COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 135,433 COMMITMENTS 37,567 18,588 9,021 73,648 101,431 120,236 129,040 15,197 6,393 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 203) -855 901 -159 -876 234 -1,890 976 2,093 -773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.7 13.7 6.7 54.4 74.9 88.8 95.3 11.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202) 89 40 37 42 51 155 109 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,177 COMMITMENTS 13,906 2,870 2,150 12,354 25,937 28,410 30,957 3,767 1,220 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 1,754) 1,179 365 250 106 1,030 1,535 1,645 219 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.2 8.9 6.7 38.4 80.6 88.3 96.2 11.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 46 21 15 18 15 77 39 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 119,409 COMMITMENTS 32,659 17,894 11,211 67,081 86,118 110,951 115,223 8,458 4,186 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -2,028) 3,872 -909 -3,271 -2,872 4,951 -2,271 771 243 -2,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 15.0 9.4 56.2 72.1 92.9 96.5 7.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 46 26 29 49 46 110 89 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 772,821 COMMITMENTS 208,565 36,473 99,815 379,238 591,627 687,618 727,915 85,203 44,906 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 36,819) -10,274 2,174 12,041 35,201 21,887 36,968 36,102 -149 717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 4.7 12.9 49.1 76.6 89.0 94.2 11.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 80 38 70 78 82 194 159 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 144,634 COMMITMENTS 45,428 11,748 22,169 66,722 103,392 134,319 137,309 10,315 7,325 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 3,085) 4,636 -576 -1,254 -270 5,489 3,112 3,659 -27 -574 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 8.1 15.3 46.1 71.5 92.9 94.9 7.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 140 56 61 92 105 273 190 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 40,030 COMMITMENTS 14,094 17,200 2,225 22,089 16,193 38,408 35,618 1,622 4,412 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: 2,984) 305 2,460 148 2,268 130 2,721 2,738 263 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 43.0 5.6 55.2 40.5 95.9 89.0 4.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 11 39 6 7 10 20 53 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/02/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 416,817 COMMITMENTS 26,819 95,404 4,569 367,796 297,069 399,184 397,042 17,633 19,775 CHANGES FROM 05/26/09 (CHANGE IN OPEN INTEREST: -12,778) -5,363 4,656 -1,267 -9,180 -18,105 -15,810 -14,716 3,032 1,938 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 22.9 1.1 88.2 71.3 95.8 95.3 4.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 21 51 13 86 99 116 154
Updated June 5, 2009