COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 227,544 COMMITMENTS 52,698 11,276 42,767 113,296 164,833 208,762 218,876 18,783 8,669 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 10,891) 3,916 -3,722 3,515 1,458 13,728 8,890 13,521 2,001 -2,630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 5.0 18.8 49.8 72.4 91.7 96.2 8.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 119 27 58 62 68 198 143 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,785 COMMITMENTS 15,950 1,475 11,986 15,494 32,830 43,430 46,291 4,355 1,494 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -197) 49 170 20 -88 -172 -18 18 -179 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 3.1 25.1 32.4 68.7 90.9 96.9 9.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 61 11 27 33 25 105 55 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 132,288 COMMITMENTS 39,253 11,264 22,962 61,852 90,986 124,067 125,212 8,221 7,076 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -3,292) -1,786 1,818 -107 -670 -5,274 -2,563 -3,562 -729 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 8.5 17.4 46.8 68.8 93.8 94.7 6.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 44 34 37 54 48 120 101 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,088,715 COMMITMENTS 191,499 13,230 241,880 579,601 787,423 1012980 1042533 75,735 46,182 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -220,588) 10,186 -11,448 -135,110 -87,135 -61,870 -212,059 -208,428 -8,529 -12,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 1.2 22.2 53.2 72.3 93.0 95.8 7.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 102 35 86 86 92 219 183 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 150,277 COMMITMENTS 32,442 18,108 30,042 79,382 94,470 141,867 142,621 8,411 7,657 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -17,681) 1,784 27 -10,194 -4,515 -4,027 -12,925 -14,194 -4,756 -3,487 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 12.1 20.0 52.8 62.9 94.4 94.9 5.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 124 71 89 119 118 278 247 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 61,223 COMMITMENTS 45,414 7,919 3,471 6,639 47,607 55,524 58,997 5,700 2,226 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: -340) -89 3,388 77 -181 -4,038 -193 -573 -148 233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.2 12.9 5.7 10.8 77.8 90.7 96.4 9.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 48 19 8 13 7 67 31 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 390,294 COMMITMENTS 17,644 88,604 2,858 352,748 280,082 373,250 371,545 17,043 18,749 CHANGES FROM 02/09/10 (CHANGE IN OPEN INTEREST: 9,075) -328 8,063 -51 7,126 -2,826 6,747 5,186 2,328 3,889 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 22.7 0.7 90.4 71.8 95.6 95.2 4.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 23 50 17 92 102 130 155
Updated February 19, 2010