COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 178,007 COMMITMENTS 35,932 4,573 38,147 88,449 129,256 162,528 171,977 15,479 6,030 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 14,799) 6,823 -1,188 2,348 3,028 15,633 12,199 16,793 2,601 -1,993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 2.6 21.4 49.7 72.6 91.3 96.6 8.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 99 34 46 50 48 170 111 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 44,297 COMMITMENTS 11,571 3,568 11,023 17,650 27,431 40,245 42,022 4,052 2,275 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 2,392) 790 -3,902 2,333 -262 4,455 2,862 2,885 -470 -494 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 8.1 24.9 39.8 61.9 90.9 94.9 9.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 37 25 22 25 15 73 52 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 120,405 COMMITMENTS 33,504 17,221 12,552 65,948 87,010 112,004 116,783 8,401 3,622 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,748) 732 2,028 -1,598 1,266 2,371 400 2,800 1,348 -1,052 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 14.3 10.4 54.8 72.3 93.0 97.0 7.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 49 27 30 47 48 117 88 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,026,949 COMMITMENTS 193,375 10,838 274,077 464,541 682,291 931,993 967,206 94,956 59,743 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 25,823) -6,558 -165 24,333 4,682 -1,704 22,458 22,464 3,365 3,359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 1.1 26.7 45.2 66.4 90.8 94.2 9.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 88 41 77 82 90 209 172 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 135,436 COMMITMENTS 20,658 17,485 32,429 72,726 76,592 125,813 126,507 9,623 8,929 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -6,473) -2,769 1,918 -4,128 241 -4,169 -6,657 -6,379 183 -94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 12.9 23.9 53.7 56.6 92.9 93.4 7.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330) 108 86 86 109 101 262 233 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,769 COMMITMENTS 4,876 13,458 2,820 12,535 3,282 20,232 19,560 2,537 3,209 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: 1,222) 46 1,486 -14 1,254 -129 1,286 1,343 -64 -121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 59.1 12.4 55.1 14.4 88.9 85.9 11.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66) 14 35 9 9 9 29 48 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 359,381 COMMITMENTS 21,778 94,846 2,299 320,392 244,483 344,470 341,629 14,912 17,752 CHANGES FROM 07/07/09 (CHANGE IN OPEN INTEREST: -205) -779 -13,481 794 -1,030 11,452 -1,016 -1,235 810 1,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 26.4 0.6 89.2 68.0 95.9 95.1 4.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 14 51 11 86 101 108 155
Updated July 17, 2009