COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 255,819 COMMITMENTS 46,925 7,836 79,280 113,761 157,293 239,966 244,410 15,854 11,409 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -6,405) -5,283 902 -1,587 2,739 -6,209 -4,131 -6,894 -2,273 489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 3.1 31.0 44.5 61.5 93.8 95.5 6.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 112 50 89 64 70 211 176 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 33,046 COMMITMENTS 10,832 621 6,244 12,420 25,262 29,497 32,127 3,549 919 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -46) 32 26 -236 -193 124 -397 -87 351 41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 1.9 18.9 37.6 76.4 89.3 97.2 10.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 36 13 18 28 22 75 42 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 216,378 COMMITMENTS 31,360 39,442 49,329 126,737 117,912 207,426 206,683 8,952 9,695 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 10,429) -415 10,048 1,509 9,328 -3,230 10,423 8,328 6 2,101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 18.2 22.8 58.6 54.5 95.9 95.5 4.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 54 74 49 59 57 141 153 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 692,964 COMMITMENTS 150,180 12,018 150,766 306,126 452,369 607,072 615,153 85,891 77,810 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -125,382) -19,986 646 -77,026 -24,378 -61,130 -121,389 -137,510 -3,992 12,128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 1.7 21.8 44.2 65.3 87.6 88.8 12.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216) 81 41 77 79 86 199 166 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 177,673 COMMITMENTS 29,608 14,246 57,022 84,577 101,502 171,207 172,770 6,466 4,903 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: 1,760) -2,500 928 2,751 2,469 -1,500 2,720 2,179 -960 -419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 8.0 32.1 47.6 57.1 96.4 97.2 3.6 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339) 117 73 111 109 121 280 262 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 62,968 COMMITMENTS 44,531 10,065 880 9,103 50,269 54,514 61,215 8,454 1,753 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -336) 7,233 -15,449 -1,337 -6,915 17,470 -1,020 683 684 -1,019 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.7 16.0 1.4 14.5 79.8 86.6 97.2 13.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 68 19 8 17 11 91 33 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 453,905 COMMITMENTS 6,829 57,867 4,166 428,358 371,253 439,353 433,287 14,552 20,618 CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST: -57,136) 784 -1,959 -1,231 -40,199 -35,207 -40,647 -38,398 -16,490 -18,738 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 12.7 0.9 94.4 81.8 96.8 95.5 3.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 16 48 13 100 110 125 162
Updated September 23, 2011