COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 173,639 COMMITMENTS 57,547 19,135 13,878 85,070 135,593 156,495 168,606 17,144 5,033 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 17,304) 10,901 4,254 2,697 3,816 11,957 17,414 18,908 -110 -1,604 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 11.0 8.0 49.0 78.1 90.1 97.1 9.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 123 36 45 46 59 199 121 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,931 COMMITMENTS 14,244 2,323 788 10,686 25,958 25,718 29,069 4,213 862 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: -2,402) -2,199 823 -573 -95 -2,571 -2,867 -2,321 465 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.6 7.8 2.6 35.7 86.7 85.9 97.1 14.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 48 17 16 23 21 83 44 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 134,993 COMMITMENTS 48,833 20,828 12,667 60,499 95,996 121,999 129,491 12,994 5,502 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 7,017) 2,336 2,724 -288 4,659 4,842 6,707 7,278 310 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 15.4 9.4 44.8 71.1 90.4 95.9 9.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 66 32 34 47 47 136 95 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 774,878 COMMITMENTS 218,096 37,132 72,330 416,851 625,918 707,277 735,380 67,601 39,498 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 14,338) -799 -6,392 1,323 1,506 32,063 2,030 26,994 12,308 -12,656 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 4.8 9.3 53.8 80.8 91.3 94.9 8.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 99 21 56 81 86 196 149 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 122,452 COMMITMENTS 44,265 10,881 15,240 54,858 91,907 114,363 118,028 8,089 4,424 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 11,974) 8,707 1,609 2,918 35 8,729 11,660 13,256 314 -1,282 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.1 8.9 12.4 44.8 75.1 93.4 96.4 6.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 138 50 53 94 112 260 194 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 36,619 COMMITMENTS 12,477 22,430 2,160 19,383 6,862 34,020 31,452 2,599 5,167 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 2,728) 1,587 2,049 148 966 269 2,701 2,466 27 262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 61.3 5.9 52.9 18.7 92.9 85.9 7.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 16 47 7 10 13 31 63 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/20/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 376,634 COMMITMENTS 38,160 99,222 2,079 315,855 260,068 356,094 361,369 20,540 15,265 CHANGES FROM 10/13/09 (CHANGE IN OPEN INTEREST: 10,062) 3,767 6,994 -1,467 5,295 3,306 7,595 8,833 2,467 1,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 26.3 0.6 83.9 69.1 94.5 95.9 5.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 29 51 7 93 93 128 145
Updated October 23, 2009