COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 182,502 COMMITMENTS 35,406 4,921 40,880 92,334 130,603 168,620 176,405 13,882 6,097 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 5,212) 578 -700 1,743 2,078 4,504 4,399 5,546 813 -334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 2.7 22.4 50.6 71.6 92.4 96.7 7.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 95 39 45 58 52 176 115 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 45,544 COMMITMENTS 13,615 2,548 11,859 16,153 28,927 41,627 43,334 3,917 2,210 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -2,327) -825 -103 -681 -348 -1,673 -1,854 -2,457 -473 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 5.6 26.0 35.5 63.5 91.4 95.1 8.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 47 18 22 25 18 83 49 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 130,240 COMMITMENTS 42,104 18,506 14,032 63,414 92,019 119,550 124,557 10,691 5,683 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -144) 2,409 1,522 -636 -2,273 -1,147 -500 -261 356 117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 14.2 10.8 48.7 70.7 91.8 95.6 8.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 69 21 32 49 48 133 90 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,139,444 COMMITMENTS 225,757 12,116 296,885 516,544 770,733 1039186 1079734 100,259 59,710 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 48,362) 9,151 1,367 17,659 19,497 27,006 46,306 46,032 2,055 2,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 1.1 26.1 45.3 67.6 91.2 94.8 8.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 106 38 84 81 91 222 182 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 136,705 COMMITMENTS 24,168 9,442 38,301 63,331 80,578 125,800 128,321 10,905 8,384 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 3,221) 2,896 -5,614 3,666 -3,751 5,567 2,811 3,619 410 -398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 6.9 28.0 46.3 58.9 92.0 93.9 8.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340) 139 65 101 105 110 292 235 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 30,352 COMMITMENTS 7,055 19,588 3,019 19,093 3,755 29,167 26,361 1,184 3,990 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: 3,058) 1,063 3,462 71 2,805 479 3,939 4,013 -881 -955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 64.5 9.9 62.9 12.4 96.1 86.9 3.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82) 18 48 5 10 8 31 59 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/04/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 367,826 COMMITMENTS 36,116 103,318 4,324 309,085 241,511 349,525 349,153 18,301 18,673 CHANGES FROM 07/28/09 (CHANGE IN OPEN INTEREST: -1,528) 2,970 4,381 -449 -4,974 -6,713 -2,454 -2,781 926 1,253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 28.1 1.2 84.0 65.7 95.0 94.9 5.0 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 22 53 16 87 95 123 150
Updated August 7, 2009