COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, June 30, 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 : 108,256: 27,421 18,112 3,785 66,894 77,730 98,100 99,627: 10,156 8,629 Old : 227: 0 0 0 227 165 227 165: 0 62 Other: 108,029: 27,421 18,112 3,785 66,667 77,565 97,873 99,462: 10,156 8,567 : : : : : Changes in Commitments from: June 23, 2009 : : 2,062: 2,011 1,757 514 -856 166 1,669 2,437: 393 -375 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 16.7 3.5 61.8 71.8 90.6 92.0: 9.4 8.0 Old : 100.0: 0.0 0.0 0.0 100.0 72.7 100.0 72.7: 0.0 27.3 Other: 100.0: 25.4 16.8 3.5 61.7 71.8 90.6 92.1: 9.4 7.9 : : : :# Traders : Number of Traders in Each Category : All : 181: 68 47 26 39 45 121 107: Old : 4: 0 0 0 2 2 2 2: Other: 181: 68 47 26 39 45 121 107: :---------------------------------------------------------------------------------------------------- : 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 : 30.6 35.9 47.7 50.1 30.4 33.7 47.5 46.8 Old : 100.0 72.7 100.0 72.7 100.0 72.7 100.0 72.7 Other: 30.7 35.9 47.8 50.2 30.5 33.9 47.6 47.1 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, June 30, 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 : 31,285: 13,124 9,426 752 13,874 18,482 27,750 28,660: 3,535 2,625 Old : 28,729: 11,824 9,440 615 12,979 16,064 25,418 26,119: 3,311 2,610 Other: 2,556: 1,421 107 16 895 2,418 2,332 2,541: 224 15 : : : : : Changes in Commitments from: June 23, 2009 : : -27: 1,048 2,311 -303 -615 -1,950 130 58: -157 -85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.9 30.1 2.4 44.3 59.1 88.7 91.6: 11.3 8.4 Old : 100.0: 41.2 32.9 2.1 45.2 55.9 88.5 90.9: 11.5 9.1 Other: 100.0: 55.6 4.2 0.6 35.0 94.6 91.2 99.4: 8.8 0.6 : : : :# Traders : Number of Traders in Each Category : All : 111: 42 32 13 30 11 75 55: Old : 111: 43 33 7 29 11 73 50: Other: 33: 19 4 3 7 5 26 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 : 24.7 59.6 37.7 70.9 24.7 58.6 37.5 69.8 Old : 26.9 57.6 40.2 69.6 26.9 57.1 39.9 69.2 Other: 37.8 94.1 66.0 98.4 37.8 85.8 62.1 90.1 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, June 30, 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 : 107,388: 34,812 15,763 6,077 59,337 81,579 100,226 103,419: 7,162 3,969 Old : 47,956: 24,866 7,938 248 17,520 36,798 42,634 44,984: 5,322 2,972 Other: 59,432: 14,193 12,072 1,582 41,817 44,781 57,592 58,435: 1,840 997 : : : : : Changes in Commitments from: June 23, 2009 : : -1,734: -2,207 573 333 849 -1,784 -1,025 -878: -709 -856 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 14.7 5.7 55.3 76.0 93.3 96.3: 6.7 3.7 Old : 100.0: 51.9 16.6 0.5 36.5 76.7 88.9 93.8: 11.1 6.2 Other: 100.0: 23.9 20.3 2.7 70.4 75.3 96.9 98.3: 3.1 1.7 : : : :# Traders : Number of Traders in Each Category : All : 136: 49 20 22 43 44 105 77: Old : 126: 44 23 6 31 32 79 57: Other: 90: 25 7 11 36 36 66 51: :---------------------------------------------------------------------------------------------------- : 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 : 38.3 35.7 52.1 51.1 34.5 30.2 46.6 45.2 Old : 36.0 38.1 49.6 52.8 36.0 37.7 49.3 52.2 Other: 42.8 40.2 60.0 60.4 35.9 37.1 51.8 51.4 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, June 30, 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 : 743,415: 206,503 26,705 82,643 375,849 590,659 664,995 700,007: 78,420 43,408 Old : 743,415: 206,503 26,705 82,643 375,849 590,659 664,995 700,007: 78,420 43,408 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2009 : : -17,338: 10,890 -2,260 6,793 -34,996 -19,230 -17,313 -14,697: -25 -2,641 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.8 3.6 11.1 50.6 79.5 89.5 94.2: 10.5 5.8 Old : 100.0: 27.8 3.6 11.1 50.6 79.5 89.5 94.2: 10.5 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 : 227: 97 31 67 69 83 193 158: Old : 227: 97 31 67 69 83 193 158: 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 : 16.8 28.6 28.1 40.1 12.1 17.9 20.0 27.1 Old : 16.8 28.6 28.1 40.1 12.1 17.9 20.0 27.1 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 30, 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 : 111,402: 27,620 13,872 13,187 63,293 77,651 104,100 104,710: 7,302 6,692 Old : 67,355: 26,411 17,006 448 35,511 45,729 62,370 63,183: 4,985 4,172 Other: 44,047: 11,358 7,015 2,590 27,782 31,922 41,730 41,527: 2,317 2,520 : : : : : Changes in Commitments from: June 23, 2009 : : -1,051: 488 3,338 -565 -897 -3,233 -974 -460: -77 -591 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 12.5 11.8 56.8 69.7 93.4 94.0: 6.6 6.0 Old : 100.0: 39.2 25.2 0.7 52.7 67.9 92.6 93.8: 7.4 6.2 Other: 100.0: 25.8 15.9 5.9 63.1 72.5 94.7 94.3: 5.3 5.7 : : : :# Traders : Number of Traders in Each Category : All : 294: 111 47 41 97 95 225 173: Old : 284: 108 51 8 74 67 185 123: Other: 189: 44 31 13 68 85 116 127: :---------------------------------------------------------------------------------------------------- : 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 : 24.1 28.4 38.5 40.2 20.6 20.1 29.1 31.1 Old : 28.4 42.0 42.2 56.0 28.4 41.2 42.2 55.0 Other: 39.6 27.1 54.2 41.9 35.1 27.1 49.7 40.9 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, June 30, 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 : 20,118: 4,637 10,954 2,196 11,274 3,593 18,107 16,743: 2,011 3,375 Old : 20,118: 4,637 10,954 2,196 11,274 3,593 18,107 16,743: 2,011 3,375 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2009 : : -414: -233 -1,053 34 -192 463 -391 -556: -23 142 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 54.4 10.9 56.0 17.9 90.0 83.2: 10.0 16.8 Old : 100.0: 23.0 54.4 10.9 56.0 17.9 90.0 83.2: 10.0 16.8 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 : 60: 12 31 6 8 10 23 45: Old : 60: 12 31 6 8 10 23 45: 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 : 68.8 46.7 83.2 59.7 63.8 38.1 71.8 48.8 Old : 68.8 46.7 83.2 59.7 63.8 38.1 71.8 48.8 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 30, 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 : 346,662: 24,774 97,628 1,979 304,087 232,715 330,840 332,322: 15,822 14,340 Old : 346,662: 24,774 97,628 1,979 304,087 232,715 330,840 332,322: 15,822 14,340 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2009 : : -8,477: -9,025 -2,174 744 -784 -9,265 -9,065 -10,695: 588 2,218 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 28.2 0.6 87.7 67.1 95.4 95.9: 4.6 4.1 Old : 100.0: 7.1 28.2 0.6 87.7 67.1 95.4 95.9: 4.6 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 : 208: 17 44 4 85 91 105 136: Old : 208: 17 44 4 85 91 105 136: 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 : 44.2 24.8 56.1 36.9 41.4 24.8 52.4 35.0 Old : 44.2 24.8 56.1 36.9 41.4 24.8 52.4 35.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2009