COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 381,097 COMMITMENTS 52,338 24,145 125,869 180,777 215,141 358,984 365,155 22,113 15,942 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 3,220) -1,539 7,447 3,783 457 -9,840 2,701 1,389 518 1,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 6.3 33.0 47.4 56.5 94.2 95.8 5.8 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 132 79 112 74 72 248 223 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,127 COMMITMENTS 8,360 3,931 11,216 20,223 27,947 39,799 43,094 6,328 3,033 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -703) -807 -3,551 332 -139 2,609 -613 -610 -89 -92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 8.5 24.3 43.8 60.6 86.3 93.4 13.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 38 26 18 26 16 73 51 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 162,131 COMMITMENTS 64,727 33,622 18,599 64,286 98,291 147,612 150,512 14,520 11,620 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -12,804) -9,758 -2,919 1,179 -2,235 -11,294 -10,814 -13,033 -1,990 229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.9 20.7 11.5 39.7 60.6 91.0 92.8 9.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 79 25 36 50 46 149 95 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,161,788 COMMITMENTS 223,916 74,961 243,560 594,515 789,354 1061991 1107874 99,797 53,914 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -5,435) 4,023 -4,186 9,568 -10,419 -2,906 3,172 2,475 -8,606 -7,909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 6.5 21.0 51.2 67.9 91.4 95.4 8.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 84 58 75 90 94 213 193 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 211,963 COMMITMENTS 39,429 8,247 68,731 91,819 124,789 199,979 201,767 11,984 10,196 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -1,655) -4,539 -1,978 3,254 859 -3,287 -425 -2,011 -1,230 356 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 3.9 32.4 43.3 58.9 94.3 95.2 5.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397) 169 70 115 112 131 327 277 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 36,313 COMMITMENTS 22,726 14,644 2,652 7,292 15,619 32,670 32,916 3,643 3,397 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 690) 827 294 -57 47 870 817 1,107 -127 -417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 62.6 40.3 7.3 20.1 43.0 90.0 90.6 10.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 37 30 8 8 9 48 46 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 IND X $100.00) OPEN INTEREST: 17,900 COMMITMENTS 1,141 2,464 135 15,746 13,887 17,023 16,486 878 1,414 CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 753) -33 -468 18 329 1,561 314 1,110 440 -357 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 13.8 0.8 88.0 77.6 95.1 92.1 4.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 3 2 9 13 13 18
Updated July 11, 2008