COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 151,858 COMMITMENTS 44,740 23,815 12,543 83,894 102,591 141,177 138,949 10,681 12,909 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 4,197) 1,251 1,426 678 2,805 395 4,734 2,499 -537 1,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 15.7 8.3 55.2 67.6 93.0 91.5 7.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 85 57 62 60 65 174 158 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 24,443 COMMITMENTS 10,802 2,281 570 10,562 20,331 21,934 23,182 2,509 1,261 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 379) 16 341 -225 680 190 471 306 -92 73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 9.3 2.3 43.2 83.2 89.7 94.8 10.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 35 14 9 26 20 63 41 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 184,965 COMMITMENTS 41,164 43,875 24,564 111,554 105,749 177,282 174,188 7,683 10,777 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 3,060) 469 93 2,237 1,135 -533 3,841 1,797 -781 1,263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 23.7 13.3 60.3 57.2 95.8 94.2 4.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 52 67 36 58 52 130 138 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 472,073 COMMITMENTS 134,983 41,202 41,624 239,593 331,774 416,200 414,600 55,873 57,473 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: -11,664) -5,254 334 1,327 -1,696 -13,157 -5,623 -11,496 -6,041 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 8.7 8.8 50.8 70.3 88.2 87.8 11.8 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 73 42 63 74 85 179 163 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 117,030 COMMITMENTS 30,983 19,108 16,780 65,117 76,268 112,880 112,156 4,150 4,874 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 1,791) 2,190 4,353 -1,254 1,699 -1,111 2,635 1,988 -844 -197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 16.3 14.3 55.6 65.2 96.5 95.8 3.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 88 75 84 113 104 243 227 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 72,521 COMMITMENTS 49,647 9,315 1,041 11,033 60,529 61,721 70,885 10,800 1,636 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 3,890) 2,238 326 -228 1,375 4,174 3,385 4,272 505 -382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.5 12.8 1.4 15.2 83.5 85.1 97.7 14.9 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 68 14 3 18 9 89 24 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/04/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 493,067 COMMITMENTS 6,859 69,073 5,291 466,885 395,886 479,035 470,250 14,032 22,817 CHANGES FROM 09/27/11 (CHANGE IN OPEN INTEREST: 27,074) 914 9,202 1,917 23,710 15,435 26,541 26,554 533 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 14.0 1.1 94.7 80.3 97.2 95.4 2.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 14 52 10 103 108 125 162
Updated October 7, 2011