COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, August 11, 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 : 128,105: 34,910 15,386 5,136 74,491 101,485 114,537 122,007: 13,568 6,098 Old : 125,759: 34,854 15,462 5,040 72,474 99,190 112,368 119,692: 13,391 6,067 Other: 2,346: 142 10 10 2,017 2,295 2,169 2,315: 177 31 : : : : : Changes in Commitments from: August 4, 2009 : : 1,649: 203 -441 -173 115 1,559 145 945: 1,504 704 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 12.0 4.0 58.1 79.2 89.4 95.2: 10.6 4.8 Old : 100.0: 27.7 12.3 4.0 57.6 78.9 89.4 95.2: 10.6 4.8 Other: 100.0: 6.1 0.4 0.4 86.0 97.8 92.5 98.7: 7.5 1.3 : : : :# Traders : Number of Traders in Each Category : All : 196: 82 41 28 42 47 146 98: Old : 196: 82 41 28 41 47 145 98: Other: 28: 4 1 2 10 15 15 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 : 29.2 39.6 44.6 53.9 28.8 37.5 44.0 51.6 Old : 29.4 40.3 45.1 54.3 29.1 38.3 44.6 52.0 Other: 78.3 84.9 90.7 93.7 78.1 84.9 90.3 93.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, August 11, 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 : 32,467: 16,310 2,957 1,883 10,299 26,394 28,492 31,234: 3,975 1,233 Old : 28,522: 15,315 2,985 1,460 7,974 22,911 24,749 27,356: 3,773 1,166 Other: 3,945: 1,242 219 176 2,325 3,483 3,743 3,878: 202 67 : : : : : Changes in Commitments from: August 4, 2009 : : 2,396: 2,108 198 19 -533 2,659 1,594 2,876: 802 -480 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.2 9.1 5.8 31.7 81.3 87.8 96.2: 12.2 3.8 Old : 100.0: 53.7 10.5 5.1 28.0 80.3 86.8 95.9: 13.2 4.1 Other: 100.0: 31.5 5.6 4.5 58.9 88.3 94.9 98.3: 5.1 1.7 : : : :# Traders : Number of Traders in Each Category : All : 103: 56 14 16 25 16 89 40: Old : 103: 56 15 16 22 16 86 40: Other: 36: 15 8 5 7 8 26 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 : 23.4 74.0 39.2 81.0 23.4 72.5 39.2 78.5 Old : 26.6 73.5 41.1 81.3 26.6 73.1 41.1 79.8 Other: 55.1 83.1 74.9 91.9 51.9 74.0 69.6 81.5 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, August 11, 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 : 113,497: 40,252 18,506 5,051 58,142 85,953 103,445 109,510: 10,052 3,987 Old : 19,333: 9,410 8,045 206 6,588 10,391 16,204 18,642: 3,129 691 Other: 94,164: 32,878 12,497 2,809 51,554 75,562 87,241 90,868: 6,923 3,296 : : : : : Changes in Commitments from: August 4, 2009 : : -2,355: -2,660 -97 -1,198 1,918 118 -1,940 -1,177: -415 -1,178 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.5 16.3 4.5 51.2 75.7 91.1 96.5: 8.9 3.5 Old : 100.0: 48.7 41.6 1.1 34.1 53.7 83.8 96.4: 16.2 3.6 Other: 100.0: 34.9 13.3 3.0 54.7 80.2 92.6 96.5: 7.4 3.5 : : : :# Traders : Number of Traders in Each Category : All : 140: 61 17 24 43 44 115 77: Old : 88: 27 10 2 30 23 59 33: Other: 127: 50 17 19 40 43 99 72: :---------------------------------------------------------------------------------------------------- : 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 41.4 44.0 55.9 27.2 36.9 40.2 50.2 Old : 29.5 57.8 42.9 75.2 29.5 57.8 42.9 74.2 Other: 35.5 41.0 48.7 57.2 31.3 36.8 43.9 51.2 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, August 11, 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 : 846,179: 215,439 45,630 96,141 442,741 661,517 754,321 803,288: 91,858 42,891 Old : 846,179: 215,439 45,630 96,141 442,741 661,517 754,321 803,288: 91,858 42,891 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 4, 2009 : : 52,900: -21,420 15,101 7,352 62,362 31,733 48,294 54,186: 4,606 -1,286 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.5 5.4 11.4 52.3 78.2 89.1 94.9: 10.9 5.1 Old : 100.0: 25.5 5.4 11.4 52.3 78.2 89.1 94.9: 10.9 5.1 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 : 236: 98 34 67 78 89 203 166: Old : 236: 98 34 67 78 89 203 166: 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 : 17.4 24.2 27.8 36.7 11.2 15.6 18.3 25.7 Old : 17.4 24.2 27.8 36.7 11.2 15.6 18.3 25.7 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 11, 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 : 106,270: 30,695 9,043 10,615 54,707 78,842 96,017 98,500: 10,253 7,770 Old : 35,980: 13,509 7,720 250 16,651 24,731 30,410 32,701: 5,570 3,279 Other: 70,290: 19,797 3,934 7,754 38,056 54,111 65,607 65,799: 4,683 4,491 : : : : : Changes in Commitments from: August 4, 2009 : : 2,437: 4,958 -1,958 -1,741 -1,902 4,976 1,315 1,277: 1,122 1,160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 8.5 10.0 51.5 74.2 90.4 92.7: 9.6 7.3 Old : 100.0: 37.5 21.5 0.7 46.3 68.7 84.5 90.9: 15.5 9.1 Other: 100.0: 28.2 5.6 11.0 54.1 77.0 93.3 93.6: 6.7 6.4 : : : :# Traders : Number of Traders in Each Category : All : 308: 121 47 49 93 106 242 183: Old : 246: 76 51 6 57 70 136 124: Other: 252: 93 33 25 71 97 175 146: :---------------------------------------------------------------------------------------------------- : 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 : 22.0 24.3 31.8 37.4 22.0 21.2 30.7 33.9 Old : 27.5 41.5 38.0 53.3 27.5 41.3 38.0 52.6 Other: 20.2 23.7 34.1 40.0 19.9 23.0 31.7 37.5 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, August 11, 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 : 27,863: 6,148 15,700 2,195 17,321 6,273 25,664 24,168: 2,199 3,695 Old : 27,863: 6,148 15,700 2,195 17,321 6,273 25,664 24,168: 2,199 3,695 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 4, 2009 : : -758: -1,357 -3,698 -2 -764 2,539 -2,123 -1,161: 1,365 403 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 56.3 7.9 62.2 22.5 92.1 86.7: 7.9 13.3 Old : 100.0: 22.1 56.3 7.9 62.2 22.5 92.1 86.7: 7.9 13.3 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 : 76: 15 46 7 11 6 33 53: Old : 76: 15 46 7 11 6 33 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 : 74.1 39.7 84.2 58.1 71.3 37.0 76.7 50.8 Old : 74.1 39.7 84.2 58.1 71.3 37.0 76.7 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, August 11, 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 : 370,972: 34,155 107,821 2,671 316,043 244,302 352,869 354,794: 18,103 16,178 Old : 370,972: 34,155 107,821 2,671 316,043 244,302 352,869 354,794: 18,103 16,178 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 4, 2009 : : 4,849: -1,964 4,119 -519 7,529 3,521 5,046 7,121: -197 -2,272 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 29.1 0.7 85.2 65.9 95.1 95.6: 4.9 4.4 Old : 100.0: 9.2 29.1 0.7 85.2 65.9 95.1 95.6: 4.9 4.4 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 : 225: 22 54 13 84 93 115 151: Old : 225: 22 54 13 84 93 115 151: 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 : 44.6 21.0 54.7 33.7 42.2 20.9 51.0 31.7 Old : 44.6 21.0 54.7 33.7 42.2 20.9 51.0 31.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2009