COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 344,538 COMMITMENTS 90,326 7,725 76,344 153,672 250,537 320,342 334,606 24,196 9,932 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 25,642) 232 -3,844 9,262 13,910 19,907 23,404 25,325 2,238 318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 2.2 22.2 44.6 72.7 93.0 97.1 7.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282) 157 38 84 68 73 254 169 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,879 COMMITMENTS 12,050 2,066 6,657 11,851 21,988 30,558 30,711 2,321 2,168 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -31) 349 285 -65 -145 -450 139 -230 -171 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.6 6.3 20.2 36.0 66.9 92.9 93.4 7.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 49 23 22 29 21 88 56 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 133,760 COMMITMENTS 28,318 37,027 21,174 75,979 66,992 125,471 125,193 8,289 8,567 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 2,366) 477 3,988 -556 1,900 -827 1,822 2,605 544 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 27.7 15.8 56.8 50.1 93.8 93.6 6.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 58 55 37 57 48 130 128 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 917,924 COMMITMENTS 160,238 12,737 245,764 423,762 605,990 829,765 864,491 88,159 53,432 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 40,840) 10,934 -3,308 17,966 13,875 29,736 42,776 44,394 -1,936 -3,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 1.4 26.8 46.2 66.0 90.4 94.2 9.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 99 37 98 86 95 218 199 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 210,523 COMMITMENTS 52,497 10,150 68,220 80,345 123,419 201,062 201,789 9,461 8,734 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: 14,252) 3,813 515 6,399 2,511 5,660 12,723 12,574 1,529 1,679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 4.8 32.4 38.2 58.6 95.5 95.9 4.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400) 152 80 111 112 144 321 284 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,438 COMMITMENTS 17,224 2,914 1,409 1,767 18,193 20,400 22,516 4,037 1,921 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -274) 55 694 513 45 -1,543 613 -336 -887 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.5 11.9 5.8 7.2 74.4 83.5 92.1 16.5 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56) 26 14 11 8 9 39 31 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/07/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 447,059 COMMITMENTS 12,036 85,537 4,908 415,618 336,754 432,562 427,199 14,497 19,860 CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST: -14,090) 229 -5,313 -2,349 -11,955 -5,097 -14,075 -12,759 -15 -1,331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 19.1 1.1 93.0 75.3 96.8 95.6 3.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 22 52 16 98 112 131 169
Updated September 10, 2010