COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 161,620 COMMITMENTS 29,855 6,047 32,990 84,067 112,110 146,911 151,147 14,709 10,473 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -35,688) -3,666 773 -19,928 -10,153 -17,031 -33,747 -36,186 -1,941 498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 3.7 20.4 52.0 69.4 90.9 93.5 9.1 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 89 34 46 58 55 166 118 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 42,498 COMMITMENTS 9,754 3,877 9,189 19,131 26,530 38,074 39,596 4,424 2,902 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -2,151) -2,374 1,382 -404 1,133 -3,439 -1,644 -2,461 -507 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 9.1 21.6 45.0 62.4 89.6 93.2 10.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 36 35 21 30 19 81 61 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 125,405 COMMITMENTS 42,153 18,914 11,847 62,004 90,565 116,005 121,326 9,400 4,079 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -4,798) 1,372 -1,921 -476 -4,836 -2,381 -3,941 -4,779 -857 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 15.1 9.4 49.4 72.2 92.5 96.7 7.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 57 27 21 45 49 114 86 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 990,462 COMMITMENTS 178,720 17,810 228,791 499,141 684,408 906,653 931,010 83,810 59,453 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -98,723) -27,014 -6,293 -48,752 -14,634 -52,639 -90,400 -107,684 -8,323 8,962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 1.8 23.1 50.4 69.1 91.5 94.0 8.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 68 40 72 92 97 201 174 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 155,270 COMMITMENTS 29,843 9,052 39,145 76,427 99,411 145,415 147,608 9,855 7,662 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -23,399) -11,304 1,525 -12,296 2,018 -11,208 -21,582 -21,979 -1,817 -1,420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 5.8 25.2 49.2 64.0 93.7 95.1 6.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332) 121 64 94 115 114 292 226 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,880 COMMITMENTS 3,909 12,484 2,804 12,566 2,612 19,279 17,899 2,600 3,981 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: -21,809) -8,441 -1,903 -905 -12,746 -18,515 -22,092 -21,323 283 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 57.1 12.8 57.4 11.9 88.1 81.8 11.9 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 16 34 6 8 7 26 45 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 458,085 COMMITMENTS 29,743 97,326 8,816 402,330 334,595 440,889 440,736 17,196 17,348 CHANGES FROM 06/09/09 (CHANGE IN OPEN INTEREST: 17,013) -2,564 -3,100 2,190 17,472 16,059 17,098 15,149 -85 1,864 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 21.2 1.9 87.8 73.0 96.2 96.2 3.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 22 49 22 101 104 135 164
Updated June 19, 2009