COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, July 7, 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 : 113,267: 28,920 15,455 4,089 68,968 86,398 101,977 105,942: 11,290 7,325 Old : 111,229: 28,943 15,464 4,037 67,136 84,478 100,116 103,979: 11,113 7,250 Other: 2,038: 19 33 10 1,832 1,920 1,861 1,963: 177 75 : : : : : Changes in Commitments from: June 30, 2009 : : 5,011: 1,499 -2,657 304 2,074 8,668 3,877 6,315: 1,134 -1,304 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.5 13.6 3.6 60.9 76.3 90.0 93.5: 10.0 6.5 Old : 100.0: 26.0 13.9 3.6 60.4 75.9 90.0 93.5: 10.0 6.5 Other: 100.0: 0.9 1.6 0.5 89.9 94.2 91.3 96.3: 8.7 3.7 : : : :# Traders : Number of Traders in Each Category : All : 176: 68 43 27 37 45 123 100: Old : 176: 70 43 27 37 45 123 100: Other: 22: 2 3 1 8 12 11 15: :---------------------------------------------------------------------------------------------------- : 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 : 31.2 38.0 47.6 52.8 30.9 35.5 47.4 49.7 Old : 31.4 38.6 48.2 53.3 31.2 36.1 47.9 50.0 Other: 88.2 90.0 90.7 94.7 88.0 90.0 90.4 94.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, July 7, 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 : 30,212: 12,251 7,322 921 13,514 19,463 26,686 27,706: 3,526 2,506 Old : 27,727: 11,027 7,361 779 12,619 17,126 24,425 25,266: 3,302 2,461 Other: 2,485: 1,337 74 29 895 2,337 2,261 2,440: 224 45 : : : : : Changes in Commitments from: June 30, 2009 : : -1,073: -873 -2,104 169 -360 981 -1,064 -954: -9 -119 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.6 24.2 3.0 44.7 64.4 88.3 91.7: 11.7 8.3 Old : 100.0: 39.8 26.5 2.8 45.5 61.8 88.1 91.1: 11.9 8.9 Other: 100.0: 53.8 3.0 1.2 36.0 94.0 91.0 98.2: 9.0 1.8 : : : :# Traders : Number of Traders in Each Category : All : 97: 39 27 17 26 10 69 51: Old : 97: 39 28 14 25 10 67 49: Other: 32: 19 3 4 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 : 25.7 65.3 39.4 74.9 25.7 63.4 39.2 72.9 Old : 28.0 63.8 42.0 74.2 28.0 62.4 41.9 72.8 Other: 36.9 93.5 65.0 97.1 36.9 85.0 60.7 88.5 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, July 7, 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 : 107,985: 35,056 16,469 6,866 59,321 80,372 101,243 103,707: 6,742 4,278 Old : 47,734: 24,965 10,059 154 17,674 34,373 42,793 44,586: 4,941 3,148 Other: 60,251: 15,244 11,563 1,559 41,647 45,999 58,450 59,121: 1,801 1,130 : : : : : Changes in Commitments from: June 30, 2009 : : 597: 244 706 789 -16 -1,207 1,017 288: -420 309 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 15.3 6.4 54.9 74.4 93.8 96.0: 6.2 4.0 Old : 100.0: 52.3 21.1 0.3 37.0 72.0 89.6 93.4: 10.4 6.6 Other: 100.0: 25.3 19.2 2.6 69.1 76.3 97.0 98.1: 3.0 1.9 : : : :# Traders : Number of Traders in Each Category : All : 134: 48 21 25 42 43 104 79: Old : 126: 44 25 6 29 32 77 59: Other: 90: 27 7 12 35 37 67 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 : 38.1 35.2 51.9 50.5 34.3 29.5 46.6 44.0 Old : 36.0 35.1 50.5 49.9 36.0 34.6 50.5 49.4 Other: 42.3 40.0 59.4 60.1 35.5 37.0 51.3 50.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, July 7, 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 : 715,138: 201,957 27,524 82,141 352,148 560,130 636,246 669,795: 78,892 45,343 Old : 715,138: 201,957 27,524 82,141 352,148 560,130 636,246 669,795: 78,892 45,343 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 30, 2009 : : -28,277: -4,546 819 -502 -23,701 -30,529 -28,749 -30,212: 472 1,935 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 3.8 11.5 49.2 78.3 89.0 93.7: 11.0 6.3 Old : 100.0: 28.2 3.8 11.5 49.2 78.3 89.0 93.7: 11.0 6.3 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 : 227: 96 31 68 71 83 195 158: Old : 227: 96 31 68 71 83 195 158: 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 : 15.1 26.3 25.7 37.4 12.4 16.4 20.5 26.0 Old : 15.1 26.3 25.7 37.4 12.4 16.4 20.5 26.0 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, July 7, 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 : 111,378: 27,159 15,413 13,348 62,577 74,271 103,084 103,032: 8,294 8,346 Old : 66,057: 25,247 17,615 434 35,001 42,699 60,682 60,748: 5,375 5,309 Other: 45,321: 11,123 7,009 3,703 27,576 31,572 42,402 42,284: 2,919 3,037 : : : : : Changes in Commitments from: June 30, 2009 : : -24: -461 1,541 161 -716 -3,380 -1,016 -1,678: 992 1,654 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 13.8 12.0 56.2 66.7 92.6 92.5: 7.4 7.5 Old : 100.0: 38.2 26.7 0.7 53.0 64.6 91.9 92.0: 8.1 8.0 Other: 100.0: 24.5 15.5 8.2 60.8 69.7 93.6 93.3: 6.4 6.7 : : : :# Traders : Number of Traders in Each Category : All : 301: 107 58 41 99 91 224 179: Old : 292: 104 63 10 78 64 186 133: Other: 192: 50 28 15 73 82 126 124: :---------------------------------------------------------------------------------------------------- : 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 : 22.8 27.1 37.1 39.3 20.3 19.7 28.8 31.1 Old : 29.1 42.2 42.0 53.6 29.1 41.9 42.0 53.0 Other: 36.3 26.5 51.0 42.7 32.1 26.5 46.0 40.8 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, July 7, 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 : 20,244: 5,135 11,766 2,178 10,555 3,363 17,868 17,307: 2,376 2,937 Old : 20,244: 5,135 11,766 2,178 10,555 3,363 17,868 17,307: 2,376 2,937 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 30, 2009 : : 126: 498 812 -18 -719 -230 -239 564: 365 -438 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 58.1 10.8 52.1 16.6 88.3 85.5: 11.7 14.5 Old : 100.0: 25.4 58.1 10.8 52.1 16.6 88.3 85.5: 11.7 14.5 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 : 62: 11 33 5 9 10 24 45: Old : 62: 11 33 5 9 10 24 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 : 65.8 47.8 80.1 63.9 60.9 41.1 69.0 52.8 Old : 65.8 47.8 80.1 63.9 60.9 41.1 69.0 52.8 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, July 7, 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 : 358,336: 22,564 108,332 851 321,081 232,543 344,496 341,726: 13,840 16,610 Old : 358,336: 22,564 108,332 851 321,081 232,543 344,496 341,726: 13,840 16,610 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 30, 2009 : : 11,674: -2,210 10,704 -1,128 16,994 -172 13,656 9,404: -1,982 2,270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 30.2 0.2 89.6 64.9 96.1 95.4: 3.9 4.6 Old : 100.0: 6.3 30.2 0.2 89.6 64.9 96.1 95.4: 3.9 4.6 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: 15 54 4 89 96 107 151: Old : 225: 15 54 4 89 96 107 151: 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 : 43.9 22.7 55.9 33.7 40.4 22.1 51.4 31.1 Old : 43.9 22.7 55.9 33.7 40.4 22.1 51.4 31.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2009