COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, June 23, 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 : 106,194: 25,410 16,355 3,271 67,750 77,564 96,431 97,190: 9,763 9,004 Old : 1,673: 26 0 0 1,601 1,412 1,627 1,412: 46 261 Other: 104,521: 25,384 16,355 3,271 66,149 76,152 94,804 95,778: 9,717 8,743 : : : : : Changes in Commitments from: June 16, 2009 : : -11,723: -4,264 2,596 -1,383 -2,503 -11,997 -8,150 -10,784: -3,573 -939 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 15.4 3.1 63.8 73.0 90.8 91.5: 9.2 8.5 Old : 100.0: 1.6 0.0 0.0 95.7 84.4 97.3 84.4: 2.7 15.6 Other: 100.0: 24.3 15.6 3.1 63.3 72.9 90.7 91.6: 9.3 8.4 : : : :# Traders : Number of Traders in Each Category : All : 170: 65 39 26 40 46 118 100: Old : 13: 2 0 0 4 7 6 7: Other: 170: 65 39 26 40 44 118 98: :---------------------------------------------------------------------------------------------------- : 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 : 29.9 36.1 47.5 50.8 29.5 33.2 47.1 46.7 Old : 96.7 81.8 97.3 84.4 96.7 81.8 97.3 84.4 Other: 30.3 36.5 48.2 50.8 30.0 34.4 47.9 47.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, June 23, 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 : 31,312: 12,076 7,115 1,055 14,489 20,432 27,620 28,602: 3,692 2,710 Old : 28,907: 10,808 7,126 931 13,674 18,159 25,413 26,216: 3,494 2,691 Other: 2,405: 1,375 96 17 815 2,273 2,207 2,386: 198 19 : : : : : Changes in Commitments from: June 16, 2009 : : 881: 1,859 3,284 -1,074 -58 -1,634 727 576: 154 305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.6 22.7 3.4 46.3 65.3 88.2 91.3: 11.8 8.7 Old : 100.0: 37.4 24.7 3.2 47.3 62.8 87.9 90.7: 12.1 9.3 Other: 100.0: 57.2 4.0 0.7 33.9 94.5 91.8 99.2: 8.2 0.8 : : : :# Traders : Number of Traders in Each Category : All : 101: 39 27 14 30 11 71 52: Old : 101: 39 28 9 29 11 70 47: Other: 31: 18 3 3 7 5 25 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 : 23.2 63.7 37.7 71.9 22.8 57.8 34.7 65.9 Old : 25.1 62.2 40.1 70.8 24.7 56.5 36.6 65.1 Other: 38.6 93.9 67.1 98.5 38.6 85.2 61.9 89.7 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, June 23, 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 : 109,122: 37,019 15,190 5,744 58,488 83,363 101,251 104,297: 7,871 4,825 Old : 52,328: 27,348 6,513 1,046 17,983 41,522 46,377 49,081: 5,951 3,247 Other: 56,794: 13,049 12,055 1,320 40,505 41,841 54,874 55,216: 1,920 1,578 : : : : : Changes in Commitments from: June 16, 2009 : : -5,451: -6,774 -4,158 326 2,246 -2,756 -4,202 -6,588: -1,249 1,137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 13.9 5.3 53.6 76.4 92.8 95.6: 7.2 4.4 Old : 100.0: 52.3 12.4 2.0 34.4 79.3 88.6 93.8: 11.4 6.2 Other: 100.0: 23.0 21.2 2.3 71.3 73.7 96.6 97.2: 3.4 2.8 : : : :# Traders : Number of Traders in Each Category : All : 133: 50 19 17 44 43 103 72: Old : 128: 49 19 5 29 34 80 57: Other: 86: 24 8 10 36 33 65 46: :---------------------------------------------------------------------------------------------------- : 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 : 37.1 37.1 50.2 52.1 33.4 31.6 45.0 46.4 Old : 32.2 39.0 45.7 54.1 32.1 38.5 45.7 53.5 Other: 43.5 41.6 60.6 61.4 36.4 38.4 51.7 52.5 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, June 23, 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 : 760,753: 195,613 28,965 75,850 410,845 609,889 682,308 714,704: 78,445 46,049 Old : 760,753: 195,613 28,965 75,850 410,845 609,889 682,308 714,704: 78,445 46,049 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : -880: 6,409 -869 -13,704 2,285 19,899 -5,010 5,326: 4,130 -6,206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 3.8 10.0 54.0 80.2 89.7 93.9: 10.3 6.1 Old : 100.0: 25.7 3.8 10.0 54.0 80.2 89.7 93.9: 10.3 6.1 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 : 221: 86 27 59 78 92 190 158: Old : 221: 86 27 59 78 92 190 158: 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 : 17.5 30.1 28.7 40.7 12.9 18.5 20.6 28.1 Old : 17.5 30.1 28.7 40.7 12.9 18.5 20.6 28.1 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 23, 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 : 112,453: 27,132 10,534 13,752 64,190 80,884 105,074 105,170: 7,379 7,283 Old : 68,715: 25,979 13,982 568 37,432 49,260 63,979 63,810: 4,736 4,905 Other: 43,738: 11,372 6,771 2,965 26,758 31,624 41,095 41,360: 2,643 2,378 : : : : : Changes in Commitments from: June 16, 2009 : : -13,718: -4,356 1,422 -3,381 -4,699 -12,205 -12,436 -14,164: -1,282 446 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 9.4 12.2 57.1 71.9 93.4 93.5: 6.6 6.5 Old : 100.0: 37.8 20.3 0.8 54.5 71.7 93.1 92.9: 6.9 7.1 Other: 100.0: 26.0 15.5 6.8 61.2 72.3 94.0 94.6: 6.0 5.4 : : : :# Traders : Number of Traders in Each Category : All : 293: 112 43 50 97 97 232 176: Old : 284: 108 51 14 74 69 188 128: Other: 190: 47 29 16 68 87 120 127: :---------------------------------------------------------------------------------------------------- : 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 31.2 37.5 42.4 19.4 23.2 30.3 33.3 Old : 25.3 44.9 41.6 57.1 25.3 44.6 41.6 56.5 Other: 38.7 27.5 53.1 42.7 34.7 27.5 49.1 41.9 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, June 23, 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 : 20,532: 4,870 12,007 2,162 11,466 3,130 18,498 17,299: 2,034 3,233 Old : 20,532: 4,870 12,007 2,162 11,466 3,130 18,498 17,299: 2,034 3,233 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : 62: 734 -224 -5 -341 593 388 364: -326 -302 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 58.5 10.5 55.8 15.2 90.1 84.3: 9.9 15.7 Old : 100.0: 23.7 58.5 10.5 55.8 15.2 90.1 84.3: 9.9 15.7 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 : 60: 13 32 3 8 7 23 41: Old : 60: 13 32 3 8 7 23 41: 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 : 63.6 45.2 78.3 61.8 58.8 38.6 70.2 50.8 Old : 63.6 45.2 78.3 61.8 58.8 38.6 70.2 50.8 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 23, 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 : 355,139: 33,799 99,802 1,235 304,871 241,980 339,905 343,017: 15,234 12,122 Old : 355,139: 33,799 99,802 1,235 304,871 241,980 339,905 343,017: 15,234 12,122 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 16, 2009 : : -101,145: 4,554 2,463 -6,703 -97,219 -91,793 -99,368 -96,033: -1,777 -5,112 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 28.1 0.3 85.8 68.1 95.7 96.6: 4.3 3.4 Old : 100.0: 9.5 28.1 0.3 85.8 68.1 95.7 96.6: 4.3 3.4 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 : 221: 19 46 5 90 95 112 143: Old : 221: 19 46 5 90 95 112 143: 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 : 44.4 22.9 55.8 35.2 41.0 22.9 52.0 33.4 Old : 44.4 22.9 55.8 35.2 41.0 22.9 52.0 33.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 2, 2009