COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 145,645 COMMITMENTS 46,069 17,109 7,730 77,935 114,319 131,734 139,158 13,911 6,487 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 11,151) 8,329 832 142 2,364 9,970 10,835 10,944 316 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 11.7 5.3 53.5 78.5 90.4 95.5 9.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 97 38 34 43 56 162 114 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,639 COMMITMENTS 15,854 1,945 1,099 10,251 25,357 27,204 28,401 2,435 1,238 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 720) 302 -1,496 364 168 2,122 834 990 -114 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.5 6.6 3.7 34.6 85.6 91.8 95.8 8.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 50 10 16 20 16 75 39 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 123,830 COMMITMENTS 47,144 20,467 10,973 53,744 86,808 111,861 118,248 11,969 5,582 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -858) -607 260 1,104 -1,229 -2,996 -732 -1,632 -126 774 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 16.5 8.9 43.4 70.1 90.3 95.5 9.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 64 25 27 45 46 126 85 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 800,087 COMMITMENTS 224,105 37,347 77,846 438,487 644,478 740,438 759,671 59,649 40,416 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -24,663) 11,693 -2,352 -9,857 -11,067 -12,629 -9,231 -24,838 -15,432 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 4.7 9.7 54.8 80.6 92.5 94.9 7.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 102 18 62 86 93 203 162 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 103,574 COMMITMENTS 29,875 9,174 10,275 57,132 79,461 97,282 98,910 6,292 4,664 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 7,289) 3,766 -4,026 2,134 539 8,725 6,439 6,833 850 456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 8.9 9.9 55.2 76.7 93.9 95.5 6.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 110 48 47 82 99 217 173 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,704 COMMITMENTS 10,913 20,975 2,019 18,902 6,958 31,834 29,952 1,870 3,752 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -695) 478 1,418 -983 40 -485 -465 -50 -230 -645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 62.2 6.0 56.1 20.6 94.5 88.9 5.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 13 48 3 11 11 26 61 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 373,094 COMMITMENTS 31,533 91,913 5,160 318,608 261,276 355,301 358,349 17,793 14,745 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -61,951) -422 -20,354 411 -52,327 -30,120 -52,338 -50,063 -9,613 -11,888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 24.6 1.4 85.4 70.0 95.2 96.0 4.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 24 44 7 85 94 114 140
Updated September 25, 2008