COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 234,920 COMMITMENTS 81,840 33,705 9,712 120,661 182,836 212,213 226,253 22,707 8,667 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 4,206) -4,638 3,166 -161 9,047 1,365 4,248 4,370 -42 -164 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 14.3 4.1 51.4 77.8 90.3 96.3 9.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 133 49 55 59 64 224 141 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,699 COMMITMENTS 16,665 5,207 517 9,028 23,000 26,210 28,724 3,489 975 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 4,697) 3,741 750 31 -251 4,156 3,521 4,937 1,176 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.1 17.5 1.7 30.4 77.4 88.3 96.7 11.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 56 23 7 25 22 87 47 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 127,893 COMMITMENTS 31,563 38,554 13,374 74,578 69,069 119,515 120,997 8,378 6,896 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -77) 1,936 4 -417 -1,643 1,434 -124 1,021 47 -1,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 30.1 10.5 58.3 54.0 93.4 94.6 6.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 56 47 28 58 48 126 112 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 639,289 COMMITMENTS 176,763 20,851 59,805 317,173 500,364 553,741 581,020 85,548 58,269 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -58,401) 2,325 -14,145 -22,463 -35,638 -24,241 -55,776 -60,849 -2,625 2,448 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 3.3 9.4 49.6 78.3 86.6 90.9 13.4 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 87 27 63 76 81 184 154 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 141,606 COMMITMENTS 52,361 12,092 17,302 61,789 104,151 131,452 133,545 10,154 8,061 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -4,975) -1,688 387 -3,294 -960 -2,759 -5,942 -5,666 967 691 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 8.5 12.2 43.6 73.5 92.8 94.3 7.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 132 53 55 86 127 246 214 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,701 COMMITMENTS 19,860 16,223 712 4,498 8,638 25,070 25,573 3,631 3,128 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 3,816) 1,686 3,776 -6 2,537 -212 4,217 3,558 -401 258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.2 56.5 2.5 15.7 30.1 87.3 89.1 12.7 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 20 29 6 8 9 29 44 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/21/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 395,984 COMMITMENTS 27,447 78,974 2,645 352,790 296,054 382,882 377,673 13,102 18,311 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -60,170) 7,492 3,731 -2,294 -54,774 -52,527 -49,576 -51,090 -10,594 -9,080 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 19.9 0.7 89.1 74.8 96.7 95.4 3.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 26 50 9 95 103 127 156
Updated September 24, 2010