COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 206,244 COMMITMENTS 44,466 2,966 46,191 99,680 149,145 190,337 198,302 15,907 7,942 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 349) -1,494 -531 -823 2,187 1,424 -130 70 479 279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 1.4 22.4 48.3 72.3 92.3 96.1 7.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 116 23 51 62 61 195 123 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,817 COMMITMENTS 12,702 2,225 8,533 15,707 27,489 36,942 38,247 2,875 1,570 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -3,336) -481 130 -1,495 -1,099 -1,913 -3,075 -3,278 -261 -58 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 5.6 21.4 39.4 69.0 92.8 96.1 7.2 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 45 16 27 29 21 86 56 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 140,888 COMMITMENTS 43,767 20,366 24,706 59,354 88,436 127,826 133,507 13,062 7,381 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 591) -280 -909 1,196 -946 -834 -30 -547 621 1,138 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 14.5 17.5 42.1 62.8 90.7 94.8 9.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 63 31 37 47 52 134 101 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,183,796 COMMITMENTS 200,437 12,337 331,278 568,293 789,267 1100008 1132881 83,788 50,915 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 4,048) 11,630 -6,173 8,720 -29,603 2,462 -9,253 5,009 13,301 -961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 1.0 28.0 48.0 66.7 92.9 95.7 7.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 95 34 78 85 91 213 174 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 124,593 COMMITMENTS 26,979 7,393 27,943 62,308 83,910 117,231 119,246 7,362 5,347 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -6,991) -2,736 -1,096 -2,711 -675 -2,134 -6,122 -5,941 -868 -1,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 5.9 22.4 50.0 67.3 94.1 95.7 5.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 119 56 82 99 108 251 218 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 30,950 COMMITMENTS 8,748 17,571 2,491 16,778 6,988 28,017 27,050 2,933 3,900 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: -3,741) -2,078 -3,534 139 -2,598 -101 -4,537 -3,496 796 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 56.8 8.0 54.2 22.6 90.5 87.4 9.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 16 48 9 10 14 32 65 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 380,356 COMMITMENTS 39,186 90,928 4,910 316,788 270,205 360,884 366,043 19,472 14,313 CHANGES FROM 09/22/09 (CHANGE IN OPEN INTEREST: 6,423) 7,637 -808 -748 -2,053 8,745 4,837 7,189 1,587 -765 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 23.9 1.3 83.3 71.0 94.9 96.2 5.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 25 46 12 95 92 130 140
Updated October 2, 2009