COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, May 26, 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 : 135,230: 38,422 17,687 9,180 74,524 101,197 122,126 128,064: 13,104 7,166 Old : 82,187: 30,230 14,176 2,116 40,670 59,930 73,016 76,222: 9,171 5,965 Other: 53,043: 14,140 9,459 1,116 33,854 41,267 49,110 51,842: 3,933 1,201 : : : : : Changes in Commitments from: May 19, 2009 : : -2,057: -2,743 -240 360 930 -2,693 -1,453 -2,573: -604 516 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 13.1 6.8 55.1 74.8 90.3 94.7: 9.7 5.3 Old : 100.0: 36.8 17.2 2.6 49.5 72.9 88.8 92.7: 11.2 7.3 Other: 100.0: 26.7 17.8 2.1 63.8 77.8 92.6 97.7: 7.4 2.3 : : : :# Traders : Number of Traders in Each Category : All : 193: 82 40 39 42 49 149 107: Old : 181: 72 50 11 24 37 103 91: Other: 123: 39 26 14 35 40 86 68: :---------------------------------------------------------------------------------------------------- : 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 : 22.8 39.8 37.4 52.9 22.7 37.0 37.2 48.9 Old : 24.1 47.2 38.2 58.8 24.1 47.1 38.2 58.6 Other: 30.0 38.5 45.5 55.2 29.9 37.9 43.1 50.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, May 26, 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 : 30,423: 12,727 2,505 1,900 12,248 24,907 26,875 29,312: 3,548 1,111 Old : 29,893: 12,639 2,529 1,841 11,868 24,425 26,348 28,795: 3,545 1,098 Other: 530: 131 19 16 380 482 527 517: 3 13 : : : : : Changes in Commitments from: May 19, 2009 : : 537: 325 21 32 190 525 547 578: -10 -41 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.8 8.2 6.2 40.3 81.9 88.3 96.3: 11.7 3.7 Old : 100.0: 42.3 8.5 6.2 39.7 81.7 88.1 96.3: 11.9 3.7 Other: 100.0: 24.7 3.6 3.0 71.7 90.9 99.4 97.5: 0.6 2.5 : : : :# Traders : Number of Traders in Each Category : All : 92: 45 19 15 19 14 74 39: Old : 92: 45 19 14 18 14 72 39: Other: 22: 10 5 5 4 5 17 12: :---------------------------------------------------------------------------------------------------- : 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 : 23.9 76.2 37.6 82.7 23.9 75.4 37.6 81.1 Old : 24.3 77.0 38.1 83.1 24.3 77.0 38.1 82.2 Other: 83.8 89.1 92.3 95.8 70.2 75.3 77.5 78.7 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, May 26, 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 : 121,437: 28,787 18,803 14,482 69,953 81,167 113,222 114,452: 8,215 6,985 Old : 78,083: 30,192 14,272 5,502 35,080 51,913 70,774 71,687: 7,309 6,396 Other: 43,354: 6,191 12,127 1,384 34,873 29,254 42,448 42,765: 906 589 : : : : : Changes in Commitments from: May 19, 2009 : : 2,631: 693 2,612 361 1,217 -12 2,271 2,961: 360 -330 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 15.5 11.9 57.6 66.8 93.2 94.2: 6.8 5.8 Old : 100.0: 38.7 18.3 7.0 44.9 66.5 90.6 91.8: 9.4 8.2 Other: 100.0: 14.3 28.0 3.2 80.4 67.5 97.9 98.6: 2.1 1.4 : : : :# Traders : Number of Traders in Each Category : All : 129: 34 30 28 49 37 99 86: Old : 123: 34 29 21 39 33 83 77: Other: 70: 17 8 8 31 28 53 41: :---------------------------------------------------------------------------------------------------- : 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 : 40.3 42.7 55.7 55.6 30.0 24.9 38.8 37.0 Old : 43.5 38.7 57.0 52.3 33.0 28.3 43.8 39.7 Other: 45.4 53.9 64.9 71.1 32.4 43.0 50.2 54.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, May 26, 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 : 736,002: 218,839 34,299 87,774 344,037 569,740 650,650 691,813: 85,352 44,189 Old : 736,002: 218,839 34,299 87,774 344,037 569,740 650,650 691,813: 85,352 44,189 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2009 : : 27,353: 14,404 1,342 3,341 7,990 21,944 25,735 26,627: 1,618 726 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 4.7 11.9 46.7 77.4 88.4 94.0: 11.6 6.0 Old : 100.0: 29.7 4.7 11.9 46.7 77.4 88.4 94.0: 11.6 6.0 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 : 227: 89 35 69 75 84 197 161: Old : 227: 89 35 69 75 84 197 161: 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 : 15.0 27.3 25.3 38.3 11.8 19.2 19.6 29.2 Old : 15.0 27.3 25.3 38.3 11.8 19.2 19.6 29.2 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, May 26, 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 : 141,549: 40,792 12,324 23,423 66,992 97,903 131,207 133,650: 10,342 7,899 Old : 101,927: 42,766 19,802 4,159 46,845 71,660 93,770 95,621: 8,157 6,306 Other: 39,622: 13,358 7,854 3,932 20,147 26,243 37,437 38,029: 2,185 1,593 : : : : : Changes in Commitments from: May 19, 2009 : : 4,536: 3,817 -36 685 713 3,944 5,215 4,593: -679 -57 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.8 8.7 16.5 47.3 69.2 92.7 94.4: 7.3 5.6 Old : 100.0: 42.0 19.4 4.1 46.0 70.3 92.0 93.8: 8.0 6.2 Other: 100.0: 33.7 19.8 9.9 50.8 66.2 94.5 96.0: 5.5 4.0 : : : :# Traders : Number of Traders in Each Category : All : 327: 129 56 57 87 107 255 191: Old : 326: 128 63 44 70 93 229 172: Other: 174: 37 27 13 58 81 99 118: :---------------------------------------------------------------------------------------------------- : 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 : 20.2 26.7 33.7 39.0 14.8 18.2 25.1 28.5 Old : 20.5 35.4 34.9 48.0 20.5 35.0 34.9 47.6 Other: 54.3 29.2 65.8 45.7 45.8 28.0 57.3 43.0 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, May 26, 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 : 37,046: 13,789 14,740 2,077 19,821 16,063 35,687 32,880: 1,359 4,166 Old : 37,046: 13,789 14,740 2,077 19,821 16,063 35,687 32,880: 1,359 4,166 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2009 : : 6,715: 4,041 5,926 76 2,641 601 6,758 6,603: -43 112 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.2 39.8 5.6 53.5 43.4 96.3 88.8: 3.7 11.2 Old : 100.0: 37.2 39.8 5.6 53.5 43.4 96.3 88.8: 3.7 11.2 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 : 65: 13 37 2 8 9 21 48: Old : 65: 13 37 2 8 9 21 48: 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 : 83.6 58.4 91.2 69.6 80.3 53.8 84.0 61.5 Old : 83.6 58.4 91.2 69.6 80.3 53.8 84.0 61.5 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, May 26, 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 : 429,595: 32,182 90,748 5,836 376,976 315,174 414,994 411,758: 14,601 17,837 Old : 429,595: 32,182 90,748 5,836 376,976 315,174 414,994 411,758: 14,601 17,837 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 19, 2009 : : -2,335: -1,338 2,229 1,725 4,836 -3,749 5,223 205: -7,558 -2,540 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 21.1 1.4 87.8 73.4 96.6 95.8: 3.4 4.2 Old : 100.0: 7.5 21.1 1.4 87.8 73.4 96.6 95.8: 3.4 4.2 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 : 225: 29 48 10 85 98 121 149: Old : 225: 29 48 10 85 98 121 149: 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 : 45.2 24.9 58.3 38.4 34.3 22.6 47.2 30.0 Old : 45.2 24.9 58.3 38.4 34.3 22.6 47.2 30.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2009