COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, September 1, 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 : 123,988: 30,401 20,196 6,666 76,113 88,150 113,180 115,012: 10,808 8,976 Old : 121,387: 30,345 20,433 6,413 74,053 85,589 110,811 112,435: 10,576 8,952 Other: 2,601: 303 10 6 2,060 2,561 2,369 2,577: 232 24 : : : : : Changes in Commitments from: August 25, 2009 : : -1,616: -2,326 3,203 494 976 -5,858 -856 -2,161: -760 545 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 16.3 5.4 61.4 71.1 91.3 92.8: 8.7 7.2 Old : 100.0: 25.0 16.8 5.3 61.0 70.5 91.3 92.6: 8.7 7.4 Other: 100.0: 11.6 0.4 0.2 79.2 98.5 91.1 99.1: 8.9 0.9 : : : :# Traders : Number of Traders in Each Category : All : 188: 62 50 33 43 48 128 114: Old : 188: 62 52 31 42 48 125 114: Other: 30: 6 1 1 11 15 17 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 : 30.5 35.3 46.9 48.5 30.1 33.5 46.4 45.5 Old : 30.8 36.0 47.6 49.1 30.5 34.2 47.1 46.6 Other: 69.1 85.2 86.3 94.8 69.0 85.2 86.0 94.8 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, September 1, 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 : 28,501: 15,944 1,972 521 9,498 24,835 25,963 27,328: 2,538 1,173 Old : 23,498: 13,909 2,001 30 7,196 20,474 21,135 22,505: 2,363 993 Other: 5,003: 2,304 240 222 2,302 4,361 4,828 4,823: 175 180 : : : : : Changes in Commitments from: August 25, 2009 : : -2,604: -1,583 247 -120 -340 -2,667 -2,043 -2,540: -561 -64 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.9 6.9 1.8 33.3 87.1 91.1 95.9: 8.9 4.1 Old : 100.0: 59.2 8.5 0.1 30.6 87.1 89.9 95.8: 10.1 4.2 Other: 100.0: 46.1 4.8 4.4 46.0 87.2 96.5 96.4: 3.5 3.6 : : : :# Traders : Number of Traders in Each Category : All : 88: 47 11 14 22 13 72 35: Old : 83: 44 11 1 19 11 63 23: Other: 47: 22 8 10 10 9 37 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 : 27.6 82.9 45.6 88.5 27.6 81.6 45.6 87.3 Old : 32.1 84.6 50.6 90.9 32.1 84.6 50.6 90.9 Other: 47.9 79.6 64.7 89.2 47.9 75.4 64.7 84.0 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, September 1, 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 : 113,879: 43,427 17,918 6,315 54,253 84,919 103,995 109,152: 9,884 4,727 Old : 106,404: 43,292 15,953 6,122 47,137 79,605 96,551 101,680: 9,853 4,724 Other: 7,475: 276 2,106 52 7,116 5,314 7,444 7,472: 31 3 : : : : : Changes in Commitments from: August 25, 2009 : : 235: -491 26 559 704 -518 772 67: -537 168 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.1 15.7 5.5 47.6 74.6 91.3 95.8: 8.7 4.2 Old : 100.0: 40.7 15.0 5.8 44.3 74.8 90.7 95.6: 9.3 4.4 Other: 100.0: 3.7 28.2 0.7 95.2 71.1 99.6 100.0: 0.4 0.0 : : : :# Traders : Number of Traders in Each Category : All : 138: 55 19 26 43 44 113 77: Old : 138: 55 21 26 42 43 112 76: Other: 20: 2 3 2 9 11 12 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 : 31.6 39.8 44.7 54.3 28.2 35.1 40.9 48.3 Old : 32.1 40.4 46.2 55.8 31.8 38.4 45.4 52.8 Other: 84.7 92.9 97.5 97.9 61.9 68.5 70.4 70.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, September 1, 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 : 864,670: 212,808 37,794 110,055 455,914 676,017 778,777 823,866: 85,893 40,804 Old : 864,670: 212,808 37,794 110,055 455,914 676,017 778,777 823,866: 85,893 40,804 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2009 : : 14,802: -660 -5,839 6,563 8,932 13,361 14,835 14,085: -33 717 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 4.4 12.7 52.7 78.2 90.1 95.3: 9.9 4.7 Old : 100.0: 24.6 4.4 12.7 52.7 78.2 90.1 95.3: 9.9 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 : 247: 103 32 72 84 91 212 175: Old : 247: 103 32 72 84 91 212 175: 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 : 17.7 25.2 28.7 37.6 12.5 16.1 18.9 27.3 Old : 17.7 25.2 28.7 37.6 12.5 16.1 18.9 27.3 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, September 1, 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 : 94,776: 22,962 12,754 9,821 55,463 65,622 88,246 88,197: 6,530 6,579 Old : 92,982: 23,329 13,349 8,619 54,622 64,519 86,570 86,487: 6,412 6,495 Other: 1,794: 771 543 64 841 1,103 1,676 1,710: 118 84 : : : : : Changes in Commitments from: August 25, 2009 : : 1,751: -925 4,664 306 2,495 -3,692 1,876 1,278: -125 473 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 13.5 10.4 58.5 69.2 93.1 93.1: 6.9 6.9 Old : 100.0: 25.1 14.4 9.3 58.7 69.4 93.1 93.0: 6.9 7.0 Other: 100.0: 43.0 30.3 3.6 46.9 61.5 93.4 95.3: 6.6 4.7 : : : :# Traders : Number of Traders in Each Category : All : 282: 94 52 37 98 96 207 174: Old : 282: 94 54 34 98 94 207 169: Other: 43: 7 4 6 9 24 19 33: :---------------------------------------------------------------------------------------------------- : 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 24.8 35.4 37.9 24.8 22.6 35.0 35.3 Old : 25.3 24.8 35.7 38.1 25.3 23.3 35.6 36.2 Other: 71.8 68.1 87.4 81.8 66.8 61.0 78.3 73.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, September 1, 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 : 30,351: 8,573 10,255 2,201 16,160 14,698 26,934 27,154: 3,417 3,197 Old : 30,351: 8,573 10,255 2,201 16,160 14,698 26,934 27,154: 3,417 3,197 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2009 : : 3,034: 2,698 -3,429 53 -168 6,947 2,583 3,571: 451 -537 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 33.8 7.3 53.2 48.4 88.7 89.5: 11.3 10.5 Old : 100.0: 28.2 33.8 7.3 53.2 48.4 88.7 89.5: 11.3 10.5 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 : 77: 23 38 6 10 8 36 50: Old : 77: 23 38 6 10 8 36 50: 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 : 59.9 55.9 73.7 70.6 57.6 51.2 68.3 62.1 Old : 59.9 55.9 73.7 70.6 57.6 51.2 68.3 62.1 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, September 1, 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 : 384,722: 29,089 108,829 3,202 332,990 256,748 365,281 368,779: 19,441 15,943 Old : 384,722: 29,089 108,829 3,202 332,990 256,748 365,281 368,779: 19,441 15,943 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 25, 2009 : : 4,165: -7,252 6,143 -899 11,377 197 3,226 5,441: 939 -1,276 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 28.3 0.8 86.6 66.7 94.9 95.9: 5.1 4.1 Old : 100.0: 7.6 28.3 0.8 86.6 66.7 94.9 95.9: 5.1 4.1 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 : 229: 22 53 15 93 91 124 151: Old : 229: 22 53 15 93 91 124 151: 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 : 41.7 20.2 51.7 33.7 39.7 19.7 48.4 31.3 Old : 41.7 20.2 51.7 33.7 39.7 19.7 48.4 31.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 4, 2009