COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 186,137 COMMITMENTS 26,603 28,601 45,241 97,911 98,415 169,756 172,257 16,382 13,880 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 10,234) 1,338 -2,371 1,598 5,579 11,812 8,516 11,039 1,718 -805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 15.4 24.3 52.6 52.9 91.2 92.5 8.8 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 83 61 63 67 59 178 161 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,118 COMMITMENTS 9,276 8,128 4,965 15,912 17,991 30,153 31,084 3,965 3,034 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 532) 445 -748 20 -168 1,706 298 978 234 -447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 23.8 14.6 46.6 52.7 88.4 91.1 11.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 45 35 23 28 18 83 69 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 123,771 COMMITMENTS 32,896 11,659 23,930 58,467 82,554 115,294 118,144 8,477 5,626 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -3,864) 132 -224 -4,566 -536 1,517 -4,971 -3,273 1,107 -591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 9.4 19.3 47.2 66.7 93.2 95.5 6.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 43 28 29 50 45 109 90 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 931,330 COMMITMENTS 165,198 16,553 211,243 476,183 634,454 852,623 862,249 78,707 69,081 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 61,829) 18,087 -10,142 7,191 29,931 62,765 55,210 59,814 6,620 2,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 1.8 22.7 51.1 68.1 91.5 92.6 8.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 60 38 68 79 91 175 165 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 178,041 COMMITMENTS 26,186 20,318 53,407 87,426 95,261 167,019 168,986 11,022 9,054 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 4,942) 1,598 -5,481 1,500 -316 7,425 2,782 3,443 2,160 1,499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 11.4 30.0 49.1 53.5 93.8 94.9 6.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 105 76 88 123 108 273 236 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 26,102 COMMITMENTS 10,701 4,066 2,744 9,717 15,805 23,163 22,615 2,939 3,487 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: 2,024) -3,904 1,304 199 5,388 -1 1,683 1,501 341 523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 15.6 10.5 37.2 60.6 88.7 86.6 11.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52) 17 21 9 6 10 27 37 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 399,960 COMMITMENTS 22,410 89,563 2,267 359,457 291,531 384,135 383,361 15,825 16,599 CHANGES FROM 03/17/09 (CHANGE IN OPEN INTEREST: -86,560) -1,264 -19,109 -1,075 -82,478 -57,561 -84,817 -77,744 -1,743 -8,815 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 22.4 0.6 89.9 72.9 96.0 95.8 4.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 14 46 11 92 103 114 152
Updated March 27, 2009