COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 155,415: 27,699 10,096 33,656 82,438 102,429 143,793 146,181: 11,623 9,234 Old : 227: 0 0 0 227 165 227 165: 0 62 Other: 155,188: 27,699 10,096 33,656 82,211 102,264 143,566 146,016: 11,623 9,172 : : : : : Changes in Commitments from: June 23, 2009 : : 3,986: 2,332 1,566 1,296 -51 1,487 3,577 4,348: 409 -363 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 6.5 21.7 53.0 65.9 92.5 94.1: 7.5 5.9 Old : 100.0: 0.0 0.0 0.0 100.0 72.7 100.0 72.7: 0.0 27.3 Other: 100.0: 17.8 6.5 21.7 53.0 65.9 92.5 94.1: 7.5 5.9 : : : :# Traders : Number of Traders in Each Category : All : 194: 84 40 44 53 51 156 119: Old : 4: 0 0 0 2 2 2 2: Other: 194: 84 40 44 53 51 156 119: :---------------------------------------------------------------------------------------------------- : 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 : 21.7 28.1 35.7 42.1 21.3 22.4 33.3 34.3 Old : 100.0 72.7 100.0 72.7 100.0 72.7 100.0 72.7 Other: 21.7 28.1 35.7 42.0 21.4 22.6 33.3 34.5 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 40,053: 11,627 9,506 6,838 17,391 20,868 35,855 37,212: 4,198 2,841 Old : 35,667: 11,038 9,455 5,326 15,581 18,122 31,945 32,902: 3,722 2,765 Other: 4,385: 934 397 1,166 1,810 2,746 3,910 4,310: 475 76 : : : : : Changes in Commitments from: June 23, 2009 : : -82: 1,211 2,269 -313 -712 -1,733 186 223: -268 -305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 23.7 17.1 43.4 52.1 89.5 92.9: 10.5 7.1 Old : 100.0: 30.9 26.5 14.9 43.7 50.8 89.6 92.2: 10.4 7.8 Other: 100.0: 21.3 9.1 26.6 41.3 62.6 89.2 98.3: 10.8 1.7 : : : :# Traders : Number of Traders in Each Category : All : 119: 41 41 22 32 15 84 69: Old : 118: 48 35 20 32 14 83 66: Other: 39: 7 18 16 12 8 35 26: :---------------------------------------------------------------------------------------------------- : 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 : 21.1 51.6 35.6 63.7 19.4 45.3 30.1 54.2 Old : 22.7 51.5 37.8 64.0 21.7 45.8 32.2 55.6 Other: 31.5 62.6 51.5 77.3 26.3 47.6 42.8 53.0 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 118,314: 32,621 14,772 13,310 64,859 85,843 110,789 113,925: 7,525 4,390 Old : 49,755: 24,788 8,044 1,380 18,108 37,165 44,276 46,589: 5,479 3,165 Other: 68,559: 11,875 10,770 7,888 46,751 48,678 66,514 67,335: 2,046 1,224 : : : : : Changes in Commitments from: June 23, 2009 : : -1,839: -2,097 589 303 718 -1,876 -1,076 -984: -763 -855 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 12.5 11.2 54.8 72.6 93.6 96.3: 6.4 3.7 Old : 100.0: 49.8 16.2 2.8 36.4 74.7 89.0 93.6: 11.0 6.4 Other: 100.0: 17.3 15.7 11.5 68.2 71.0 97.0 98.2: 3.0 1.8 : : : :# Traders : Number of Traders in Each Category : All : 142: 49 25 28 44 46 110 86: Old : 131: 44 28 15 32 35 86 68: Other: 92: 25 8 18 37 38 69 59: :---------------------------------------------------------------------------------------------------- : 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 : 37.3 32.7 50.4 46.8 32.2 27.4 43.4 41.0 Old : 35.1 36.7 48.2 50.9 35.1 36.3 47.9 50.3 Other: 41.1 35.4 57.1 53.5 32.3 32.2 46.1 44.5 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 1,038,949: 205,708 12,371 252,164 489,315 718,797 947,187 983,331: 91,762 55,617 Old : 1,038,949: 205,708 12,371 252,164 489,315 718,797 947,187 983,331: 91,762 55,617 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2009 : : 19,993: 15,440 -5,196 25,859 -23,034 -579 18,266 20,084: 1,727 -91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 1.2 24.3 47.1 69.2 91.2 94.6: 8.8 5.4 Old : 100.0: 19.8 1.2 24.3 47.1 69.2 91.2 94.6: 8.8 5.4 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 : 233: 91 37 77 82 92 209 174: Old : 233: 91 37 77 82 92 209 174: 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 : 14.5 23.0 25.0 33.1 8.9 12.8 15.0 19.5 Old : 14.5 23.0 25.0 33.1 8.9 12.8 15.0 19.5 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 30, 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 : 141,516: 24,605 13,981 36,099 72,389 84,045 133,092 134,125: 8,424 7,392 Old : 85,879: 24,119 16,851 14,317 41,735 50,076 80,171 81,245: 5,708 4,634 Other: 55,637: 10,646 7,289 11,622 30,654 33,969 52,922 52,880: 2,716 2,758 : : : : : Changes in Commitments from: June 23, 2009 : : -588: 119 3,548 60 -492 -3,376 -313 232: -275 -820 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 9.9 25.5 51.2 59.4 94.0 94.8: 6.0 5.2 Old : 100.0: 28.1 19.6 16.7 48.6 58.3 93.4 94.6: 6.6 5.4 Other: 100.0: 19.1 13.1 20.9 55.1 61.1 95.1 95.0: 4.9 5.0 : : : :# Traders : Number of Traders in Each Category : All : 331: 118 73 95 109 105 273 234: Old : 318: 123 65 74 95 87 241 203: Other: 226: 45 59 47 84 92 161 167: :---------------------------------------------------------------------------------------------------- : 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 : 19.3 23.0 32.1 33.5 16.2 15.7 23.5 24.4 Old : 22.3 33.3 34.4 44.7 21.3 32.2 32.3 43.1 Other: 31.5 21.5 45.2 35.7 27.8 21.5 39.8 32.0 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 21,624: 4,356 11,172 2,939 12,082 3,658 19,377 17,769: 2,247 3,854 Old : 21,624: 4,356 11,172 2,939 12,082 3,658 19,377 17,769: 2,247 3,854 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2009 : : -516: -241 -1,093 39 -253 458 -456 -596: -60 81 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.1 51.7 13.6 55.9 16.9 89.6 82.2: 10.4 17.8 Old : 100.0: 20.1 51.7 13.6 55.9 16.9 89.6 82.2: 10.4 17.8 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 : 67: 15 35 10 8 11 29 51: Old : 67: 15 35 10 8 11 29 51: 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 : 68.5 43.5 81.9 55.6 61.3 35.4 68.7 45.4 Old : 68.5 43.5 81.9 55.6 61.3 35.4 68.7 45.4 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 30, 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 : 347,705: 24,882 97,685 2,498 304,440 233,122 331,819 333,305: 15,886 14,401 Old : 347,705: 24,882 97,685 2,498 304,440 233,122 331,819 333,305: 15,886 14,401 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 23, 2009 : : -8,301: -8,917 -2,054 841 -641 -9,235 -8,718 -10,449: 416 2,147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 28.1 0.7 87.6 67.0 95.4 95.9: 4.6 4.1 Old : 100.0: 7.2 28.1 0.7 87.6 67.0 95.4 95.9: 4.6 4.1 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 : 210: 17 45 10 86 95 110 143: Old : 210: 17 45 10 86 95 110 143: 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 : 44.1 24.8 55.9 36.8 41.3 24.8 52.2 34.9 Old : 44.1 24.8 55.9 36.8 41.3 24.8 52.2 34.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2009