COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 205,895 COMMITMENTS 45,960 3,497 47,015 97,493 147,721 190,468 198,232 15,427 7,663 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 18,194) 8,295 -1,659 4,984 4,497 14,534 17,776 17,860 418 334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 1.7 22.8 47.4 71.7 92.5 96.3 7.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 119 26 54 62 61 201 128 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 43,153 COMMITMENTS 13,183 2,095 10,029 16,806 29,402 40,018 41,525 3,135 1,628 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 2,100) 22 -1,709 1,333 807 2,720 2,162 2,344 -62 -244 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 4.9 23.2 38.9 68.1 92.7 96.2 7.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 47 19 25 27 21 89 52 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 140,297 COMMITMENTS 44,047 21,275 23,509 60,300 89,270 127,856 134,054 12,441 6,243 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -112) -202 488 1,673 -1,365 -3,146 105 -986 -217 874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 15.2 16.8 43.0 63.6 91.1 95.6 8.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 68 28 37 47 50 135 99 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,179,749 COMMITMENTS 188,807 18,510 322,558 597,896 786,804 1109261 1127872 70,487 51,876 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -10,726) 6,964 -4,788 1,917 -3,013 -7,111 5,867 -9,983 -16,594 -743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 1.6 27.3 50.7 66.7 94.0 95.6 6.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 84 38 76 93 98 214 179 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 131,583 COMMITMENTS 29,715 8,489 30,654 62,984 86,045 123,353 125,187 8,231 6,396 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: 9,464) 4,407 -4,563 3,825 491 9,627 8,723 8,889 741 575 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 6.5 23.3 47.9 65.4 93.7 95.1 6.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 127 57 84 100 108 264 216 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 34,691 COMMITMENTS 10,825 21,105 2,353 19,376 7,088 32,554 30,546 2,137 4,145 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -628) 476 1,464 -971 73 -487 -422 6 -206 -634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 60.8 6.8 55.9 20.4 93.8 88.1 6.2 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 19 51 5 11 13 33 66 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 373,933 COMMITMENTS 31,549 91,737 5,658 318,841 261,460 356,048 358,854 17,885 15,079 CHANGES FROM 09/15/09 (CHANGE IN OPEN INTEREST: -62,813) -488 -19,857 -230 -52,503 -30,824 -53,220 -50,910 -9,592 -11,902 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 24.5 1.5 85.3 69.9 95.2 96.0 4.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 23 46 13 88 96 121 145
Updated September 25, 2008