COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 398,257 COMMITMENTS 80,455 6,081 100,753 193,273 279,800 374,480 386,634 23,777 11,623 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 16,557) -2,787 -351 8,532 11,225 7,281 16,969 15,462 -412 1,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 1.5 25.3 48.5 70.3 94.0 97.1 6.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 154 40 89 75 78 264 178 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 44,599 COMMITMENTS 19,216 579 9,379 11,785 33,214 40,380 43,173 4,219 1,426 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,735) 2,209 -160 317 -374 2,428 2,152 2,584 583 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.1 1.3 21.0 26.4 74.5 90.5 96.8 9.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 61 17 21 25 27 100 52 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 141,762 COMMITMENTS 30,019 38,805 21,993 80,264 73,912 132,275 134,710 9,486 7,051 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 2,503) 839 -148 1,336 -342 1,431 1,832 2,619 670 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 27.4 15.5 56.6 52.1 93.3 95.0 6.7 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 57 55 44 56 52 132 133 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 842,181 COMMITMENTS 176,687 12,404 191,597 383,750 576,367 752,034 780,368 90,147 61,813 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 10,698) 3,330 -2,291 18,842 -8,530 -1,047 13,642 15,504 -2,944 -4,806 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 1.5 22.8 45.6 68.4 89.3 92.7 10.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 89 30 84 74 84 189 174 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 206,768 COMMITMENTS 49,205 9,473 66,377 79,333 120,791 194,915 196,641 11,853 10,127 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 3,899) -657 504 2,727 1,089 208 3,159 3,439 740 461 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 4.6 32.1 38.4 58.4 94.3 95.1 5.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 142 80 95 117 143 308 273 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 33,482 COMMITMENTS 20,800 19,429 866 9,053 9,514 30,719 29,810 2,762 3,672 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 4,558) 1,004 3,206 6 4,454 871 5,464 4,084 -906 475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.1 58.0 2.6 27.0 28.4 91.7 89.0 8.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 26 42 7 8 11 36 58 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 397,939 COMMITMENTS 31,314 75,331 3,718 348,277 300,548 383,309 379,597 14,630 18,342 CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST: 1,089) 3,798 -3,497 662 -4,776 4,099 -316 1,264 1,405 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 18.9 0.9 87.5 75.5 96.3 95.4 3.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 30 50 16 98 100 139 155
Updated October 1, 2010