COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 410,101 COMMITMENTS 72,782 5,718 119,759 195,449 273,729 387,990 399,206 22,111 10,895 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 18,566) 794 -340 13,488 3,820 5,233 18,102 18,381 464 184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 1.4 29.2 47.7 66.7 94.6 97.3 5.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 153 38 95 73 82 260 188 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 43,161 COMMITMENTS 19,197 677 8,958 11,162 32,433 39,317 42,069 3,843 1,092 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -3,347) -1,210 -140 -1,097 -874 -1,888 -3,180 -3,125 -167 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.5 1.6 20.8 25.9 75.1 91.1 97.5 8.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120) 61 19 22 29 32 105 59 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 148,460 COMMITMENTS 29,494 38,508 23,328 86,531 79,773 139,353 141,609 9,107 6,851 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 698) 1,370 -456 -2,961 2,426 4,913 835 1,497 -137 -799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 25.9 15.7 58.3 53.7 93.9 95.4 6.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 55 54 43 58 53 134 132 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 855,149 COMMITMENTS 168,890 6,672 228,339 366,664 562,374 763,894 797,385 91,254 57,763 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 55,175) 873 -7,194 39,245 10,102 21,469 50,220 53,520 4,955 1,654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 0.8 26.7 42.9 65.8 89.3 93.2 10.7 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 84 31 81 74 86 188 169 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 198,452 COMMITMENTS 42,038 9,908 63,500 82,661 116,000 188,199 189,408 10,253 9,044 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 3,734) 700 421 -33 2,123 2,575 2,789 2,962 945 771 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 5.0 32.0 41.7 58.5 94.8 95.4 5.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 130 74 90 115 140 293 259 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 35,360 COMMITMENTS 19,673 21,088 756 11,275 9,700 31,703 31,544 3,656 3,815 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: 345) 523 370 -112 -715 319 -304 577 649 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.6 59.6 2.1 31.9 27.4 89.7 89.2 10.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 25 37 5 10 11 35 53 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 395,340 COMMITMENTS 35,447 79,424 3,669 338,955 295,862 378,072 378,955 17,269 16,386 CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST: -1,120) -2,249 2,287 -132 148 -2,206 -2,233 -51 1,113 -1,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 20.1 0.9 85.7 74.8 95.6 95.9 4.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 31 53 19 100 100 145 158
Updated October 15, 2010