COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 159,524 COMMITMENTS 49,128 33,570 7,494 88,785 110,258 145,407 151,322 14,117 8,202 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -4,455) -8,123 1,955 257 2,409 -7,814 -5,457 -5,602 1,002 1,147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 21.0 4.7 55.7 69.1 91.2 94.9 8.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 78 59 40 53 59 155 137 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,552 COMMITMENTS 15,802 4,402 542 8,860 22,921 25,204 27,865 3,348 687 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 440) 1,305 -263 -18 -1,407 880 -120 599 560 -159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.3 15.4 1.9 31.0 80.3 88.3 97.6 11.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 52 20 11 21 20 81 43 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 121,721 COMMITMENTS 38,245 10,223 17,530 58,310 88,613 114,085 116,366 7,636 5,355 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 3,529) 2,323 2,180 1,104 130 -320 3,557 2,964 -28 565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 8.4 14.4 47.9 72.8 93.7 95.6 6.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149) 55 29 33 51 48 119 99 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 557,902 COMMITMENTS 133,278 35,466 73,895 298,609 403,592 505,782 512,953 52,120 44,949 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -8,920) -10,233 -7,405 4,697 -2,249 -3,225 -7,785 -5,933 -1,135 -2,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 6.4 13.2 53.5 72.3 90.7 91.9 9.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203) 56 46 64 72 79 161 162 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 165,787 COMMITMENTS 53,011 14,519 29,586 73,547 115,042 156,144 159,147 9,643 6,640 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 377) -29 -1,318 -860 1,975 2,906 1,086 728 -709 -351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 8.8 17.8 44.4 69.4 94.2 96.0 5.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 141 52 71 95 136 273 231 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 27,998 COMMITMENTS 21,088 4,770 949 2,136 20,216 24,173 25,935 3,825 2,063 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -2,263) -1,147 1,772 -389 -546 -4,328 -2,082 -2,945 -181 682 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 75.3 17.0 3.4 7.6 72.2 86.3 92.6 13.7 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 25 21 3 9 9 36 32 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/06/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 390,232 COMMITMENTS 15,742 74,460 3,841 355,039 293,945 374,622 372,246 15,610 17,986 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 7,152) -5,375 11,914 -2,021 14,082 -2,573 6,686 7,320 466 -168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 19.1 1.0 91.0 75.3 96.0 95.4 4.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 18 46 14 95 101 126 151
Updated July 9, 2010