COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 125,604 COMMITMENTS 32,727 16,993 6,172 75,137 94,008 114,036 117,173 11,568 8,431 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -1,703) -2,045 3,679 -112 1,274 -6,663 -883 -3,096 -820 1,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 13.5 4.9 59.8 74.8 90.8 93.3 9.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 75 48 31 42 49 137 114 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,105 COMMITMENTS 17,527 1,725 641 9,838 27,502 28,006 29,868 3,099 1,237 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -1,064) 725 -872 -1,259 -574 999 -1,108 -1,132 44 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.3 5.5 2.1 31.6 88.4 90.0 96.0 10.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 55 8 14 22 13 82 32 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 113,644 COMMITMENTS 43,918 17,892 5,756 53,549 85,437 103,223 109,085 10,421 4,559 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 3,879) 2,069 901 323 -1,070 2,512 1,322 3,736 2,557 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.6 15.7 5.1 47.1 75.2 90.8 96.0 9.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 66 21 24 39 43 119 76 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 849,868 COMMITMENTS 213,468 43,633 103,492 446,982 662,656 763,942 809,781 85,926 40,087 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 11,689) -3,229 4,882 2,163 13,652 5,341 12,586 12,386 -897 -697 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 5.1 12.2 52.6 78.0 89.9 95.3 10.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 103 27 70 79 85 206 163 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 93,025 COMMITMENTS 23,887 8,090 9,515 52,968 69,314 86,370 86,919 6,655 6,106 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: -9,565) -4,454 2,685 -649 -3,611 -11,589 -8,714 -9,553 -851 -12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 8.7 10.2 56.9 74.5 92.8 93.4 7.2 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 104 39 35 90 97 208 161 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 27,317 COMMITMENTS 5,875 13,684 2,148 16,328 7,751 24,351 23,583 2,966 3,734 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 2,146) 1,941 2,500 -130 793 -934 2,604 1,436 -458 710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.5 50.1 7.9 59.8 28.4 89.1 86.3 10.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 19 37 3 9 8 31 46 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 08/25/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 380,557 COMMITMENTS 36,341 102,686 4,101 321,613 256,551 362,055 363,338 18,502 17,219 CHANGES FROM 08/18/09 (CHANGE IN OPEN INTEREST: 3,842) -7,055 -3,621 -523 10,464 5,536 2,886 1,392 956 2,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.5 27.0 1.1 84.5 67.4 95.1 95.5 4.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 24 49 13 92 92 125 146
Updated August 28, 2009