COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 154,302 COMMITMENTS 53,990 20,710 10,308 73,756 113,899 138,054 144,917 16,248 9,385 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 6,475) -193 -1,802 1,543 3,030 8,560 4,380 8,301 2,095 -1,826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 13.4 6.7 47.8 73.8 89.5 93.9 10.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 99 52 59 50 62 179 147 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 24,028 COMMITMENTS 11,233 1,488 799 8,966 21,056 20,998 23,343 3,030 685 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 544) 681 -169 10 -130 796 561 637 -17 -93 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 6.2 3.3 37.3 87.6 87.4 97.1 12.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 40 12 11 24 16 71 32 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 176,241 COMMITMENTS 37,592 27,802 28,016 102,196 113,050 167,804 168,868 8,437 7,373 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 12,840) -931 4,079 6,855 7,138 1,542 13,062 12,476 -222 364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 15.8 15.9 58.0 64.1 95.2 95.8 4.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 63 49 32 56 53 132 121 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 580,127 COMMITMENTS 176,975 42,713 62,135 258,743 421,162 497,853 526,010 82,274 54,117 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -17,518) 2,481 -2,029 2,213 -18,297 -14,405 -13,603 -14,221 -3,915 -3,297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 7.4 10.7 44.6 72.6 85.8 90.7 14.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 95 44 75 79 90 208 177 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 114,618 COMMITMENTS 36,880 12,856 14,564 56,353 82,725 107,797 110,145 6,821 4,473 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 1,397) -2,465 -1,751 76 4,202 3,517 1,813 1,842 -416 -445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 11.2 12.7 49.2 72.2 94.0 96.1 6.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 119 55 75 98 114 249 221 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 62,802 COMMITMENTS 37,298 25,627 1,981 15,892 32,502 55,171 60,110 7,631 2,692 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 12,236) 11,096 -2,306 -1,344 1,078 16,120 10,830 12,470 1,406 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.4 40.8 3.2 25.3 51.8 87.8 95.7 12.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 62 22 10 18 11 89 36 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/13/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 508,605 COMMITMENTS 5,983 59,745 4,582 467,214 405,202 477,779 469,529 30,826 39,076 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 51,704) -459 -3,043 364 36,631 38,990 36,536 36,311 15,168 15,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 11.7 0.9 91.9 79.7 93.9 92.3 6.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 14 54 12 109 130 134 185
Updated September 16, 2011