COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, January 27, 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 : 131,102: 25,313 18,855 15,062 77,376 86,501 117,751 120,418: 13,351 10,684 Old : 111,358: 23,286 18,369 10,087 66,285 73,319 99,658 101,775: 11,700 9,583 Other: 19,744: 6,307 4,766 695 11,091 13,182 18,093 18,643: 1,651 1,101 : : : : : Changes in Commitments from: January 20, 2009 : : 744: 1,702 -2,355 806 -3,035 1,964 -527 415: 1,271 329 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.3 14.4 11.5 59.0 66.0 89.8 91.9: 10.2 8.1 Old : 100.0: 20.9 16.5 9.1 59.5 65.8 89.5 91.4: 10.5 8.6 Other: 100.0: 31.9 24.1 3.5 56.2 66.8 91.6 94.4: 8.4 5.6 : : : :# Traders : Number of Traders in Each Category : All : 184: 61 54 50 55 52 150 124: Old : 183: 63 51 47 50 49 143 119: Other: 80: 20 18 8 27 28 51 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 : 24.0 28.9 38.3 41.1 22.2 26.5 35.0 36.5 Old : 26.4 30.6 42.7 42.5 25.1 29.0 39.9 39.7 Other: 35.2 34.5 56.2 55.8 35.1 33.8 55.4 52.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, January 27, 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 : 28,066: 11,998 8,299 886 11,595 15,960 24,479 25,145: 3,587 2,921 Old : 27,760: 11,998 8,056 886 11,290 15,898 24,174 24,840: 3,586 2,920 Other: 306: 0 243 0 305 62 305 305: 1 1 : : : : : Changes in Commitments from: January 20, 2009 : : -28: -559 -409 104 -115 226 -570 -79: 542 51 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.7 29.6 3.2 41.3 56.9 87.2 89.6: 12.8 10.4 Old : 100.0: 43.2 29.0 3.2 40.7 57.3 87.1 89.5: 12.9 10.5 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 : 98: 33 34 12 27 9 64 53: Old : 98: 33 34 12 26 9 63 53: 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 : 29.9 60.2 46.1 71.4 29.9 59.4 46.1 70.6 Old : 29.9 60.6 46.3 71.9 29.9 60.6 46.3 71.9 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 27, 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 : 120,153: 32,943 11,824 15,035 63,458 88,209 111,436 115,068: 8,717 5,085 Old : 102,561: 32,212 6,988 13,273 49,311 77,958 94,796 98,219: 7,765 4,342 Other: 17,592: 2,306 6,411 187 14,147 10,251 16,640 16,849: 952 743 : : : : : Changes in Commitments from: January 20, 2009 : : 3,952: -146 -2,743 2,828 -453 2,656 2,229 2,741: 1,723 1,211 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 9.8 12.5 52.8 73.4 92.7 95.8: 7.3 4.2 Old : 100.0: 31.4 6.8 12.9 48.1 76.0 92.4 95.8: 7.6 4.2 Other: 100.0: 13.1 36.4 1.1 80.4 58.3 94.6 95.8: 5.4 4.2 : : : :# Traders : Number of Traders in Each Category : All : 132: 52 11 30 52 42 118 77: Old : 131: 51 13 26 49 42 111 76: Other: 49: 9 6 2 26 19 36 26: :---------------------------------------------------------------------------------------------------- : 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 : 31.8 43.1 46.6 57.6 28.0 33.5 38.7 47.4 Old : 30.8 43.1 45.4 59.7 27.0 37.2 37.2 52.3 Other: 54.6 55.8 71.2 75.2 48.7 55.8 59.9 70.4 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, January 27, 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 : 670,233: 174,066 46,320 68,240 359,636 500,465 601,942 615,025: 68,291 55,208 Old : 670,233: 174,066 46,320 68,240 359,636 500,465 601,942 615,025: 68,291 55,208 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 10,076: 8,031 -6,046 4,265 -8,352 11,425 3,944 9,644: 6,132 432 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.0 6.9 10.2 53.7 74.7 89.8 91.8: 10.2 8.2 Old : 100.0: 26.0 6.9 10.2 53.7 74.7 89.8 91.8: 10.2 8.2 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 : 206: 65 41 62 79 77 174 156: Old : 206: 65 41 62 79 77 174 156: 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 : 14.4 26.8 24.7 37.8 10.3 14.8 17.1 22.1 Old : 14.4 26.8 24.7 37.8 10.3 14.8 17.1 22.1 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 27, 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 : 134,488: 29,767 21,873 24,354 71,509 81,009 125,630 127,236: 8,858 7,252 Old : 119,365: 33,595 25,143 11,168 66,789 76,136 111,552 112,447: 7,813 6,918 Other: 15,123: 4,722 5,280 4,636 4,720 4,873 14,078 14,789: 1,045 334 : : : : : Changes in Commitments from: January 20, 2009 : : 6,266: 2,161 -2,575 1,990 2,461 7,247 6,612 6,662: -346 -396 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 16.3 18.1 53.2 60.2 93.4 94.6: 6.6 5.4 Old : 100.0: 28.1 21.1 9.4 56.0 63.8 93.5 94.2: 6.5 5.8 Other: 100.0: 31.2 34.9 30.7 31.2 32.2 93.1 97.8: 6.9 2.2 : : : :# Traders : Number of Traders in Each Category : All : 291: 93 57 56 107 100 235 185: Old : 291: 93 60 52 106 96 233 178: Other: 89: 15 6 9 42 41 59 54: :---------------------------------------------------------------------------------------------------- : 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 : 20.1 22.1 32.4 35.1 14.2 17.1 23.8 26.9 Old : 19.2 23.1 31.9 34.8 19.2 21.2 31.0 32.4 Other: 74.0 70.9 80.3 79.4 45.1 45.4 48.9 49.9 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, January 27, 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 : 18,800: 10,318 1,819 2,840 3,229 11,881 16,387 16,540: 2,413 2,260 Old : 18,800: 10,318 1,819 2,840 3,229 11,881 16,387 16,540: 2,413 2,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 3,369: 2,437 -68 669 382 2,679 3,488 3,280: -119 89 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.9 9.7 15.1 17.2 63.2 87.2 88.0: 12.8 12.0 Old : 100.0: 54.9 9.7 15.1 17.2 63.2 87.2 88.0: 12.8 12.0 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 : 50: 24 12 5 7 8 32 24: Old : 50: 24 12 5 7 8 32 24: 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 : 45.5 70.3 70.8 79.0 37.7 54.4 53.1 59.5 Old : 45.5 70.3 70.8 79.0 37.7 54.4 53.1 59.5 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 27, 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 : 420,133: 24,701 87,372 5,673 377,885 310,337 408,259 403,382: 11,874 16,751 Old : 420,133: 24,701 87,372 5,673 377,885 310,337 408,259 403,382: 11,874 16,751 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 20, 2009 : : 1,814: -3,572 -3,964 4,288 3,294 6,036 4,010 6,360: -2,196 -4,546 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 20.8 1.4 89.9 73.9 97.2 96.0: 2.8 4.0 Old : 100.0: 5.9 20.8 1.4 89.9 73.9 97.2 96.0: 2.8 4.0 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 : 236: 17 49 6 90 113 111 164: Old : 236: 17 49 6 90 113 111 164: 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 : 38.4 28.8 52.7 37.3 36.4 28.7 50.3 37.0 Old : 38.4 28.8 52.7 37.3 36.4 28.7 50.3 37.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 30, 2009