COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 218,393 COMMITMENTS 45,166 17,730 47,988 111,225 141,848 204,379 207,567 14,014 10,826 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 5,117) -3,374 881 4,323 4,508 -1,139 5,457 4,066 -340 1,051 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 8.1 22.0 50.9 65.0 93.6 95.0 6.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 92 62 73 70 69 196 172 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,607 COMMITMENTS 12,644 1,402 7,884 12,221 25,149 32,748 34,435 2,859 1,172 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -554) -469 -1 -111 166 -607 -413 -719 -140 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.5 3.9 22.1 34.3 70.6 92.0 96.7 8.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 47 17 23 26 21 84 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 138,463 COMMITMENTS 39,049 11,746 27,254 63,718 94,415 130,021 133,415 8,442 5,048 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 2,927) 1,371 -552 636 947 3,271 2,955 3,356 -28 -428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 8.5 19.7 46.0 68.2 93.9 96.4 6.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161) 60 33 46 51 57 130 121 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 762,507 COMMITMENTS 134,828 17,435 196,800 360,550 492,331 692,178 706,566 70,330 55,941 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 12,282) 5,111 1,815 8,807 -3,583 2,301 10,334 12,923 1,948 -640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 2.3 25.8 47.3 64.6 90.8 92.7 9.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 72 46 86 81 84 193 178 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 230,138 COMMITMENTS 55,576 12,433 73,344 89,742 135,352 218,662 221,129 11,475 9,009 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -1,261) 240 198 -262 -1,292 -1,777 -1,314 -1,841 53 580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 5.4 31.9 39.0 58.8 95.0 96.1 5.0 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 148 94 125 117 151 339 306 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,562 COMMITMENTS 17,726 3,227 1,424 1,625 17,893 20,775 22,545 3,787 2,018 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: -1,353) -1,416 -1,621 -174 -187 329 -1,777 -1,466 425 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.2 13.1 5.8 6.6 72.8 84.6 91.8 15.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60) 23 20 11 9 11 38 37 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 407,708 COMMITMENTS 11,209 84,263 4,083 378,947 300,586 394,239 388,933 13,470 18,776 CHANGES FROM 07/13/10 (CHANGE IN OPEN INTEREST: 883) -1,706 -640 410 1,952 430 656 199 228 684 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 20.7 1.0 92.9 73.7 96.7 95.4 3.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 15 48 20 95 104 127 156
Updated July 23, 2010