COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, September 29, 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 : 147,191: 44,771 15,515 7,898 80,003 117,006 132,672 140,419: 14,519 6,772 Old : 142,818: 44,720 15,450 7,774 76,105 112,982 128,599 136,206: 14,219 6,612 Other: 4,373: 167 181 8 3,898 4,024 4,073 4,213: 300 160 : : : : : Changes in Commitments from: September 22, 2009 : : 1,546: -1,298 -1,594 168 2,068 2,687 938 1,261: 608 285 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.4 10.5 5.4 54.4 79.5 90.1 95.4: 9.9 4.6 Old : 100.0: 31.3 10.8 5.4 53.3 79.1 90.0 95.4: 10.0 4.6 Other: 100.0: 3.8 4.1 0.2 89.1 92.0 93.1 96.3: 6.9 3.7 : : : :# Traders : Number of Traders in Each Category : All : 209: 93 34 33 41 56 156 108: Old : 208: 93 35 33 37 55 152 107: Other: 42: 2 10 1 11 21 13 32: :---------------------------------------------------------------------------------------------------- : 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 : 25.3 39.0 39.1 53.5 24.5 36.8 38.2 50.1 Old : 25.7 40.1 39.9 54.3 25.1 38.0 39.2 51.1 Other: 85.8 67.1 92.7 80.4 85.8 67.1 92.5 80.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, September 29, 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 : 28,365: 14,550 2,113 1,087 10,363 23,943 26,000 27,143: 2,365 1,222 Old : 19,466: 11,258 2,383 48 6,243 16,053 17,549 18,484: 1,917 982 Other: 8,899: 3,990 428 341 4,120 7,890 8,451 8,659: 448 240 : : : : : Changes in Commitments from: September 22, 2009 : : -1,274: -1,304 168 -12 112 -1,414 -1,204 -1,258: -70 -16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.3 7.4 3.8 36.5 84.4 91.7 95.7: 8.3 4.3 Old : 100.0: 57.8 12.2 0.2 32.1 82.5 90.2 95.0: 9.8 5.0 Other: 100.0: 44.8 4.8 3.8 46.3 88.7 95.0 97.3: 5.0 2.7 : : : :# Traders : Number of Traders in Each Category : All : 93: 47 9 20 23 16 75 44: Old : 85: 44 12 1 19 11 63 24: Other: 63: 30 9 12 14 13 47 31: :---------------------------------------------------------------------------------------------------- : 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 : 26.7 78.2 42.0 85.3 26.7 76.6 42.0 83.8 Old : 30.8 82.9 47.5 90.1 30.8 82.9 47.5 90.1 Other: 40.7 76.9 57.8 86.8 40.7 74.4 57.8 84.2 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, September 29, 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 : 123,289: 47,252 20,054 10,899 52,703 85,752 110,854 116,705: 12,435 6,584 Old : 113,267: 47,135 15,969 10,682 43,087 80,142 100,904 106,793: 12,363 6,474 Other: 10,022: 296 4,264 38 9,616 5,610 9,950 9,912: 72 110 : : : : : Changes in Commitments from: September 22, 2009 : : -541: 108 -413 -74 -1,041 -1,056 -1,007 -1,543: 466 1,002 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.3 16.3 8.8 42.7 69.6 89.9 94.7: 10.1 5.3 Old : 100.0: 41.6 14.1 9.4 38.0 70.8 89.1 94.3: 10.9 5.7 Other: 100.0: 3.0 42.5 0.4 95.9 56.0 99.3 98.9: 0.7 1.1 : : : :# Traders : Number of Traders in Each Category : All : 151: 64 22 29 45 46 127 84: Old : 151: 64 24 29 45 46 127 84: Other: 21: 3 4 1 10 7 14 11: :---------------------------------------------------------------------------------------------------- : 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 : 28.1 37.7 38.5 51.0 24.6 31.0 34.5 43.1 Old : 27.5 37.1 38.9 50.8 26.8 33.3 37.5 46.8 Other: 87.0 94.7 97.5 98.4 54.4 60.0 60.9 61.2 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, September 29, 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 : 784,699: 227,458 26,754 81,592 403,249 638,044 712,299 746,390: 72,400 38,309 Old : 784,699: 227,458 26,754 81,592 403,249 638,044 712,299 746,390: 72,400 38,309 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2009 : : -15,388: 3,353 -10,593 3,746 -35,238 -6,434 -28,139 -13,281: 12,751 -2,107 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 3.4 10.4 51.4 81.3 90.8 95.1: 9.2 4.9 Old : 100.0: 29.0 3.4 10.4 51.4 81.3 90.8 95.1: 9.2 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 : 229: 105 21 57 78 83 200 148: Old : 229: 105 21 57 78 83 200 148: 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 : 18.1 24.6 29.4 40.1 12.5 16.0 19.4 27.5 Old : 18.1 24.6 29.4 40.1 12.5 16.0 19.4 27.5 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 29, 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 : 98,940: 27,335 7,733 9,497 56,408 77,819 93,240 95,049: 5,700 3,891 Old : 95,975: 27,712 8,264 7,832 54,869 76,222 90,413 92,318: 5,562 3,657 Other: 2,965: 884 730 404 1,539 1,597 2,827 2,731: 138 234 : : : : : Changes in Commitments from: September 22, 2009 : : -4,634: -2,540 -1,441 -778 -724 -1,642 -4,042 -3,861: -592 -773 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 7.8 9.6 57.0 78.7 94.2 96.1: 5.8 3.9 Old : 100.0: 28.9 8.6 8.2 57.2 79.4 94.2 96.2: 5.8 3.8 Other: 100.0: 29.8 24.6 13.6 51.9 53.9 95.3 92.1: 4.7 7.9 : : : :# Traders : Number of Traders in Each Category : All : 282: 97 51 43 84 99 203 177: Old : 282: 99 53 40 83 96 201 172: Other: 53: 6 6 7 15 30 25 41: :---------------------------------------------------------------------------------------------------- : 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 : 24.4 26.7 36.4 40.2 24.4 23.2 35.9 36.6 Old : 25.1 27.0 36.8 40.9 25.1 24.2 36.7 38.0 Other: 67.8 47.6 82.7 65.8 56.0 39.1 67.5 55.0 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, September 29, 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 : 29,776: 8,794 17,304 2,059 16,247 6,915 27,100 26,278: 2,676 3,498 Old : 29,776: 8,794 17,304 2,059 16,247 6,915 27,100 26,278: 2,676 3,498 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2009 : : -3,928: -2,119 -3,671 40 -2,655 -43 -4,734 -3,674: 806 -254 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.5 58.1 6.9 54.6 23.2 91.0 88.3: 9.0 11.7 Old : 100.0: 29.5 58.1 6.9 54.6 23.2 91.0 88.3: 9.0 11.7 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 : 75: 12 43 5 10 12 25 58: Old : 75: 12 43 5 10 12 25 58: 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 : 64.7 34.6 83.2 52.4 64.7 31.5 71.0 41.0 Old : 64.7 34.6 83.2 52.4 64.7 31.5 71.0 41.0 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 29, 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 : 379,196: 39,138 91,310 4,113 316,596 269,677 359,847 365,100: 19,349 14,096 Old : 379,196: 39,138 91,310 4,113 316,596 269,677 359,847 365,100: 19,349 14,096 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 22, 2009 : : 6,102: 7,605 -603 -1,047 -2,012 8,401 4,546 6,751: 1,556 -649 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 24.1 1.1 83.5 71.1 94.9 96.3: 5.1 3.7 Old : 100.0: 10.3 24.1 1.1 83.5 71.1 94.9 96.3: 5.1 3.7 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 : 224: 25 44 6 92 91 122 136: Old : 224: 25 44 6 92 91 122 136: 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 : 46.3 23.0 56.7 38.2 43.6 23.0 52.8 36.1 Old : 46.3 23.0 56.7 38.2 43.6 23.0 52.8 36.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 2, 2009