COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, July 21, 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 : 130,139: 37,387 14,732 5,449 73,262 104,662 116,098 124,843: 14,041 5,296 Old : 127,879: 37,387 14,881 5,284 71,345 102,447 114,016 122,612: 13,863 5,267 Other: 2,260: 159 10 6 1,917 2,215 2,082 2,231: 178 29 : : : : : Changes in Commitments from: July 14, 2009 : : 7,483: 3,034 -290 923 3,208 6,838 7,165 7,471: 318 12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 11.3 4.2 56.3 80.4 89.2 95.9: 10.8 4.1 Old : 100.0: 29.2 11.6 4.1 55.8 80.1 89.2 95.9: 10.8 4.1 Other: 100.0: 7.0 0.4 0.3 84.8 98.0 92.1 98.7: 7.9 1.3 : : : :# Traders : Number of Traders in Each Category : All : 197: 85 40 30 36 48 143 101: Old : 197: 85 42 30 36 48 143 101: Other: 25: 4 1 1 9 14 13 16: :---------------------------------------------------------------------------------------------------- : 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 : 28.6 40.5 43.5 55.5 28.2 38.6 43.0 52.7 Old : 28.8 41.1 44.0 55.7 28.5 39.3 43.6 53.0 Other: 81.2 85.2 90.7 94.2 81.1 85.2 90.3 94.0 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, July 21, 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 : 31,601: 14,886 3,179 1,852 11,142 25,034 27,880 30,065: 3,721 1,536 Old : 27,834: 13,862 3,294 1,471 8,950 21,577 24,283 26,342: 3,551 1,492 Other: 3,767: 1,271 132 134 2,192 3,457 3,597 3,723: 170 44 : : : : : Changes in Commitments from: July 14, 2009 : : 2,669: 2,237 -549 496 -902 2,928 1,831 2,875: 838 -206 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.1 10.1 5.9 35.3 79.2 88.2 95.1: 11.8 4.9 Old : 100.0: 49.8 11.8 5.3 32.2 77.5 87.2 94.6: 12.8 5.4 Other: 100.0: 33.7 3.5 3.6 58.2 91.8 95.5 98.8: 4.5 1.2 : : : :# Traders : Number of Traders in Each Category : All : 89: 38 19 17 21 17 72 41: Old : 89: 39 19 16 20 17 70 41: Other: 36: 15 7 6 7 8 26 18: :---------------------------------------------------------------------------------------------------- : 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 : 24.8 71.9 40.4 79.3 24.8 70.2 40.4 76.6 Old : 28.1 70.7 42.8 78.6 28.1 69.5 42.8 76.5 Other: 53.9 87.3 73.7 94.5 53.8 81.6 72.0 86.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, July 21, 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 : 114,250: 37,982 18,400 5,857 59,360 84,799 103,199 109,056: 11,051 5,194 Old : 48,446: 23,603 11,342 222 16,471 33,215 40,296 44,779: 8,150 3,667 Other: 65,804: 18,124 10,803 1,890 42,889 51,584 62,903 64,277: 2,901 1,527 : : : : : Changes in Commitments from: July 14, 2009 : : 4,508: 2,795 389 -142 -1,046 2,366 1,607 2,613: 2,901 1,895 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 16.1 5.1 52.0 74.2 90.3 95.5: 9.7 4.5 Old : 100.0: 48.7 23.4 0.5 34.0 68.6 83.2 92.4: 16.8 7.6 Other: 100.0: 27.5 16.4 2.9 65.2 78.4 95.6 97.7: 4.4 2.3 : : : :# Traders : Number of Traders in Each Category : All : 138: 55 19 24 44 44 113 76: Old : 128: 46 26 5 28 30 79 56: Other: 92: 26 8 11 40 37 72 50: :---------------------------------------------------------------------------------------------------- : 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 : 32.7 38.3 46.4 52.4 29.2 34.6 42.2 48.4 Old : 25.8 39.3 38.5 55.6 25.8 38.6 38.5 55.0 Other: 40.8 38.8 58.0 57.5 34.6 36.0 51.4 49.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, July 21, 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 : 730,464: 205,359 30,913 84,908 358,788 566,909 649,055 682,730: 81,409 47,734 Old : 730,464: 205,359 30,913 84,908 358,788 566,909 649,055 682,730: 81,409 47,734 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2009 : : 11,062: 6,543 -924 -3,838 6,900 14,757 9,605 9,995: 1,457 1,067 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.1 4.2 11.6 49.1 77.6 88.9 93.5: 11.1 6.5 Old : 100.0: 28.1 4.2 11.6 49.1 77.6 88.9 93.5: 11.1 6.5 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 : 226: 101 29 67 68 82 192 158: Old : 226: 101 29 67 68 82 192 158: 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 : 15.8 24.2 27.2 35.4 12.3 15.8 20.1 25.5 Old : 15.8 24.2 27.2 35.4 12.3 15.8 20.1 25.5 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, July 21, 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 : 107,678: 24,224 17,039 12,339 61,933 70,621 98,496 99,999: 9,182 7,679 Old : 60,974: 21,307 18,679 355 33,871 37,670 55,533 56,704: 5,441 4,270 Other: 46,704: 11,014 6,457 3,887 28,062 32,951 42,963 43,295: 3,741 3,409 : : : : : Changes in Commitments from: July 14, 2009 : : 29: 685 76 388 -1,523 187 -450 651: 479 -622 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 15.8 11.5 57.5 65.6 91.5 92.9: 8.5 7.1 Old : 100.0: 34.9 30.6 0.6 55.5 61.8 91.1 93.0: 8.9 7.0 Other: 100.0: 23.6 13.8 8.3 60.1 70.6 92.0 92.7: 8.0 7.3 : : : :# Traders : Number of Traders in Each Category : All : 292: 100 60 42 99 96 220 183: Old : 276: 89 65 10 75 60 169 130: Other: 200: 53 30 14 77 85 134 126: :---------------------------------------------------------------------------------------------------- : 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 : 22.2 26.3 34.8 38.6 21.0 20.1 30.3 32.2 Old : 27.6 42.3 40.8 52.9 27.6 41.9 40.8 52.2 Other: 30.8 26.4 44.6 42.8 27.7 26.4 39.7 41.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, July 21, 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 : 27,107: 8,060 17,468 2,019 15,420 3,537 25,499 23,024: 1,608 4,083 Old : 27,107: 8,060 17,468 2,019 15,420 3,537 25,499 23,024: 1,608 4,083 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2009 : : 5,672: 2,856 4,198 -137 3,653 298 6,372 4,359: -700 1,313 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 64.4 7.4 56.9 13.0 94.1 84.9: 5.9 15.1 Old : 100.0: 29.7 64.4 7.4 56.9 13.0 94.1 84.9: 5.9 15.1 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 : 69: 10 43 2 9 8 20 53: Old : 69: 10 43 2 9 8 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 : 78.6 38.4 88.2 54.6 74.9 33.7 80.5 48.2 Old : 78.6 38.4 88.2 54.6 74.9 33.7 80.5 48.2 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 21, 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 : 359,517: 30,050 97,519 1,077 311,843 243,519 342,970 342,115: 16,547 17,402 Old : 359,517: 30,050 97,519 1,077 311,843 243,519 342,970 342,115: 16,547 17,402 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 14, 2009 : : 1,078: 8,278 2,626 -698 -8,285 -566 -705 1,362: 1,783 -284 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 27.1 0.3 86.7 67.7 95.4 95.2: 4.6 4.8 Old : 100.0: 8.4 27.1 0.3 86.7 67.7 95.4 95.2: 4.6 4.8 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 : 231: 20 52 7 87 103 113 156: Old : 231: 20 52 7 87 103 113 156: 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 22.1 55.8 33.4 41.8 21.5 52.0 31.4 Old : 44.2 22.1 55.8 33.4 41.8 21.5 52.0 31.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 24, 2009