COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, September 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 234,920: 81,840 33,705 9,712 120,661 182,836 212,213 226,253: 22,707 8,667 Old : 226,460: 79,970 33,795 9,343 114,910 175,023 204,223 218,161: 22,237 8,299 Other: 8,460: 2,102 142 137 5,751 7,813 7,990 8,092: 470 368 : : : : : Changes in Commitments from: September 14, 2010 : : 4,206: -4,638 3,166 -161 9,047 1,365 4,248 4,370: -42 -164 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 14.3 4.1 51.4 77.8 90.3 96.3: 9.7 3.7 Old : 100.0: 35.3 14.9 4.1 50.7 77.3 90.2 96.3: 9.8 3.7 Other: 100.0: 24.8 1.7 1.6 68.0 92.4 94.4 95.7: 5.6 4.3 : : : :# Traders : Number of Traders in Each Category : All : 268: 133 49 55 59 64 224 141: Old : 267: 134 49 53 57 64 220 141: Other: 64: 14 6 2 17 33 31 41: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 19.3 36.6 30.7 49.3 15.8 29.1 24.3 39.2 Old : 18.4 37.7 30.3 50.4 16.0 31.3 24.9 41.3 Other: 58.4 43.8 78.7 62.8 57.0 43.8 77.3 62.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, September 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 29,699: 16,665 5,207 517 9,028 23,000 26,210 28,724: 3,489 975 Old : 20,310: 10,744 4,171 10 6,574 15,525 17,328 19,706: 2,982 604 Other: 9,389: 6,355 1,470 73 2,454 7,475 8,882 9,018: 507 371 : : : : : Changes in Commitments from: September 14, 2010 : : 4,697: 3,741 750 31 -251 4,156 3,521 4,937: 1,176 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 56.1 17.5 1.7 30.4 77.4 88.3 96.7: 11.7 3.3 Old : 100.0: 52.9 20.5 0.0 32.4 76.4 85.3 97.0: 14.7 3.0 Other: 100.0: 67.7 15.7 0.8 26.1 79.6 94.6 96.0: 5.4 4.0 : : : :# Traders : Number of Traders in Each Category : All : 118: 56 23 7 25 22 87 47: Old : 109: 51 23 1 21 17 72 41: Other: 45: 10 12 4 12 15 25 29: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.4 57.5 39.4 71.3 25.4 53.5 38.9 67.0 Old : 23.0 64.9 40.8 74.4 23.0 64.9 40.8 74.4 Other: 63.1 51.9 83.6 74.8 61.6 50.9 82.1 72.6 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, September 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 127,893: 31,563 38,554 13,374 74,578 69,069 119,515 120,997: 8,378 6,896 Old : 113,896: 31,603 40,145 11,113 63,059 55,812 105,775 107,070: 8,121 6,826 Other: 13,997: 1,718 167 503 11,519 13,257 13,740 13,927: 257 70 : : : : : Changes in Commitments from: September 14, 2010 : : -77: 1,936 4 -417 -1,643 1,434 -124 1,021: 47 -1,098 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 30.1 10.5 58.3 54.0 93.4 94.6: 6.6 5.4 Old : 100.0: 27.7 35.2 9.8 55.4 49.0 92.9 94.0: 7.1 6.0 Other: 100.0: 12.3 1.2 3.6 82.3 94.7 98.2 99.5: 1.8 0.5 : : : :# Traders : Number of Traders in Each Category : All : 170: 56 47 28 58 48 126 112: Old : 170: 56 47 27 56 47 124 110: Other: 37: 5 4 5 21 21 28 29: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.2 30.3 38.8 46.3 16.6 23.5 26.1 33.0 Old : 23.6 31.3 36.2 47.2 19.3 25.7 29.5 35.0 Other: 51.9 64.2 76.1 79.8 31.9 39.1 45.3 49.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, September 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 639,289: 176,763 20,851 59,805 317,173 500,364 553,741 581,020: 85,548 58,269 Old : 639,289: 176,763 20,851 59,805 317,173 500,364 553,741 581,020: 85,548 58,269 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 14, 2010 : : -58,401: 2,325 -14,145 -22,463 -35,638 -24,241 -55,776 -60,849: -2,625 2,448 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 3.3 9.4 49.6 78.3 86.6 90.9: 13.4 9.1 Old : 100.0: 27.6 3.3 9.4 49.6 78.3 86.6 90.9: 13.4 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 214: 87 27 63 76 81 184 154: Old : 214: 87 27 63 76 81 184 154: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.2 28.4 25.9 41.7 13.3 21.4 20.5 33.7 Old : 14.2 28.4 25.9 41.7 13.3 21.4 20.5 33.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders - Futures Only, September 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 141,606: 52,361 12,092 17,302 61,789 104,151 131,452 133,545: 10,154 8,061 Old : 140,040: 52,308 12,354 16,903 60,839 102,800 130,050 132,057: 9,990 7,983 Other: 1,566: 376 61 76 950 1,351 1,402 1,488: 164 78 : : : : : Changes in Commitments from: September 14, 2010 : : -4,975: -1,688 387 -3,294 -960 -2,759 -5,942 -5,666: 967 691 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.0 8.5 12.2 43.6 73.5 92.8 94.3: 7.2 5.7 Old : 100.0: 37.4 8.8 12.1 43.4 73.4 92.9 94.3: 7.1 5.7 Other: 100.0: 24.0 3.9 4.9 60.7 86.3 89.5 95.0: 10.5 5.0 : : : :# Traders : Number of Traders in Each Category : All : 344: 132 53 55 86 127 246 214: Old : 344: 131 54 54 85 127 244 214: Other: 37: 5 2 1 12 21 17 24: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.8 17.1 34.4 28.6 17.9 14.5 30.3 24.4 Old : 19.0 17.0 34.8 28.6 18.1 14.3 30.7 24.3 Other: 60.9 64.8 84.2 79.6 54.0 64.7 77.3 77.3 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, September 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 28,701: 19,860 16,223 712 4,498 8,638 25,070 25,573: 3,631 3,128 Old : 28,701: 19,860 16,223 712 4,498 8,638 25,070 25,573: 3,631 3,128 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 14, 2010 : : 3,816: 1,686 3,776 -6 2,537 -212 4,217 3,558: -401 258 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.2 56.5 2.5 15.7 30.1 87.3 89.1: 12.7 10.9 Old : 100.0: 69.2 56.5 2.5 15.7 30.1 87.3 89.1: 12.7 10.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 65: 20 29 6 8 9 29 44: Old : 65: 20 29 6 8 9 29 44: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.0 46.9 74.2 62.1 64.6 46.9 72.0 62.1 Old : 65.0 46.9 74.2 62.1 64.6 46.9 72.0 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders - Futures Only, September 21, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 395,984: 27,447 78,974 2,645 352,790 296,054 382,882 377,673: 13,102 18,311 Old : 395,984: 27,447 78,974 2,645 352,790 296,054 382,882 377,673: 13,102 18,311 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 14, 2010 : : -60,170: 7,492 3,731 -2,294 -54,774 -52,527 -49,576 -51,090: -10,594 -9,080 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 19.9 0.7 89.1 74.8 96.7 95.4: 3.3 4.6 Old : 100.0: 6.9 19.9 0.7 89.1 74.8 96.7 95.4: 3.3 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 246: 26 50 9 95 103 127 156: Old : 246: 26 50 9 95 103 127 156: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.9 20.4 57.0 31.2 44.1 20.4 55.5 31.1 Old : 44.9 20.4 57.0 31.2 44.1 20.4 55.5 31.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 24, 2010