COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 213,171 COMMITMENTS 50,801 14,898 40,440 107,028 148,788 198,270 204,126 14,902 9,046 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -6,018) -9,640 4,071 -706 3,603 -10,096 -6,743 -6,732 725 714 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 7.0 19.0 50.2 69.8 93.0 95.8 7.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 103 44 65 63 68 190 155 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 38,593 COMMITMENTS 15,990 983 7,424 11,710 29,365 35,123 37,772 3,470 821 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 1,091) 1,281 -446 535 -1,270 1,193 546 1,282 545 -191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 2.5 19.2 30.3 76.1 91.0 97.9 9.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 57 17 21 24 25 93 51 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 132,457 COMMITMENTS 37,778 10,343 24,353 62,081 91,805 124,212 126,502 8,244 5,955 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 4,665) 1,344 2,316 1,968 1,400 -431 4,712 3,852 -46 813 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 7.8 18.4 46.9 69.3 93.8 95.5 6.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 59 32 40 51 53 124 113 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 722,203 COMMITMENTS 132,624 16,895 176,967 354,508 478,238 664,098 672,100 58,105 50,103 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 2,349) -12,856 -9,084 15,500 2,281 23 4,924 6,439 -2,575 -4,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 2.3 24.5 49.1 66.2 92.0 93.1 8.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 79 34 84 78 85 183 179 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 231,186 COMMITMENTS 54,205 13,082 76,223 90,926 134,465 221,354 223,770 9,833 7,416 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -3,589) 266 -1,060 -2,613 210 1,419 -2,137 -2,254 -1,451 -1,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 5.7 33.0 39.3 58.2 95.7 96.8 4.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419) 143 101 122 124 156 344 309 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 28,318 COMMITMENTS 21,204 4,849 1,115 2,140 20,222 24,458 26,187 3,860 2,132 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: -2,329) -1,247 1,663 -342 -550 -4,328 -2,139 -3,008 -190 679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 74.9 17.1 3.9 7.6 71.4 86.4 92.5 13.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 26 21 6 11 9 41 33 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 392,669 COMMITMENTS 16,048 75,408 4,504 356,058 294,492 376,610 374,405 16,059 18,265 CHANGES FROM 06/29/10 (CHANGE IN OPEN INTEREST: 7,695) -5,231 12,300 -1,930 14,335 -2,514 7,173 7,855 522 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 19.2 1.1 90.7 75.0 95.9 95.3 4.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 21 46 17 96 102 130 153
Updated July 9, 2010