COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 134,494 COMMITMENTS 37,740 16,277 7,588 75,571 104,349 120,899 128,214 13,595 6,280 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 8,183) 5,880 -1,448 171 -62 11,840 5,989 10,563 2,194 -2,380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 12.1 5.6 56.2 77.6 89.9 95.3 10.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 82 39 33 37 54 140 111 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,919 COMMITMENTS 15,552 3,441 735 10,083 23,235 26,370 27,411 2,549 1,508 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 888) 428 1,202 153 40 -528 621 827 267 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.8 11.9 2.5 34.9 80.3 91.2 94.8 8.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 46 14 16 21 13 69 42 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 124,688 COMMITMENTS 47,751 20,207 9,869 54,973 89,804 112,593 119,880 12,095 4,808 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 7,648) 3,098 2,051 2,354 955 3,380 6,407 7,785 1,241 -137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 16.2 7.9 44.1 72.0 90.3 96.1 9.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 71 17 27 42 49 127 84 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 824,750 COMMITMENTS 212,412 39,699 87,703 449,554 657,107 749,669 784,509 75,081 40,241 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -27,328) 4,257 -4,352 -14,229 -20,380 -6,384 -30,352 -24,965 3,024 -2,363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 4.8 10.6 54.5 79.7 90.9 95.1 9.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 102 20 67 85 93 207 166 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 96,285 COMMITMENTS 26,109 13,200 8,141 56,593 70,736 90,843 92,077 5,442 4,208 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 140) 2,653 -2,386 -1,304 -281 5,415 1,068 1,725 -928 -1,585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.1 13.7 8.5 58.8 73.5 94.3 95.6 5.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 109 54 36 87 93 212 170 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 34,399 COMMITMENTS 10,435 19,557 3,002 18,862 7,443 32,299 30,002 2,100 4,397 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -3,754) 593 3,088 817 -4,688 -7,072 -3,278 -3,167 -476 -587 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 56.9 8.7 54.8 21.6 93.9 87.2 6.1 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 12 46 3 10 12 25 59 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 435,045 COMMITMENTS 31,955 112,267 4,749 370,935 291,396 407,639 408,412 27,406 26,633 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 52,908) -4,566 -468 787 47,798 41,466 44,019 41,785 8,889 11,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.3 25.8 1.1 85.3 67.0 93.7 93.9 6.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 19 52 16 104 103 136 158
Updated September 18, 2009