COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 166,387: 28,345 13,424 40,032 81,170 104,363 149,547 157,818: 16,840 8,569 Old : 98,234: 23,013 15,264 16,759 46,582 59,969 86,354 91,992: 11,880 6,242 Other: 68,152: 10,960 3,788 17,645 34,588 44,393 63,193 65,826: 4,959 2,326 : : : : : Changes in Commitments from: April 14, 2009 : : -6,291: 256 -1,149 349 -6,572 -3,682 -5,966 -4,481: -325 -1,810 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.0 8.1 24.1 48.8 62.7 89.9 94.9: 10.1 5.1 Old : 100.0: 23.4 15.5 17.1 47.4 61.0 87.9 93.6: 12.1 6.4 Other: 100.0: 16.1 5.6 25.9 50.8 65.1 92.7 96.6: 7.3 3.4 : : : :# Traders : Number of Traders in Each Category : All : 204: 86 37 50 61 61 168 132: Old : 190: 78 42 36 49 54 143 116: Other: 128: 43 22 32 48 43 107 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 : 18.3 25.5 30.1 39.6 18.1 22.1 29.3 33.9 Old : 22.9 25.5 35.0 39.7 22.8 23.8 34.0 36.5 Other: 23.4 36.8 38.0 51.4 22.6 30.8 32.7 41.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 33,810: 10,340 2,724 4,945 14,110 23,815 29,395 31,483: 4,416 2,327 Old : 32,761: 10,392 2,644 4,632 13,528 23,202 28,553 30,478: 4,208 2,283 Other: 1,050: 14 146 247 582 613 842 1,005: 207 44 : : : : : Changes in Commitments from: April 14, 2009 : : -4,385: -372 -596 -2,117 -1,954 -1,264 -4,443 -3,977: 57 -408 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 8.1 14.6 41.7 70.4 86.9 93.1: 13.1 6.9 Old : 100.0: 31.7 8.1 14.1 41.3 70.8 87.2 93.0: 12.8 7.0 Other: 100.0: 1.3 13.9 23.5 55.4 58.4 80.2 95.8: 19.8 4.2 : : : :# Traders : Number of Traders in Each Category : All : 106: 43 27 21 28 17 88 53: Old : 106: 48 22 21 28 17 88 53: Other: 23: 4 10 11 7 5 20 17: :---------------------------------------------------------------------------------------------------- : 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 : 19.4 65.1 31.4 72.0 19.4 60.0 30.3 64.1 Old : 20.0 65.9 32.1 72.6 20.0 61.8 31.0 66.2 Other: 53.0 60.8 69.4 81.7 27.6 35.6 28.9 41.1 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 124,157: 31,954 11,408 22,453 63,000 85,428 117,408 119,289: 6,749 4,867 Old : 88,332: 37,405 7,698 11,259 34,030 65,192 82,694 84,150: 5,638 4,182 Other: 35,825: 3,175 12,336 2,567 28,971 20,236 34,713 35,139: 1,111 685 : : : : : Changes in Commitments from: April 14, 2009 : : -3,267: -4,757 16 1,987 414 -4,233 -2,356 -2,230: -911 -1,037 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.7 9.2 18.1 50.7 68.8 94.6 96.1: 5.4 3.9 Old : 100.0: 42.3 8.7 12.7 38.5 73.8 93.6 95.3: 6.4 4.7 Other: 100.0: 8.9 34.4 7.2 80.9 56.5 96.9 98.1: 3.1 1.9 : : : :# Traders : Number of Traders in Each Category : All : 127: 37 25 27 47 46 98 87: Old : 123: 39 23 24 38 43 86 82: Other: 71: 12 14 15 30 31 53 50: :---------------------------------------------------------------------------------------------------- : 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 : 37.4 41.7 51.4 54.1 29.6 28.1 39.2 39.1 Old : 37.5 38.9 53.3 53.1 31.3 33.6 43.8 46.8 Other: 50.4 51.0 65.3 65.2 45.2 43.7 57.9 55.0 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 875,942: 163,747 36,806 183,827 455,354 596,015 802,927 816,648: 73,015 59,294 Old : 875,942: 163,747 36,806 183,827 455,354 596,015 802,927 816,648: 73,015 59,294 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2009 : : -62,807: 3,163 2,886 -24,335 -40,141 -33,939 -61,313 -55,388: -1,494 -7,418 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 4.2 21.0 52.0 68.0 91.7 93.2: 8.3 6.8 Old : 100.0: 18.7 4.2 21.0 52.0 68.0 91.7 93.2: 8.3 6.8 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 : 202: 53 45 67 79 89 172 167: Old : 202: 53 45 67 79 89 172 167: 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 : 17.1 22.6 28.1 31.9 9.4 11.0 14.9 16.8 Old : 17.1 22.6 28.1 31.9 9.4 11.0 14.9 16.8 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 21, 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 : 155,916: 27,813 21,696 40,910 78,736 85,097 147,459 147,703: 8,457 8,214 Old : 121,209: 29,947 25,502 20,028 64,557 68,207 114,532 113,737: 6,677 7,472 Other: 34,708: 8,209 6,537 10,538 14,179 16,890 32,927 33,966: 1,781 742 : : : : : Changes in Commitments from: April 14, 2009 : : -11,312: 973 4,336 -1,630 -10,042 -14,769 -10,699 -12,064: -613 752 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 13.9 26.2 50.5 54.6 94.6 94.7: 5.4 5.3 Old : 100.0: 24.7 21.0 16.5 53.3 56.3 94.5 93.8: 5.5 6.2 Other: 100.0: 23.7 18.8 30.4 40.9 48.7 94.9 97.9: 5.1 2.1 : : : :# Traders : Number of Traders in Each Category : All : 346: 108 91 83 122 111 269 252: Old : 343: 112 87 77 115 105 256 243: Other: 174: 33 35 43 71 71 130 124: :---------------------------------------------------------------------------------------------------- : 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 : 16.5 18.7 28.5 29.4 12.2 11.7 21.3 19.8 Old : 17.3 20.2 29.6 31.5 16.5 17.8 27.8 27.6 Other: 40.4 35.2 54.6 49.1 28.1 24.9 38.7 36.5 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 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 : 24,495: 13,244 2,692 2,787 5,767 16,469 21,798 21,949: 2,697 2,547 Old : 24,495: 13,244 2,692 2,787 5,767 16,469 21,798 21,949: 2,697 2,547 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2009 : : -696: 944 -1,847 -122 -2,754 2,028 -1,933 58: 1,236 -754 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.1 11.0 11.4 23.5 67.2 89.0 89.6: 11.0 10.4 Old : 100.0: 54.1 11.0 11.4 23.5 67.2 89.0 89.6: 11.0 10.4 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 : 61: 28 21 9 7 8 40 33: Old : 61: 28 21 9 7 8 40 33: 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 : 43.8 72.0 62.0 78.7 38.1 58.2 51.8 62.7 Old : 43.8 72.0 62.0 78.7 38.1 58.2 51.8 62.7 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 21, 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 : 401,963: 31,823 80,325 4,080 348,195 302,725 384,098 387,130: 17,865 14,833 Old : 401,963: 31,823 80,325 4,080 348,195 302,725 384,098 387,130: 17,865 14,833 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 14, 2009 : : 13,038: 1,034 -3,014 1,623 4,330 12,594 6,988 11,203: 6,051 1,835 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 20.0 1.0 86.6 75.3 95.6 96.3: 4.4 3.7 Old : 100.0: 7.9 20.0 1.0 86.6 75.3 95.6 96.3: 4.4 3.7 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 : 224: 25 46 16 85 105 120 157: Old : 224: 25 46 16 85 105 120 157: 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 : 43.0 26.0 55.0 36.7 36.1 24.3 47.6 32.5 Old : 43.0 26.0 55.0 36.7 36.1 24.3 47.6 32.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 23, 2009