COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 197,308 COMMITMENTS 33,521 5,274 52,917 94,219 129,141 180,658 187,332 16,650 9,975 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -4,428) -4,388 1,070 -1,374 2,491 -6,446 -3,271 -6,750 -1,156 2,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 2.7 26.8 47.8 65.5 91.6 94.9 8.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 100 30 62 57 58 180 132 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,649 COMMITMENTS 12,128 2,496 9,592 17,997 29,970 39,718 42,058 4,932 2,591 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -2,032) -1,817 305 -1,206 956 -2,047 -2,067 -2,947 35 916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 5.6 21.5 40.3 67.1 89.0 94.2 11.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 49 22 19 27 19 87 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 130,203 COMMITMENTS 40,781 20,835 12,324 66,840 92,946 119,945 126,105 10,258 4,098 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -1,912) 7,967 1,919 -5,337 -5,870 2,096 -3,240 -1,322 1,328 -591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 16.0 9.5 51.3 71.4 92.1 96.9 7.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 59 23 24 49 46 122 82 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,089,185 COMMITMENTS 205,734 24,103 277,544 513,775 737,048 997,053 1038694 92,133 50,491 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 10,881) -9,460 4,936 1,561 24,038 10,028 16,138 16,524 -5,258 -5,644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 2.2 25.5 47.2 67.7 91.5 95.4 8.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 74 41 78 90 99 207 181 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 178,670 COMMITMENTS 41,147 7,527 51,441 74,409 110,619 166,997 169,587 11,673 9,083 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: -14,387) -4,930 -2,324 -7,378 -1,385 -4,419 -13,693 -14,121 -694 -266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 4.2 28.8 41.6 61.9 93.5 94.9 6.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 157 48 100 109 117 312 227 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 43,688 COMMITMENTS 12,351 14,387 3,709 25,312 21,127 41,371 39,222 2,317 4,467 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 998) -573 -2,705 -650 1,783 4,871 560 1,516 438 -518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 32.9 8.5 57.9 48.4 94.7 89.8 5.3 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 16 37 7 9 11 28 53 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 441,071 COMMITMENTS 32,307 100,426 6,626 384,859 318,536 423,791 425,587 17,280 15,484 CHANGES FROM 06/02/09 (CHANGE IN OPEN INTEREST: 22,292) 4,519 4,929 1,431 16,790 20,483 22,740 26,843 -449 -4,551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 22.8 1.5 87.3 72.2 96.1 96.5 3.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 20 46 18 88 99 119 152
Updated June 12, 2009