COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 259,084 COMMITMENTS 61,823 6,575 60,801 115,757 183,360 238,382 250,737 20,702 8,347 CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 9,963) 2,139 1,290 -512 6,653 7,196 8,279 7,974 1,683 1,988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 2.5 23.5 44.7 70.8 92.0 96.8 8.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 130 30 59 66 66 223 136 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 41,152 COMMITMENTS 13,834 1,177 8,473 14,004 30,087 36,311 39,737 4,841 1,415 CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 2,595) -71 31 2,164 424 301 2,517 2,495 78 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 2.9 20.6 34.0 73.1 88.2 96.6 11.8 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 59 13 21 26 22 94 48 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 160,810 COMMITMENTS 50,925 24,300 28,094 67,689 101,514 146,708 153,909 14,102 6,902 CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 7,544) 5,584 2,705 1,707 -183 2,478 7,108 6,889 436 654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 15.1 17.5 42.1 63.1 91.2 95.7 8.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 68 41 49 49 53 151 119 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,165,972 COMMITMENTS 175,708 12,076 337,139 575,024 766,181 1087872 1115396 78,100 50,575 CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -14,220) -8,623 -2,128 -1,390 -2,835 -9,292 -12,849 -12,811 -1,371 -1,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 1.0 28.9 49.3 65.7 93.3 95.7 6.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 93 37 83 84 93 211 181 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 153,465 COMMITMENTS 43,718 8,428 37,938 62,474 100,883 144,130 147,249 9,335 6,216 CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -2,308) -820 -952 -1,473 1,024 590 -1,269 -1,835 -1,039 -473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 5.5 24.7 40.7 65.7 93.9 95.9 6.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 138 68 96 113 123 307 242 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 37,569 COMMITMENTS 12,485 21,888 2,822 18,024 7,566 33,332 32,276 4,237 5,293 CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: -294) 224 -724 154 -1,880 603 -1,502 34 1,208 -328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 58.3 7.5 48.0 20.1 88.7 85.9 11.3 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 27 51 9 11 18 44 72 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 389,802 COMMITMENTS 41,309 98,214 3,354 323,633 273,600 368,296 375,168 21,506 14,634 CHANGES FROM 10/20/09 (CHANGE IN OPEN INTEREST: 12,150) 3,117 -772 688 7,543 13,046 11,347 12,962 803 -812 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.6 25.2 0.9 83.0 70.2 94.5 96.2 5.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 31 48 16 94 101 134 156
Updated October 30, 2009