COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 187,701 COMMITMENTS 37,665 5,156 42,030 92,996 133,186 172,691 180,372 15,009 7,328 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 9,354) 5,429 -3,775 1,806 175 13,663 7,409 11,693 1,945 -2,339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 2.7 22.4 49.5 71.0 92.0 96.1 8.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 102 27 49 56 57 178 119 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 41,053 COMMITMENTS 13,161 3,804 8,696 15,999 26,682 37,855 39,181 3,197 1,871 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 2,222) -97 1,360 1,127 947 -240 1,976 2,246 246 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 9.3 21.2 39.0 65.0 92.2 95.4 7.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 41 26 25 27 16 82 54 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 140,409 COMMITMENTS 44,250 20,787 21,837 61,665 92,415 127,751 135,039 12,657 5,369 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 9,497) 3,736 2,766 3,384 898 3,450 8,018 9,600 1,478 -104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 14.8 15.6 43.9 65.8 91.0 96.2 9.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164) 72 22 35 44 52 133 97 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,190,475 COMMITMENTS 181,843 23,298 320,641 600,909 793,916 1103394 1137855 87,081 52,620 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -149,604) -3,642 -1,874 -77,303 -67,151 -62,209 -148,096 -141,385 -1,508 -8,218 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 2.0 26.9 50.5 66.7 92.7 95.6 7.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 87 37 80 89 97 213 183 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 122,119 COMMITMENTS 25,308 13,052 26,829 62,493 76,418 114,630 116,298 7,489 5,821 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 3,394) 4,247 -2,121 163 -596 6,395 3,814 4,438 -420 -1,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 10.7 22.0 51.2 62.6 93.9 95.2 6.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324) 126 65 81 102 103 260 220 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 35,319 COMMITMENTS 10,350 19,641 3,324 19,302 7,576 32,976 30,540 2,343 4,778 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: -3,676) 608 3,136 789 -4,623 -7,060 -3,225 -3,135 -450 -541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 55.6 9.4 54.7 21.4 93.4 86.5 6.6 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 18 49 6 11 14 32 66 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 436,746 COMMITMENTS 32,037 111,594 5,888 371,344 292,283 409,268 409,765 27,478 26,981 CHANGES FROM 09/08/09 (CHANGE IN OPEN INTEREST: 53,362) -4,509 -675 1,030 47,927 41,682 44,448 42,036 8,914 11,326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 25.6 1.3 85.0 66.9 93.7 93.8 6.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 20 52 20 104 105 140 161
Updated September 18, 2009