COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, February 17, 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 : 117,984: 25,370 32,376 8,850 71,438 63,570 105,658 104,796: 12,326 13,188 Old : 91,391: 22,786 28,216 4,107 54,398 47,254 81,291 79,577: 10,100 11,814 Other: 26,593: 6,037 7,613 1,290 17,040 16,316 24,367 25,219: 2,226 1,374 : : : : : Changes in Commitments from: February 10, 2009 : : -5,446: -2,088 8,671 -526 -982 -14,147 -3,596 -6,002: -1,850 556 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 27.4 7.5 60.5 53.9 89.6 88.8: 10.4 11.2 Old : 100.0: 24.9 30.9 4.5 59.5 51.7 88.9 87.1: 11.1 12.9 Other: 100.0: 22.7 28.6 4.9 64.1 61.4 91.6 94.8: 8.4 5.2 : : : :# Traders : Number of Traders in Each Category : All : 194: 52 72 45 48 50 132 144: Old : 191: 57 72 27 43 46 116 131: Other: 94: 23 26 6 25 31 51 60: :---------------------------------------------------------------------------------------------------- : 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 : 24.7 22.2 40.2 34.0 23.8 20.6 39.3 30.2 Old : 26.6 22.2 44.6 35.2 25.8 22.0 43.8 34.0 Other: 36.6 40.2 58.5 54.6 36.6 39.6 58.4 54.0 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, February 17, 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 : 28,323: 10,240 10,580 881 13,257 13,948 24,378 25,409: 3,945 2,914 Old : 28,007: 10,240 10,337 881 12,942 13,876 24,063 25,094: 3,944 2,913 Other: 316: 0 243 0 315 72 315 315: 1 1 : : : : : Changes in Commitments from: February 10, 2009 : : -981: -444 758 -199 666 -274 23 285: -1,004 -1,266 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.2 37.4 3.1 46.8 49.2 86.1 89.7: 13.9 10.3 Old : 100.0: 36.6 36.9 3.1 46.2 49.5 85.9 89.6: 14.1 10.4 Other: 100.0: 0.0 76.9 0.0 99.7 22.8 99.7 99.7: 0.3 0.3 : : : :# Traders : Number of Traders in Each Category : All : 111: 37 39 16 29 10 71 63: Old : 111: 37 39 16 28 10 70 63: 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 : 23.2 52.2 39.8 63.9 23.0 49.2 39.6 60.9 Old : 23.1 52.5 39.9 64.4 23.0 50.3 39.7 62.2 Other: 99.7 99.7 99.7 99.7 76.9 76.9 76.9 76.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, February 17, 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 : 114,542: 39,245 16,869 9,010 57,145 84,111 105,400 109,990: 9,142 4,552 Old : 92,661: 38,197 11,213 6,866 39,458 70,341 84,521 88,420: 8,140 4,241 Other: 21,881: 2,795 7,403 397 17,687 13,770 20,879 21,570: 1,002 311 : : : : : Changes in Commitments from: February 10, 2009 : : -7,211: -385 1,225 -844 -3,763 -6,213 -4,992 -5,832: -2,219 -1,379 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.3 14.7 7.9 49.9 73.4 92.0 96.0: 8.0 4.0 Old : 100.0: 41.2 12.1 7.4 42.6 75.9 91.2 95.4: 8.8 4.6 Other: 100.0: 12.8 33.8 1.8 80.8 62.9 95.4 98.6: 4.6 1.4 : : : :# Traders : Number of Traders in Each Category : All : 131: 54 15 18 44 42 109 68: Old : 129: 53 16 15 40 40 102 64: Other: 57: 12 8 4 25 23 39 33: :---------------------------------------------------------------------------------------------------- : 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 : 31.1 42.7 45.2 57.2 30.1 34.5 41.3 48.6 Old : 30.4 42.4 44.2 59.7 29.4 36.6 40.9 52.5 Other: 51.5 51.2 67.4 69.9 45.1 48.7 57.5 65.0 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, February 17, 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 : 663,396: 172,933 29,614 60,050 351,459 506,834 584,442 596,498: 78,954 66,898 Old : 663,396: 172,933 29,614 60,050 351,459 506,834 584,442 596,498: 78,954 66,898 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2009 : : 2,684: -12,812 -9,221 -1,159 17,564 6,637 3,593 -3,743: -909 6,427 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 4.5 9.1 53.0 76.4 88.1 89.9: 11.9 10.1 Old : 100.0: 26.1 4.5 9.1 53.0 76.4 88.1 89.9: 11.9 10.1 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 : 183: 71 23 55 71 75 159 138: Old : 183: 71 23 55 71 75 159 138: 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 : 15.5 26.9 25.3 37.7 10.2 14.4 17.0 22.4 Old : 15.5 26.9 25.3 37.7 10.2 14.4 17.0 22.4 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, February 17, 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 : 130,901: 28,773 21,778 22,349 72,486 79,829 123,608 123,956: 7,293 6,945 Old : 113,198: 32,964 25,159 7,655 66,372 73,836 106,991 106,650: 6,207 6,548 Other: 17,703: 5,324 6,134 5,179 6,114 5,993 16,617 17,306: 1,086 397 : : : : : Changes in Commitments from: February 10, 2009 : : -6,058: -240 2,399 -2,845 -523 -3,510 -3,608 -3,956: -2,450 -2,102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 16.6 17.1 55.4 61.0 94.4 94.7: 5.6 5.3 Old : 100.0: 29.1 22.2 6.8 58.6 65.2 94.5 94.2: 5.5 5.8 Other: 100.0: 30.1 34.6 29.3 34.5 33.9 93.9 97.8: 6.1 2.2 : : : :# Traders : Number of Traders in Each Category : All : 299: 89 68 49 114 97 227 196: Old : 298: 87 71 46 112 93 223 190: Other: 102: 18 9 8 44 46 64 61: :---------------------------------------------------------------------------------------------------- : 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 : 20.9 22.2 34.2 36.4 14.6 16.7 24.5 26.2 Old : 20.6 24.6 34.7 38.2 18.1 21.5 30.9 32.5 Other: 69.9 64.0 78.7 73.4 43.7 41.4 50.5 48.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, February 17, 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 : 25,037: 15,226 1,204 4,256 2,181 17,735 21,663 23,195: 3,374 1,842 Old : 25,037: 15,226 1,204 4,256 2,181 17,735 21,663 23,195: 3,374 1,842 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2009 : : 6,358: 3,197 -229 2,235 218 5,158 5,650 7,164: 708 -806 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 60.8 4.8 17.0 8.7 70.8 86.5 92.6: 13.5 7.4 Old : 100.0: 60.8 4.8 17.0 8.7 70.8 86.5 92.6: 13.5 7.4 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 : 56: 27 14 4 7 8 38 23: Old : 56: 27 14 4 7 8 38 23: 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 : 43.0 75.0 67.0 87.8 41.3 63.9 50.7 66.7 Old : 43.0 75.0 67.0 87.8 41.3 63.9 50.7 66.7 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 - Futures Only, February 17, 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 : 408,933: 20,688 100,145 2,397 373,500 284,668 396,585 387,210: 12,348 21,723 Old : 408,933: 20,688 100,145 2,397 373,500 284,668 396,585 387,210: 12,348 21,723 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 10, 2009 : : 4,253: -1,818 -3,873 1,214 1,082 2,216 478 -443: 3,775 4,696 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 24.5 0.6 91.3 69.6 97.0 94.7: 3.0 5.3 Old : 100.0: 5.1 24.5 0.6 91.3 69.6 97.0 94.7: 3.0 5.3 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 : 244: 15 55 5 94 115 113 171: Old : 244: 15 55 5 94 115 113 171: 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 : 40.2 24.9 53.6 33.5 37.4 24.8 50.5 32.9 Old : 40.2 24.9 53.6 33.5 37.4 24.8 50.5 32.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 20, 2009