COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 108,256 COMMITMENTS 27,421 18,112 3,785 66,894 77,730 98,100 99,627 10,156 8,629 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 2,062) 2,011 1,757 514 -856 166 1,669 2,437 393 -375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 16.7 3.5 61.8 71.8 90.6 92.0 9.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 68 47 26 39 45 121 107 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,285 COMMITMENTS 13,124 9,426 752 13,874 18,482 27,750 28,660 3,535 2,625 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -27) 1,048 2,311 -303 -615 -1,950 130 58 -157 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.9 30.1 2.4 44.3 59.1 88.7 91.6 11.3 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 42 32 13 30 11 75 55 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 107,388 COMMITMENTS 34,812 15,763 6,077 59,337 81,579 100,226 103,419 7,162 3,969 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -1,734) -2,207 573 333 849 -1,784 -1,025 -878 -709 -856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 14.7 5.7 55.3 76.0 93.3 96.3 6.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136) 49 20 22 43 44 105 77 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 743,415 COMMITMENTS 206,503 26,705 82,643 375,849 590,659 664,995 700,007 78,420 43,408 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -17,338) 10,890 -2,260 6,793 -34,996 -19,230 -17,313 -14,697 -25 -2,641 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.8 3.6 11.1 50.6 79.5 89.5 94.2 10.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 97 31 67 69 83 193 158 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 111,402 COMMITMENTS 27,620 13,872 13,187 63,293 77,651 104,100 104,710 7,302 6,692 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -1,051) 488 3,338 -565 -897 -3,233 -974 -460 -77 -591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 12.5 11.8 56.8 69.7 93.4 94.0 6.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 111 47 41 97 95 225 173 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,118 COMMITMENTS 4,637 10,954 2,196 11,274 3,593 18,107 16,743 2,011 3,375 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -414) -233 -1,053 34 -192 463 -391 -556 -23 142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 54.4 10.9 56.0 17.9 90.0 83.2 10.0 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 12 31 6 8 10 23 45 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 346,662 COMMITMENTS 24,774 97,628 1,979 304,087 232,715 330,840 332,322 15,822 14,340 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -8,477) -9,025 -2,174 744 -784 -9,265 -9,065 -10,695 588 2,218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 28.2 0.6 87.7 67.1 95.4 95.9 4.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 17 44 4 85 91 105 136
Updated July 6, 2009