COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 151,430 COMMITMENTS 25,367 8,530 32,361 82,489 100,942 140,216 141,833 11,214 9,597 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -10,190) -4,488 2,483 -629 -1,578 -11,167 -6,695 -9,314 -3,495 -877 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 5.6 21.4 54.5 66.7 92.6 93.7 7.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 77 37 41 53 53 149 114 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,135 COMMITMENTS 10,415 7,237 7,151 18,103 22,601 35,669 36,988 4,466 3,146 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -2,364) 661 3,360 -2,038 -1,028 -3,929 -2,405 -2,608 42 244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 18.0 17.8 45.1 56.3 88.9 92.2 11.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 37 36 22 32 15 79 65 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 120,153 COMMITMENTS 34,718 14,183 13,007 64,141 87,718 111,865 114,909 8,287 5,244 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -5,252) -7,435 -4,731 1,160 2,137 -2,846 -4,139 -6,417 -1,113 1,166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 11.8 10.8 53.4 73.0 93.1 95.6 6.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138) 48 25 23 45 46 108 81 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,018,956 COMMITMENTS 190,268 17,567 226,304 512,348 719,376 928,921 963,247 90,035 55,708 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 28,493) 11,548 -244 -2,487 13,207 34,968 22,268 32,237 6,225 -3,744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 1.7 22.2 50.3 70.6 91.2 94.5 8.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 79 36 71 88 99 206 173 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 142,104 COMMITMENTS 24,486 10,433 36,039 72,881 87,421 133,406 133,892 8,699 8,212 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -13,166) -5,357 1,381 -3,106 -3,546 -11,990 -12,009 -13,716 -1,157 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 7.3 25.4 51.3 61.5 93.9 94.2 6.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 118 69 99 110 107 280 232 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,140 COMMITMENTS 4,597 12,265 2,900 12,335 3,200 19,833 18,366 2,306 3,774 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: 260) 688 -218 97 -231 589 554 467 -294 -207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 55.4 13.1 55.7 14.5 89.6 83.0 10.4 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 16 37 6 8 8 28 48 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 356,007 COMMITMENTS 33,799 99,740 1,657 305,081 242,357 340,537 343,753 15,470 12,254 CHANGES FROM 06/16/09 (CHANGE IN OPEN INTEREST: -102,078) 4,056 2,413 -7,159 -97,249 -92,238 -100,352 -96,983 -1,726 -5,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 28.0 0.5 85.7 68.1 95.7 96.6 4.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 19 47 9 90 97 116 146
Updated July 2, 2009