COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, June 2, 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 : 135,433: 37,567 18,588 9,021 73,648 101,431 120,236 129,040: 15,197 6,393
Old : 73,141: 28,697 13,692 896 33,251 54,602 62,844 69,190: 10,297 3,951
Other: 62,292: 15,480 11,506 1,515 40,397 46,829 57,392 59,850: 4,900 2,442
: : :
: : Changes in Commitments from: May 26, 2009 :
: 203: -855 901 -159 -876 234 -1,890 976: 2,093 -773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 13.7 6.7 54.4 74.9 88.8 95.3: 11.2 4.7
Old : 100.0: 39.2 18.7 1.2 45.5 74.7 85.9 94.6: 14.1 5.4
Other: 100.0: 24.9 18.5 2.4 64.9 75.2 92.1 96.1: 7.9 3.9
: : :
:# Traders : Number of Traders in Each Category :
All : 202: 89 40 37 42 51 155 109:
Old : 182: 77 47 9 26 35 109 85:
Other: 130: 40 30 15 34 42 86 75:
:----------------------------------------------------------------------------------------------------
: 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 : 23.1 39.2 37.4 52.3 23.0 36.6 37.3 49.0
Old : 24.5 49.7 38.0 60.9 24.5 49.7 38.0 60.7
Other: 33.4 33.0 49.7 53.2 33.2 32.9 48.3 50.3
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, June 2, 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 : 32,177: 13,906 2,870 2,150 12,354 25,937 28,410 30,957: 3,767 1,220
Old : 31,623: 13,813 2,905 2,075 11,974 25,436 27,862 30,416: 3,761 1,207
Other: 554: 154 26 14 380 501 548 541: 6 13
: : :
: : Changes in Commitments from: May 26, 2009 :
: 1,754: 1,179 365 250 106 1,030 1,535 1,645: 219 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 8.9 6.7 38.4 80.6 88.3 96.2: 11.7 3.8
Old : 100.0: 43.7 9.2 6.6 37.9 80.4 88.1 96.2: 11.9 3.8
Other: 100.0: 27.8 4.7 2.5 68.6 90.4 98.9 97.7: 1.1 2.3
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 46 21 15 18 15 77 39:
Old : 95: 46 21 14 17 15 75 39:
Other: 22: 10 5 4 4 5 17 11:
:----------------------------------------------------------------------------------------------------
: 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 74.4 38.0 81.0 24.7 73.7 38.0 79.0
Old : 25.2 75.1 38.5 81.5 25.2 75.1 38.5 80.1
Other: 80.1 88.6 91.2 96.4 65.3 74.0 76.0 78.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, June 2, 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 : 119,409: 32,659 17,894 11,211 67,081 86,118 110,951 115,223: 8,458 4,186
Old : 73,326: 29,387 11,433 5,107 31,637 53,436 66,131 69,976: 7,195 3,350
Other: 46,083: 8,759 11,948 617 35,444 32,682 44,820 45,247: 1,263 836
: : :
: : Changes in Commitments from: May 26, 2009 :
: -2,028: 3,872 -909 -3,271 -2,872 4,951 -2,271 771: 243 -2,799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 15.0 9.4 56.2 72.1 92.9 96.5: 7.1 3.5
Old : 100.0: 40.1 15.6 7.0 43.1 72.9 90.2 95.4: 9.8 4.6
Other: 100.0: 19.0 25.9 1.3 76.9 70.9 97.3 98.2: 2.7 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 136: 46 26 29 49 46 110 89:
Old : 131: 41 29 20 39 40 91 80:
Other: 77: 22 6 7 33 32 57 44:
:----------------------------------------------------------------------------------------------------
: 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 : 35.6 42.2 50.5 55.4 29.6 29.3 37.6 41.8
Old : 35.0 39.2 49.1 52.3 27.5 31.8 39.0 42.9
Other: 46.6 50.0 65.8 69.6 34.9 41.7 52.4 54.5
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, June 2, 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 : 772,821: 208,565 36,473 99,815 379,238 591,627 687,618 727,915: 85,203 44,906
Old : 772,821: 208,565 36,473 99,815 379,238 591,627 687,618 727,915: 85,203 44,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 36,819: -10,274 2,174 12,041 35,201 21,887 36,968 36,102: -149 717
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 4.7 12.9 49.1 76.6 89.0 94.2: 11.0 5.8
Old : 100.0: 27.0 4.7 12.9 49.1 76.6 89.0 94.2: 11.0 5.8
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 : 223: 80 38 70 78 82 194 159:
Old : 223: 80 38 70 78 82 194 159:
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 : 15.1 26.9 25.7 37.7 11.8 16.5 19.1 26.5
Old : 15.1 26.9 25.7 37.7 11.8 16.5 19.1 26.5
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, June 2, 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 : 144,634: 45,428 11,748 22,169 66,722 103,392 134,319 137,309: 10,315 7,325
Old : 105,263: 46,683 20,297 4,523 46,143 74,780 97,349 99,600: 7,914 5,663
Other: 39,371: 13,788 6,494 2,603 20,579 28,612 36,970 37,709: 2,401 1,662
: : :
: : Changes in Commitments from: May 26, 2009 :
: 3,085: 4,636 -576 -1,254 -270 5,489 3,112 3,659: -27 -574
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 8.1 15.3 46.1 71.5 92.9 94.9: 7.1 5.1
Old : 100.0: 44.3 19.3 4.3 43.8 71.0 92.5 94.6: 7.5 5.4
Other: 100.0: 35.0 16.5 6.6 52.3 72.7 93.9 95.8: 6.1 4.2
: : :
:# Traders : Number of Traders in Each Category :
All : 336: 140 56 61 92 105 273 190:
Old : 334: 138 61 43 76 94 246 171:
Other: 175: 40 27 15 60 84 106 120:
:----------------------------------------------------------------------------------------------------
: 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 : 20.1 26.8 34.1 38.2 16.2 18.2 25.8 28.3
Old : 20.8 35.3 34.3 48.3 20.8 34.8 34.3 47.8
Other: 50.4 25.5 62.2 40.1 47.5 25.5 57.5 39.6
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, June 2, 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 : 40,030: 14,094 17,200 2,225 22,089 16,193 38,408 35,618: 1,622 4,412
Old : 40,030: 14,094 17,200 2,225 22,089 16,193 38,408 35,618: 1,622 4,412
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: 2,984: 305 2,460 148 2,268 130 2,721 2,738: 263 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 43.0 5.6 55.2 40.5 95.9 89.0: 4.1 11.0
Old : 100.0: 35.2 43.0 5.6 55.2 40.5 95.9 89.0: 4.1 11.0
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 : 64: 11 39 6 7 10 20 53:
Old : 64: 11 39 6 7 10 20 53:
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 : 84.4 54.5 92.0 67.4 81.7 50.5 84.9 60.6
Old : 84.4 54.5 92.0 67.4 81.7 50.5 84.9 60.6
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, June 2, 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 : 416,817: 26,819 95,404 4,569 367,796 297,069 399,184 397,042: 17,633 19,775
Old : 416,817: 26,819 95,404 4,569 367,796 297,069 399,184 397,042: 17,633 19,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2009 :
: -12,778: -5,363 4,656 -1,267 -9,180 -18,105 -15,810 -14,716: 3,032 1,938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 22.9 1.1 88.2 71.3 95.8 95.3: 4.2 4.7
Old : 100.0: 6.4 22.9 1.1 88.2 71.3 95.8 95.3: 4.2 4.7
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 : 225: 21 51 13 86 99 116 154:
Old : 225: 21 51 13 86 99 116 154:
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 : 45.6 23.0 58.8 34.8 33.5 17.3 46.4 25.5
Old : 45.6 23.0 58.8 34.8 33.5 17.3 46.4 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2009