COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 113,267 COMMITMENTS 28,920 15,455 4,089 68,968 86,398 101,977 105,942 11,290 7,325 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 5,011) 1,499 -2,657 304 2,074 8,668 3,877 6,315 1,134 -1,304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 13.6 3.6 60.9 76.3 90.0 93.5 10.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 68 43 27 37 45 123 100 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,212 COMMITMENTS 12,251 7,322 921 13,514 19,463 26,686 27,706 3,526 2,506 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -1,073) -873 -2,104 169 -360 981 -1,064 -954 -9 -119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.6 24.2 3.0 44.7 64.4 88.3 91.7 11.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 39 27 17 26 10 69 51 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 107,985 COMMITMENTS 35,056 16,469 6,866 59,321 80,372 101,243 103,707 6,742 4,278 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 597) 244 706 789 -16 -1,207 1,017 288 -420 309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 15.3 6.4 54.9 74.4 93.8 96.0 6.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134) 48 21 25 42 43 104 79 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 715,138 COMMITMENTS 201,957 27,524 82,141 352,148 560,130 636,246 669,795 78,892 45,343 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -28,277) -4,546 819 -502 -23,701 -30,529 -28,749 -30,212 472 1,935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 3.8 11.5 49.2 78.3 89.0 93.7 11.0 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 96 31 68 71 83 195 158 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 111,378 COMMITMENTS 27,159 15,413 13,348 62,577 74,271 103,084 103,032 8,294 8,346 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -24) -461 1,541 161 -716 -3,380 -1,016 -1,678 992 1,654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 13.8 12.0 56.2 66.7 92.6 92.5 7.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301) 107 58 41 99 91 224 179 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 20,244 COMMITMENTS 5,135 11,766 2,178 10,555 3,363 17,868 17,307 2,376 2,937 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 126) 498 812 -18 -719 -230 -239 564 365 -438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 58.1 10.8 52.1 16.6 88.3 85.5 11.7 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62) 11 33 5 9 10 24 45 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/07/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 358,336 COMMITMENTS 22,564 108,332 851 321,081 232,543 344,496 341,726 13,840 16,610 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 11,674) -2,210 10,704 -1,128 16,994 -172 13,656 9,404 -1,982 2,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 30.2 0.2 89.6 64.9 96.1 95.4 3.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 15 54 4 89 96 107 151
Updated July 10, 2009