COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 199,071 COMMITMENTS 40,287 5,087 51,635 91,066 134,644 182,988 191,366 16,083 7,706 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: -727) 564 -776 1,031 -343 -666 1,252 -411 -1,979 -316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 2.6 25.9 45.7 67.6 91.9 96.1 8.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 106 27 58 57 60 186 127 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 42,646 COMMITMENTS 12,342 2,164 9,240 16,442 29,526 38,025 40,931 4,621 1,715 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 529) 509 56 -28 -48 134 433 162 97 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 5.1 21.7 38.6 69.2 89.2 96.0 10.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 53 18 19 23 16 84 46 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,140 COMMITMENTS 27,113 13,293 24,478 73,288 87,643 124,878 125,414 8,262 7,726 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 3,643) -1,501 95 1,839 2,808 123 3,146 2,058 497 1,585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 10.0 18.4 55.0 65.8 93.8 94.2 6.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 33 36 34 49 45 103 100 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 996,027 COMMITMENTS 212,953 15,298 250,356 436,254 675,299 899,562 940,953 96,465 55,074 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 27,352) 2,963 -273 12,476 8,207 12,102 23,646 24,306 3,706 3,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 1.5 25.1 43.8 67.8 90.3 94.5 9.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 81 38 75 80 91 200 170 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 174,424 COMMITMENTS 36,801 10,887 50,890 73,922 103,163 161,613 164,940 12,812 9,485 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 6,537) 3,366 -1,307 3,687 -1,892 3,321 5,161 5,702 1,376 835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 6.2 29.2 42.4 59.1 92.7 94.6 7.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350) 149 62 98 107 109 301 230 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 32,005 COMMITMENTS 9,297 8,861 3,166 18,012 15,533 30,476 27,560 1,529 4,445 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 2,250) -549 2,268 91 2,635 167 2,177 2,526 73 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 27.7 9.9 56.3 48.5 95.2 86.1 4.8 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 18 36 8 6 9 28 49 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 433,022 COMMITMENTS 34,002 88,511 4,495 372,239 319,474 410,736 412,480 22,286 20,543 CHANGES FROM 05/12/09 (CHANGE IN OPEN INTEREST: 20,738) 4,497 -5,497 2,258 12,553 28,025 19,308 24,786 1,430 -4,047 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 20.4 1.0 86.0 73.8 94.9 95.3 5.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 23 47 15 84 98 114 153
Updated May 22, 2009