COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 126,456 COMMITMENTS 34,707 15,827 5,309 74,376 99,926 114,392 121,062 12,064 5,394 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 1,794) -292 211 454 1,325 1,509 1,487 2,174 307 -380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 12.5 4.2 58.8 79.0 90.5 95.7 9.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195) 79 44 31 42 47 142 103 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,071 COMMITMENTS 14,202 2,759 1,864 10,832 23,735 26,898 28,358 3,173 1,713 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -1,674) -937 -330 -125 -162 -1,401 -1,224 -1,856 -450 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 9.2 6.2 36.0 78.9 89.4 94.3 10.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 44 16 17 23 14 78 38 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 115,852 COMMITMENTS 42,912 18,603 6,249 56,224 85,835 105,385 110,687 10,467 5,165 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -417) 2,075 1,221 -571 -2,280 -1,146 -776 -496 359 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 16.1 5.4 48.5 74.1 91.0 95.5 9.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150) 66 20 28 48 43 129 80 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 793,279 COMMITMENTS 236,859 30,529 88,789 380,379 629,784 706,027 749,102 87,252 44,177 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 20,980) 10,097 1,611 1,230 6,562 16,907 17,889 19,748 3,091 1,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 3.8 11.2 48.0 79.4 89.0 94.4 11.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 113 28 69 70 84 204 165 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 103,833 COMMITMENTS 25,737 11,001 12,356 56,609 73,866 94,702 97,223 9,131 6,610 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -1,770) 1,773 -4,699 40 -3,509 4,108 -1,696 -551 -74 -1,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 10.6 11.9 54.5 71.1 91.2 93.6 8.8 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 121 46 48 91 100 236 177 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,621 COMMITMENTS 7,505 19,398 2,197 18,085 3,734 27,787 25,329 834 3,292 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 2,818) 1,076 3,404 9 2,669 481 3,754 3,894 -936 -1,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 67.8 7.7 63.2 13.0 97.1 88.5 2.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74) 12 46 3 10 7 25 54 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 366,123 COMMITMENTS 36,119 103,702 3,190 308,514 240,781 347,823 347,673 18,300 18,450 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -1,971) 2,987 4,482 -774 -5,124 -6,880 -2,911 -3,172 940 1,201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 28.3 0.9 84.3 65.8 95.0 95.0 5.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 23 52 10 86 93 118 146
Updated August 7, 2009