COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, August 4, 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 : 126,456: 34,707 15,827 5,309 74,376 99,926 114,392 121,062: 12,064 5,394 Old : 124,128: 34,707 16,000 5,118 72,434 97,645 112,259 118,763: 11,869 5,365 Other: 2,328: 185 12 6 1,942 2,281 2,133 2,299: 195 29 : : : : : Changes in Commitments from: July 28, 2009 : : 1,794: -292 211 454 1,325 1,509 1,487 2,174: 307 -380 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.4 12.5 4.2 58.8 79.0 90.5 95.7: 9.5 4.3 Old : 100.0: 28.0 12.9 4.1 58.4 78.7 90.4 95.7: 9.6 4.3 Other: 100.0: 7.9 0.5 0.3 83.4 98.0 91.6 98.8: 8.4 1.2 : : : :# Traders : Number of Traders in Each Category : All : 195: 79 44 31 42 47 142 103: Old : 195: 79 44 31 42 47 142 103: Other: 26: 4 2 1 9 14 13 17: :---------------------------------------------------------------------------------------------------- : 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 : 30.1 39.8 45.3 54.2 29.7 37.9 44.8 51.6 Old : 30.4 40.5 45.9 54.7 30.1 38.6 45.5 51.9 Other: 78.9 84.9 90.3 93.9 78.7 84.9 89.9 93.8 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, August 4, 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 : 30,071: 14,202 2,759 1,864 10,832 23,735 26,898 28,358: 3,173 1,713 Old : 26,218: 13,059 2,797 1,529 8,637 20,235 23,225 24,561: 2,993 1,657 Other: 3,853: 1,350 169 128 2,195 3,500 3,673 3,797: 180 56 : : : : : Changes in Commitments from: July 28, 2009 : : -1,674: -937 -330 -125 -162 -1,401 -1,224 -1,856: -450 182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.2 9.2 6.2 36.0 78.9 89.4 94.3: 10.6 5.7 Old : 100.0: 49.8 10.7 5.8 32.9 77.2 88.6 93.7: 11.4 6.3 Other: 100.0: 35.0 4.4 3.3 57.0 90.8 95.3 98.5: 4.7 1.5 : : : :# Traders : Number of Traders in Each Category : All : 91: 44 16 17 23 14 78 38: Old : 91: 43 18 15 21 14 74 38: Other: 35: 16 7 5 7 7 25 17: :---------------------------------------------------------------------------------------------------- : 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 72.0 42.1 79.0 25.7 69.3 42.1 75.0 Old : 29.4 70.6 44.4 78.5 29.4 68.4 44.4 74.9 Other: 53.6 87.1 75.1 94.5 53.6 81.1 73.1 87.1 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, August 4, 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 : 115,852: 42,912 18,603 6,249 56,224 85,835 105,385 110,687: 10,467 5,165 Old : 36,128: 20,517 12,359 192 9,559 20,919 30,268 33,470: 5,860 2,658 Other: 79,724: 26,550 10,399 1,902 46,665 64,916 75,117 77,217: 4,607 2,507 : : : : : Changes in Commitments from: July 28, 2009 : : -417: 2,075 1,221 -571 -2,280 -1,146 -776 -496: 359 79 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.0 16.1 5.4 48.5 74.1 91.0 95.5: 9.0 4.5 Old : 100.0: 56.8 34.2 0.5 26.5 57.9 83.8 92.6: 16.2 7.4 Other: 100.0: 33.3 13.0 2.4 58.5 81.4 94.2 96.9: 5.8 3.1 : : : :# Traders : Number of Traders in Each Category : All : 150: 66 20 28 48 43 129 80: Old : 127: 47 25 5 32 27 82 54: Other: 108: 40 10 15 40 40 85 61: :---------------------------------------------------------------------------------------------------- : 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 : 29.7 40.8 42.8 54.9 26.3 37.4 38.9 50.9 Old : 23.8 46.1 39.2 62.9 23.8 45.3 39.2 62.0 Other: 37.4 39.9 52.4 58.3 32.5 35.2 47.0 51.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, August 4, 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 : 793,279: 236,859 30,529 88,789 380,379 629,784 706,027 749,102: 87,252 44,177 Old : 793,279: 236,859 30,529 88,789 380,379 629,784 706,027 749,102: 87,252 44,177 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2009 : : 20,980: 10,097 1,611 1,230 6,562 16,907 17,889 19,748: 3,091 1,232 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 3.8 11.2 48.0 79.4 89.0 94.4: 11.0 5.6 Old : 100.0: 29.9 3.8 11.2 48.0 79.4 89.0 94.4: 11.0 5.6 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 : 240: 113 28 69 70 84 204 165: Old : 240: 113 28 69 70 84 204 165: 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 : 15.7 25.5 26.4 37.7 11.2 16.4 18.2 26.6 Old : 15.7 25.5 26.4 37.7 11.2 16.4 18.2 26.6 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, August 4, 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 : 103,833: 25,737 11,001 12,356 56,609 73,866 94,702 97,223: 9,131 6,610 Old : 49,157: 17,718 13,186 252 25,713 32,707 43,683 46,145: 5,474 3,012 Other: 54,676: 15,711 5,507 4,412 30,896 41,159 51,019 51,078: 3,657 3,598 : : : : : Changes in Commitments from: July 28, 2009 : : -1,770: 1,773 -4,699 40 -3,509 4,108 -1,696 -551: -74 -1,219 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 10.6 11.9 54.5 71.1 91.2 93.6: 8.8 6.4 Old : 100.0: 36.0 26.8 0.5 52.3 66.5 88.9 93.9: 11.1 6.1 Other: 100.0: 28.7 10.1 8.1 56.5 75.3 93.3 93.4: 6.7 6.6 : : : :# Traders : Number of Traders in Each Category : All : 299: 121 46 48 91 100 236 177: Old : 261: 85 60 6 58 66 145 130: Other: 222: 81 23 20 76 88 165 124: :---------------------------------------------------------------------------------------------------- : 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 : 22.4 24.9 34.0 36.7 22.4 20.9 31.0 32.6 Old : 30.7 40.2 44.2 50.8 30.7 39.9 44.2 50.4 Other: 23.7 24.4 38.3 42.7 22.4 23.7 34.8 42.0 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, August 4, 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 : 28,621: 7,505 19,398 2,197 18,085 3,734 27,787 25,329: 834 3,292 Old : 28,621: 7,505 19,398 2,197 18,085 3,734 27,787 25,329: 834 3,292 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2009 : : 2,818: 1,076 3,404 9 2,669 481 3,754 3,894: -936 -1,076 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 67.8 7.7 63.2 13.0 97.1 88.5: 2.9 11.5 Old : 100.0: 26.2 67.8 7.7 63.2 13.0 97.1 88.5: 2.9 11.5 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 : 74: 12 46 3 10 7 25 54: Old : 74: 12 46 3 10 7 25 54: 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 : 82.0 37.8 90.4 55.4 78.4 34.4 83.3 49.9 Old : 82.0 37.8 90.4 55.4 78.4 34.4 83.3 49.9 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, August 4, 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 : 366,123: 36,119 103,702 3,190 308,514 240,781 347,823 347,673: 18,300 18,450 Old : 366,123: 36,119 103,702 3,190 308,514 240,781 347,823 347,673: 18,300 18,450 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 28, 2009 : : -1,971: 2,987 4,482 -774 -5,124 -6,880 -2,911 -3,172: 940 1,201 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 28.3 0.9 84.3 65.8 95.0 95.0: 5.0 5.0 Old : 100.0: 9.9 28.3 0.9 84.3 65.8 95.0 95.0: 5.0 5.0 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: 23 52 10 86 93 118 146: Old : 226: 23 52 10 86 93 118 146: 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 : 44.1 21.5 54.7 33.3 41.4 21.4 50.8 31.1 Old : 44.1 21.5 54.7 33.3 41.4 21.4 50.8 31.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 7, 2009