COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 225,737 COMMITMENTS 48,462 3,337 53,677 104,128 160,430 206,266 217,443 19,471 8,293 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 19,340) 6,280 185 7,198 2,758 10,914 16,236 18,297 3,104 1,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 1.5 23.8 46.1 71.1 91.4 96.3 8.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 125 23 60 63 64 209 134 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 50,084 COMMITMENTS 11,854 1,767 13,290 20,465 33,544 45,609 48,601 4,474 1,482 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 8,706) -1,373 -760 4,128 4,589 5,860 7,345 9,228 1,361 -522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 3.5 26.5 40.9 67.0 91.1 97.0 8.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 48 17 26 31 24 92 57 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 146,252 COMMITMENTS 42,005 17,966 27,684 63,289 94,195 132,978 139,845 13,274 6,408 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -1,140) -3,062 -3,425 2,155 25 610 -882 -660 -258 -479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 12.3 18.9 43.3 64.4 90.9 95.6 9.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 66 34 46 49 52 145 110 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,154,668 COMMITMENTS 179,543 21,379 331,474 576,106 737,570 1087124 1090423 67,544 64,244 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -8,278) -18,127 6,693 1,682 14,275 -38,758 -2,170 -30,382 -6,108 22,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 1.9 28.7 49.9 63.9 94.2 94.4 5.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 77 48 81 86 94 207 181 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 140,961 COMMITMENTS 35,763 8,593 33,925 61,159 90,413 130,846 132,930 10,114 8,031 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 10,000) 7,231 -300 2,781 -1,677 4,986 8,336 7,467 1,664 2,532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 6.1 24.1 43.4 64.1 92.8 94.3 7.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 144 64 90 104 112 292 228 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 34,990 COMMITMENTS 10,713 20,508 2,437 18,921 6,713 32,071 29,659 2,918 5,331 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: 1,668) 411 772 -318 1,314 146 1,408 601 260 1,067 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 58.6 7.0 54.1 19.2 91.7 84.8 8.3 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 23 49 7 8 16 34 69 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/13/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 368,347 COMMITMENTS 34,446 92,425 4,357 311,329 257,319 350,132 354,100 18,215 14,247 CHANGES FROM 10/06/09 (CHANGE IN OPEN INTEREST: -6,277) -6,623 -4,285 -1,723 3,491 -866 -4,856 -6,874 -1,421 597 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 25.1 1.2 84.5 69.9 95.1 96.1 4.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 31 46 16 90 94 129 148
Updated October 16, 2009