COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, June 16, 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 : 117,917: 29,674 13,759 4,654 70,253 89,561 104,581 107,974: 13,336 9,943 Old : 19,360: 7,890 1,745 0 6,806 14,405 14,696 16,150: 4,664 3,210 Other: 98,557: 23,516 13,746 2,922 63,447 75,156 89,885 91,824: 8,672 6,733 : : : : : Changes in Commitments from: June 9, 2009 : : -14,973: -4,492 -4,450 -3,643 -5,240 -7,864 -13,375 -15,957: -1,598 984 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 11.7 3.9 59.6 76.0 88.7 91.6: 11.3 8.4 Old : 100.0: 40.8 9.0 0.0 35.2 74.4 75.9 83.4: 24.1 16.6 Other: 100.0: 23.9 13.9 3.0 64.4 76.3 91.2 93.2: 8.8 6.8 : : : :# Traders : Number of Traders in Each Category : All : 183: 74 39 35 48 51 141 109: Old : 93: 36 11 0 22 26 58 37: Other: 167: 58 43 21 38 45 110 95: :---------------------------------------------------------------------------------------------------- : 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 : 26.5 37.2 42.5 52.4 26.3 34.7 42.2 49.0 Old : 22.5 57.1 36.6 67.4 22.5 57.1 36.6 67.4 Other: 30.7 36.0 48.9 52.6 30.5 33.3 48.7 49.1 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, June 16, 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 : 30,431: 10,217 3,831 2,129 14,547 22,066 26,893 28,026: 3,538 2,405 Old : 28,625: 9,224 3,888 2,029 13,988 20,359 25,241 26,276: 3,384 2,349 Other: 1,806: 1,062 12 31 559 1,707 1,652 1,750: 154 56 : : : : : Changes in Commitments from: June 9, 2009 : : -1,771: -1,852 978 -194 726 -2,790 -1,320 -2,006: -451 235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.6 12.6 7.0 47.8 72.5 88.4 92.1: 11.6 7.9 Old : 100.0: 32.2 13.6 7.1 48.9 71.1 88.2 91.8: 11.8 8.2 Other: 100.0: 58.8 0.7 1.7 31.0 94.5 91.5 96.9: 8.5 3.1 : : : :# Traders : Number of Traders in Each Category : All : 95: 36 26 17 28 13 71 50: Old : 95: 35 27 16 27 13 69 50: Other: 28: 16 2 6 6 5 24 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 : 23.1 67.0 37.3 72.9 22.9 59.7 35.0 65.1 Old : 24.6 66.4 39.0 72.2 24.4 59.4 36.5 64.9 Other: 45.7 94.0 73.8 96.5 42.2 80.7 65.2 81.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, June 16, 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 : 114,573: 43,793 19,348 5,418 56,242 86,119 105,453 110,885: 9,120 3,688 Old : 60,217: 33,150 9,473 1,234 18,633 46,691 53,017 57,398: 7,200 2,819 Other: 54,356: 13,666 12,898 1,161 37,609 39,428 52,436 53,487: 1,920 869 : : : : : Changes in Commitments from: June 9, 2009 : : -6,127: 2,226 -1,325 -2,353 -5,261 -2,512 -5,388 -6,190: -739 63 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.2 16.9 4.7 49.1 75.2 92.0 96.8: 8.0 3.2 Old : 100.0: 55.1 15.7 2.0 30.9 77.5 88.0 95.3: 12.0 4.7 Other: 100.0: 25.1 23.7 2.1 69.2 72.5 96.5 98.4: 3.5 1.6 : : : :# Traders : Number of Traders in Each Category : All : 141: 57 22 19 45 47 111 80: Old : 135: 50 26 6 28 39 82 67: Other: 84: 23 8 10 35 34 63 47: :---------------------------------------------------------------------------------------------------- : 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 : 34.6 39.7 46.6 53.8 31.0 34.6 41.9 48.2 Old : 29.0 37.0 42.3 54.1 28.9 35.5 42.3 51.4 Other: 42.9 43.8 59.5 63.5 35.4 40.1 49.8 53.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, June 16, 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 : 761,633: 189,204 29,834 89,554 408,560 589,990 687,318 709,378: 74,315 52,255 Old : 761,633: 189,204 29,834 89,554 408,560 589,990 687,318 709,378: 74,315 52,255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : -17,955: -16,350 -11,623 -4,810 8,506 -14,767 -12,654 -31,200: -5,301 13,245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 3.9 11.8 53.6 77.5 90.2 93.1: 9.8 6.9 Old : 100.0: 24.8 3.9 11.8 53.6 77.5 90.2 93.1: 9.8 6.9 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 : 217: 73 33 64 87 91 191 163: Old : 217: 73 33 64 87 91 191 163: 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 : 17.3 26.7 28.3 37.3 12.0 15.6 19.7 24.8 Old : 17.3 26.7 28.3 37.3 12.0 15.6 19.7 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, June 16, 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 : 126,171: 31,488 9,112 17,133 68,889 93,089 117,510 119,334: 8,661 6,837 Old : 83,723: 31,492 14,185 2,683 43,386 61,997 77,561 78,865: 6,162 4,858 Other: 42,448: 11,154 6,085 3,292 25,503 31,092 39,949 40,469: 2,499 1,979 : : : : : Changes in Commitments from: June 9, 2009 : : -10,266: -10,169 -132 -2,230 3,491 -6,968 -8,908 -9,330: -1,358 -936 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.0 7.2 13.6 54.6 73.8 93.1 94.6: 6.9 5.4 Old : 100.0: 37.6 16.9 3.2 51.8 74.1 92.6 94.2: 7.4 5.8 Other: 100.0: 26.3 14.3 7.8 60.1 73.2 94.1 95.3: 5.9 4.7 : : : :# Traders : Number of Traders in Each Category : All : 302: 117 40 52 101 106 248 181: Old : 297: 117 47 20 84 85 215 142: Other: 184: 45 27 14 63 86 111 124: :---------------------------------------------------------------------------------------------------- : 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 : 24.2 30.5 38.4 42.3 17.2 19.0 27.1 29.4 Old : 22.3 42.6 36.8 55.3 20.8 35.2 34.4 47.5 Other: 39.8 24.2 53.8 41.3 35.8 23.9 49.7 40.0 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, June 16, 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 : 20,470: 4,136 12,231 2,167 11,807 2,537 18,110 16,935: 2,360 3,535 Old : 20,470: 4,136 12,231 2,167 11,807 2,537 18,110 16,935: 2,360 3,535 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : -21,759: -8,461 -1,877 -880 -12,658 -18,526 -21,999 -21,283: 240 -476 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.2 59.8 10.6 57.7 12.4 88.5 82.7: 11.5 17.3 Old : 100.0: 20.2 59.8 10.6 57.7 12.4 88.5 82.7: 11.5 17.3 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 : 55: 12 30 3 8 6 22 38: Old : 55: 12 30 3 8 6 22 38: 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 : 66.5 44.8 80.2 65.0 61.7 38.9 70.0 53.4 Old : 66.5 44.8 80.2 65.0 61.7 38.9 70.0 53.4 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 16, 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 : 456,284: 29,245 97,339 7,938 402,090 333,773 439,273 439,050: 17,011 17,234 Old : 456,284: 29,245 97,339 7,938 402,090 333,773 439,273 439,050: 17,011 17,234 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2009 : : 17,141: -2,244 -3,058 1,988 17,485 16,202 17,229 15,132: -88 2,009 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 21.3 1.7 88.1 73.2 96.3 96.2: 3.7 3.8 Old : 100.0: 6.4 21.3 1.7 88.1 73.2 96.3 96.2: 3.7 3.8 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 : 227: 20 48 18 101 102 131 159: Old : 227: 20 48 18 101 102 131 159: 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 : 48.7 27.5 59.6 38.9 31.8 17.2 42.3 24.9 Old : 48.7 27.5 59.6 38.9 31.8 17.2 42.3 24.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2009