COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 219,593 COMMITMENTS 85,183 31,990 11,262 102,373 167,812 198,818 211,064 20,775 8,529 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 6,794) 3,073 -2,521 1,754 1,305 7,701 6,132 6,934 662 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.8 14.6 5.1 46.6 76.4 90.5 96.1 9.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 135 48 60 59 61 231 137 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,679 COMMITMENTS 11,157 4,735 488 9,823 16,683 21,468 21,906 2,211 1,773 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -1,423) -90 515 -205 -919 -1,593 -1,214 -1,283 -209 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.1 20.0 2.1 41.5 70.5 90.7 92.5 9.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 37 29 9 24 17 69 47 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 120,254 COMMITMENTS 30,544 32,183 14,050 68,324 65,563 112,918 111,796 7,336 8,458 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 5,725) 174 9,905 -930 6,427 -3,198 5,671 5,777 54 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.4 26.8 11.7 56.8 54.5 93.9 93.0 6.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166) 58 42 25 56 46 123 106 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 660,368 COMMITMENTS 153,599 33,528 88,737 337,315 491,498 579,651 613,763 80,717 46,605 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 12,349) 3,759 2,981 3,007 4,437 10,009 11,203 15,997 1,146 -3,648 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 5.1 13.4 51.1 74.4 87.8 92.9 12.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 80 45 75 77 83 190 171 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 140,836 COMMITMENTS 48,674 10,975 21,995 62,944 102,043 133,613 135,013 7,223 5,823 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -3,894) -2,472 -609 1,412 -1,841 -2,747 -2,901 -1,944 -993 -1,950 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.6 7.8 15.6 44.7 72.5 94.9 95.9 5.1 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 129 52 49 75 124 230 204 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,350 COMMITMENTS 17,193 2,220 644 1,679 19,717 19,516 22,581 4,834 1,769 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -4,629) -4,191 -3,441 109 -11 -923 -4,093 -4,255 -536 -374 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.6 9.1 2.6 6.9 81.0 80.1 92.7 19.9 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55) 28 11 4 7 10 37 24 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 459,839 COMMITMENTS 11,699 90,902 6,617 427,359 341,444 445,675 438,963 14,164 20,876 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 5,968) 1,806 3,608 682 3,261 2,013 5,749 6,303 219 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 19.8 1.4 92.9 74.3 96.9 95.5 3.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 20 57 12 103 114 132 174
Updated September 3, 2010