COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 239,011 COMMITMENTS 59,448 8,807 50,918 108,976 170,022 219,342 229,748 19,669 9,263 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -8,027) -4,050 -1,962 592 -3,713 -7,624 -7,171 -8,994 -856 967 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 3.7 21.3 45.6 71.1 91.8 96.1 8.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 124 36 64 68 66 219 145 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,716 COMMITMENTS 15,922 1,193 10,300 16,775 33,729 42,997 45,223 3,719 1,493 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -2,431) -511 201 -83 -82 -1,639 -675 -1,521 -1,756 -911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 2.6 22.0 35.9 72.2 92.0 96.8 8.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 60 8 25 29 23 96 51 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 149,131 COMMITMENTS 50,478 10,473 27,307 58,077 105,605 135,862 143,385 13,269 5,746 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 7,581) 4,300 -1,333 2,989 -2,311 4,200 4,978 5,856 2,603 1,725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 7.0 18.3 38.9 70.8 91.1 96.1 8.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 78 31 49 48 49 153 112 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,313,970 COMMITMENTS 212,333 22,954 397,156 599,421 835,493 1208910 1255604 105,060 58,366 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 21,954) 8,785 4,867 7,796 -700 6,334 15,881 18,997 6,073 2,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 1.7 30.2 45.6 63.6 92.0 95.6 8.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 105 50 96 93 96 242 200 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 158,450 COMMITMENTS 39,452 9,144 35,843 72,420 106,634 147,715 151,621 10,735 6,829 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 1,721) 221 -192 107 2,035 1,622 2,363 1,537 -642 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 5.8 22.6 45.7 67.3 93.2 95.7 6.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 151 68 100 107 116 309 245 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 50,704 COMMITMENTS 36,353 6,374 2,924 5,841 38,994 45,118 48,292 5,586 2,412 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: -2,561) -3,881 -310 226 839 -2,445 -2,816 -2,529 255 -32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.7 12.6 5.8 11.5 76.9 89.0 95.2 11.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 35 28 9 10 12 51 46 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 344,821 COMMITMENTS 36,497 84,834 1,886 287,811 240,139 326,194 326,859 18,627 17,961 CHANGES FROM 01/12/10 (CHANGE IN OPEN INTEREST: 4,909) 3,088 1,567 -633 2,054 1,005 4,509 1,940 400 2,969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 24.6 0.5 83.5 69.6 94.6 94.8 5.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 31 47 12 101 93 144 140
Updated January 22, 2010