COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, August 25, 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 : 125,604: 32,727 16,993 6,172 75,137 94,008 114,036 117,173: 11,568 8,431 Old : 123,018: 32,671 17,222 5,927 73,074 91,470 111,672 114,619: 11,346 8,399 Other: 2,586: 295 10 6 2,063 2,538 2,364 2,554: 222 32 : : : : : Changes in Commitments from: August 18, 2009 : : -1,703: -2,045 3,679 -112 1,274 -6,663 -883 -3,096: -820 1,393 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 13.5 4.9 59.8 74.8 90.8 93.3: 9.2 6.7 Old : 100.0: 26.6 14.0 4.8 59.4 74.4 90.8 93.2: 9.2 6.8 Other: 100.0: 11.4 0.4 0.2 79.8 98.1 91.4 98.8: 8.6 1.2 : : : :# Traders : Number of Traders in Each Category : All : 197: 75 48 31 42 49 137 114: Old : 197: 75 49 31 42 49 137 114: Other: 29: 5 1 1 11 15 16 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 : 29.6 37.1 45.7 51.0 29.3 35.3 45.2 48.0 Old : 30.0 37.9 46.3 51.7 29.6 36.1 45.8 49.2 Other: 69.6 84.4 86.7 94.0 69.5 84.4 86.3 94.0 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, August 25, 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 : 31,105: 17,527 1,725 641 9,838 27,502 28,006 29,868: 3,099 1,237 Old : 26,552: 15,967 1,640 150 7,518 23,608 23,635 25,398: 2,917 1,154 Other: 4,553: 1,845 370 206 2,320 3,894 4,371 4,470: 182 83 : : : : : Changes in Commitments from: August 18, 2009 : : -1,064: 725 -872 -1,259 -574 999 -1,108 -1,132: 44 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.3 5.5 2.1 31.6 88.4 90.0 96.0: 10.0 4.0 Old : 100.0: 60.1 6.2 0.6 28.3 88.9 89.0 95.7: 11.0 4.3 Other: 100.0: 40.5 8.1 4.5 51.0 85.5 96.0 98.2: 4.0 1.8 : : : :# Traders : Number of Traders in Each Category : All : 92: 55 8 14 22 13 82 32: Old : 88: 55 7 3 19 12 75 21: Other: 43: 18 10 8 8 9 31 22: :---------------------------------------------------------------------------------------------------- : 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 81.2 41.7 87.8 24.8 79.8 41.7 85.6 Old : 29.0 82.5 46.0 89.9 29.0 82.3 46.0 88.8 Other: 52.8 78.3 72.9 88.3 51.9 71.8 69.7 80.8 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, August 25, 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 : 113,644: 43,918 17,892 5,756 53,549 85,437 103,223 109,085: 10,421 4,559 Old : 156: 0 0 0 150 0 150 0: 6 156 Other: 113,488: 43,918 17,892 5,756 53,399 85,437 103,073 109,085: 10,415 4,403 : : : : : Changes in Commitments from: August 18, 2009 : : 3,879: 2,069 901 323 -1,070 2,512 1,322 3,736: 2,557 143 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.6 15.7 5.1 47.1 75.2 90.8 96.0: 9.2 4.0 Old : 100.0: 0.0 0.0 0.0 96.2 0.0 96.2 0.0: 3.8 100.0 Other: 100.0: 38.7 15.8 5.1 47.1 75.3 90.8 96.1: 9.2 3.9 : : : :# Traders : Number of Traders in Each Category : All : 147: 66 21 24 39 43 119 76: Old : 1: 0 0 0 1 0 1 0: Other: 147: 66 21 24 39 43 119 76: :---------------------------------------------------------------------------------------------------- : 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 : 31.3 40.4 44.4 54.9 27.9 35.5 40.7 49.0 Old : 96.2 0.0 96.2 0.0 96.2 0.0 96.2 0.0 Other: 31.4 40.4 44.5 55.0 28.0 35.7 40.8 49.2 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, August 25, 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 : 849,868: 213,468 43,633 103,492 446,982 662,656 763,942 809,781: 85,926 40,087 Old : 849,868: 213,468 43,633 103,492 446,982 662,656 763,942 809,781: 85,926 40,087 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2009 : : 11,689: -3,229 4,882 2,163 13,652 5,341 12,586 12,386: -897 -697 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 5.1 12.2 52.6 78.0 89.9 95.3: 10.1 4.7 Old : 100.0: 25.1 5.1 12.2 52.6 78.0 89.9 95.3: 10.1 4.7 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 : 237: 103 27 70 79 85 206 163: Old : 237: 103 27 70 79 85 206 163: 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 : 17.8 24.8 29.1 37.3 12.6 15.4 19.3 26.6 Old : 17.8 24.8 29.1 37.3 12.6 15.4 19.3 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 25, 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 : 93,025: 23,887 8,090 9,515 52,968 69,314 86,370 86,919: 6,655 6,106 Old : 541: 0 10 0 537 384 537 394: 4 147 Other: 92,484: 23,887 8,080 9,515 52,431 68,930 85,833 86,525: 6,651 5,959 : : : : : Changes in Commitments from: August 18, 2009 : : -9,565: -4,454 2,685 -649 -3,611 -11,589 -8,714 -9,553: -851 -12 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 8.7 10.2 56.9 74.5 92.8 93.4: 7.2 6.6 Old : 100.0: 0.0 1.8 0.0 99.3 71.0 99.3 72.8: 0.7 27.2 Other: 100.0: 25.8 8.7 10.3 56.7 74.5 92.8 93.6: 7.2 6.4 : : : :# Traders : Number of Traders in Each Category : All : 279: 104 39 35 90 97 208 161: Old : 24: 0 1 0 4 20 4 21: Other: 278: 104 39 35 90 96 208 160: :---------------------------------------------------------------------------------------------------- : 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 : 24.6 25.6 35.1 39.3 24.6 23.4 34.9 36.6 Old : 99.3 49.4 99.3 62.1 99.1 49.4 99.1 62.1 Other: 24.8 25.6 35.4 39.3 24.8 23.4 35.1 36.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, August 25, 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 : 27,317: 5,875 13,684 2,148 16,328 7,751 24,351 23,583: 2,966 3,734 Old : 27,317: 5,875 13,684 2,148 16,328 7,751 24,351 23,583: 2,966 3,734 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2009 : : 2,146: 1,941 2,500 -130 793 -934 2,604 1,436: -458 710 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.5 50.1 7.9 59.8 28.4 89.1 86.3: 10.9 13.7 Old : 100.0: 21.5 50.1 7.9 59.8 28.4 89.1 86.3: 10.9 13.7 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 : 71: 19 37 3 9 8 31 46: Old : 71: 19 37 3 9 8 31 46: 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 : 70.5 42.6 79.9 63.9 67.2 39.7 71.9 55.8 Old : 70.5 42.6 79.9 63.9 67.2 39.7 71.9 55.8 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 25, 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 : 380,557: 36,341 102,686 4,101 321,613 256,551 362,055 363,338: 18,502 17,219 Old : 380,557: 36,341 102,686 4,101 321,613 256,551 362,055 363,338: 18,502 17,219 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 18, 2009 : : 3,842: -7,055 -3,621 -523 10,464 5,536 2,886 1,392: 956 2,450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 27.0 1.1 84.5 67.4 95.1 95.5: 4.9 4.5 Old : 100.0: 9.5 27.0 1.1 84.5 67.4 95.1 95.5: 4.9 4.5 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 : 228: 24 49 13 92 92 125 146: Old : 228: 24 49 13 92 92 125 146: 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 : 42.4 20.9 53.0 34.6 40.4 20.7 49.6 32.8 Old : 42.4 20.9 53.0 34.6 40.4 20.7 49.6 32.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2009