COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 197,308: 33,521 5,274 52,917 94,219 129,141 180,658 187,332: 16,650 9,975 Old : 75,710: 18,463 4,476 18,534 29,956 47,262 66,953 70,272: 8,757 5,438 Other: 121,598: 19,303 5,042 30,140 64,263 81,879 113,705 117,061: 7,892 4,537 : : : : : Changes in Commitments from: June 2, 2009 : : -4,428: -4,388 1,070 -1,374 2,491 -6,446 -3,271 -6,750: -1,156 2,323 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.0 2.7 26.8 47.8 65.5 91.6 94.9: 8.4 5.1 Old : 100.0: 24.4 5.9 24.5 39.6 62.4 88.4 92.8: 11.6 7.2 Other: 100.0: 15.9 4.1 24.8 52.8 67.3 93.5 96.3: 6.5 3.7 : : : :# Traders : Number of Traders in Each Category : All : 210: 100 30 62 57 58 180 132: Old : 173: 83 28 39 40 44 134 100: Other: 166: 62 33 38 50 52 133 103: :---------------------------------------------------------------------------------------------------- : 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 : 17.0 30.4 29.6 43.1 15.9 23.2 25.7 33.8 Old : 17.2 42.4 27.9 52.1 16.2 36.6 24.2 43.8 Other: 22.0 24.2 36.9 40.2 20.8 20.7 31.6 33.7 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 44,649: 12,128 2,496 9,592 17,997 29,970 39,718 42,058: 4,932 2,591 Old : 42,484: 12,123 2,462 8,570 17,181 28,943 37,873 39,974: 4,611 2,510 Other: 2,165: 153 182 875 816 1,026 1,844 2,083: 320 81 : : : : : Changes in Commitments from: June 2, 2009 : : -2,032: -1,817 305 -1,206 956 -2,047 -2,067 -2,947: 35 916 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 5.6 21.5 40.3 67.1 89.0 94.2: 11.0 5.8 Old : 100.0: 28.5 5.8 20.2 40.4 68.1 89.1 94.1: 10.9 5.9 Other: 100.0: 7.1 8.4 40.4 37.7 47.4 85.2 96.2: 14.8 3.8 : : : :# Traders : Number of Traders in Each Category : All : 103: 49 22 19 27 19 87 50: Old : 102: 52 18 19 26 19 85 50: Other: 28: 4 13 13 6 8 22 22: :---------------------------------------------------------------------------------------------------- : 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 : 22.9 63.8 36.5 73.1 16.8 50.6 25.9 54.3 Old : 22.5 64.7 36.6 73.8 17.7 52.7 26.8 56.5 Other: 45.5 56.9 65.3 75.0 23.2 27.6 26.6 34.2 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 130,203: 40,781 20,835 12,324 66,840 92,946 119,945 126,105: 10,258 4,098 Old : 72,022: 33,782 11,520 4,730 24,949 52,668 63,461 68,917: 8,561 3,104 Other: 58,181: 9,703 12,019 4,890 41,891 40,279 56,484 57,187: 1,697 993 : : : : : Changes in Commitments from: June 2, 2009 : : -1,912: 7,967 1,919 -5,337 -5,870 2,096 -3,240 -1,322: 1,328 -591 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 16.0 9.5 51.3 71.4 92.1 96.9: 7.9 3.1 Old : 100.0: 46.9 16.0 6.6 34.6 73.1 88.1 95.7: 11.9 4.3 Other: 100.0: 16.7 20.7 8.4 72.0 69.2 97.1 98.3: 2.9 1.7 : : : :# Traders : Number of Traders in Each Category : All : 147: 59 23 24 49 46 122 82: Old : 140: 56 24 18 37 41 102 75: Other: 83: 23 10 16 33 35 64 53: :---------------------------------------------------------------------------------------------------- : 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 : 33.0 39.4 44.8 51.6 28.7 31.9 37.0 43.8 Old : 26.7 40.3 38.9 55.5 25.7 33.3 35.6 48.5 Other: 44.6 38.7 61.3 58.2 34.8 32.9 47.8 43.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 1,089,185: 205,734 24,103 277,544 513,775 737,048 997,053 1,038,694: 92,133 50,491 Old : 1,089,185: 205,734 24,103 277,544 513,775 737,048 997,053 1,038,694: 92,133 50,491 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 10,881: -9,460 4,936 1,561 24,038 10,028 16,138 16,524: -5,258 -5,644 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 2.2 25.5 47.2 67.7 91.5 95.4: 8.5 4.6 Old : 100.0: 18.9 2.2 25.5 47.2 67.7 91.5 95.4: 8.5 4.6 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 : 229: 74 41 78 90 99 207 181: Old : 229: 74 41 78 90 99 207 181: 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 : 13.1 22.0 23.4 32.0 8.4 11.5 13.4 18.2 Old : 13.1 22.0 23.4 32.0 8.4 11.5 13.4 18.2 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 with Delta-adjusted Options and Futures Combined, 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 : 178,670: 41,147 7,527 51,441 74,409 110,619 166,997 169,587: 11,673 9,083 Old : 124,284: 40,600 14,204 26,352 48,906 77,187 115,858 117,743: 8,426 6,542 Other: 54,385: 12,960 5,736 12,675 25,503 33,432 51,139 51,844: 3,246 2,541 : : : : : Changes in Commitments from: June 2, 2009 : : -14,387: -4,930 -2,324 -7,378 -1,385 -4,419 -13,693 -14,121: -694 -266 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 4.2 28.8 41.6 61.9 93.5 94.9: 6.5 5.1 Old : 100.0: 32.7 11.4 21.2 39.3 62.1 93.2 94.7: 6.8 5.3 Other: 100.0: 23.8 10.5 23.3 46.9 61.5 94.0 95.3: 6.0 4.7 : : : :# Traders : Number of Traders in Each Category : All : 349: 157 48 100 109 117 312 227: Old : 343: 154 52 88 102 109 293 215: Other: 217: 52 43 49 73 94 154 160: :---------------------------------------------------------------------------------------------------- : 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 : 16.8 22.1 27.6 32.1 11.8 13.8 20.4 22.3 Old : 15.1 28.4 26.0 39.3 14.6 27.4 24.9 37.4 Other: 38.1 20.1 49.6 33.6 34.1 18.2 42.6 28.5 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, 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 : 43,688: 12,351 14,387 3,709 25,312 21,127 41,371 39,222: 2,317 4,467 Old : 43,688: 12,351 14,387 3,709 25,312 21,127 41,371 39,222: 2,317 4,467 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 998: -573 -2,705 -650 1,783 4,871 560 1,516: 438 -518 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.3 32.9 8.5 57.9 48.4 94.7 89.8: 5.3 10.2 Old : 100.0: 28.3 32.9 8.5 57.9 48.4 94.7 89.8: 5.3 10.2 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 : 68: 16 37 7 9 11 28 53: Old : 68: 16 37 7 9 11 28 53: 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 : 81.9 53.5 90.0 67.9 72.0 45.2 74.1 55.7 Old : 81.9 53.5 90.0 67.9 72.0 45.2 74.1 55.7 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 with Delta-adjusted Options and Futures Combined, 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 : 441,071: 32,307 100,426 6,626 384,859 318,536 423,791 425,587: 17,280 15,484 Old : 441,071: 32,307 100,426 6,626 384,859 318,536 423,791 425,587: 17,280 15,484 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 2, 2009 : : 22,292: 4,519 4,929 1,431 16,790 20,483 22,740 26,843: -449 -4,551 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 22.8 1.5 87.3 72.2 96.1 96.5: 3.9 3.5 Old : 100.0: 7.3 22.8 1.5 87.3 72.2 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 : 217: 20 46 18 88 99 119 152: Old : 217: 20 46 18 88 99 119 152: 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 : 46.1 25.1 58.1 35.9 31.3 16.3 42.6 24.2 Old : 46.1 25.1 58.1 35.9 31.3 16.3 42.6 24.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2009