COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, February 24, 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 : 115,564: 24,856 35,345 7,994 71,257 57,814 104,107 101,153: 11,457 14,411 Old : 88,149: 22,434 30,901 3,427 53,443 41,011 79,304 75,339: 8,845 12,810 Other: 27,415: 5,750 7,772 1,239 17,814 16,803 24,803 25,814: 2,612 1,601 : : : : : Changes in Commitments from: February 17, 2009 : : -2,420: -514 2,969 -856 -181 -5,756 -1,551 -3,643: -869 1,223 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 30.6 6.9 61.7 50.0 90.1 87.5: 9.9 12.5 Old : 100.0: 25.5 35.1 3.9 60.6 46.5 90.0 85.5: 10.0 14.5 Other: 100.0: 21.0 28.3 4.5 65.0 61.3 90.5 94.2: 9.5 5.8 : : : :# Traders : Number of Traders in Each Category : All : 195: 53 69 38 48 48 129 136: Old : 192: 56 70 22 43 40 115 119: Other: 92: 20 27 5 26 31 49 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 20.9 40.8 32.5 24.1 20.1 40.2 31.0 Old : 26.9 20.7 45.9 34.7 26.7 20.3 45.7 33.8 Other: 36.7 40.1 58.9 54.1 36.4 39.8 58.6 53.8 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, February 24, 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 : 27,575: 8,605 10,587 616 14,402 12,775 23,623 23,978: 3,952 3,597 Old : 27,242: 8,605 10,587 616 14,070 12,443 23,291 23,646: 3,951 3,596 Other: 333: 0 0 0 332 332 332 332: 1 1 : : : : : Changes in Commitments from: February 17, 2009 : : -748: -1,635 7 -265 1,145 -1,173 -755 -1,431: 7 683 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 38.4 2.2 52.2 46.3 85.7 87.0: 14.3 13.0 Old : 100.0: 31.6 38.9 2.3 51.6 45.7 85.5 86.8: 14.5 13.2 Other: 100.0: 0.0 0.0 0.0 99.7 99.7 99.7 99.7: 0.3 0.3 : : : :# Traders : Number of Traders in Each Category : All : 107: 33 39 12 29 13 68 61: Old : 107: 33 39 12 29 13 68 61: Other: 4: 0 0 0 3 2 3 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 : 24.4 47.9 41.2 61.0 24.3 45.5 41.0 58.5 Old : 24.6 48.3 41.4 61.4 24.4 46.6 41.2 59.8 Other: 99.7 99.7 99.7 99.7 77.5 77.5 77.5 77.5 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, February 24, 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 : 117,483: 37,352 17,665 13,770 57,996 81,172 109,118 112,607: 8,365 4,876 Old : 94,474: 36,244 11,768 11,240 39,657 66,851 87,141 89,859: 7,333 4,615 Other: 23,009: 3,018 7,807 620 18,339 14,321 21,977 22,748: 1,032 261 : : : : : Changes in Commitments from: February 17, 2009 : : 2,941: -1,893 796 4,760 851 -2,939 3,718 2,617: -777 324 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.8 15.0 11.7 49.4 69.1 92.9 95.8: 7.1 4.2 Old : 100.0: 38.4 12.5 11.9 42.0 70.8 92.2 95.1: 7.8 4.9 Other: 100.0: 13.1 33.9 2.7 79.7 62.2 95.5 98.9: 4.5 1.1 : : : :# Traders : Number of Traders in Each Category : All : 133: 53 18 21 43 40 106 73: Old : 131: 54 17 16 39 38 99 67: Other: 61: 13 10 4 26 25 42 36: :---------------------------------------------------------------------------------------------------- : 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 : 35.4 42.0 49.4 55.7 31.0 30.4 41.8 43.4 Old : 36.2 41.2 49.5 57.3 30.6 33.1 41.7 47.5 Other: 51.4 52.3 66.8 70.1 44.2 50.0 56.4 65.5 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, February 24, 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 : 630,334: 169,881 32,895 56,609 340,018 491,795 566,508 581,299: 63,826 49,035 Old : 630,334: 169,881 32,895 56,609 340,018 491,795 566,508 581,299: 63,826 49,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2009 : : -33,062: -3,052 3,281 -3,441 -11,441 -15,039 -17,934 -15,199: -15,128 -17,863 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.0 5.2 9.0 53.9 78.0 89.9 92.2: 10.1 7.8 Old : 100.0: 27.0 5.2 9.0 53.9 78.0 89.9 92.2: 10.1 7.8 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 : 192: 68 29 52 77 79 167 142: Old : 192: 68 29 52 77 79 167 142: 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 : 17.3 28.2 27.3 39.5 11.0 15.1 18.1 23.6 Old : 17.3 28.2 27.3 39.5 11.0 15.1 18.1 23.6 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 24, 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 : 123,023: 29,748 23,463 20,954 65,386 66,425 116,088 110,842: 6,935 12,181 Old : 104,991: 33,864 26,599 6,342 58,961 60,337 99,167 93,278: 5,824 11,713 Other: 18,032: 5,351 6,331 5,145 6,425 6,088 16,921 17,564: 1,111 468 : : : : : Changes in Commitments from: February 17, 2009 : : -7,878: 975 1,685 -1,395 -7,100 -13,404 -7,520 -13,114: -358 5,236 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 19.1 17.0 53.1 54.0 94.4 90.1: 5.6 9.9 Old : 100.0: 32.3 25.3 6.0 56.2 57.5 94.5 88.8: 5.5 11.2 Other: 100.0: 29.7 35.1 28.5 35.6 33.8 93.8 97.4: 6.2 2.6 : : : :# Traders : Number of Traders in Each Category : All : 301: 89 68 52 111 89 229 189: Old : 300: 88 72 48 108 84 224 181: Other: 111: 21 11 9 49 45 74 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 : 19.4 17.6 32.4 30.6 15.8 15.1 26.3 25.2 Old : 19.9 20.1 33.6 32.8 19.9 20.1 33.4 32.1 Other: 67.7 62.6 76.3 72.8 42.2 40.6 48.7 48.3 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, February 24, 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 : 22,578: 14,113 1,499 2,773 2,952 16,016 19,838 20,288: 2,740 2,290 Old : 22,578: 14,113 1,499 2,773 2,952 16,016 19,838 20,288: 2,740 2,290 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2009 : : -2,459: -1,113 295 -1,483 771 -1,719 -1,825 -2,907: -634 448 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.5 6.6 12.3 13.1 70.9 87.9 89.9: 12.1 10.1 Old : 100.0: 62.5 6.6 12.3 13.1 70.9 87.9 89.9: 12.1 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 : 63: 31 16 3 9 8 42 25: Old : 63: 31 16 3 9 8 42 25: 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 : 44.4 76.9 67.3 83.1 41.0 63.3 52.9 66.4 Old : 44.4 76.9 67.3 83.1 41.0 63.3 52.9 66.4 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 24, 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 : 413,916: 24,774 103,037 3,223 371,087 287,567 399,084 393,827: 14,832 20,089 Old : 413,916: 24,774 103,037 3,223 371,087 287,567 399,084 393,827: 14,832 20,089 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 17, 2009 : : 4,983: 4,086 2,892 826 -2,413 2,899 2,499 6,617: 2,484 -1,634 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 24.9 0.8 89.7 69.5 96.4 95.1: 3.6 4.9 Old : 100.0: 6.0 24.9 0.8 89.7 69.5 96.4 95.1: 3.6 4.9 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: 19 54 8 93 113 116 171: Old : 244: 19 54 8 93 113 116 171: 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 : 40.5 25.2 54.1 34.0 37.8 25.1 50.8 33.7 Old : 40.5 25.2 54.1 34.0 37.8 25.1 50.8 33.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 27, 2009