COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 186,550 COMMITMENTS 38,301 4,197 40,701 91,892 135,530 170,895 180,428 15,656 6,122 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 8,543) 2,370 -376 2,554 3,443 6,274 8,367 8,451 176 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 2.2 21.8 49.3 72.7 91.6 96.7 8.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 105 32 48 53 52 180 115 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 49,970 COMMITMENTS 13,885 2,545 14,028 17,454 31,321 45,367 47,895 4,603 2,075 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 5,673) 2,314 -1,023 3,005 -197 3,890 5,122 5,873 552 -199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 5.1 28.1 34.9 62.7 90.8 95.8 9.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 45 17 22 24 19 79 49 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 127,305 COMMITMENTS 36,743 18,030 13,189 66,071 90,439 116,003 121,658 11,301 5,646 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 6,900) 3,239 809 637 123 3,429 4,000 4,875 2,900 2,024 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 14.2 10.4 51.9 71.0 91.1 95.6 8.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 55 23 27 46 48 119 83 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,032,516 COMMITMENTS 200,598 11,723 264,968 471,812 694,220 937,377 970,911 95,138 61,604 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 5,566) 7,223 886 -9,109 7,271 11,929 5,385 3,706 182 1,861 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 1.1 25.7 45.7 67.2 90.8 94.0 9.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 93 39 76 80 91 208 174 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 136,482 COMMITMENTS 21,525 16,429 34,673 69,818 76,750 126,017 127,853 10,465 8,629 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,046) 867 -1,056 2,244 -2,907 158 204 1,346 842 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 12.0 25.4 51.2 56.2 92.3 93.7 7.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 114 84 93 110 106 272 241 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 28,626 COMMITMENTS 7,702 17,615 2,733 16,322 3,571 26,758 23,920 1,869 4,707 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 5,857) 2,826 4,157 -87 3,787 289 6,526 4,360 -669 1,497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 61.5 9.5 57.0 12.5 93.5 83.6 6.5 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 13 46 6 9 9 25 59 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 360,385 COMMITMENTS 30,063 97,334 1,617 312,117 243,937 343,797 342,887 16,588 17,497 CHANGES FROM 07/14/09 (CHANGE IN OPEN INTEREST: 1,003) 8,284 2,488 -683 -8,275 -547 -673 1,258 1,676 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 27.0 0.4 86.6 67.7 95.4 95.1 4.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 22 51 12 87 106 118 160
Updated July 24, 2009