COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 251,292 COMMITMENTS 73,726 9,167 45,612 111,339 189,063 230,677 243,842 20,614 7,450 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 3,864) 2,733 -295 270 947 4,021 3,950 3,996 -86 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 3.6 18.2 44.3 75.2 91.8 97.0 8.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 140 35 57 63 63 228 133 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,203 COMMITMENTS 18,488 1,362 9,103 15,522 35,277 43,113 45,742 4,090 1,460 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 1,944) 323 -25 762 1,004 1,169 2,089 1,906 -145 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.2 2.9 19.3 32.9 74.7 91.3 96.9 8.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 65 12 22 26 23 100 48 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 138,563 COMMITMENTS 48,863 10,582 21,326 58,185 101,881 128,373 133,789 10,190 4,774 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -972) -634 -375 -288 456 -269 -466 -932 -506 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 7.6 15.4 42.0 73.5 92.6 96.6 7.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 72 31 43 47 49 143 104 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,269,415 COMMITMENTS 199,402 20,485 370,543 598,592 826,164 1168537 1217193 100,878 52,222 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -1,262) -4,462 3,968 -2,641 6,650 -1,824 -453 -497 -809 -765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 1.6 29.2 47.2 65.1 92.1 95.9 7.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 101 44 92 90 97 231 195 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 150,969 COMMITMENTS 36,150 7,552 32,876 70,265 103,010 139,292 143,438 11,677 7,531 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: -8,103) -7,850 -1,378 -1,610 1,412 -5,404 -8,048 -8,393 -55 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 5.0 21.8 46.5 68.2 92.3 95.0 7.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350) 140 66 93 109 110 299 228 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 64,713 COMMITMENTS 51,079 11,991 2,869 6,074 47,241 60,022 62,101 4,692 2,613 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 3,442) 5,078 180 -1,072 11 5,006 4,017 4,115 -575 -673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.9 18.5 4.4 9.4 73.0 92.7 96.0 7.3 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 37 24 8 8 11 51 38 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 340,405 COMMITMENTS 35,636 87,028 3,062 285,618 236,556 324,316 326,646 16,089 13,759 CHANGES FROM 12/22/09 (CHANGE IN OPEN INTEREST: 5,378) -792 924 980 5,330 4,691 5,518 6,596 -141 -1,218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 25.6 0.9 83.9 69.5 95.3 96.0 4.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 23 46 14 95 92 131 139
Updated January 7, 2010