COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, March 3, 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 : 116,082: 25,783 38,117 7,730 71,247 55,196 104,760 101,043: 11,322 15,039 Old : 88,454: 23,123 33,508 3,638 52,805 38,027 79,566 75,173: 8,888 13,281 Other: 27,628: 5,994 7,943 758 18,442 17,169 25,194 25,870: 2,434 1,758 : : : : : Changes in Commitments from: February 24, 2009 : : 518: 927 2,772 -264 -10 -2,618 653 -110: -135 628 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.2 32.8 6.7 61.4 47.5 90.2 87.0: 9.8 13.0 Old : 100.0: 26.1 37.9 4.1 59.7 43.0 90.0 85.0: 10.0 15.0 Other: 100.0: 21.7 28.7 2.7 66.8 62.1 91.2 93.6: 8.8 6.4 : : : :# Traders : Number of Traders in Each Category : All : 203: 51 76 44 52 49 136 147: Old : 199: 54 76 27 46 39 121 127: Other: 96: 20 27 10 29 31 54 65: :---------------------------------------------------------------------------------------------------- : 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 : 24.5 18.3 40.0 30.4 24.2 17.2 39.6 28.9 Old : 26.5 18.4 44.7 32.2 26.5 18.4 44.7 31.3 Other: 37.9 41.2 58.7 54.9 37.8 40.6 58.6 54.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, March 3, 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 : 26,458: 9,113 10,701 632 13,282 12,012 23,027 23,345: 3,431 3,113 Old : 26,125: 9,113 10,701 632 12,950 11,680 22,695 23,013: 3,430 3,112 Other: 333: 0 0 0 332 332 332 332: 1 1 : : : : : Changes in Commitments from: February 24, 2009 : : -1,117: 508 114 16 -1,120 -763 -596 -633: -521 -484 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.4 40.4 2.4 50.2 45.4 87.0 88.2: 13.0 11.8 Old : 100.0: 34.9 41.0 2.4 49.6 44.7 86.9 88.1: 13.1 11.9 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 41 14 27 9 68 59: Old : 107: 33 41 14 26 9 67 59: 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 : 25.8 48.9 41.5 64.7 25.6 48.1 41.4 63.8 Old : 26.1 49.3 41.7 65.2 25.9 49.3 41.6 65.2 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, March 3, 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 : 116,399: 35,221 17,058 17,016 57,137 76,673 109,374 110,747: 7,025 5,652 Old : 92,481: 36,718 11,949 12,312 37,517 62,818 86,547 87,079: 5,934 5,402 Other: 23,918: 2,830 9,436 377 19,620 13,855 22,827 23,668: 1,091 250 : : : : : Changes in Commitments from: February 24, 2009 : : -1,084: -2,131 -607 3,246 -859 -4,499 256 -1,860: -1,340 776 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 14.7 14.6 49.1 65.9 94.0 95.1: 6.0 4.9 Old : 100.0: 39.7 12.9 13.3 40.6 67.9 93.6 94.2: 6.4 5.8 Other: 100.0: 11.8 39.5 1.6 82.0 57.9 95.4 99.0: 4.6 1.0 : : : :# Traders : Number of Traders in Each Category : All : 138: 49 25 23 48 41 107 83: Old : 135: 50 24 22 43 39 101 79: Other: 59: 12 9 3 25 25 39 35: :---------------------------------------------------------------------------------------------------- : 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 43.2 52.5 56.8 30.8 28.9 41.6 42.2 Old : 39.4 40.7 52.6 56.8 30.2 33.7 42.1 46.6 Other: 52.7 59.1 68.3 75.9 47.2 56.8 59.5 71.3 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, March 3, 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 : 609,768: 166,316 35,472 55,831 324,413 465,496 546,560 556,799: 63,208 52,969 Old : 609,768: 166,316 35,472 55,831 324,413 465,496 546,560 556,799: 63,208 52,969 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : -20,566: -3,565 2,577 -778 -15,605 -26,299 -19,948 -24,500: -618 3,934 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 5.8 9.2 53.2 76.3 89.6 91.3: 10.4 8.7 Old : 100.0: 27.3 5.8 9.2 53.2 76.3 89.6 91.3: 10.4 8.7 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 : 191: 69 29 57 70 75 162 144: Old : 191: 69 29 57 70 75 162 144: 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 : 16.7 28.3 27.1 39.5 11.2 17.2 18.8 25.2 Old : 16.7 28.3 27.1 39.5 11.2 17.2 18.8 25.2 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, March 3, 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 : 127,510: 28,728 27,997 22,152 69,137 69,186 120,017 119,335: 7,493 8,175 Old : 108,721: 33,858 31,115 7,126 61,526 62,848 102,510 101,089: 6,211 7,632 Other: 18,789: 5,122 7,134 4,774 7,611 6,338 17,507 18,246: 1,282 543 : : : : : Changes in Commitments from: February 24, 2009 : : 4,487: -1,020 4,534 1,198 3,751 2,761 3,929 8,493: 558 -4,006 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 22.0 17.4 54.2 54.3 94.1 93.6: 5.9 6.4 Old : 100.0: 31.1 28.6 6.6 56.6 57.8 94.3 93.0: 5.7 7.0 Other: 100.0: 27.3 38.0 25.4 40.5 33.7 93.2 97.1: 6.8 2.9 : : : :# Traders : Number of Traders in Each Category : All : 312: 83 80 51 118 91 229 200: Old : 311: 83 82 47 116 86 225 192: Other: 117: 21 13 7 56 45 79 63: :---------------------------------------------------------------------------------------------------- : 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 : 17.6 19.7 30.8 32.2 14.8 17.0 25.5 26.4 Old : 18.0 22.4 31.6 34.5 18.0 22.3 31.3 33.6 Other: 61.9 59.6 71.2 71.1 39.4 42.2 47.5 50.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, March 3, 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 : 24,186: 13,580 1,431 3,304 3,697 17,041 20,581 21,776: 3,605 2,410 Old : 24,186: 13,580 1,431 3,304 3,697 17,041 20,581 21,776: 3,605 2,410 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 1,608: -533 -68 531 745 1,025 743 1,488: 865 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.1 5.9 13.7 15.3 70.5 85.1 90.0: 14.9 10.0 Old : 100.0: 56.1 5.9 13.7 15.3 70.5 85.1 90.0: 14.9 10.0 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 : 59: 30 14 3 11 7 43 22: Old : 59: 30 14 3 11 7 43 22: 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 : 39.0 75.0 59.9 84.5 31.9 60.9 45.8 63.8 Old : 39.0 75.0 59.9 84.5 31.9 60.9 45.8 63.8 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, March 3, 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 : 423,050: 24,269 102,118 4,381 381,745 300,988 410,395 407,487: 12,655 15,563 Old : 423,050: 24,269 102,118 4,381 381,745 300,988 410,395 407,487: 12,655 15,563 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 24, 2009 : : 9,134: -505 -919 1,158 10,658 13,421 11,311 13,660: -2,177 -4,526 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 24.1 1.0 90.2 71.1 97.0 96.3: 3.0 3.7 Old : 100.0: 5.7 24.1 1.0 90.2 71.1 97.0 96.3: 3.0 3.7 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 : 251: 21 57 9 100 111 126 172: Old : 251: 21 57 9 100 111 126 172: 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 : 42.0 25.2 56.5 35.1 38.9 25.1 53.5 34.8 Old : 42.0 25.2 56.5 35.1 38.9 25.1 53.5 34.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 5, 2009