COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 201,736: 37,909 4,205 54,291 91,729 135,587 183,929 194,083: 17,806 7,653 Old : 96,676: 27,176 7,294 19,291 39,408 65,459 85,875 92,044: 10,801 4,632 Other: 105,059: 16,931 3,108 28,803 52,320 70,127 98,054 102,039: 7,005 3,020 : : : : : Changes in Commitments from: May 26, 2009 : : 4,553: 2 -555 2,205 -169 3,568 2,039 5,218: 2,514 -665 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.8 2.1 26.9 45.5 67.2 91.2 96.2: 8.8 3.8 Old : 100.0: 28.1 7.5 20.0 40.8 67.7 88.8 95.2: 11.2 4.8 Other: 100.0: 16.1 3.0 27.4 49.8 66.8 93.3 97.1: 6.7 2.9 : : : :# Traders : Number of Traders in Each Category : All : 215: 107 29 56 56 56 188 121: Old : 192: 86 41 40 41 46 150 104: Other: 141: 54 22 31 49 46 119 83: :---------------------------------------------------------------------------------------------------- : 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 : 17.0 32.1 29.3 45.7 15.6 25.5 25.2 36.9 Old : 19.2 44.2 29.9 53.4 18.6 40.6 28.8 49.1 Other: 24.1 25.9 38.1 43.8 19.7 23.6 29.0 37.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 46,681: 13,945 2,190 10,798 17,042 32,016 41,785 45,005: 4,896 1,676 Old : 44,573: 14,018 2,129 9,706 16,326 31,171 40,051 43,006: 4,522 1,567 Other: 2,108: 43 178 976 715 846 1,734 1,999: 374 108 : : : : : Changes in Commitments from: May 26, 2009 : : 2,830: 1,273 7 1,190 228 1,626 2,691 2,823: 139 7 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.9 4.7 23.1 36.5 68.6 89.5 96.4: 10.5 3.6 Old : 100.0: 31.5 4.8 21.8 36.6 69.9 89.9 96.5: 10.1 3.5 Other: 100.0: 2.0 8.4 46.3 33.9 40.1 82.3 94.9: 17.7 5.1 : : : :# Traders : Number of Traders in Each Category : All : 103: 54 20 19 24 18 90 46: Old : 102: 54 19 19 22 18 87 46: Other: 26: 7 9 13 6 7 22 20: :---------------------------------------------------------------------------------------------------- : 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 : 23.3 63.8 36.2 75.3 14.5 50.8 23.2 54.5 Old : 22.8 64.8 36.1 76.5 15.1 53.1 24.2 57.0 Other: 45.8 51.4 66.0 71.0 17.3 22.1 18.8 30.1 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 132,115: 32,814 18,916 17,660 72,711 90,850 123,185 127,426: 8,930 4,689 Old : 79,477: 27,463 9,805 11,424 33,085 54,615 71,972 75,843: 7,505 3,634 Other: 52,638: 8,340 12,100 3,248 39,625 36,236 51,213 51,583: 1,425 1,054 : : : : : Changes in Commitments from: May 26, 2009 : : -2,823: 5,006 2,314 -6,423 -1,802 4,001 -3,220 -108: 397 -2,715 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 14.3 13.4 55.0 68.8 93.2 96.5: 6.8 3.5 Old : 100.0: 34.6 12.3 14.4 41.6 68.7 90.6 95.4: 9.4 4.6 Other: 100.0: 15.8 23.0 6.2 75.3 68.8 97.3 98.0: 2.7 2.0 : : : :# Traders : Number of Traders in Each Category : All : 143: 53 25 35 49 48 117 96: Old : 136: 47 28 32 40 43 101 91: Other: 80: 24 7 15 33 35 61 53: :---------------------------------------------------------------------------------------------------- : 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 : 34.7 40.4 48.3 52.4 28.9 28.5 36.2 39.8 Old : 32.5 38.6 46.2 51.5 25.5 29.3 34.9 39.5 Other: 46.7 44.7 64.2 63.8 35.7 37.2 50.0 48.4 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 1,078,305: 215,194 19,167 275,983 489,738 727,020 980,914 1,022,170: 97,390 56,135 Old : 1,078,305: 215,194 19,167 275,983 489,738 727,020 980,914 1,022,170: 97,390 56,135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 40,837: -13,032 3,679 15,593 39,585 21,402 42,146 40,674: -1,309 163 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 1.8 25.6 45.4 67.4 91.0 94.8: 9.0 5.2 Old : 100.0: 20.0 1.8 25.6 45.4 67.4 91.0 94.8: 9.0 5.2 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 : 229: 78 43 75 88 94 208 175: Old : 229: 78 43 75 88 94 208 175: 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 : 13.6 21.4 23.8 31.8 8.6 12.0 13.5 19.3 Old : 13.6 21.4 23.8 31.8 8.6 12.0 13.5 19.3 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, June 2, 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 : 193,057: 46,077 9,851 58,819 75,793 115,038 180,690 183,708: 12,367 9,349 Old : 140,359: 46,587 17,777 31,388 52,989 83,893 130,963 133,057: 9,396 7,302 Other: 52,697: 13,628 6,210 13,295 22,805 31,145 49,727 50,650: 2,971 2,047 : : : : : Changes in Commitments from: May 26, 2009 : : 10,830: 5,401 -353 4,509 873 7,037 10,783 11,194: 47 -365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.9 5.1 30.5 39.3 59.6 93.6 95.2: 6.4 4.8 Old : 100.0: 33.2 12.7 22.4 37.8 59.8 93.3 94.8: 6.7 5.2 Other: 100.0: 25.9 11.8 25.2 43.3 59.1 94.4 96.1: 5.6 3.9 : : : :# Traders : Number of Traders in Each Category : All : 366: 159 64 102 106 114 319 234: Old : 361: 154 70 91 97 109 299 225: Other: 207: 51 42 48 71 90 146 156: :---------------------------------------------------------------------------------------------------- : 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 : 16.6 22.3 28.6 31.9 12.4 13.4 20.5 21.5 Old : 16.1 26.9 27.2 37.9 15.4 25.7 25.5 35.6 Other: 41.1 22.1 53.8 35.1 37.3 19.1 45.0 29.4 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 42,690: 12,924 17,092 4,359 23,529 16,255 40,811 37,705: 1,879 4,985 Old : 42,690: 12,924 17,092 4,359 23,529 16,255 40,811 37,705: 1,879 4,985 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : 3,495: -72 2,309 701 2,547 115 3,177 3,126: 318 369 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 40.0 10.2 55.1 38.1 95.6 88.3: 4.4 11.7 Old : 100.0: 30.3 40.0 10.2 55.1 38.1 95.6 88.3: 4.4 11.7 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 : 70: 14 42 11 7 11 25 60: Old : 70: 14 42 11 7 11 25 60: 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 : 82.7 51.1 90.3 64.1 76.9 47.3 79.7 56.8 Old : 82.7 51.1 90.3 64.1 76.9 47.3 79.7 56.8 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, June 2, 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 : 418,780: 27,787 95,497 5,195 368,068 298,053 401,051 398,745: 17,729 20,035 Old : 418,780: 27,787 95,497 5,195 368,068 298,053 401,051 398,745: 17,729 20,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 26, 2009 : : -12,043: -4,874 4,752 -1,112 -9,061 -17,708 -15,047 -14,069: 3,004 2,026 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 22.8 1.2 87.9 71.2 95.8 95.2: 4.2 4.8 Old : 100.0: 6.6 22.8 1.2 87.9 71.2 95.8 95.2: 4.2 4.8 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 : 227: 22 52 17 87 101 120 159: Old : 227: 22 52 17 87 101 120 159: 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 : 45.4 22.9 58.5 34.7 33.3 17.2 46.2 25.3 Old : 45.4 22.9 58.5 34.7 33.3 17.2 46.2 25.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2009