COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 378,315 COMMITMENTS 43,845 32,578 125,174 186,379 205,026 355,399 362,778 22,916 15,537 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -5,260) -7,038 4,203 237 1,401 -9,881 -5,400 -5,441 140 181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 8.6 33.1 49.3 54.2 93.9 95.9 6.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 122 91 111 72 74 238 235 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 45,623 COMMITMENTS 8,458 2,581 11,525 19,751 28,607 39,734 42,713 5,889 2,911 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -286) 42 -202 -67 -324 -47 -349 -316 64 31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 5.7 25.3 43.3 62.7 87.1 93.6 12.9 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 39 25 21 26 16 75 53 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 166,055 COMMITMENTS 55,837 32,306 22,645 74,815 105,144 153,297 160,095 12,758 5,960 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 4,360) -4,099 -1,985 3,037 6,930 3,993 5,869 5,046 -1,508 -685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 19.5 13.6 45.1 63.3 92.3 96.4 7.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 69 23 42 50 47 145 96 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,123,635 COMMITMENTS 189,000 71,639 249,788 589,538 732,022 1028326 1053449 95,310 70,186 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -33,363) -19,107 2,554 -737 5,444 -40,625 -14,400 -38,808 -18,962 5,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 6.4 22.2 52.5 65.1 91.5 93.8 8.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 75 60 81 87 92 209 192 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 199,888 COMMITMENTS 35,312 9,220 63,133 92,183 121,582 190,628 193,936 9,260 5,952 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,588) -547 1,701 1,614 39 -3,735 1,106 -420 -2,694 -1,168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 4.6 31.6 46.1 60.8 95.4 97.0 4.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376) 138 75 112 122 127 315 270 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 39,171 COMMITMENTS 23,715 17,559 2,734 7,882 13,995 34,331 34,287 4,840 4,884 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,078) -1,598 -3,746 39 -1,300 2,392 -2,860 -1,315 1,782 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.5 44.8 7.0 20.1 35.7 87.6 87.5 12.4 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 33 34 9 7 10 42 52 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 IND X $100.00) OPEN INTEREST: 20,799 COMMITMENTS 2,421 2,753 133 17,802 16,793 20,356 19,679 443 1,120 CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 2,519) 1,713 66 -80 624 1,922 2,257 1,908 262 611 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 13.2 0.6 85.6 80.7 97.9 94.6 2.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 6 4 3 8 14 14 21
Updated July 25, 2008