COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 246,645 COMMITMENTS 73,731 9,563 46,137 105,199 184,175 225,067 239,875 21,578 6,770 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 10,328) 3,453 1,048 2,824 2,953 6,251 9,230 10,123 1,098 204 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 3.9 18.7 42.7 74.7 91.3 97.3 8.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 147 34 59 64 68 238 140 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 51,136 COMMITMENTS 17,913 1,543 12,656 15,983 35,042 46,553 49,241 4,584 1,896 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 4,570) 1,819 -139 2,042 1,144 2,584 5,004 4,487 -435 83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 3.0 24.7 31.3 68.5 91.0 96.3 9.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 71 13 26 27 22 111 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 138,663 COMMITMENTS 51,704 11,855 17,812 57,200 103,582 126,716 133,248 11,947 5,415 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,678) 2,071 919 -716 905 2,917 2,260 3,121 418 -442 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 8.5 12.8 41.3 74.7 91.4 96.1 8.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 72 29 39 43 45 134 98 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,227,576 COMMITMENTS 190,543 14,191 354,121 581,870 804,993 1126535 1173306 101,041 54,270 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 73,533) 25,843 -6,926 25,653 537 49,795 52,033 68,522 21,500 5,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 1.2 28.8 47.4 65.6 91.8 95.6 8.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 104 42 94 90 96 233 195 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 158,299 COMMITMENTS 45,561 8,635 35,195 66,703 107,893 147,459 151,723 10,840 6,577 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 10,676) 6,180 849 2,277 1,788 7,818 10,245 10,944 431 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 5.5 22.2 42.1 68.2 93.2 95.8 6.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360) 154 62 86 103 112 309 215 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 52,580 COMMITMENTS 37,586 11,860 4,008 5,716 33,097 47,310 48,964 5,270 3,615 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 2,995) 8,625 -3,247 -1,071 -4,569 7,619 2,985 3,301 10 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.5 22.6 7.6 10.9 62.9 90.0 93.1 10.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 37 22 7 10 8 53 32 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 429,557 COMMITMENTS 46,553 100,928 7,341 348,008 295,239 401,902 403,508 27,655 26,048 CHANGES FROM 12/08/09 (CHANGE IN OPEN INTEREST: 24,598) 8,432 874 2,719 3,201 9,668 14,352 13,261 10,246 11,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 23.5 1.7 81.0 68.7 93.6 93.9 6.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 25 52 24 103 112 145 172
Updated December 18, 2009