,435 72,087 67,066 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 23,140) 11,984 -1,348 -1,239 12,556 24,776 23,302 22,189 -162 950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 3.1 23.5 51.3 65.7 91.7 92.3 8.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 60 39 67 78 84 172 160 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 173,099 COMMITMENTS 24,588 25,799 51,907 87,742 87,836 164,237 165,543 8,862 7,556 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 5,761) 618 -2,042 104 5,358 9,260 6,080 7,322 -320 -1,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 14.9 30.0 50.7 50.7 94.9 95.6 5.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 101 86 84 125 103 266 243 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,077 COMMITMENTS 14,605 2,762 2,546 4,329 15,806 21,480 21,114 2,598 2,963 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: -6,137) -1,903 1,395 20 -3,600 -7,430 -5,483 -6,015 -654 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.7 11.5 10.6 18.0 65.6 89.2 87.7 10.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 33 23 9 8 7 44 36 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 486,520 COMMITMENTS 23,675 108,672 3,342 441,935 349,091 468,952 461,106 17,568 25,414 CHANGES FROM 03/10/09 (CHANGE IN OPEN INTEREST: 67,008) 862 9,928 377 61,327 46,267 62,566 56,571 4,442 10,437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 22.3 0.7 90.8 71.8 96.4 94.8 3.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 16 49 13 113 116 141 167
Updated March 20, 2009