COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 381,700 COMMITMENTS 83,242 6,432 92,221 182,048 272,519 357,511 371,172 24,189 10,528 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 24,315) -7,154 445 12,395 19,169 11,190 24,410 24,030 -95 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 1.7 24.2 47.7 71.4 93.7 97.2 6.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 154 41 81 71 76 254 173 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 41,864 COMMITMENTS 17,007 740 9,062 12,159 30,786 38,228 40,588 3,636 1,276 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 6,654) 3,616 110 1,311 604 5,357 5,531 6,777 1,123 -123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.6 1.8 21.6 29.0 73.5 91.3 97.0 8.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 64 17 22 27 29 104 56 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 139,259 COMMITMENTS 29,179 38,953 20,657 80,606 72,481 130,443 132,092 8,816 7,167 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 1,105) 2,103 -290 80 -1,212 2,425 971 2,215 134 -1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 28.0 14.8 57.9 52.0 93.7 94.9 6.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 55 55 41 59 53 133 131 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 831,483 COMMITMENTS 173,357 14,694 172,755 392,280 577,415 738,392 764,864 93,091 66,619 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -165,318) 2,082 311 -94,029 -66,971 -66,656 -158,917 -160,374 -6,400 -4,944 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 1.8 20.8 47.2 69.4 88.8 92.0 11.2 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 78 41 84 79 84 193 175 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 202,868 COMMITMENTS 49,861 8,969 63,650 78,243 120,583 191,755 193,202 11,113 9,666 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -5,673) -3,880 -935 -2,440 -371 -2,919 -6,691 -6,294 1,018 621 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 4.4 31.4 38.6 59.4 94.5 95.2 5.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 142 75 97 113 141 308 265 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 28,923 COMMITMENTS 19,796 16,223 860 4,600 8,643 25,255 25,726 3,668 3,197 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: 3,825) 1,702 3,776 -11 2,540 -210 4,231 3,555 -407 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.4 56.1 3.0 15.9 29.9 87.3 88.9 12.7 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 22 29 8 9 9 31 46 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 396,850 COMMITMENTS 27,515 78,828 3,056 353,054 296,449 383,625 378,333 13,225 18,517 CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST: -60,784) 7,540 3,955 -2,782 -54,877 -52,603 -50,119 -51,430 -10,665 -9,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 19.9 0.8 89.0 74.7 96.7 95.3 3.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 26 51 15 96 104 133 159
Updated September 24, 2010