COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 202,131 COMMITMENTS 25,089 13,480 65,767 97,073 111,482 187,928 190,729 14,203 11,403 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -1,571) -1,905 83 -1,971 1,413 246 -2,463 -1,642 892 71 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 6.7 32.5 48.0 55.2 93.0 94.4 7.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 73 47 57 66 60 162 143 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,282 COMMITMENTS 7,596 8,535 9,258 19,155 18,386 36,009 36,179 3,273 3,103 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 223) 81 673 76 143 -581 301 168 -77 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 21.7 23.6 48.8 46.8 91.7 92.1 8.3 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 33 38 24 34 15 79 67 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,693 COMMITMENTS 32,242 14,278 20,931 68,947 90,000 122,120 125,210 7,573 4,483 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: -8,134) -4,911 -1,952 490 631 -2,319 -3,790 -3,782 -4,344 -4,352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 11.0 16.1 53.2 69.4 94.2 96.5 5.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 47 19 36 55 45 121 91 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 970,670 COMMITMENTS 135,841 42,975 263,330 496,049 602,269 895,220 908,573 75,450 62,097 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 4,943) 11,622 -4,270 1,879 -12,570 10,916 930 8,524 4,013 -3,581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 4.4 27.1 51.1 62.0 92.2 93.6 7.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 73 48 77 88 88 197 182 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 166,899 COMMITMENTS 24,149 21,176 53,941 78,235 83,141 156,325 158,258 10,574 8,641 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 1,079) 2,135 -727 443 -1,333 2,882 1,244 2,598 -165 -1,519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 12.7 32.3 46.9 49.8 93.7 94.8 6.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320) 100 74 89 121 106 269 228 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 16,954 COMMITMENTS 8,103 1,982 2,925 3,084 9,526 14,111 14,433 2,843 2,521 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 1,854) 818 144 217 158 1,483 1,193 1,844 661 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.8 11.7 17.3 18.2 56.2 83.2 85.1 16.8 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 20 15 6 7 8 30 26 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 01/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 419,302 COMMITMENTS 28,359 91,769 1,656 375,029 304,425 405,044 397,851 14,257 21,451 CHANGES FROM 01/13/09 (CHANGE IN OPEN INTEREST: 8,070) 2,551 2,416 -2,930 4,849 6,126 4,469 5,612 3,601 2,458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 21.9 0.4 89.4 72.6 96.6 94.9 3.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 22 52 8 94 117 121 172
Updated January 23, 2009