COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, March 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 : 128,065: 26,358 37,658 10,024 78,684 66,535 115,066 114,217: 12,999 13,848 Old : 97,975: 22,927 34,010 5,182 59,779 46,752 87,888 85,944: 10,087 12,031 Other: 30,090: 7,523 7,740 750 18,905 19,783 27,178 28,273: 2,912 1,817 : : : : : Changes in Commitments from: March 10, 2009 : : 6,578: 363 -887 1,401 4,674 7,424 6,438 7,938: 140 -1,360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 29.4 7.8 61.4 52.0 89.8 89.2: 10.2 10.8 Old : 100.0: 23.4 34.7 5.3 61.0 47.7 89.7 87.7: 10.3 12.3 Other: 100.0: 25.0 25.7 2.5 62.8 65.7 90.3 94.0: 9.7 6.0 : : : :# Traders : Number of Traders in Each Category : All : 208: 59 71 51 56 52 151 147: Old : 202: 62 73 31 50 45 133 129: Other: 105: 29 25 11 29 33 63 66: :---------------------------------------------------------------------------------------------------- : 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 : 22.4 22.4 37.1 35.5 22.1 18.4 35.0 30.0 Old : 25.2 21.6 42.9 36.2 25.2 20.0 39.3 32.4 Other: 37.6 40.5 54.6 55.0 37.6 40.0 53.7 54.1 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, March 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 : 27,152: 9,393 8,879 851 13,604 14,296 23,848 24,026: 3,304 3,126 Old : 26,779: 9,397 8,879 846 13,234 13,930 23,477 23,655: 3,302 3,124 Other: 373: 1 5 0 370 366 371 371: 2 2 : : : : : Changes in Commitments from: March 10, 2009 : : 586: 668 -603 71 14 706 753 174: -167 412 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.6 32.7 3.1 50.1 52.7 87.8 88.5: 12.2 11.5 Old : 100.0: 35.1 33.2 3.2 49.4 52.0 87.7 88.3: 12.3 11.7 Other: 100.0: 0.3 1.3 0.0 99.2 98.1 99.5 99.5: 0.5 0.5 : : : :# Traders : Number of Traders in Each Category : All : 105: 37 35 14 29 12 73 57: Old : 105: 37 35 14 27 12 71 57: Other: 8: 1 1 0 5 3 6 4: :---------------------------------------------------------------------------------------------------- : 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 : 25.0 53.4 40.7 67.0 24.8 50.1 40.5 63.7 Old : 25.4 53.8 40.8 67.7 25.2 51.3 40.6 65.2 Other: 98.9 99.5 99.5 99.5 74.8 75.1 75.1 75.1 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, March 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 : 115,875: 33,305 13,750 19,561 55,974 76,743 108,840 110,054: 7,035 5,821 Old : 91,870: 39,932 14,010 9,657 35,959 62,756 85,548 86,423: 6,322 5,447 Other: 24,005: 2,833 9,200 444 20,015 13,987 23,292 23,631: 713 374 : : : : : Changes in Commitments from: March 10, 2009 : : -2,328: -1,221 -1,967 -146 -1,369 434 -2,736 -1,679: 408 -649 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 11.9 16.9 48.3 66.2 93.9 95.0: 6.1 5.0 Old : 100.0: 43.5 15.2 10.5 39.1 68.3 93.1 94.1: 6.9 5.9 Other: 100.0: 11.8 38.3 1.8 83.4 58.3 97.0 98.4: 3.0 1.6 : : : :# Traders : Number of Traders in Each Category : All : 135: 41 28 18 49 41 102 81: Old : 131: 42 28 16 43 37 95 75: Other: 62: 13 7 3 27 27 42 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 : 41.0 41.8 55.1 55.2 30.8 30.1 40.5 41.5 Old : 42.7 39.0 55.0 54.8 35.6 35.8 47.3 48.6 Other: 53.4 56.9 69.3 74.4 48.3 54.6 60.4 70.0 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, March 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 : 633,731: 163,399 32,962 60,528 350,122 482,090 574,049 575,580: 59,682 58,151 Old : 633,731: 163,399 32,962 60,528 350,122 482,090 574,049 575,580: 59,682 58,151 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2009 : : 25,032: 6,394 -158 4,977 14,744 20,738 26,115 25,557: -1,083 -525 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 5.2 9.6 55.2 76.1 90.6 90.8: 9.4 9.2 Old : 100.0: 25.8 5.2 9.6 55.2 76.1 90.6 90.8: 9.4 9.2 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 : 190: 64 31 55 72 74 159 141: Old : 190: 64 31 55 72 74 159 141: 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 : 18.1 28.6 29.7 39.8 11.6 16.7 18.2 24.8 Old : 18.1 28.6 29.7 39.8 11.6 16.7 18.2 24.8 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 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 : 136,670: 28,723 27,642 22,791 77,965 79,499 129,479 129,932: 7,191 6,738 Old : 116,169: 34,376 30,985 7,131 68,698 71,687 110,205 109,803: 5,964 6,366 Other: 20,501: 4,985 7,295 5,022 9,267 7,812 19,274 20,129: 1,227 372 : : : : : Changes in Commitments from: March 10, 2009 : : 5,389: -1,135 -1,726 1,102 5,793 7,592 5,760 6,968: -371 -1,579 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 20.2 16.7 57.0 58.2 94.7 95.1: 5.3 4.9 Old : 100.0: 29.6 26.7 6.1 59.1 61.7 94.9 94.5: 5.1 5.5 Other: 100.0: 24.3 35.6 24.5 45.2 38.1 94.0 98.2: 6.0 1.8 : : : :# Traders : Number of Traders in Each Category : All : 314: 85 83 56 117 91 236 206: Old : 312: 84 87 48 114 83 230 191: Other: 121: 23 18 12 57 46 85 71: :---------------------------------------------------------------------------------------------------- : 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 : 21.4 23.4 34.6 34.6 13.8 16.5 23.8 25.4 Old : 20.2 27.2 33.6 38.2 18.8 22.0 30.7 32.5 Other: 55.9 55.5 66.5 69.0 37.9 39.4 46.8 49.3 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, March 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 : 22,831: 14,316 2,599 2,038 4,053 15,511 20,407 20,148: 2,424 2,683 Old : 22,831: 14,316 2,599 2,038 4,053 15,511 20,407 20,148: 2,424 2,683 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2009 : : -6,464: -1,861 1,385 -220 -3,745 -7,442 -5,826 -6,277: -638 -187 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.7 11.4 8.9 17.8 67.9 89.4 88.2: 10.6 11.8 Old : 100.0: 62.7 11.4 8.9 17.8 67.9 89.4 88.2: 10.6 11.8 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 : 62: 29 21 2 8 6 39 27: Old : 62: 29 21 2 8 6 39 27: 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 : 51.4 76.0 71.1 80.9 49.0 58.7 58.4 63.1 Old : 51.4 76.0 71.1 80.9 49.0 58.7 58.4 63.1 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 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 : 484,988: 23,497 108,082 2,584 441,441 349,037 467,522 459,703: 17,466 25,285 Old : 484,988: 23,497 108,082 2,584 441,441 349,037 467,522 459,703: 17,466 25,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2009 : : 67,035: 676 9,906 316 61,360 46,274 62,352 56,496: 4,683 10,539 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 22.3 0.5 91.0 72.0 96.4 94.8: 3.6 5.2 Old : 100.0: 4.8 22.3 0.5 91.0 72.0 96.4 94.8: 3.6 5.2 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 : 239: 15 48 8 113 115 136 164: Old : 239: 15 48 8 113 115 136 164: 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 : 47.5 29.5 57.9 40.1 36.8 23.0 47.0 30.3 Old : 47.5 29.5 57.9 40.1 36.8 23.0 47.0 30.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2009