COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 155,415 COMMITMENTS 27,699 10,096 33,656 82,438 102,429 143,793 146,181 11,623 9,234 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 3,986) 2,332 1,566 1,296 -51 1,487 3,577 4,348 409 -363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 6.5 21.7 53.0 65.9 92.5 94.1 7.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 84 40 44 53 51 156 119 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,053 COMMITMENTS 11,627 9,506 6,838 17,391 20,868 35,855 37,212 4,198 2,841 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -82) 1,211 2,269 -313 -712 -1,733 186 223 -268 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 23.7 17.1 43.4 52.1 89.5 92.9 10.5 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 41 41 22 32 15 84 69 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 118,314 COMMITMENTS 32,621 14,772 13,310 64,859 85,843 110,789 113,925 7,525 4,390 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -1,839) -2,097 589 303 718 -1,876 -1,076 -984 -763 -855 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 12.5 11.2 54.8 72.6 93.6 96.3 6.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142) 49 25 28 44 46 110 86 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,038,949 COMMITMENTS 205,708 12,371 252,164 489,315 718,797 947,187 983,331 91,762 55,617 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: 19,993) 15,440 -5,196 25,859 -23,034 -579 18,266 20,084 1,727 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 1.2 24.3 47.1 69.2 91.2 94.6 8.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 91 37 77 82 92 209 174 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 141,516 COMMITMENTS 24,605 13,981 36,099 72,389 84,045 133,092 134,125 8,424 7,392 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -588) 119 3,548 60 -492 -3,376 -313 232 -275 -820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 9.9 25.5 51.2 59.4 94.0 94.8 6.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331) 118 73 95 109 105 273 234 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 21,624 COMMITMENTS 4,356 11,172 2,939 12,082 3,658 19,377 17,769 2,247 3,854 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -516) -241 -1,093 39 -253 458 -456 -596 -60 81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 51.7 13.6 55.9 16.9 89.6 82.2 10.4 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 15 35 10 8 11 29 51 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 347,705 COMMITMENTS 24,882 97,685 2,498 304,440 233,122 331,819 333,305 15,886 14,401 CHANGES FROM 06/23/09 (CHANGE IN OPEN INTEREST: -8,301) -8,917 -2,054 841 -641 -9,235 -8,718 -10,449 416 2,147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 28.1 0.7 87.6 67.0 95.4 95.9 4.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 17 45 10 86 95 110 143
Updated July 6, 2009