COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 135,230 COMMITMENTS 38,422 17,687 9,180 74,524 101,197 122,126 128,064 13,104 7,166 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -2,057) -2,743 -240 360 930 -2,693 -1,453 -2,573 -604 516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 13.1 6.8 55.1 74.8 90.3 94.7 9.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 82 40 39 42 49 149 107 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,423 COMMITMENTS 12,727 2,505 1,900 12,248 24,907 26,875 29,312 3,548 1,111 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 537) 325 21 32 190 525 547 578 -10 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.8 8.2 6.2 40.3 81.9 88.3 96.3 11.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 45 19 15 19 14 74 39 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 121,437 COMMITMENTS 28,787 18,803 14,482 69,953 81,167 113,222 114,452 8,215 6,985 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 2,631) 693 2,612 361 1,217 -12 2,271 2,961 360 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 15.5 11.9 57.6 66.8 93.2 94.2 6.8 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129) 34 30 28 49 37 99 86 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 736,002 COMMITMENTS 218,839 34,299 87,774 344,037 569,740 650,650 691,813 85,352 44,189 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 27,353) 14,404 1,342 3,341 7,990 21,944 25,735 26,627 1,618 726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 4.7 11.9 46.7 77.4 88.4 94.0 11.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 89 35 69 75 84 197 161 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 141,549 COMMITMENTS 40,792 12,324 23,423 66,992 97,903 131,207 133,650 10,342 7,899 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 4,536) 3,817 -36 685 713 3,944 5,215 4,593 -679 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 8.7 16.5 47.3 69.2 92.7 94.4 7.3 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 129 56 57 87 107 255 191 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 37,046 COMMITMENTS 13,789 14,740 2,077 19,821 16,063 35,687 32,880 1,359 4,166 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 6,715) 4,041 5,926 76 2,641 601 6,758 6,603 -43 112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 39.8 5.6 53.5 43.4 96.3 88.8 3.7 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 13 37 2 8 9 21 48 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 429,595 COMMITMENTS 32,182 90,748 5,836 376,976 315,174 414,994 411,758 14,601 17,837 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -2,335) -1,338 2,229 1,725 4,836 -3,749 5,223 205 -7,558 -2,540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 21.1 1.4 87.8 73.4 96.6 95.8 3.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 29 48 10 85 98 121 149
Updated May 29, 2009