COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 171,297 COMMITMENTS 48,929 19,348 15,744 89,894 127,033 154,567 162,125 16,730 9,172 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -5,735) -6,676 875 1,514 496 -9,119 -4,666 -6,730 -1,069 995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 11.3 9.2 52.5 74.2 90.2 94.6 9.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 95 47 44 58 61 179 135 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 36,065 COMMITMENTS 17,207 1,758 1,986 12,397 31,145 31,590 34,889 4,475 1,176 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 1,380) 575 -1 179 -469 1,242 285 1,420 1,095 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 4.9 5.5 34.4 86.4 87.6 96.7 12.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 48 17 19 22 20 80 48 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 144,201 COMMITMENTS 50,452 5,713 26,495 56,119 106,016 133,066 138,224 11,135 5,977 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 3,508) -1,461 -4,940 6,011 601 1,627 5,151 2,698 -1,643 810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 4.0 18.4 38.9 73.5 92.3 95.9 7.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 82 20 43 52 46 157 99 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 847,442 COMMITMENTS 232,701 36,302 81,698 452,118 688,397 766,517 806,397 80,925 41,045 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 8,088) -1,787 -3,267 -13,196 31,069 25,819 16,086 9,356 -7,998 -1,268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.5 4.3 9.6 53.4 81.2 90.5 95.2 9.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 112 29 70 89 91 223 172 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 130,012 COMMITMENTS 38,679 10,802 17,912 66,336 97,504 122,927 126,218 7,085 3,794 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: -1,959) -2,530 1,519 434 1,405 -2,737 -691 -784 -1,268 -1,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 8.3 13.8 51.0 75.0 94.6 97.1 5.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325) 128 46 58 101 111 257 198 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 59,330 COMMITMENTS 44,152 6,606 2,166 5,852 47,600 52,170 56,372 7,160 2,958 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 10,191) 7,820 345 -176 669 9,283 8,313 9,452 1,878 739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.4 11.1 3.7 9.9 80.2 87.9 95.0 12.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 38 18 5 6 12 47 34 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 01/26/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 360,381 COMMITMENTS 35,515 77,106 2,774 304,328 267,243 342,617 347,123 17,764 13,258 CHANGES FROM 01/19/10 (CHANGE IN OPEN INTEREST: 16,316) -957 -7,656 1,205 16,797 27,214 17,045 20,763 -729 -4,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 21.4 0.8 84.4 74.2 95.1 96.3 4.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 31 42 8 97 98 135 141
Updated January 29, 2010