COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 147,191 COMMITMENTS 44,771 15,515 7,898 80,003 117,006 132,672 140,419 14,519 6,772 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 1,546) -1,298 -1,594 168 2,068 2,687 938 1,261 608 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 10.5 5.4 54.4 79.5 90.1 95.4 9.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 93 34 33 41 56 156 108 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,365 COMMITMENTS 14,550 2,113 1,087 10,363 23,943 26,000 27,143 2,365 1,222 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -1,274) -1,304 168 -12 112 -1,414 -1,204 -1,258 -70 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.3 7.4 3.8 36.5 84.4 91.7 95.7 8.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 47 9 20 23 16 75 44 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 123,289 COMMITMENTS 47,252 20,054 10,899 52,703 85,752 110,854 116,705 12,435 6,584 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -541) 108 -413 -74 -1,041 -1,056 -1,007 -1,543 466 1,002 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 16.3 8.8 42.7 69.6 89.9 94.7 10.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 64 22 29 45 46 127 84 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 784,699 COMMITMENTS 227,458 26,754 81,592 403,249 638,044 712,299 746,390 72,400 38,309 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -15,388) 3,353 -10,593 3,746 -35,238 -6,434 -28,139 -13,281 12,751 -2,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 3.4 10.4 51.4 81.3 90.8 95.1 9.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 105 21 57 78 83 200 148 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 98,940 COMMITMENTS 27,335 7,733 9,497 56,408 77,819 93,240 95,049 5,700 3,891 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -4,634) -2,540 -1,441 -778 -724 -1,642 -4,042 -3,861 -592 -773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 7.8 9.6 57.0 78.7 94.2 96.1 5.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 97 51 43 84 99 203 177 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,776 COMMITMENTS 8,794 17,304 2,059 16,247 6,915 27,100 26,278 2,676 3,498 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -3,928) -2,119 -3,671 40 -2,655 -43 -4,734 -3,674 806 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 58.1 6.9 54.6 23.2 91.0 88.3 9.0 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 12 43 5 10 12 25 58 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 379,196 COMMITMENTS 39,138 91,310 4,113 316,596 269,677 359,847 365,100 19,349 14,096 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 6,102) 7,605 -603 -1,047 -2,012 8,401 4,546 6,751 1,556 -649 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 24.1 1.1 83.5 71.1 94.9 96.3 5.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 25 44 6 92 91 122 136
Updated October 2, 2009