COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 379,775 COMMITMENTS 44,733 31,361 125,969 186,898 207,266 357,600 364,596 22,175 15,178 CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,460) 887 -1,218 795 519 2,241 2,201 1,818 -742 -358 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 8.3 33.2 49.2 54.6 94.2 96.0 5.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 129 79 116 72 71 240 230 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 45,796 COMMITMENTS 8,431 4,960 11,401 20,173 25,995 40,005 42,356 5,791 3,440 CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 173) -27 2,379 -124 422 -2,612 271 -357 -98 530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 10.8 24.9 44.0 56.8 87.4 92.5 12.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 35 35 23 26 14 73 61 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 168,374 COMMITMENTS 50,320 32,055 22,111 82,481 108,793 154,913 162,960 13,461 5,414 CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 2,319) -5,517 -251 -534 7,667 3,649 1,616 2,864 703 -546 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 19.0 13.1 49.0 64.6 92.0 96.8 8.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159) 57 25 46 52 47 140 100 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,117,624 COMMITMENTS 186,279 75,136 254,973 587,767 725,426 1029020 1055536 88,605 62,089 CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -6,011) -2,721 3,497 5,186 -1,771 -6,596 694 2,087 -6,705 -8,098 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 6.7 22.8 52.6 64.9 92.1 94.4 7.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 72 60 78 88 91 204 191 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 201,013 COMMITMENTS 32,407 12,724 65,379 94,352 116,338 192,138 194,441 8,875 6,573 CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,125) -2,905 3,504 2,246 2,169 -5,244 1,510 505 -384 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 6.3 32.5 46.9 57.9 95.6 96.7 4.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384) 146 78 115 122 123 318 277 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 37,948 COMMITMENTS 21,695 10,759 3,146 8,198 20,398 33,039 34,303 4,909 3,645 CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -1,223) -2,020 -6,800 413 316 6,403 -1,291 16 69 -1,239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.2 28.4 8.3 21.6 53.8 87.1 90.4 12.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 36 28 8 7 8 46 42 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 1000 IND X $100.00) OPEN INTEREST: 20,619 COMMITMENTS 1,482 2,420 138 18,857 16,886 20,477 19,443 142 1,176 CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -180) -939 -333 5 1,054 92 121 -236 -300 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 11.7 0.7 91.5 81.9 99.3 94.3 0.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 4 2 9 13 13 18
Updated August 1, 2008