COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, September 15, 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 : 134,494: 37,740 16,277 7,588 75,571 104,349 120,899 128,214: 13,595 6,280 Old : 130,392: 37,684 16,254 7,491 71,900 100,480 117,075 124,225: 13,317 6,167 Other: 4,102: 145 112 8 3,671 3,869 3,824 3,989: 278 113 : : : : : Changes in Commitments from: September 8, 2009 : : 8,183: 5,880 -1,448 171 -62 11,840 5,989 10,563: 2,194 -2,380 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.1 12.1 5.6 56.2 77.6 89.9 95.3: 10.1 4.7 Old : 100.0: 28.9 12.5 5.7 55.1 77.1 89.8 95.3: 10.2 4.7 Other: 100.0: 3.5 2.7 0.2 89.5 94.3 93.2 97.2: 6.8 2.8 : : : :# Traders : Number of Traders in Each Category : All : 196: 82 39 33 37 54 140 111: Old : 196: 82 40 33 36 54 139 111: Other: 34: 2 7 1 9 18 11 26: :---------------------------------------------------------------------------------------------------- : 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 : 28.2 39.7 43.0 53.6 27.8 37.6 42.4 50.3 Old : 28.8 40.8 44.0 54.1 28.5 38.7 43.6 51.6 Other: 88.3 71.4 93.1 84.6 88.3 71.4 92.9 84.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, September 15, 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 : 28,919: 15,552 3,441 735 10,083 23,235 26,370 27,411: 2,549 1,508 Old : 23,128: 13,356 3,599 29 7,532 18,250 20,917 21,878: 2,211 1,250 Other: 5,791: 2,631 277 271 2,551 4,985 5,453 5,533: 338 258 : : : : : Changes in Commitments from: September 8, 2009 : : 888: 428 1,202 153 40 -528 621 827: 267 61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.8 11.9 2.5 34.9 80.3 91.2 94.8: 8.8 5.2 Old : 100.0: 57.7 15.6 0.1 32.6 78.9 90.4 94.6: 9.6 5.4 Other: 100.0: 45.4 4.8 4.7 44.1 86.1 94.2 95.5: 5.8 4.5 : : : :# Traders : Number of Traders in Each Category : All : 92: 46 14 16 21 13 69 42: Old : 86: 41 16 1 19 10 60 27: Other: 49: 25 7 11 10 10 39 24: :---------------------------------------------------------------------------------------------------- : 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 : 27.4 75.9 44.5 83.2 27.4 74.5 44.5 81.9 Old : 32.6 76.9 50.5 85.5 32.6 76.9 50.5 85.5 Other: 44.8 75.8 59.7 86.7 44.8 72.4 59.7 82.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, September 15, 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 : 124,688: 47,751 20,207 9,869 54,973 89,804 112,593 119,880: 12,095 4,808 Old : 115,214: 47,628 16,634 9,678 45,852 84,100 103,158 110,412: 12,056 4,802 Other: 9,474: 276 3,726 38 9,121 5,704 9,435 9,468: 39 6 : : : : : Changes in Commitments from: September 8, 2009 : : 7,648: 3,098 2,051 2,354 955 3,380 6,407 7,785: 1,241 -137 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.3 16.2 7.9 44.1 72.0 90.3 96.1: 9.7 3.9 Old : 100.0: 41.3 14.4 8.4 39.8 73.0 89.5 95.8: 10.5 4.2 Other: 100.0: 2.9 39.3 0.4 96.3 60.2 99.6 99.9: 0.4 0.1 : : : :# Traders : Number of Traders in Each Category : All : 156: 71 17 27 42 49 127 84: Old : 156: 71 19 27 41 48 126 83: Other: 22: 3 3 1 11 10 15 13: :---------------------------------------------------------------------------------------------------- : 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 : 27.8 38.5 39.4 52.3 24.1 33.1 35.4 45.8 Old : 27.1 38.3 39.7 52.6 26.1 35.4 38.4 49.5 Other: 86.7 94.4 97.9 98.3 52.2 57.7 59.0 59.4 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, September 15, 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 : 824,750: 212,412 39,699 87,703 449,554 657,107 749,669 784,509: 75,081 40,241 Old : 824,750: 212,412 39,699 87,703 449,554 657,107 749,669 784,509: 75,081 40,241 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -27,328: 4,257 -4,352 -14,229 -20,380 -6,384 -30,352 -24,965: 3,024 -2,363 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 4.8 10.6 54.5 79.7 90.9 95.1: 9.1 4.9 Old : 100.0: 25.8 4.8 10.6 54.5 79.7 90.9 95.1: 9.1 4.9 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 : 235: 102 20 67 85 93 207 166: Old : 235: 102 20 67 85 93 207 166: 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 : 19.4 22.6 30.0 36.7 14.8 16.8 22.6 28.4 Old : 19.4 22.6 30.0 36.7 14.8 16.8 22.6 28.4 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 15, 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 : 96,285: 26,109 13,200 8,141 56,593 70,736 90,843 92,077: 5,442 4,208 Old : 94,335: 26,440 14,042 6,781 55,751 69,516 88,972 90,339: 5,363 3,996 Other: 1,950: 1,006 495 23 842 1,220 1,871 1,738: 79 212 : : : : : Changes in Commitments from: September 8, 2009 : : 140: 2,653 -2,386 -1,304 -281 5,415 1,068 1,725: -928 -1,585 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.1 13.7 8.5 58.8 73.5 94.3 95.6: 5.7 4.4 Old : 100.0: 28.0 14.9 7.2 59.1 73.7 94.3 95.8: 5.7 4.2 Other: 100.0: 51.6 25.4 1.2 43.2 62.6 95.9 89.1: 4.1 10.9 : : : :# Traders : Number of Traders in Each Category : All : 294: 109 54 36 87 93 212 170: Old : 294: 110 55 33 87 90 212 164: Other: 44: 8 3 6 10 24 20 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 26.2 35.6 38.9 24.8 23.6 35.6 36.2 Old : 25.3 26.3 36.3 39.3 25.2 24.3 36.3 37.2 Other: 78.2 60.3 90.5 75.3 75.6 53.7 84.2 68.4 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, September 15, 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 : 34,399: 10,435 19,557 3,002 18,862 7,443 32,299 30,002: 2,100 4,397 Old : 34,399: 10,435 19,557 3,002 18,862 7,443 32,299 30,002: 2,100 4,397 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : -3,754: 593 3,088 817 -4,688 -7,072 -3,278 -3,167: -476 -587 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 56.9 8.7 54.8 21.6 93.9 87.2: 6.1 12.8 Old : 100.0: 30.3 56.9 8.7 54.8 21.6 93.9 87.2: 6.1 12.8 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 : 78: 12 46 3 10 12 25 59: Old : 78: 12 46 3 10 12 25 59: 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 : 73.2 35.4 85.9 56.3 69.4 30.5 73.5 44.5 Old : 73.2 35.4 85.9 56.3 69.4 30.5 73.5 44.5 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 15, 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 : 435,045: 31,955 112,267 4,749 370,935 291,396 407,639 408,412: 27,406 26,633 Old : 435,045: 31,955 112,267 4,749 370,935 291,396 407,639 408,412: 27,406 26,633 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 8, 2009 : : 52,908: -4,566 -468 787 47,798 41,466 44,019 41,785: 8,889 11,123 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 25.8 1.1 85.3 67.0 93.7 93.9: 6.3 6.1 Old : 100.0: 7.3 25.8 1.1 85.3 67.0 93.7 93.9: 6.3 6.1 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: 19 52 16 104 103 136 158: Old : 229: 19 52 16 104 103 136 158: 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 : 40.3 18.8 51.9 31.8 34.9 17.7 43.6 28.9 Old : 40.3 18.8 51.9 31.8 34.9 17.7 43.6 28.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 18, 2009