COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, March 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 : 137,552: 28,099 34,214 11,499 83,544 78,746 123,142 124,459: 14,410 13,093 Old : 105,790: 24,880 31,670 5,937 63,901 56,926 94,718 94,533: 11,072 11,257 Other: 31,762: 7,999 7,324 782 19,643 21,820 28,424 29,926: 3,338 1,836 : : : : : Changes in Commitments from: March 17, 2009 : : 9,487: 1,741 -3,444 1,475 4,860 12,211 8,076 10,242: 1,411 -755 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.4 24.9 8.4 60.7 57.2 89.5 90.5: 10.5 9.5 Old : 100.0: 23.5 29.9 5.6 60.4 53.8 89.5 89.4: 10.5 10.6 Other: 100.0: 25.2 23.1 2.5 61.8 68.7 89.5 94.2: 10.5 5.8 : : : :# Traders : Number of Traders in Each Category : All : 213: 64 71 50 57 53 157 145: Old : 208: 67 71 34 49 45 140 128: Other: 106: 31 26 10 29 33 64 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 : 22.2 27.5 36.6 40.7 21.0 21.6 33.2 32.5 Old : 25.2 26.9 42.3 41.2 23.8 22.0 37.0 34.0 Other: 35.8 43.8 52.0 58.0 35.8 43.1 51.1 57.0 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, March 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 : 27,259: 9,289 8,146 1,051 13,434 15,398 23,774 24,595: 3,485 2,664 Old : 26,880: 9,292 8,146 1,046 13,064 15,026 23,402 24,218: 3,478 2,662 Other: 379: 2 5 0 370 372 372 377: 7 2 : : : : : Changes in Commitments from: March 17, 2009 : : 107: -104 -733 200 -170 1,102 -74 569: 181 -462 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 29.9 3.9 49.3 56.5 87.2 90.2: 12.8 9.8 Old : 100.0: 34.6 30.3 3.9 48.6 55.9 87.1 90.1: 12.9 9.9 Other: 100.0: 0.5 1.3 0.0 97.6 98.2 98.2 99.5: 1.8 0.5 : : : :# Traders : Number of Traders in Each Category : All : 105: 38 35 15 27 11 72 57: Old : 105: 38 35 14 26 11 71 56: Other: 9: 2 1 0 5 3 7 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 : 24.8 56.7 40.4 70.0 24.7 53.7 40.3 66.9 Old : 25.2 57.2 40.6 70.6 25.1 55.0 40.5 68.4 Other: 97.4 99.5 98.2 99.5 73.4 75.2 73.9 75.2 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, March 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 : 110,962: 32,530 12,641 15,061 55,169 78,037 102,760 105,739: 8,202 5,223 Old : 86,996: 37,059 10,609 7,398 35,171 64,305 79,628 82,312: 7,368 4,684 Other: 23,966: 2,700 9,261 434 19,998 13,732 23,132 23,427: 834 539 : : : : : Changes in Commitments from: March 17, 2009 : : -4,913: -775 -1,109 -4,500 -805 1,294 -6,080 -4,315: 1,167 -598 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 11.4 13.6 49.7 70.3 92.6 95.3: 7.4 4.7 Old : 100.0: 42.6 12.2 8.5 40.4 73.9 91.5 94.6: 8.5 5.4 Other: 100.0: 11.3 38.6 1.8 83.4 57.3 96.5 97.8: 3.5 2.2 : : : :# Traders : Number of Traders in Each Category : All : 131: 43 23 21 50 41 106 76: Old : 125: 42 22 19 44 37 97 70: Other: 64: 16 6 4 27 27 44 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 : 38.7 43.3 53.0 57.5 32.3 33.5 42.1 45.5 Old : 39.9 40.9 52.7 57.1 34.5 40.4 46.7 53.4 Other: 53.3 57.0 68.9 74.5 48.3 54.7 60.0 70.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, March 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 : 687,367: 174,677 19,358 68,565 378,943 540,509 622,185 628,432: 65,182 58,935 Old : 687,367: 174,677 19,358 68,565 378,943 540,509 622,185 628,432: 65,182 58,935 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2009 : : 53,636: 11,278 -13,604 8,037 28,821 58,419 48,136 52,852: 5,500 784 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 2.8 10.0 55.1 78.6 90.5 91.4: 9.5 8.6 Old : 100.0: 25.4 2.8 10.0 55.1 78.6 90.5 91.4: 9.5 8.6 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 : 195: 63 31 59 73 82 163 149: Old : 195: 63 31 59 73 82 163 149: 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 : 18.3 28.3 29.6 40.0 12.0 15.4 18.6 23.8 Old : 18.3 28.3 29.6 40.0 12.0 15.4 18.6 23.8 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 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 : 139,628: 29,100 22,542 23,599 77,874 85,498 130,573 131,639: 9,055 7,989 Old : 118,351: 34,238 26,305 7,818 68,520 76,860 110,576 110,983: 7,775 7,368 Other: 21,277: 5,515 6,890 5,128 9,354 8,638 19,997 20,656: 1,280 621 : : : : : Changes in Commitments from: March 17, 2009 : : 2,958: 377 -5,100 808 -91 5,999 1,094 1,707: 1,864 1,251 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 16.1 16.9 55.8 61.2 93.5 94.3: 6.5 5.7 Old : 100.0: 28.9 22.2 6.6 57.9 64.9 93.4 93.8: 6.6 6.2 Other: 100.0: 25.9 32.4 24.1 44.0 40.6 94.0 97.1: 6.0 2.9 : : : :# Traders : Number of Traders in Each Category : All : 300: 83 73 60 111 97 234 200: Old : 299: 83 75 52 106 93 225 191: Other: 123: 24 15 11 56 47 83 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 : 21.3 23.0 34.2 34.4 13.7 15.5 23.1 24.8 Old : 20.5 26.4 33.5 37.8 18.6 20.8 30.2 31.3 Other: 56.2 53.1 66.3 67.7 38.0 38.0 46.8 48.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, March 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 : 24,678: 10,633 3,917 2,014 9,223 15,579 21,870 21,510: 2,808 3,168 Old : 24,678: 10,633 3,917 2,014 9,223 15,579 21,870 21,510: 2,808 3,168 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2009 : : 1,847: -3,683 1,318 -24 5,170 68 1,463 1,362: 384 485 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.1 15.9 8.2 37.4 63.1 88.6 87.2: 11.4 12.8 Old : 100.0: 43.1 15.9 8.2 37.4 63.1 88.6 87.2: 11.4 12.8 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 : 50: 16 20 3 6 9 24 31: Old : 50: 16 20 3 6 9 24 31: 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 : 73.9 68.7 83.8 77.7 67.5 56.9 69.5 62.9 Old : 73.9 68.7 83.8 77.7 67.5 56.9 69.5 62.9 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 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 : 399,111: 22,366 89,505 1,851 359,223 291,327 383,440 382,683: 15,671 16,428 Old : 399,111: 22,366 89,505 1,851 359,223 291,327 383,440 382,683: 15,671 16,428 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2009 : : -85,877: -1,131 -18,577 -733 -82,218 -57,710 -84,082 -77,020: -1,795 -8,857 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 22.4 0.5 90.0 73.0 96.1 95.9: 3.9 4.1 Old : 100.0: 5.6 22.4 0.5 90.0 73.0 96.1 95.9: 3.9 4.1 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 : 215: 13 46 7 92 102 110 150: Old : 215: 13 46 7 92 102 110 150: 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 : 47.6 27.5 60.0 38.1 42.7 27.4 54.9 35.9 Old : 47.6 27.5 60.0 38.1 42.7 27.4 54.9 35.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 27, 2009