COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 408,053 COMMITMENTS 67,570 5,112 118,182 200,581 272,555 386,333 395,850 21,719 12,202 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -2,048) -5,212 -605 -1,577 5,132 -1,174 -1,657 -3,356 -391 1,308 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 1.3 29.0 49.2 66.8 94.7 97.0 5.3 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 150 34 89 71 81 249 181 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,893 COMMITMENTS 14,930 654 4,343 10,467 26,896 29,740 31,893 3,153 1,000 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: -10,268) -4,267 -24 -4,615 -695 -5,538 -9,577 -10,176 -691 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.4 2.0 13.2 31.8 81.8 90.4 97.0 9.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 48 20 22 27 25 92 52 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 152,321 COMMITMENTS 30,335 39,007 23,896 90,993 83,103 145,224 146,006 7,097 6,315 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 3,861) 841 499 568 4,462 3,330 5,871 4,397 -2,010 -536 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 25.6 15.7 59.7 54.6 95.3 95.9 4.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 53 60 46 57 54 136 140 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 885,153 COMMITMENTS 167,605 6,603 246,688 383,020 579,844 797,313 833,134 87,840 52,019 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 30,005) -1,286 -69 18,349 16,356 17,470 33,419 35,749 -3,414 -5,745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 0.7 27.9 43.3 65.5 90.1 94.1 9.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 78 37 78 79 87 191 169 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 206,558 COMMITMENTS 46,130 8,758 65,416 85,212 124,073 196,757 198,246 9,801 8,312 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 8,106) 4,092 -1,150 1,916 2,551 8,073 8,558 8,838 -452 -732 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 4.2 31.7 41.3 60.1 95.3 96.0 4.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 146 67 90 118 143 305 260 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 38,247 COMMITMENTS 22,748 19,622 1,005 10,086 14,105 33,839 34,732 4,408 3,515 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 2,888) 3,075 -1,466 249 -1,188 4,405 2,136 3,188 752 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.5 51.3 2.6 26.4 36.9 88.5 90.8 11.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 35 35 7 8 13 45 54 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 396,082 COMMITMENTS 36,586 80,134 3,069 339,480 298,202 379,134 381,405 16,948 14,677 CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST: 742) 1,138 710 -601 525 2,341 1,062 2,450 -321 -1,709 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 20.2 0.8 85.7 75.3 95.7 96.3 4.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 27 56 14 96 102 136 159
Updated October 22, 2010