COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, September 28, 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 : 239,607: 78,804 35,544 11,470 126,862 182,549 217,136 229,563: 22,471 10,044 Old : 229,548: 76,815 36,327 10,363 120,501 173,322 207,679 220,012: 21,869 9,536 Other: 10,059: 2,963 191 133 6,361 9,227 9,457 9,551: 602 508 : : : : : Changes in Commitments from: September 21, 2010 : : 4,687: -3,036 1,839 1,758 6,201 -287 4,923 3,310: -236 1,377 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.9 14.8 4.8 52.9 76.2 90.6 95.8: 9.4 4.2 Old : 100.0: 33.5 15.8 4.5 52.5 75.5 90.5 95.8: 9.5 4.2 Other: 100.0: 29.5 1.9 1.3 63.2 91.7 94.0 94.9: 6.0 5.1 : : : :# Traders : Number of Traders in Each Category : All : 271: 135 46 63 63 64 233 145: Old : 269: 133 49 60 61 64 227 145: Other: 68: 17 5 3 21 32 39 40: :---------------------------------------------------------------------------------------------------- : 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 : 19.8 34.3 31.9 46.7 15.3 25.3 23.2 34.9 Old : 19.1 35.5 31.1 48.0 15.8 27.3 23.9 36.8 Other: 57.7 43.2 74.9 62.8 56.1 43.1 73.4 62.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, September 28, 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 : 32,371: 19,029 5,598 489 8,779 25,178 28,297 31,265: 4,074 1,106 Old : 21,944: 12,738 4,421 0 5,757 16,806 18,495 21,227: 3,449 717 Other: 10,427: 6,661 1,547 119 3,022 8,372 9,802 10,038: 625 389 : : : : : Changes in Commitments from: September 21, 2010 : : 2,672: 2,364 391 -28 -249 2,178 2,087 2,541: 585 131 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.8 17.3 1.5 27.1 77.8 87.4 96.6: 12.6 3.4 Old : 100.0: 58.0 20.1 0.0 26.2 76.6 84.3 96.7: 15.7 3.3 Other: 100.0: 63.9 14.8 1.1 29.0 80.3 94.0 96.3: 6.0 3.7 : : : :# Traders : Number of Traders in Each Category : All : 113: 54 23 8 21 21 83 45: Old : 104: 49 22 0 17 18 66 40: Other: 51: 14 14 6 12 15 30 32: :---------------------------------------------------------------------------------------------------- : 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 : 25.5 57.9 40.1 70.8 25.5 53.7 39.7 66.3 Old : 25.3 65.2 40.1 74.3 25.3 65.2 40.1 74.3 Other: 57.5 53.7 78.3 73.8 57.0 52.7 77.2 70.2 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, September 28, 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 : 129,657: 32,054 38,835 14,198 74,368 69,878 120,620 122,911: 9,037 6,746 Old : 115,599: 31,978 40,305 12,063 62,737 56,553 106,778 108,921: 8,821 6,678 Other: 14,058: 1,707 161 504 11,631 13,325 13,842 13,990: 216 68 : : : : : Changes in Commitments from: September 21, 2010 : : 1,764: 491 281 824 -210 809 1,105 1,914: 659 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.7 30.0 11.0 57.4 53.9 93.0 94.8: 7.0 5.2 Old : 100.0: 27.7 34.9 10.4 54.3 48.9 92.4 94.2: 7.6 5.8 Other: 100.0: 12.1 1.1 3.6 82.7 94.8 98.5 99.5: 1.5 0.5 : : : :# Traders : Number of Traders in Each Category : All : 168: 55 49 30 55 47 123 114: Old : 168: 54 50 29 53 46 121 112: Other: 37: 6 3 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 : 26.5 29.4 38.5 45.9 15.8 22.8 24.8 32.6 Old : 24.9 30.3 36.1 46.7 19.1 24.6 28.3 35.0 Other: 52.6 64.1 76.5 79.6 31.4 38.2 44.7 48.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, September 28, 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 : 613,181: 177,427 23,218 55,696 298,837 482,419 531,960 561,333: 81,221 51,848 Old : 613,181: 177,427 23,218 55,696 298,837 482,419 531,960 561,333: 81,221 51,848 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 21, 2010 : : -26,108: 664 2,367 -4,109 -18,336 -17,945 -21,781 -19,687: -4,327 -6,421 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.9 3.8 9.1 48.7 78.7 86.8 91.5: 13.2 8.5 Old : 100.0: 28.9 3.8 9.1 48.7 78.7 86.8 91.5: 13.2 8.5 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 : 208: 84 30 60 69 80 177 149: Old : 208: 84 30 60 69 80 177 149: 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 : 15.1 29.0 27.6 42.2 13.5 23.8 21.3 34.9 Old : 15.1 29.0 27.6 42.2 13.5 23.8 21.3 34.9 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 28, 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 : 140,907: 51,567 12,396 16,706 62,021 103,311 130,294 132,413: 10,613 8,494 Old : 139,273: 51,514 12,737 16,226 61,091 101,888 128,831 130,851: 10,442 8,422 Other: 1,634: 456 62 77 930 1,423 1,463 1,562: 171 72 : : : : : Changes in Commitments from: September 21, 2010 : : -699: -794 304 -596 232 -840 -1,158 -1,132: 459 433 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.6 8.8 11.9 44.0 73.3 92.5 94.0: 7.5 6.0 Old : 100.0: 37.0 9.1 11.7 43.9 73.2 92.5 94.0: 7.5 6.0 Other: 100.0: 27.9 3.8 4.7 56.9 87.1 89.5 95.6: 10.5 4.4 : : : :# Traders : Number of Traders in Each Category : All : 349: 133 58 57 87 125 250 216: Old : 349: 132 59 56 86 125 248 216: Other: 39: 6 2 1 12 22 18 25: :---------------------------------------------------------------------------------------------------- : 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 : 18.7 17.0 33.5 28.4 18.0 14.4 29.8 24.5 Old : 18.9 16.8 33.9 28.3 18.2 14.1 30.1 24.3 Other: 58.8 65.5 83.5 79.8 55.6 65.4 76.8 77.5 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, September 28, 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 : 33,147: 20,808 19,424 705 8,912 9,456 30,425 29,585: 2,722 3,562 Old : 33,147: 20,808 19,424 705 8,912 9,456 30,425 29,585: 2,722 3,562 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 21, 2010 : : 4,446: 948 3,201 -7 4,414 818 5,355 4,012: -909 434 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.8 58.6 2.1 26.9 28.5 91.8 89.3: 8.2 10.7 Old : 100.0: 62.8 58.6 2.1 26.9 28.5 91.8 89.3: 8.2 10.7 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 : 82: 26 40 4 7 11 34 54: Old : 82: 26 40 4 7 11 34 54: 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 : 66.8 44.2 78.1 58.8 66.5 44.2 77.5 58.7 Old : 66.8 44.2 78.1 58.8 66.5 44.2 77.5 58.7 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 28, 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 : 396,992: 31,254 75,398 3,346 347,943 300,152 382,543 378,896: 14,449 18,096 Old : 396,992: 31,254 75,398 3,346 347,943 300,152 382,543 378,896: 14,449 18,096 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 21, 2010 : : 1,008: 3,807 -3,576 701 -4,847 4,098 -339 1,223: 1,347 -215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 19.0 0.8 87.6 75.6 96.4 95.4: 3.6 4.6 Old : 100.0: 7.9 19.0 0.8 87.6 75.6 96.4 95.4: 3.6 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 : 247: 30 49 10 97 100 134 152: Old : 247: 30 49 10 97 100 134 152: 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 : 43.7 20.1 56.2 30.8 42.9 20.1 55.3 30.8 Old : 43.7 20.1 56.2 30.8 42.9 20.1 55.3 30.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 1, 2010