COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 124,662 COMMITMENTS 34,999 15,616 4,855 73,051 98,417 112,905 118,888 11,757 5,774 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -5,477) -2,388 884 -594 -211 -6,245 -3,193 -5,955 -2,284 478 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.1 12.5 3.9 58.6 78.9 90.6 95.4 9.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 81 40 31 40 47 143 100 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,745 COMMITMENTS 15,139 3,089 1,989 10,994 25,136 28,122 30,214 3,623 1,531 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 144) 253 -90 137 -148 102 242 149 -98 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.7 9.7 6.3 34.6 79.2 88.6 95.2 11.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 45 17 16 23 15 78 39 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 116,269 COMMITMENTS 40,837 17,382 6,820 58,504 86,981 106,161 111,183 10,108 5,086 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 2,019) 2,855 -1,018 963 -856 2,182 2,962 2,127 -943 -108 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.1 14.9 5.9 50.3 74.8 91.3 95.6 8.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 63 19 28 46 45 122 82 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 772,299 COMMITMENTS 226,762 28,918 87,559 373,817 612,877 688,138 729,354 84,161 42,945 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 41,835) 21,403 -1,995 2,651 15,029 45,968 39,083 46,624 2,752 -4,789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.4 3.7 11.3 48.4 79.4 89.1 94.4 10.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 112 26 68 65 83 196 163 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 105,603 COMMITMENTS 23,964 15,700 12,316 60,118 69,758 96,398 97,774 9,205 7,829 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -2,075) -260 -1,339 -23 -1,815 -863 -2,098 -2,225 23 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 14.9 11.7 56.9 66.1 91.3 92.6 8.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 101 59 42 93 95 215 182 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,803 COMMITMENTS 6,429 15,994 2,188 15,416 3,253 24,033 21,435 1,770 4,368 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -1,304) -1,631 -1,474 169 -4 -284 -1,466 -1,589 162 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 62.0 8.5 59.7 12.6 93.1 83.1 6.9 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 8 43 4 10 5 21 50 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 368,094 COMMITMENTS 33,132 99,220 3,964 313,638 247,661 350,734 350,845 17,360 17,249 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 8,577) 3,082 1,701 2,887 1,795 4,142 7,764 8,730 813 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 27.0 1.1 85.2 67.3 95.3 95.3 4.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 22 49 10 88 100 119 150
Updated July 31, 2009