COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 186,606 COMMITMENTS 36,472 4,112 41,508 92,968 133,950 170,949 179,570 15,658 7,036 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 4,104) 1,067 -809 628 634 3,346 2,329 3,165 1,776 939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 2.2 22.2 49.8 71.8 91.6 96.2 8.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 104 32 44 59 52 183 112 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 53,715 COMMITMENTS 15,029 2,520 15,658 17,861 33,558 48,547 51,735 5,168 1,980 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 8,171) 1,414 -28 3,798 1,708 4,631 6,920 8,401 1,250 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 4.7 29.1 33.3 62.5 90.4 96.3 9.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 59 17 23 26 21 96 52 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 126,347 COMMITMENTS 39,208 18,041 12,022 64,748 91,798 115,978 121,861 10,369 4,485 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -3,893) -2,896 -465 -2,009 1,334 -222 -3,572 -2,696 -322 -1,198 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 14.3 9.5 51.2 72.7 91.8 96.4 8.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 61 21 30 46 47 121 87 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 1,283,970 COMMITMENTS 201,177 18,351 364,563 611,612 839,000 1177352 1221914 106,618 62,056 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 144,526) -24,580 6,235 67,678 95,069 68,267 138,167 142,179 6,359 2,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 1.4 28.4 47.6 65.3 91.7 95.2 8.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 99 37 81 84 98 216 186 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 140,619 COMMITMENTS 29,579 7,010 37,736 61,448 86,453 128,763 131,199 11,856 9,420 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 3,914) 5,411 -2,432 -565 -1,883 5,875 2,963 2,878 951 1,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 5.0 26.8 43.7 61.5 91.6 93.3 8.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 138 67 97 108 117 295 239 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,207 COMMITMENTS 5,664 15,774 2,965 18,097 6,293 26,726 25,032 2,482 4,175 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: -1,145) -1,391 -3,814 -54 -997 2,538 -2,442 -1,329 1,297 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 54.0 10.2 62.0 21.5 91.5 85.7 8.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 20 49 9 11 7 39 58 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/09 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 372,648 COMMITMENTS 34,153 107,487 3,789 316,590 244,991 354,532 356,267 18,116 16,382 CHANGES FROM 08/04/09 (CHANGE IN OPEN INTEREST: 4,822) -1,963 4,169 -535 7,505 3,480 5,007 7,114 -185 -2,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 28.8 1.0 85.0 65.7 95.1 95.6 4.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226) 23 54 20 85 95 121 156
Updated August 14, 2009