COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 08/18/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 127,307 COMMITMENTS 34,772 13,314 6,284 73,863 100,671 114,919 120,269 12,388 7,038 CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -798) -138 -2,072 1,148 -628 -814 382 -1,738 -1,180 940 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 10.5 4.9 58.0 79.1 90.3 94.5 9.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 82 41 33 42 50 145 107 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 08/18/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,169 COMMITMENTS 16,802 2,597 1,900 10,412 26,503 29,114 31,000 3,055 1,169 CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -298) 492 -360 17 113 109 622 -234 -920 -64 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.2 8.1 5.9 32.4 82.4 90.5 96.4 9.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 50 14 19 25 17 87 41 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 08/18/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 109,765 COMMITMENTS 41,849 16,991 5,433 54,619 82,925 101,901 105,349 7,864 4,416 CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -3,732) 1,597 -1,515 382 -3,523 -3,028 -1,544 -4,161 -2,188 429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 15.5 4.9 49.8 75.5 92.8 96.0 7.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 61 19 24 39 44 114 76 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 08/18/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 838,179 COMMITMENTS 216,697 38,751 101,329 433,330 657,315 751,356 797,395 86,823 40,784 CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -8,000) 1,258 -6,879 5,188 -9,411 -4,202 -2,965 -5,893 -5,035 -2,107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 4.6 12.1 51.7 78.4 89.6 95.1 10.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 107 23 70 76 84 205 159 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 08/18/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 102,590 COMMITMENTS 28,341 5,405 10,164 56,579 80,903 95,084 96,472 7,506 6,118 CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -3,680) -2,354 -3,638 -451 1,872 2,061 -933 -2,028 -2,747 -1,652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 5.3 9.9 55.2 78.9 92.7 94.0 7.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 105 33 42 90 101 213 164 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 08/18/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 25,171 COMMITMENTS 3,934 11,184 2,278 15,535 8,685 21,747 22,147 3,424 3,024 CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: -2,692) -2,214 -4,516 83 -1,786 2,412 -3,917 -2,021 1,225 -671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.6 44.4 9.1 61.7 34.5 86.4 88.0 13.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70) 17 35 8 12 7 35 46 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 08/18/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 376,715 COMMITMENTS 43,396 106,307 4,624 311,149 251,015 359,169 361,946 17,546 14,769 CHANGES FROM 08/11/09 (CHANGE IN OPEN INTEREST: 5,743) 9,241 -1,514 1,953 -4,894 6,713 6,300 7,152 -557 -1,409 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.5 28.2 1.2 82.6 66.6 95.3 96.1 4.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 25 49 14 88 95 122 149
Updated August 21, 2009