COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, January 20, 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 : 130,358: 23,611 21,210 14,256 80,411 84,537 118,278 120,003: 12,080 10,355 Old : 111,256: 21,847 21,256 9,251 69,753 71,320 100,851 101,827: 10,405 9,429 Other: 19,102: 6,070 4,260 699 10,658 13,217 17,427 18,176: 1,675 926 : : : : : Changes in Commitments from: January 13, 2009 : : 805: -2,324 -352 693 1,437 326 -194 667: 999 138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.1 16.3 10.9 61.7 64.8 90.7 92.1: 9.3 7.9 Old : 100.0: 19.6 19.1 8.3 62.7 64.1 90.6 91.5: 9.4 8.5 Other: 100.0: 31.8 22.3 3.7 55.8 69.2 91.2 95.2: 8.8 4.8 : : : :# Traders : Number of Traders in Each Category : All : 181: 54 56 47 57 52 141 128: Old : 180: 52 57 40 52 49 134 119: Other: 76: 16 19 7 27 28 47 50: :---------------------------------------------------------------------------------------------------- : 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 : 24.9 27.7 39.1 39.8 23.2 24.6 36.0 34.7 Old : 27.2 28.6 43.2 41.0 26.0 25.9 40.9 36.6 Other: 33.3 36.1 55.3 58.5 33.3 35.2 54.0 55.1 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, January 20, 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 : 28,094: 12,557 8,708 782 11,710 15,734 25,049 25,224: 3,045 2,870 Old : 27,788: 12,557 8,465 782 11,405 15,672 24,744 24,919: 3,044 2,869 Other: 306: 0 243 0 305 62 305 305: 1 1 : : : : : Changes in Commitments from: January 13, 2009 : : 222: 171 778 18 61 -634 250 162: -28 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.7 31.0 2.8 41.7 56.0 89.2 89.8: 10.8 10.2 Old : 100.0: 45.2 30.5 2.8 41.0 56.4 89.0 89.7: 11.0 10.3 Other: 100.0: 0.0 79.4 0.0 99.7 20.3 99.7 99.7: 0.3 0.3 : : : :# Traders : Number of Traders in Each Category : All : 99: 34 32 11 28 9 66 50: Old : 99: 34 32 11 27 9 65 50: Other: 3: 0 1 0 2 1 2 2: :---------------------------------------------------------------------------------------------------- : 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 : 30.3 59.9 46.3 71.5 30.3 59.1 46.3 70.7 Old : 30.4 60.3 46.6 72.1 30.4 60.3 46.6 72.1 Other: 99.7 99.7 99.7 99.7 79.4 79.4 79.4 79.4 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, January 20, 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 : 116,201: 33,089 14,567 12,207 63,911 85,553 109,207 112,327: 6,994 3,874 Old : 99,605: 32,396 9,912 10,480 50,458 75,427 93,334 95,819: 6,271 3,786 Other: 16,596: 2,181 6,143 239 13,453 10,126 15,873 16,508: 723 88 : : : : : Changes in Commitments from: January 13, 2009 : : -7,940: -4,782 -2,150 543 490 -2,161 -3,749 -3,768: -4,191 -4,172 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 12.5 10.5 55.0 73.6 94.0 96.7: 6.0 3.3 Old : 100.0: 32.5 10.0 10.5 50.7 75.7 93.7 96.2: 6.3 3.8 Other: 100.0: 13.1 37.0 1.4 81.1 61.0 95.6 99.5: 4.4 0.5 : : : :# Traders : Number of Traders in Each Category : All : 136: 48 17 30 53 41 118 81: Old : 134: 45 19 27 51 41 112 80: Other: 47: 10 4 2 24 19 35 24: :---------------------------------------------------------------------------------------------------- : 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 : 29.6 41.0 45.5 55.6 28.3 33.8 40.6 48.1 Old : 28.0 39.9 44.8 56.5 27.2 35.9 40.0 50.8 Other: 55.8 54.9 71.1 75.7 50.0 53.9 60.4 69.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, January 20, 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 : 660,157: 166,035 52,366 63,975 367,988 489,040 597,998 605,381: 62,159 54,776 Old : 660,157: 166,035 52,366 63,975 367,988 489,040 597,998 605,381: 62,159 54,776 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 3,889: 6,427 356 -402 -5,020 7,028 1,005 6,982: 2,884 -3,093 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 7.9 9.7 55.7 74.1 90.6 91.7: 9.4 8.3 Old : 100.0: 25.2 7.9 9.7 55.7 74.1 90.6 91.7: 9.4 8.3 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 : 208: 61 48 61 78 77 170 161: Old : 208: 61 48 61 78 77 170 161: 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 : 15.2 24.7 26.3 36.9 11.3 13.3 18.9 21.4 Old : 15.2 24.7 26.3 36.9 11.3 13.3 18.9 21.4 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, January 20, 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 : 128,222: 27,606 24,448 22,364 69,048 73,762 119,018 120,574: 9,204 7,648 Old : 114,380: 32,218 27,571 9,429 64,452 70,086 106,099 107,086: 8,281 7,294 Other: 13,842: 3,775 5,264 4,548 4,596 3,676 12,919 13,488: 923 354 : : : : : Changes in Commitments from: January 13, 2009 : : 1,060: 823 -1,232 1,389 -1,025 2,335 1,187 2,492: -127 -1,432 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 19.1 17.4 53.9 57.5 92.8 94.0: 7.2 6.0 Old : 100.0: 28.2 24.1 8.2 56.3 61.3 92.8 93.6: 7.2 6.4 Other: 100.0: 27.3 38.0 32.9 33.2 26.6 93.3 97.4: 6.7 2.6 : : : :# Traders : Number of Traders in Each Category : All : 293: 89 65 56 110 91 232 186: Old : 293: 89 69 54 110 88 231 182: Other: 86: 16 6 7 43 34 59 47: :---------------------------------------------------------------------------------------------------- : 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 : 20.5 21.0 33.3 35.2 14.9 18.1 26.2 28.5 Old : 21.2 22.7 34.3 35.6 21.0 22.3 33.7 34.4 Other: 73.3 74.3 80.2 81.5 43.0 45.2 46.7 49.8 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, January 20, 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 : 15,431: 7,881 1,887 2,171 2,847 9,202 12,899 13,260: 2,532 2,171 Old : 15,431: 7,881 1,887 2,171 2,847 9,202 12,899 13,260: 2,532 2,171 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 1,547: 542 46 165 198 1,322 905 1,533: 642 14 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.1 12.2 14.1 18.4 59.6 83.6 85.9: 16.4 14.1 Old : 100.0: 51.1 12.2 14.1 18.4 59.6 83.6 85.9: 16.4 14.1 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 : 40: 16 11 3 6 8 23 21: Old : 40: 16 11 3 6 8 23 21: 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 : 48.8 66.4 72.3 76.4 40.2 49.3 53.9 56.9 Old : 48.8 66.4 72.3 76.4 40.2 49.3 53.9 56.9 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, January 20, 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 : 418,319: 28,273 91,336 1,385 374,591 304,301 404,249 397,022: 14,070 21,297 Old : 418,319: 28,273 91,336 1,385 374,591 304,301 404,249 397,022: 14,070 21,297 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 13, 2009 : : 8,402: 2,503 2,621 -2,710 5,090 6,106 4,883 6,017: 3,519 2,385 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 21.8 0.3 89.5 72.7 96.6 94.9: 3.4 5.1 Old : 100.0: 6.8 21.8 0.3 89.5 72.7 96.6 94.9: 3.4 5.1 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 : 245: 22 52 4 94 115 119 168: Old : 245: 22 52 4 94 115 119 168: 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 : 38.2 28.9 51.2 37.6 36.5 28.8 49.2 37.3 Old : 38.2 28.9 51.2 37.6 36.5 28.8 49.2 37.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 23, 2009