COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 163,208 COMMITMENTS 29,109 5,761 35,800 85,421 113,623 150,329 155,184 12,879 8,023 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 7,792) 1,410 -4,335 2,143 2,983 11,194 6,536 9,003 1,256 -1,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 3.5 21.9 52.3 69.6 92.1 95.1 7.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 82 40 44 53 51 159 114 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 41,905 COMMITMENTS 10,781 7,470 8,691 17,912 22,976 37,383 39,137 4,522 2,768 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 1,853) -845 -2,036 1,853 521 2,109 1,528 1,925 324 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 17.8 20.7 42.7 54.8 89.2 93.4 10.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 40 34 22 28 16 77 64 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 118,657 COMMITMENTS 32,772 15,193 14,150 64,681 84,640 111,604 113,983 7,053 4,674 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 343) 151 421 841 -177 -1,203 814 58 -471 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 12.8 11.9 54.5 71.3 94.1 96.1 5.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139) 48 25 30 43 45 109 86 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 1,001,126 COMMITMENTS 199,932 11,003 249,744 459,859 683,995 909,535 944,742 91,591 56,384 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -37,823) -5,776 -1,368 -2,420 -29,456 -34,802 -37,652 -38,590 -171 767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 1.1 24.9 45.9 68.3 90.9 94.4 9.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 91 36 78 83 93 212 173 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 141,909 COMMITMENTS 23,427 15,567 36,557 72,485 80,762 132,469 132,886 9,440 9,023 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 393) -1,177 1,587 458 96 -3,283 -623 -1,238 1,016 1,631 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 11.0 25.8 51.1 56.9 93.3 93.6 6.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342) 121 81 99 111 102 275 246 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 21,548 COMMITMENTS 4,830 11,972 2,834 11,282 3,411 18,946 18,217 2,602 3,331 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: -76) 474 800 -105 -800 -247 -431 447 355 -524 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 55.6 13.2 52.4 15.8 87.9 84.5 12.1 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69) 14 37 9 9 11 30 51 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 359,587 COMMITMENTS 22,558 108,327 1,505 321,422 233,032 345,485 342,864 14,102 16,723 CHANGES FROM 06/30/09 (CHANGE IN OPEN INTEREST: 11,881) -2,324 10,642 -992 16,982 -90 13,666 9,559 -1,785 2,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 30.1 0.4 89.4 64.8 96.1 95.3 3.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 16 54 10 90 100 112 158
Updated July 10, 2009