COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 199,798 COMMITMENTS 39,723 5,863 50,604 91,409 135,310 181,736 191,777 18,062 8,021 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 15,288) 4,721 -637 5,346 4,261 9,176 14,327 13,885 961 1,403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 2.9 25.3 45.8 67.7 91.0 96.0 9.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 105 33 59 58 60 193 130 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 42,116 COMMITMENTS 11,833 2,108 9,268 16,490 29,392 37,592 40,769 4,525 1,347 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 5,482) 1,412 -428 2,863 1,196 3,521 5,471 5,955 12 -473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 5.0 22.0 39.2 69.8 89.3 96.8 10.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 50 22 21 22 18 86 49 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,497 COMMITMENTS 28,614 13,198 22,639 70,480 87,520 121,732 123,357 7,765 6,140 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 3,806) -84 1,832 -711 3,530 2,677 2,736 3,798 1,070 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 10.2 17.5 54.4 67.6 94.0 95.3 6.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 34 39 31 45 43 99 95 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 968,675 COMMITMENTS 209,990 15,571 237,880 428,047 663,197 875,916 916,648 92,759 52,028 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 39,331) 13,499 -357 22,900 2,106 16,811 38,505 39,354 826 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 1.6 24.6 44.2 68.5 90.4 94.6 9.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 86 39 76 79 94 205 174 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 167,888 COMMITMENTS 33,434 12,194 47,202 75,815 99,841 156,451 159,238 11,436 8,650 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 5,126) 1,496 -5,012 2,422 582 7,828 4,500 5,238 626 -111 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 7.3 28.1 45.2 59.5 93.2 94.8 6.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350) 133 68 98 112 115 298 237 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,754 COMMITMENTS 9,847 6,593 3,075 15,377 15,366 28,299 25,034 1,456 4,720 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 4,505) 22 2,861 85 4,904 389 5,011 3,335 -506 1,169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 22.2 10.3 51.7 51.6 95.1 84.1 4.9 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 17 31 9 6 8 28 43 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 412,284 COMMITMENTS 29,505 94,008 2,237 359,686 291,449 391,428 387,694 20,856 24,590 CHANGES FROM 05/05/09 (CHANGE IN OPEN INTEREST: 14,857) -2,381 2,143 -2,730 15,468 5,741 10,357 5,154 4,499 9,702 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 22.8 0.5 87.2 70.7 94.9 94.0 5.1 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 22 49 14 85 97 115 152
Updated May 15, 2009