COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 174,819 COMMITMENTS 30,006 11,248 39,478 93,020 114,098 162,505 164,824 12,315 9,996 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -1,949) -2,186 3,060 557 512 -6,091 -1,117 -2,474 -833 525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 6.4 22.6 53.2 65.3 93.0 94.3 7.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 80 41 49 60 54 165 125 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,763 COMMITMENTS 13,899 2,116 7,856 14,863 28,159 36,618 38,131 3,146 1,632 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: -3,289) -1,440 233 -521 -756 -2,964 -2,717 -3,252 -572 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 5.3 19.8 37.4 70.8 92.1 95.9 7.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 44 18 22 25 16 80 45 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 128,235 COMMITMENTS 38,964 17,439 18,022 60,968 87,522 117,954 122,984 10,281 5,252 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 835) -923 -364 869 1,358 221 1,303 725 -469 109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 13.6 14.1 47.5 68.3 92.0 95.9 8.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 56 23 31 45 47 119 86 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,392,039 COMMITMENTS 194,685 16,013 428,520 665,786 886,693 1288991 1331227 103,048 60,812 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 75,006) -1,488 1,240 28,285 46,681 41,723 73,478 71,248 1,528 3,757 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 1.2 30.8 47.8 63.7 92.6 95.6 7.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 96 46 89 88 102 224 202 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 116,102 COMMITMENTS 20,224 12,243 26,358 61,762 69,994 108,344 108,595 7,758 7,507 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 4,159) -1,807 4,680 2,027 3,950 -3,054 4,170 3,653 -12 506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 10.5 22.7 53.2 60.3 93.3 93.5 6.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 102 70 75 111 107 247 222 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 31,839 COMMITMENTS 7,963 10,369 3,077 17,026 14,713 28,066 28,159 3,773 3,680 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 2,936) 2,657 -3,460 87 -206 6,944 2,538 3,571 398 -635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 32.6 9.7 53.5 46.2 88.2 88.4 11.8 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 30 42 7 10 9 43 55 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 385,929 COMMITMENTS 29,130 108,470 3,976 333,257 257,355 366,363 369,801 19,566 16,128 CHANGES FROM 08/25/09 (CHANGE IN OPEN INTEREST: 4,145) -7,224 6,335 -987 11,357 113 3,146 5,461 999 -1,316 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 28.1 1.0 86.4 66.7 94.9 95.8 5.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 23 54 19 94 93 129 154
Updated September 4, 2009