COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 251,227 COMMITMENTS 68,163 9,924 49,629 113,046 183,594 230,838 243,147 20,389 8,080 CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -65) -5,563 757 4,017 1,707 -5,469 161 -695 -226 630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 4.0 19.8 45.0 73.1 91.9 96.8 8.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 134 33 61 67 63 227 137 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 48,860 COMMITMENTS 17,371 1,152 10,686 16,304 35,616 44,361 47,454 4,499 1,406 CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 1,657) -1,117 -210 1,583 782 339 1,248 1,712 409 -54 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 2.4 21.9 33.4 72.9 90.8 97.1 9.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 71 10 23 24 21 103 47 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 139,254 COMMITMENTS 46,063 10,361 23,477 58,422 100,964 127,962 134,801 11,292 4,453 CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 691) -2,800 -221 2,151 238 -917 -411 1,012 1,102 -321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 7.4 16.9 42.0 72.5 91.9 96.8 8.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 70 32 44 48 50 143 106 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 1,298,093 COMMITMENTS 199,107 18,982 383,823 616,572 843,844 1199502 1246649 98,591 51,444 CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 28,678) -295 -1,503 13,280 17,980 17,680 30,965 29,456 -2,287 -778 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 1.5 29.6 47.5 65.0 92.4 96.0 7.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 107 41 95 93 100 238 201 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 154,613 COMMITMENTS 36,277 10,398 35,415 71,580 101,729 143,272 147,542 11,341 7,071 CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: 3,644) 127 2,846 2,539 1,315 -1,281 3,980 4,104 -337 -460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 6.7 22.9 46.3 65.8 92.7 95.4 7.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359) 147 66 100 107 112 306 237 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 63,511 COMMITMENTS 48,642 9,224 2,884 6,629 48,509 58,155 60,617 5,356 2,895 CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -1,202) -2,437 -2,767 15 555 1,268 -1,866 -1,484 664 282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.6 14.5 4.5 10.4 76.4 91.6 95.4 8.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 40 22 7 9 10 53 36 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 334,868 COMMITMENTS 35,399 79,379 3,758 275,110 234,668 314,267 317,804 20,601 17,064 CHANGES FROM 12/29/09 (CHANGE IN OPEN INTEREST: -5,537) -238 -7,649 696 -10,508 -1,888 -10,050 -8,842 4,513 3,305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 23.7 1.1 82.2 70.1 93.8 94.9 6.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 25 47 15 92 89 131 137
Updated January 8, 2010