COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 197,183 COMMITMENTS 37,907 4,760 52,086 91,897 132,019 181,890 188,865 15,292 8,318 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -1,889) -2,380 -327 451 832 -2,625 -1,097 -2,501 -791 612 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 2.4 26.4 46.6 67.0 92.2 95.8 7.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 99 28 55 58 56 180 120 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 43,851 COMMITMENTS 12,671 2,183 9,608 16,814 30,390 39,094 42,182 4,757 1,669 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 1,205) 329 19 368 372 864 1,069 1,251 136 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 5.0 21.9 38.3 69.3 89.2 96.2 10.8 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 52 20 19 25 17 88 46 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 134,938 COMMITMENTS 27,808 16,602 24,084 74,513 86,849 126,405 127,534 8,533 7,404 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 1,798) 696 3,308 -394 1,225 -794 1,526 2,120 271 -322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 12.3 17.8 55.2 64.4 93.7 94.5 6.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137) 36 34 35 50 43 105 100 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,037,468 COMMITMENTS 228,226 15,488 260,390 450,152 705,618 938,768 981,495 98,699 55,972 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 41,440) 15,273 190 10,034 13,899 30,319 39,206 40,542 2,235 898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 1.5 25.1 43.4 68.0 90.5 94.6 9.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 88 36 75 84 94 209 174 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 182,227 COMMITMENTS 40,677 10,203 54,310 74,921 108,001 169,907 172,514 12,320 9,713 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 7,803) 3,876 -684 3,420 998 4,838 8,294 7,574 -492 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 5.6 29.8 41.1 59.3 93.2 94.7 6.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 157 61 100 107 115 313 235 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 39,196 COMMITMENTS 12,995 14,783 3,657 20,982 16,140 37,634 34,580 1,561 4,616 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: 7,191) 3,698 5,922 491 2,969 607 7,159 7,020 32 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 37.7 9.3 53.5 41.2 96.0 88.2 4.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 14 41 8 8 10 24 57 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/26/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 430,822 COMMITMENTS 32,661 90,745 6,307 377,129 315,761 416,097 412,814 14,725 18,009 CHANGES FROM 05/19/09 (CHANGE IN OPEN INTEREST: -2,200) -1,341 2,235 1,812 4,890 -3,713 5,361 334 -7,561 -2,534 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 21.1 1.5 87.5 73.3 96.6 95.8 3.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 31 48 14 86 100 125 154
Updated May 29, 2009