COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 262,224 COMMITMENTS 52,207 6,934 80,867 111,022 163,502 244,097 251,304 18,127 10,920 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 11,838) -1,866 -2,803 5,213 6,144 11,187 9,491 13,597 2,347 -1,759 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 2.6 30.8 42.3 62.4 93.1 95.8 6.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 129 39 89 62 72 218 175 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 33,091 COMMITMENTS 10,800 595 6,480 12,614 25,138 29,894 32,214 3,198 878 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 1,280) 741 -319 408 167 1,285 1,317 1,374 -36 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 1.8 19.6 38.1 76.0 90.3 97.3 9.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 40 12 19 29 21 78 43 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 205,949 COMMITMENTS 31,775 29,394 47,820 117,409 121,142 197,004 198,355 8,946 7,594 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 15,211) -1,601 4,910 8,441 8,694 1,505 15,534 14,856 -323 355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 14.3 23.2 57.0 58.8 95.7 96.3 4.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 58 56 44 57 57 139 133 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 818,345 COMMITMENTS 170,166 11,372 227,792 330,503 513,499 728,462 752,663 89,884 65,682 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -22,056) -579 -3,632 -158 -17,153 -15,222 -17,890 -19,012 -4,166 -3,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 1.4 27.8 40.4 62.7 89.0 92.0 11.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 98 47 96 87 94 230 194 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 175,913 COMMITMENTS 32,108 13,318 54,271 82,108 103,002 168,487 170,590 7,426 5,322 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: -4,244) -1,234 257 -3,832 1,267 8 -3,799 -3,567 -445 -676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 7.6 30.9 46.7 58.6 95.8 97.0 4.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 120 74 105 104 119 277 253 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 63,303 COMMITMENTS 37,298 25,514 2,218 16,018 32,799 55,534 60,532 7,770 2,772 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 12,104) 11,132 -2,512 -1,387 1,003 16,245 10,748 12,346 1,356 -242 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.9 40.3 3.5 25.3 51.8 87.7 95.6 12.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 62 23 12 19 12 92 38 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 511,042 COMMITMENTS 6,044 59,827 5,398 468,557 406,460 480,000 471,685 31,042 39,357 CHANGES FROM 09/06/11 (CHANGE IN OPEN INTEREST: 51,367) -490 -3,115 151 36,712 38,944 36,373 35,981 14,994 15,386 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 11.7 1.1 91.7 79.5 93.9 92.3 6.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 14 54 17 110 131 139 187
Updated September 16, 2011