COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 164,498 COMMITMENTS 44,418 31,610 8,146 96,268 115,861 148,832 155,617 15,666 8,881 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 6,735) 1,293 -1,735 -3,963 6,698 13,321 4,028 7,623 2,707 -888 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 19.2 5.0 58.5 70.4 90.5 94.6 9.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 79 59 46 56 59 160 142 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,200 COMMITMENTS 14,047 4,413 522 8,607 20,322 23,176 25,257 3,024 943 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 965) 1,261 -542 15 -658 1,559 618 1,032 347 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.6 16.8 2.0 32.9 77.6 88.5 96.4 11.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 46 18 16 21 17 77 41 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 125,385 COMMITMENTS 37,482 13,344 18,733 61,175 87,097 117,390 119,174 7,995 6,211 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -542) -2,712 2,155 -836 2,718 -3,528 -830 -2,209 288 1,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 10.6 14.9 48.8 69.5 93.6 95.0 6.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146) 48 30 32 54 53 116 104 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 600,855 COMMITMENTS 142,550 33,547 77,238 310,041 440,347 529,829 551,132 71,026 49,723 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 5,145) 4,002 -80 -12,090 4,934 16,639 -3,154 4,469 8,299 676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 5.6 12.9 51.6 73.3 88.2 91.7 11.8 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 73 41 61 78 80 175 160 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 166,376 COMMITMENTS 55,044 11,910 29,873 70,936 117,035 155,853 158,818 10,523 7,558 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -4,503) -678 -2,101 -1,225 -2,240 -677 -4,143 -4,003 -360 -500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 7.2 18.0 42.6 70.3 93.7 95.5 6.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 137 47 75 94 133 270 229 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 22,557 COMMITMENTS 16,488 2,536 536 1,440 17,414 18,464 20,486 4,093 2,071 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -1,619) -1,188 -680 -625 -176 -472 -1,989 -1,777 370 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.1 11.2 2.4 6.4 77.2 81.9 90.8 18.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51) 24 15 4 6 6 32 24 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/27/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 413,832 COMMITMENTS 13,501 80,323 7,500 380,370 306,023 401,371 393,846 12,461 19,986 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 7,559) 2,379 -3,907 4,013 1,992 5,931 8,384 6,037 -825 1,522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 19.4 1.8 91.9 73.9 97.0 95.2 3.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 16 50 14 94 105 122 158
Updated July 30, 2010