COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 106,194 COMMITMENTS 25,410 16,355 3,271 67,750 77,564 96,431 97,190 9,763 9,004 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -11,723) -4,264 2,596 -1,383 -2,503 -11,997 -8,150 -10,784 -3,573 -939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 15.4 3.1 63.8 73.0 90.8 91.5 9.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 65 39 26 40 46 118 100 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,312 COMMITMENTS 12,076 7,115 1,055 14,489 20,432 27,620 28,602 3,692 2,710 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 881) 1,859 3,284 -1,074 -58 -1,634 727 576 154 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 22.7 3.4 46.3 65.3 88.2 91.3 11.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 39 27 14 30 11 71 52 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 109,122 COMMITMENTS 37,019 15,190 5,744 58,488 83,363 101,251 104,297 7,871 4,825 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -5,451) -6,774 -4,158 326 2,246 -2,756 -4,202 -6,588 -1,249 1,137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 13.9 5.3 53.6 76.4 92.8 95.6 7.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133) 50 19 17 44 43 103 72 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 760,753 COMMITMENTS 195,613 28,965 75,850 410,845 609,889 682,308 714,704 78,445 46,049 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -880) 6,409 -869 -13,704 2,285 19,899 -5,010 5,326 4,130 -6,206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 3.8 10.0 54.0 80.2 89.7 93.9 10.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 86 27 59 78 92 190 158 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 112,453 COMMITMENTS 27,132 10,534 13,752 64,190 80,884 105,074 105,170 7,379 7,283 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -13,718) -4,356 1,422 -3,381 -4,699 -12,205 -12,436 -14,164 -1,282 446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 9.4 12.2 57.1 71.9 93.4 93.5 6.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 112 43 50 97 97 232 176 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,532 COMMITMENTS 4,870 12,007 2,162 11,466 3,130 18,498 17,299 2,034 3,233 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 62) 734 -224 -5 -341 593 388 364 -326 -302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 58.5 10.5 55.8 15.2 90.1 84.3 9.9 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 13 32 3 8 7 23 41 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 355,139 COMMITMENTS 33,799 99,802 1,235 304,871 241,980 339,905 343,017 15,234 12,122 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -101,145) 4,554 2,463 -6,703 -97,219 -91,793 -99,368 -96,033 -1,777 -5,112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 28.1 0.3 85.8 68.1 95.7 96.6 4.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 19 46 5 90 95 112 143
Updated July 2, 2009