COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 177,290 COMMITMENTS 34,828 5,621 39,138 90,255 126,099 164,221 170,859 13,069 6,431 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -9,260) -3,473 1,425 -1,564 -1,637 -9,430 -6,674 -9,570 -2,587 309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 3.2 22.1 50.9 71.1 92.6 96.4 7.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 100 33 48 56 53 178 116 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,872 COMMITMENTS 14,440 2,651 12,541 16,501 30,600 43,481 45,792 4,390 2,080 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -2,099) 555 106 -1,487 -953 -721 -1,886 -2,103 -213 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.2 5.5 26.2 34.5 63.9 90.8 95.7 9.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 48 20 21 26 18 85 49 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 130,384 COMMITMENTS 39,695 16,984 14,668 65,687 93,166 120,049 124,818 10,335 5,566 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 3,079) 2,951 -1,046 1,479 -384 2,727 4,046 3,160 -967 -81 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 13.0 11.2 50.4 71.5 92.1 95.7 7.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154) 63 24 31 49 50 130 90 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,091,083 COMMITMENTS 216,606 10,749 279,226 497,047 743,727 992,879 1033702 98,203 57,380 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 58,567) 16,009 -974 14,259 25,235 49,507 55,502 62,791 3,065 -4,224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 1.0 25.6 45.6 68.2 91.0 94.7 9.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 98 43 82 78 89 215 179 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 133,484 COMMITMENTS 21,272 15,057 34,635 67,082 75,011 122,990 124,702 10,494 8,782 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -2,998) -253 -1,373 -38 -2,736 -1,740 -3,027 -3,150 29 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 11.3 25.9 50.3 56.2 92.1 93.4 7.9 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 118 79 97 109 106 273 243 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 27,294 COMMITMENTS 5,992 16,125 2,948 16,288 3,275 25,228 22,349 2,066 4,945 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: -1,333) -1,710 -1,489 214 -34 -296 -1,530 -1,571 197 238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 59.1 10.8 59.7 12.0 92.4 81.9 7.6 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 11 47 6 10 6 26 55 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 369,354 COMMITMENTS 33,146 98,936 4,774 314,059 248,224 351,979 351,933 17,375 17,420 CHANGES FROM 07/21/09 (CHANGE IN OPEN INTEREST: 8,969) 3,083 1,602 3,157 1,942 4,287 8,182 9,046 787 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 26.8 1.3 85.0 67.2 95.3 95.3 4.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 21 50 15 89 102 124 153
Updated July 31, 2009