COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 216,653 COMMITMENTS 48,782 14,998 39,252 111,838 151,105 199,872 205,355 16,781 11,298 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -20,571) 90 -277 -13,944 -4,227 -5,377 -18,081 -19,598 -2,490 -973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 6.9 18.1 51.6 69.7 92.3 94.8 7.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 103 33 59 67 69 191 146 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,982 COMMITMENTS 15,901 1,305 11,966 15,582 33,001 43,448 46,272 4,533 1,709 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -1,090) 34 91 217 -991 -1,402 -739 -1,094 -351 4 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 2.7 24.9 32.5 68.8 90.6 96.4 9.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 60 12 28 33 26 103 57 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 135,580 COMMITMENTS 41,039 9,445 23,068 62,522 96,260 126,630 128,774 8,950 6,806 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -12,736) -6,813 2,230 -7,106 2,998 -6,111 -10,920 -10,986 -1,816 -1,750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 7.0 17.0 46.1 71.0 93.4 95.0 6.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 51 32 40 57 52 129 107 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,309,303 COMMITMENTS 181,313 24,678 376,990 666,736 849,293 1225039 1250961 84,264 58,342 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -48,933) -37,979 89 -11,911 11,773 -37,676 -38,117 -49,498 -10,816 565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 1.9 28.8 50.9 64.9 93.6 95.5 6.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 106 48 103 90 94 236 206 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 167,958 COMMITMENTS 30,659 18,082 40,235 83,897 98,498 154,791 156,815 13,166 11,143 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 7,210) -1,376 3,822 -560 3,965 -1,245 2,029 2,017 5,181 5,193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 10.8 24.0 50.0 58.6 92.2 93.4 7.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 119 92 104 119 120 290 275 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 61,564 COMMITMENTS 45,503 4,531 3,393 6,820 51,646 55,716 59,570 5,847 1,993 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: -8,111) -8,132 -6,828 697 -418 -1,899 -7,853 -8,030 -258 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.9 7.4 5.5 11.1 83.9 90.5 96.8 9.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 49 17 7 12 11 65 32 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 381,219 COMMITMENTS 17,972 80,541 2,910 345,622 282,909 366,503 366,359 14,716 14,860 CHANGES FROM 02/02/10 (CHANGE IN OPEN INTEREST: 15,162) -7,594 3,672 334 26,087 12,477 18,827 16,483 -3,666 -1,321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 21.1 0.8 90.7 74.2 96.1 96.1 3.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 31 39 15 98 97 137 143
Updated February 7, 2010