COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 185,149 COMMITMENTS 60,024 19,858 14,619 91,404 143,452 166,047 177,929 19,102 7,220 CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 11,510) 2,477 723 741 6,334 7,859 9,552 9,323 1,958 2,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 10.7 7.9 49.4 77.5 89.7 96.1 10.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 113 39 46 48 61 193 123 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,349 COMMITMENTS 14,376 2,407 1,845 10,706 26,000 26,927 30,252 4,422 1,097 CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 1,418) 132 84 1,057 20 42 1,209 1,183 209 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 7.7 5.9 34.2 82.9 85.9 96.5 14.1 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 51 18 16 23 20 87 42 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 142,494 COMMITMENTS 54,546 23,659 14,243 60,181 98,365 128,970 136,267 13,524 6,227 CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 7,501) 5,713 2,831 1,576 -318 2,369 6,971 6,776 530 725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.3 16.6 10.0 42.2 69.0 90.5 95.6 9.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 71 32 40 47 48 145 103 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 774,344 COMMITMENTS 211,835 36,700 75,412 420,612 623,374 707,859 735,486 66,485 38,858 CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -534) -6,261 -432 3,082 3,761 -2,544 582 106 -1,116 -640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 4.7 9.7 54.3 80.5 91.4 95.0 8.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 98 23 56 81 87 195 153 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 122,873 COMMITMENTS 43,835 10,317 15,343 56,429 93,017 115,607 118,677 7,266 4,196 CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 421) -430 -564 103 1,571 1,110 1,244 649 -823 -228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 8.4 12.5 45.9 75.7 94.1 96.6 5.9 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329) 126 48 59 92 112 254 197 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 36,160 COMMITMENTS 12,790 21,715 2,229 17,525 7,460 32,544 31,404 3,616 4,756 CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -459) 313 -715 69 -1,858 598 -1,476 -48 1,017 -411 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 60.1 6.2 48.5 20.6 90.0 86.8 10.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 20 48 7 10 15 36 65 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 388,467 COMMITMENTS 41,226 98,254 2,687 323,259 273,068 367,172 374,009 21,295 14,458 CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 11,833) 3,066 -968 608 7,404 13,000 11,078 12,640 755 -807 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 25.3 0.7 83.2 70.3 94.5 96.3 5.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 28 48 8 92 99 125 150
Updated October 30, 2009