COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, June 9, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 132,890: 34,166 18,209 8,297 75,493 97,425 117,956 123,931: 14,934 8,959 Old : 54,052: 21,001 10,508 331 24,258 38,202 45,590 49,041: 8,462 5,011 Other: 78,838: 18,659 13,195 2,472 51,235 59,223 72,366 74,890: 6,472 3,948 : : : : : Changes in Commitments from: June 2, 2009 : : -2,543: -3,401 -379 -724 1,845 -4,006 -2,280 -5,109: -263 2,566 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 13.7 6.2 56.8 73.3 88.8 93.3: 11.2 6.7 Old : 100.0: 38.9 19.4 0.6 44.9 70.7 84.3 90.7: 15.7 9.3 Other: 100.0: 23.7 16.7 3.1 65.0 75.1 91.8 95.0: 8.2 5.0 : : : :# Traders : Number of Traders in Each Category : All : 196: 78 44 44 44 53 151 117: Old : 166: 67 42 4 29 32 99 75: Other: 153: 48 39 21 34 48 98 93: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.6 36.9 38.1 49.8 23.5 34.6 37.9 46.4 Old : 22.9 52.4 34.1 61.1 22.9 52.1 34.1 60.3 Other: 31.9 28.5 48.7 47.5 31.8 27.1 48.4 43.7 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, June 9, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 32,202: 12,069 2,853 2,323 13,821 24,856 28,213 30,032: 3,989 2,170 Old : 31,404: 11,828 2,867 2,261 13,352 24,111 27,441 29,239: 3,963 2,165 Other: 798: 293 38 10 469 745 772 793: 26 5 : : : : : Changes in Commitments from: June 2, 2009 : : 25: -1,837 -17 173 1,467 -1,081 -197 -925: 222 950 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.5 8.9 7.2 42.9 77.2 87.6 93.3: 12.4 6.7 Old : 100.0: 37.7 9.1 7.2 42.5 76.8 87.4 93.1: 12.6 6.9 Other: 100.0: 36.7 4.8 1.3 58.8 93.4 96.7 99.4: 3.3 0.6 : : : :# Traders : Number of Traders in Each Category : All : 93: 41 22 16 23 14 75 42: Old : 93: 41 22 15 22 14 73 42: Other: 24: 11 5 3 4 6 17 12: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.2 71.3 38.0 77.1 25.2 68.2 37.8 73.3 Old : 25.8 71.6 38.5 77.2 25.8 69.3 38.2 74.1 Other: 71.7 90.7 90.5 97.2 53.4 72.8 72.2 77.8 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, June 9, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 120,700: 41,567 20,673 7,771 61,503 88,631 110,841 117,075: 9,859 3,625 Old : 70,165: 33,834 11,336 3,552 24,375 52,336 61,761 67,224: 8,404 2,941 Other: 50,535: 10,737 12,341 1,215 37,128 36,295 49,080 49,851: 1,455 684 : : : : : Changes in Commitments from: June 2, 2009 : : 1,291: 8,908 2,779 -3,440 -5,578 2,513 -110 1,852: 1,401 -561 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.4 17.1 6.4 51.0 73.4 91.8 97.0: 8.2 3.0 Old : 100.0: 48.2 16.2 5.1 34.7 74.6 88.0 95.8: 12.0 4.2 Other: 100.0: 21.2 24.4 2.4 73.5 71.8 97.1 98.6: 2.9 1.4 : : : :# Traders : Number of Traders in Each Category : All : 142: 58 20 21 48 44 117 77: Old : 137: 54 23 11 36 39 95 69: Other: 80: 23 8 10 32 32 60 45: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.9 41.9 45.5 55.1 28.8 34.0 37.8 46.9 Old : 27.4 41.1 39.6 56.7 26.2 34.0 36.4 49.6 Other: 45.2 43.5 62.9 63.8 35.1 37.1 50.6 49.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, June 9, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 779,588: 205,554 41,457 94,364 400,054 604,757 699,972 740,578: 79,616 39,010 Old : 779,588: 205,554 41,457 94,364 400,054 604,757 699,972 740,578: 79,616 39,010 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 6,767: -3,011 4,984 -5,451 20,816 13,130 12,354 12,663: -5,587 -5,896 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 5.3 12.1 51.3 77.6 89.8 95.0: 10.2 5.0 Old : 100.0: 26.4 5.3 12.1 51.3 77.6 89.8 95.0: 10.2 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 224: 81 32 70 82 90 196 165: Old : 224: 81 32 70 82 90 196 165: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.0 27.6 26.1 38.6 11.5 15.6 18.7 25.3 Old : 15.0 27.6 26.1 38.6 11.5 15.6 18.7 25.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders - Futures Only, June 9, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 136,437: 41,657 9,244 19,363 65,398 100,057 126,418 128,664: 10,019 7,773 Old : 94,477: 41,594 16,441 3,384 42,218 69,082 87,196 88,907: 7,281 5,570 Other: 41,960: 13,455 6,195 2,587 23,180 30,975 39,222 39,757: 2,738 2,203 : : : : : Changes in Commitments from: June 2, 2009 : : -8,197: -3,771 -2,504 -2,806 -1,324 -3,335 -7,901 -8,645: -296 448 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.5 6.8 14.2 47.9 73.3 92.7 94.3: 7.3 5.7 Old : 100.0: 44.0 17.4 3.6 44.7 73.1 92.3 94.1: 7.7 5.9 Other: 100.0: 32.1 14.8 6.2 55.2 73.8 93.5 94.7: 6.5 5.3 : : : :# Traders : Number of Traders in Each Category : All : 317: 133 43 59 95 106 265 180: Old : 312: 131 47 40 82 89 239 154: Other: 185: 45 25 15 59 88 111 124: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.9 26.6 33.2 38.3 15.5 18.3 25.7 28.9 Old : 19.8 36.7 33.3 49.3 19.8 36.3 33.3 48.9 Other: 45.5 23.5 56.8 38.5 42.8 23.5 53.5 37.3 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, June 9, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 42,229: 12,597 14,108 3,047 24,465 21,063 40,109 38,218: 2,120 4,011 Old : 42,229: 12,597 14,108 3,047 24,465 21,063 40,109 38,218: 2,120 4,011 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 2,199: -1,497 -3,092 822 2,376 4,870 1,701 2,600: 498 -401 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 33.4 7.2 57.9 49.9 95.0 90.5: 5.0 9.5 Old : 100.0: 29.8 33.4 7.2 57.9 49.9 95.0 90.5: 5.0 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 62: 13 34 5 9 11 24 49: Old : 62: 13 34 5 9 11 24 49: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.3 55.4 90.7 70.3 73.3 46.7 75.5 57.6 Old : 82.3 55.4 90.7 70.3 73.3 46.7 75.5 57.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders - Futures Only, June 9, 2009 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 439,143: 31,489 100,397 5,950 384,605 317,571 422,044 423,918: 17,099 15,225 Old : 439,143: 31,489 100,397 5,950 384,605 317,571 422,044 423,918: 17,099 15,225 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 22,326: 4,670 4,993 1,381 16,809 20,502 22,860 26,876: -534 -4,550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 22.9 1.4 87.6 72.3 96.1 96.5: 3.9 3.5 Old : 100.0: 7.2 22.9 1.4 87.6 72.3 96.1 96.5: 3.9 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 215: 18 46 15 86 97 114 148: Old : 215: 18 46 15 86 97 114 148: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 25.2 58.3 36.1 31.4 16.4 42.8 24.3 Old : 46.3 25.2 58.3 36.1 31.4 16.4 42.8 24.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2009