COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 172,678: 28,089 14,573 39,682 87,742 108,044 155,513 162,299: 17,165 10,378 Old : 107,452: 22,582 15,953 17,496 54,318 65,878 94,396 99,327: 13,056 8,125 Other: 65,226: 10,943 4,056 16,750 33,424 42,166 61,117 62,972: 4,109 2,254 : : : : : Changes in Commitments from: April 7, 2009 : : -20,046: 696 -3,120 -7,845 -13,277 -7,820 -20,427 -18,784: 380 -1,262 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 8.4 23.0 50.8 62.6 90.1 94.0: 9.9 6.0 Old : 100.0: 21.0 14.8 16.3 50.6 61.3 87.8 92.4: 12.2 7.6 Other: 100.0: 16.8 6.2 25.7 51.2 64.6 93.7 96.5: 6.3 3.5 : : : :# Traders : Number of Traders in Each Category : All : 211: 82 44 56 66 62 177 141: Old : 197: 78 45 43 53 57 150 127: Other: 132: 42 28 32 49 41 111 82: :---------------------------------------------------------------------------------------------------- : 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 : 19.0 26.3 31.2 39.5 17.3 20.2 27.7 30.7 Old : 23.5 26.7 36.7 40.2 21.3 20.8 31.2 32.1 Other: 24.4 36.5 38.6 51.1 23.7 31.0 34.2 41.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 38,196: 10,712 3,320 7,061 16,064 25,079 33,837 35,460: 4,358 2,736 Old : 37,355: 10,710 3,312 6,827 15,527 24,514 33,065 34,653: 4,290 2,702 Other: 841: 32 38 204 536 565 773 807: 68 33 : : : : : Changes in Commitments from: April 7, 2009 : : 2,330: 1,101 -3,817 1,198 -297 5,113 2,002 2,494: 328 -164 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 8.7 18.5 42.1 65.7 88.6 92.8: 11.4 7.2 Old : 100.0: 28.7 8.9 18.3 41.6 65.6 88.5 92.8: 11.5 7.2 Other: 100.0: 3.8 4.6 24.3 63.8 67.2 91.9 96.0: 8.1 4.0 : : : :# Traders : Number of Traders in Each Category : All : 110: 51 24 23 28 21 88 63: Old : 110: 49 26 23 27 21 87 63: Other: 21: 7 5 10 7 5 19 15: :---------------------------------------------------------------------------------------------------- : 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 : 18.0 60.2 30.6 67.8 16.8 50.6 27.2 55.1 Old : 18.4 60.6 30.5 68.0 17.1 52.0 27.5 56.6 Other: 67.3 68.5 82.1 90.3 34.5 39.4 37.6 42.5 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 127,423: 36,711 11,391 20,466 62,586 89,661 119,764 121,519: 7,660 5,904 Old : 94,228: 38,580 5,735 12,784 36,526 70,601 87,891 89,119: 6,336 5,108 Other: 33,196: 3,333 10,858 2,480 26,060 19,061 31,873 32,399: 1,323 796 : : : : : Changes in Commitments from: April 7, 2009 : : 7,121: -1,509 -556 4,016 4,969 1,694 7,476 5,154: -356 1,967 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.8 8.9 16.1 49.1 70.4 94.0 95.4: 6.0 4.6 Old : 100.0: 40.9 6.1 13.6 38.8 74.9 93.3 94.6: 6.7 5.4 Other: 100.0: 10.0 32.7 7.5 78.5 57.4 96.0 97.6: 4.0 2.4 : : : :# Traders : Number of Traders in Each Category : All : 126: 44 20 27 45 45 104 80: Old : 122: 45 19 24 40 44 96 77: Other: 69: 11 13 15 28 30 52 46: :---------------------------------------------------------------------------------------------------- : 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 : 38.2 44.2 51.6 56.5 28.1 28.9 37.7 41.1 Old : 38.9 42.3 53.5 56.6 27.6 32.4 38.3 44.4 Other: 51.9 49.9 65.3 65.0 49.4 45.8 61.6 59.3 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 938,749: 160,583 33,920 208,162 495,495 629,955 864,241 872,037: 74,508 66,712 Old : 938,749: 160,583 33,920 208,162 495,495 629,955 864,241 872,037: 74,508 66,712 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2009 : : 1,481: 12,118 -5,620 4,073 -15,246 10,001 945 8,454: 536 -6,973 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 3.6 22.2 52.8 67.1 92.1 92.9: 7.9 7.1 Old : 100.0: 17.1 3.6 22.2 52.8 67.1 92.1 92.9: 7.9 7.1 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 : 201: 55 40 68 82 92 173 169: Old : 201: 55 40 68 82 92 173 169: 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 : 17.5 23.8 28.9 33.4 8.6 10.6 13.8 15.8 Old : 17.5 23.8 28.9 33.4 8.6 10.6 13.8 15.8 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 with Delta-adjusted Options and Futures Combined, April 14, 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 : 167,229: 26,840 17,360 42,540 88,778 99,866 158,158 159,767: 9,071 7,462 Old : 133,936: 30,194 21,369 20,701 75,677 85,107 126,572 127,177: 7,364 6,760 Other: 33,292: 7,085 6,432 11,399 13,101 14,760 31,586 32,590: 1,706 702 : : : : : Changes in Commitments from: April 7, 2009 : : -13,250: -674 1,412 -11,341 57 -2,846 -11,958 -12,775: -1,292 -475 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 10.4 25.4 53.1 59.7 94.6 95.5: 5.4 4.5 Old : 100.0: 22.5 16.0 15.5 56.5 63.5 94.5 95.0: 5.5 5.0 Other: 100.0: 21.3 19.3 34.2 39.4 44.3 94.9 97.9: 5.1 2.1 : : : :# Traders : Number of Traders in Each Category : All : 329: 106 73 85 122 118 269 244: Old : 326: 109 71 80 116 113 257 237: Other: 169: 28 37 41 71 68 125 121: :---------------------------------------------------------------------------------------------------- : 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 : 22.3 24.5 33.3 34.1 11.3 11.7 19.8 19.6 Old : 21.0 25.8 32.5 35.6 14.8 16.7 25.1 26.0 Other: 45.3 38.6 57.9 51.4 28.3 24.3 36.9 34.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 25,192: 12,300 4,540 2,909 8,521 14,442 23,731 21,891: 1,461 3,301 Old : 25,192: 12,300 4,540 2,909 8,521 14,442 23,731 21,891: 1,461 3,301 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2009 : : 272: -1,033 539 5 1,173 -205 145 338: 127 -66 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.8 18.0 11.5 33.8 57.3 94.2 86.9: 5.8 13.1 Old : 100.0: 48.8 18.0 11.5 33.8 57.3 94.2 86.9: 5.8 13.1 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 : 53: 19 23 8 7 6 29 35: Old : 53: 19 23 8 7 6 29 35: 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 : 70.4 67.6 83.6 74.9 63.5 55.3 69.9 60.9 Old : 70.4 67.6 83.6 74.9 63.5 55.3 69.9 60.9 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 with Delta-adjusted Options and Futures Combined, April 14, 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 : 388,925: 30,788 83,340 2,457 343,865 290,130 377,111 375,927: 11,814 12,998 Old : 388,925: 30,788 83,340 2,457 343,865 290,130 377,111 375,927: 11,814 12,998 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 7, 2009 : : -2,076: 4,610 1,102 634 -11,138 -3,206 -5,894 -1,470: 3,818 -606 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 21.4 0.6 88.4 74.6 97.0 96.7: 3.0 3.3 Old : 100.0: 7.9 21.4 0.6 88.4 74.6 97.0 96.7: 3.0 3.3 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 : 220: 22 47 16 84 100 117 152: Old : 220: 22 47 16 84 100 117 152: 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 : 44.9 26.9 56.6 38.1 37.8 25.8 49.4 34.1 Old : 44.9 26.9 56.6 38.1 37.8 25.8 49.4 34.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2009