COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 153,794 COMMITMENTS 45,792 23,360 13,581 83,321 103,386 142,694 140,327 11,100 13,467 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,936) 1,052 -455 1,038 -573 795 1,517 1,378 419 558 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 15.2 8.8 54.2 67.2 92.8 91.2 7.2 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 88 53 66 58 63 175 156 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 24,278 COMMITMENTS 10,305 1,970 578 10,896 20,780 21,779 23,328 2,499 950 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -165) -497 -311 8 334 449 -155 146 -10 -311 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.4 8.1 2.4 44.9 85.6 89.7 96.1 10.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 37 11 10 28 22 68 41 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 188,721 COMMITMENTS 44,357 44,129 23,058 112,375 110,312 179,790 177,499 8,931 11,222 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 3,756) 3,193 254 -1,506 821 4,563 2,508 3,311 1,248 445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 23.4 12.2 59.5 58.5 95.3 94.1 4.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 53 64 36 56 53 126 140 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 473,747 COMMITMENTS 137,380 45,338 38,922 236,119 333,620 412,421 417,880 61,326 55,867 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 1,674) 2,397 4,136 -2,702 -3,474 1,846 -3,779 3,280 5,453 -1,606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 9.6 8.2 49.8 70.4 87.1 88.2 12.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 75 43 60 77 82 182 157 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 117,657 COMMITMENTS 30,365 21,351 17,389 65,023 73,072 112,777 111,812 4,880 5,845 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: 627) -618 2,243 609 -94 -3,196 -103 -344 730 971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 18.1 14.8 55.3 62.1 95.9 95.0 4.1 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 92 75 89 109 105 245 237 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 69,667 COMMITMENTS 50,509 3,623 794 10,646 63,804 61,949 68,221 7,718 1,446 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -2,854) 862 -5,692 -247 -387 3,275 228 -2,664 -3,082 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 72.5 5.2 1.1 15.3 91.6 88.9 97.9 11.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 63 11 5 18 12 83 27 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/11/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 471,353 COMMITMENTS 7,443 61,775 2,684 445,858 383,632 455,985 448,091 15,368 23,262 CHANGES FROM 10/04/11 (CHANGE IN OPEN INTEREST: -21,714) 584 -7,298 -2,607 -21,027 -12,254 -23,050 -22,159 1,336 445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 13.1 0.6 94.6 81.4 96.7 95.1 3.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 12 44 8 96 114 115 159
Updated October 14, 2011