COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 147,661 COMMITMENTS 43,489 22,389 11,865 81,089 102,196 136,443 136,450 11,218 11,211 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -2,346) -5,412 2,057 908 5,266 -6,546 762 -3,581 -3,108 1,235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.5 15.2 8.0 54.9 69.2 92.4 92.4 7.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 88 56 64 57 61 175 155 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 24,064 COMMITMENTS 10,786 1,940 795 9,882 20,141 21,463 22,876 2,601 1,188 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -303) -652 450 89 1,033 -1,323 470 -784 -773 481 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 8.1 3.3 41.1 83.7 89.2 95.1 10.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 33 11 12 27 20 64 40 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 181,905 COMMITMENTS 40,695 43,782 22,327 110,419 106,282 173,441 172,391 8,464 9,514 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 998) 2,594 6,542 -3,078 1,427 -2,595 943 869 55 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.4 24.1 12.3 60.7 58.4 95.3 94.8 4.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 59 65 32 60 54 134 139 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 483,737 COMMITMENTS 140,237 40,868 40,297 241,289 344,931 421,823 426,096 61,914 57,641 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: -49,306) -15,651 10,695 -6,566 -8,422 -40,742 -30,639 -36,613 -18,667 -12,693 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 8.4 8.3 49.9 71.3 87.2 88.1 12.8 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 72 40 60 74 85 178 156 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 115,239 COMMITMENTS 28,793 14,755 18,034 63,418 77,379 110,245 110,168 4,994 5,071 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 1,232) -5,230 2,987 1,602 5,670 -4,337 2,042 252 -810 980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 12.8 15.6 55.0 67.1 95.7 95.6 4.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 98 62 84 111 113 250 228 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 68,631 COMMITMENTS 47,409 8,989 1,269 9,658 56,355 58,336 66,613 10,295 2,018 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 6,179) 2,901 -1,271 665 579 6,435 4,145 5,829 2,034 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.1 13.1 1.8 14.1 82.1 85.0 97.1 15.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 75 15 5 18 8 96 26 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/27/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 465,993 COMMITMENTS 5,945 59,871 3,374 443,175 380,451 452,494 443,696 13,499 22,297 CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST: 13,197) -881 1,867 -356 15,356 9,875 14,119 11,386 -922 1,811 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 12.8 0.7 95.1 81.6 97.1 95.2 2.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 14 47 7 102 110 122 158
Updated September 30, 2011