COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 357,385 COMMITMENTS 90,396 5,987 79,826 162,879 261,329 333,101 347,142 24,284 10,243 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 12,847) 70 -1,738 3,482 9,207 10,792 12,759 12,536 89 312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 1.7 22.3 45.6 73.1 93.2 97.1 6.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 149 40 76 70 72 250 160 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,210 COMMITMENTS 13,391 630 7,751 11,554 25,430 32,697 33,811 2,513 1,399 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 2,331) 1,341 -1,436 1,094 -297 3,442 2,139 3,100 192 -769 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 1.8 22.0 32.8 72.2 92.9 96.0 7.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 55 14 21 31 24 96 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 138,154 COMMITMENTS 27,076 39,243 20,577 81,819 70,056 129,472 129,877 8,682 8,277 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 4,394) -1,242 2,216 -596 5,840 3,064 4,001 4,683 393 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 28.4 14.9 59.2 50.7 93.7 94.0 6.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 48 62 38 59 51 129 131 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 996,801 COMMITMENTS 171,275 14,383 266,784 459,251 644,071 897,310 925,238 99,491 71,563 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 78,877) 11,037 1,646 21,019 35,489 38,081 67,545 60,747 11,332 18,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 1.4 26.8 46.1 64.6 90.0 92.8 10.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 94 35 93 88 90 214 190 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 208,541 COMMITMENTS 53,741 9,904 66,090 78,614 123,502 198,446 199,496 10,095 9,044 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: -1,982) 1,244 -246 -2,129 -1,731 83 -2,616 -2,293 634 311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 4.7 31.7 37.7 59.2 95.2 95.7 4.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387) 159 66 96 111 139 310 267 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,099 COMMITMENTS 18,093 12,447 871 2,060 8,853 21,024 22,172 4,075 2,927 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 661) 869 9,533 -537 292 -9,340 624 -344 37 1,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.1 49.6 3.5 8.2 35.3 83.8 88.3 16.2 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 27 28 9 8 8 36 44 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 457,633 COMMITMENTS 19,976 74,873 5,838 407,930 349,052 433,744 429,762 23,890 27,871 CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST: 10,575) 7,940 -10,664 930 -7,688 12,298 1,182 2,564 9,393 8,011 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 16.4 1.3 89.1 76.3 94.8 93.9 5.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 24 49 18 111 120 149 174
Updated September 17, 2010