COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 150,007 COMMITMENTS 48,901 20,332 10,957 75,823 108,742 135,681 140,031 14,326 9,976 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -4,295) -5,089 -378 649 2,067 -5,157 -2,373 -4,886 -1,922 591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 13.6 7.3 50.5 72.5 90.4 93.3 9.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 92 54 66 52 61 176 153 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 24,367 COMMITMENTS 11,438 1,490 706 8,849 21,464 20,993 23,660 3,374 707 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 339) 205 2 -93 -117 408 -5 317 344 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.9 6.1 2.9 36.3 88.1 86.2 97.1 13.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 38 11 9 23 17 67 31 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 180,907 COMMITMENTS 38,101 37,240 25,405 108,992 108,877 172,498 171,522 8,409 9,385 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 4,666) 509 9,438 -2,611 6,796 -4,173 4,694 2,654 -28 2,012 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.1 20.6 14.0 60.2 60.2 95.4 94.8 4.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 61 66 38 58 53 136 141 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 533,043 COMMITMENTS 155,888 30,173 46,863 249,711 385,673 452,462 462,709 80,581 70,334 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -47,084) -21,087 -12,540 -15,272 -9,032 -35,489 -45,391 -63,301 -1,693 16,217 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 5.7 8.8 46.8 72.4 84.9 86.8 15.1 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 87 33 61 72 85 184 155 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 114,007 COMMITMENTS 34,023 11,768 16,432 57,748 81,716 108,203 109,916 5,804 4,091 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -611) -2,857 -1,088 1,868 1,395 -1,009 406 -229 -1,017 -382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 10.3 14.4 50.7 71.7 94.9 96.4 5.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 115 54 76 102 115 251 223 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 62,452 COMMITMENTS 44,508 10,260 604 9,079 49,920 54,191 60,784 8,261 1,668 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -350) 7,210 -15,367 -1,377 -6,813 17,418 -980 674 630 -1,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.3 16.4 1.0 14.5 79.9 86.8 97.3 13.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 68 18 6 16 11 88 32 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/20/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 452,796 COMMITMENTS 6,826 58,004 3,730 427,819 370,576 438,375 432,310 14,421 20,486 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -55,809) 843 -1,741 -852 -39,395 -34,626 -39,404 -37,219 -16,405 -18,590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 12.8 0.8 94.5 81.8 96.8 95.5 3.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 16 48 7 98 110 119 160
Updated September 23, 2011