COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 181,280 COMMITMENTS 58,306 22,113 11,846 92,521 140,173 162,673 174,132 18,607 7,148 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -5,619) -4,237 602 251 -1,334 -6,505 -5,320 -5,652 -299 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 12.2 6.5 51.0 77.3 89.7 96.1 10.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 113 45 38 56 61 193 126 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,920 COMMITMENTS 17,366 1,113 1,440 11,991 31,326 30,797 33,879 5,123 2,041 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 832) -2,244 98 211 1,875 -536 -158 -227 990 1,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.3 3.1 4.0 33.4 87.2 85.7 94.3 14.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 59 7 16 19 17 84 36 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 132,926 COMMITMENTS 47,874 11,895 17,244 57,617 100,268 122,735 129,407 10,191 3,519 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 2,578) 175 1,464 1,030 1,941 469 3,146 2,963 -568 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.0 8.9 13.0 43.3 75.4 92.3 97.4 7.7 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 75 23 39 51 46 145 97 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 840,620 COMMITMENTS 226,945 36,038 96,719 432,073 666,253 755,737 799,010 84,883 41,610 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -1,721) 4,014 -2,453 5,660 -12,870 -10,353 -3,196 -7,146 1,475 5,425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 4.3 11.5 51.4 79.3 89.9 95.1 10.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 116 34 72 88 91 230 175 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 129,501 COMMITMENTS 40,747 9,983 16,408 63,478 98,536 120,633 124,927 8,868 4,574 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 2,419) 2,472 -742 636 -557 3,225 2,551 3,119 -132 -700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.5 7.7 12.7 49.0 76.1 93.2 96.5 6.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 136 36 51 90 103 254 173 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 52,227 COMMITMENTS 40,164 6,655 2,199 4,823 41,133 47,186 49,987 5,041 2,240 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: -9,829) -8,459 -2,570 133 -1,504 -6,982 -9,830 -9,419 1 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.9 12.7 4.2 9.2 78.8 90.3 95.7 9.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77) 33 27 8 6 11 44 44 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 338,555 COMMITMENTS 33,391 82,893 1,967 285,119 238,945 320,477 323,805 18,078 14,750 CHANGES FROM 01/05/10 (CHANGE IN OPEN INTEREST: 4,854) -1,994 3,898 -1,299 10,605 4,400 7,312 6,999 -2,458 -2,145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 24.5 0.6 84.2 70.6 94.7 95.6 5.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 27 49 8 95 91 130 140
Updated January 15, 2010