COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 190,884 COMMITMENTS 26,521 22,982 47,050 100,182 107,644 173,753 177,676 17,131 13,208 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 4,747) -82 -5,619 1,809 2,271 9,229 3,997 5,418 750 -671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 12.0 24.6 52.5 56.4 91.0 93.1 9.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 88 54 59 66 60 180 151 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,133 COMMITMENTS 9,278 6,934 5,117 15,684 18,959 30,080 31,010 4,053 3,123 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 15) 2 -1,194 152 -228 968 -73 -73 88 88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 20.3 15.0 46.0 55.5 88.1 90.9 11.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 43 36 21 28 19 81 68 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 123,003 COMMITMENTS 34,462 10,750 21,475 59,679 86,796 115,615 119,021 7,387 3,982 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -768) 1,565 -909 -2,455 1,212 4,241 322 877 -1,089 -1,644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 8.7 17.5 48.5 70.6 94.0 96.8 6.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 46 23 27 49 44 107 86 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 932,159 COMMITMENTS 163,154 33,482 204,928 488,658 623,003 856,740 861,413 75,419 70,746 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 829) -2,044 16,930 -6,315 12,475 -11,451 4,117 -836 -3,288 1,665 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 3.6 22.0 52.4 66.8 91.9 92.4 8.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 54 48 70 80 89 175 171 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 180,503 COMMITMENTS 27,734 19,091 54,117 89,400 100,391 171,250 173,599 9,253 6,905 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: 2,463) 1,547 -1,227 709 1,975 5,130 4,231 4,612 -1,769 -2,150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 10.6 30.0 49.5 55.6 94.9 96.2 5.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 109 69 89 122 114 275 240 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,799 COMMITMENTS 11,108 4,519 2,945 9,629 14,746 23,682 22,211 1,118 2,588 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -1,302) 406 453 201 -88 -1,059 519 -404 -1,821 -898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.8 18.2 11.9 38.8 59.5 95.5 89.6 4.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53) 16 23 10 9 8 31 36 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 390,854 COMMITMENTS 26,597 82,980 3,198 350,298 291,787 380,094 377,965 10,759 12,889 CHANGES FROM 03/24/09 (CHANGE IN OPEN INTEREST: -9,107) 4,187 -6,583 931 -9,159 256 -4,041 -5,397 -5,066 -3,710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 21.2 0.8 89.6 74.7 97.2 96.7 2.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 18 47 15 90 102 118 154
Updated April 3, 2009