COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 186,899 COMMITMENTS 62,543 21,511 11,595 93,855 146,678 167,993 179,784 18,906 7,115 CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 504) -3,874 549 2,080 2,368 -2,932 574 -303 -70 807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.5 11.5 6.2 50.2 78.5 89.9 96.2 10.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 116 43 37 53 59 194 121 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,088 COMMITMENTS 19,610 1,015 1,229 10,116 31,862 30,955 34,106 4,133 982 CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -359) -961 -207 247 74 -207 -640 -167 281 -192 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.9 2.9 3.5 28.8 90.8 88.2 97.2 11.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 71 6 15 18 19 92 38 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 130,348 COMMITMENTS 47,699 10,431 16,214 55,676 99,799 119,589 126,444 10,759 3,904 CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 1,117) -2,753 -86 2,538 277 -984 62 1,468 1,055 -351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 8.0 12.4 42.7 76.6 91.7 97.0 8.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 75 23 38 48 48 141 96 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 842,341 COMMITMENTS 222,931 38,491 91,059 444,943 676,606 758,933 806,156 83,408 36,185 CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 9,789) -656 -1,336 3,588 9,931 10,031 12,863 12,283 -3,074 -2,494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 4.6 10.8 52.8 80.3 90.1 95.7 9.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 110 31 69 83 92 217 172 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 127,082 COMMITMENTS 38,275 10,725 15,772 64,035 95,311 118,082 121,808 9,000 5,274 CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 2,143) -549 2,521 1,915 1,182 -1,659 2,548 2,777 -405 -634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 8.4 12.4 50.4 75.0 92.9 95.8 7.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 132 46 54 93 105 256 185 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 62,056 COMMITMENTS 48,623 9,225 2,066 6,327 48,115 57,016 59,406 5,040 2,650 CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -1,128) -2,427 -2,791 62 561 1,322 -1,804 -1,407 676 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.4 14.9 3.3 10.2 77.5 91.9 95.7 8.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 38 21 3 9 10 48 34 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/05/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 333,701 COMMITMENTS 35,385 78,995 3,266 274,514 234,545 313,165 316,806 20,536 16,895 CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -5,810) -228 -7,801 499 -10,657 -1,892 -10,386 -9,194 4,576 3,384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 23.7 1.0 82.3 70.3 93.8 94.9 6.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 26 42 7 92 88 125 130
Updated January 8, 2010