COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 239,607 COMMITMENTS 78,804 35,544 11,470 126,862 182,549 217,136 229,563 22,471 10,044 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 4,687) -3,036 1,839 1,758 6,201 -287 4,923 3,310 -236 1,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 14.8 4.8 52.9 76.2 90.6 95.8 9.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 135 46 63 63 64 233 145 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,371 COMMITMENTS 19,029 5,598 489 8,779 25,178 28,297 31,265 4,074 1,106 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,672) 2,364 391 -28 -249 2,178 2,087 2,541 585 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.8 17.3 1.5 27.1 77.8 87.4 96.6 12.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 54 23 8 21 21 83 45 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 129,657 COMMITMENTS 32,054 38,835 14,198 74,368 69,878 120,620 122,911 9,037 6,746 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,764) 491 281 824 -210 809 1,105 1,914 659 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 30.0 11.0 57.4 53.9 93.0 94.8 7.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 55 49 30 55 47 123 114 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 613,181 COMMITMENTS 177,427 23,218 55,696 298,837 482,419 531,960 561,333 81,221 51,848 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -26,108) 664 2,367 -4,109 -18,336 -17,945 -21,781 -19,687 -4,327 -6,421 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 3.8 9.1 48.7 78.7 86.8 91.5 13.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 84 30 60 69 80 177 149 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 140,907 COMMITMENTS 51,567 12,396 16,706 62,021 103,311 130,294 132,413 10,613 8,494 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: -699) -794 304 -596 232 -840 -1,158 -1,132 459 433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 8.8 11.9 44.0 73.3 92.5 94.0 7.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349) 133 58 57 87 125 250 216 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 33,147 COMMITMENTS 20,808 19,424 705 8,912 9,456 30,425 29,585 2,722 3,562 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 4,446) 948 3,201 -7 4,414 818 5,355 4,012 -909 434 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.8 58.6 2.1 26.9 28.5 91.8 89.3 8.2 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 26 40 4 7 11 34 54 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/28/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 396,992 COMMITMENTS 31,254 75,398 3,346 347,943 300,152 382,543 378,896 14,449 18,096 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,008) 3,807 -3,576 701 -4,847 4,098 -339 1,223 1,347 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 19.0 0.8 87.6 75.6 96.4 95.4 3.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 30 49 10 97 100 134 152
Updated October 1, 2010