COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 239,186 COMMITMENTS 63,087 7,586 49,105 106,437 174,251 218,629 230,943 20,557 8,243 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 11,641) 10,388 -3,690 6,338 -6,860 9,419 9,867 12,067 1,774 -426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 3.2 20.5 44.5 72.9 91.4 96.6 8.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 130 28 58 60 63 210 133 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,955 COMMITMENTS 16,168 1,402 6,725 13,432 31,020 36,325 39,147 4,631 1,808 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -6,829) 218 -73 -5,261 -2,062 -1,810 -7,105 -7,143 276 314 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.5 3.4 16.4 32.8 75.7 88.7 95.6 11.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 59 10 23 27 23 95 49 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 131,183 COMMITMENTS 38,534 10,559 23,483 60,331 89,410 122,349 123,452 8,834 7,731 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -1,105) -719 -705 521 -1,521 -1,577 -1,719 -1,760 614 655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 8.0 17.9 46.0 68.2 93.3 94.1 6.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 45 32 37 55 49 120 103 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,008,982 COMMITMENTS 177,397 15,353 228,018 539,111 724,714 944,526 968,085 64,456 40,897 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -79,733) -14,102 2,123 -13,862 -40,490 -62,709 -68,454 -74,448 -11,280 -5,285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 1.5 22.6 53.4 71.8 93.6 95.9 6.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 91 43 86 87 89 217 180 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 147,548 COMMITMENTS 30,843 19,471 31,184 76,465 89,701 138,492 140,356 9,056 7,192 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -2,729) -1,599 1,363 1,142 -2,917 -4,769 -3,375 -2,265 645 -465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 13.2 21.1 51.8 60.8 93.9 95.1 6.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 120 76 89 119 114 277 246 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 60,454 COMMITMENTS 43,461 4,985 3,524 7,718 49,378 54,703 57,888 5,751 2,567 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: -769) -1,953 -2,934 54 1,079 1,771 -820 -1,109 51 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.9 8.2 5.8 12.8 81.7 90.5 95.8 9.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 48 22 8 14 10 67 36 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 391,816 COMMITMENTS 31,046 85,290 2,818 341,188 287,528 375,052 375,636 16,765 16,180 CHANGES FROM 02/16/10 (CHANGE IN OPEN INTEREST: 1,523) 13,401 -3,314 -40 -11,559 7,446 1,802 4,091 -279 -2,569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 21.8 0.7 87.1 73.4 95.7 95.9 4.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 27 46 18 91 98 131 150
Updated February 26, 2010