COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 178,346 COMMITMENTS 32,236 8,931 40,225 92,821 119,524 165,282 168,679 13,064 9,667 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 3,527) 2,230 -2,317 747 -199 5,426 2,778 3,856 749 -329 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 5.0 22.6 52.0 67.0 92.7 94.6 7.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 86 35 50 60 57 168 126 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,830 COMMITMENTS 13,258 2,444 7,569 15,053 26,923 35,879 36,935 2,951 1,895 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -933) -641 328 -287 190 -1,237 -738 -1,196 -195 263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 6.3 19.5 38.8 69.3 92.4 95.1 7.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 41 19 21 28 16 80 45 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 130,912 COMMITMENTS 40,514 18,021 18,453 60,767 88,966 119,733 125,439 11,179 5,473 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 2,677) 1,549 582 430 -201 1,444 1,779 2,456 898 221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 13.8 14.1 46.4 68.0 91.5 95.8 8.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151) 64 22 32 47 48 128 87 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,340,079 COMMITMENTS 185,486 25,172 397,944 668,060 856,124 1251490 1279241 88,589 60,838 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -51,960) -9,199 9,159 -30,576 2,275 -30,569 -37,500 -51,986 -14,459 26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 1.9 29.7 49.9 63.9 93.4 95.5 6.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 88 44 90 91 102 221 202 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 118,725 COMMITMENTS 21,060 15,172 26,666 63,089 70,023 110,816 111,861 7,909 6,864 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 2,623) 837 2,930 308 1,327 28 2,472 3,266 151 -643 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 12.8 22.5 53.1 59.0 93.3 94.2 6.7 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 105 77 83 111 109 261 231 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 38,994 COMMITMENTS 9,742 16,505 2,534 23,925 14,636 36,201 33,675 2,793 5,319 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: 7,155) 1,778 6,136 -542 6,899 -77 8,135 5,516 -979 1,639 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 42.3 6.5 61.4 37.5 92.8 86.4 7.2 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 23 42 8 10 13 37 59 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 383,383 COMMITMENTS 36,546 112,269 4,858 323,416 250,602 364,820 367,728 18,564 15,655 CHANGES FROM 09/01/09 (CHANGE IN OPEN INTEREST: -2,546) 7,416 3,799 882 -9,841 -6,754 -1,544 -2,073 -1,002 -473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 29.3 1.3 84.4 65.4 95.2 95.9 4.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 21 58 18 97 93 132 155
Updated September 11, 2008