COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 229,545 COMMITMENTS 47,583 15,488 45,725 119,301 158,075 212,609 219,288 16,936 10,257 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 11,152) 2,417 -2,242 -2,264 8,077 16,227 8,230 11,721 2,922 -569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 6.7 19.9 52.0 68.9 92.6 95.5 7.4 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 95 57 72 67 67 193 166 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 37,370 COMMITMENTS 14,276 988 8,269 11,622 26,986 34,168 36,243 3,202 1,127 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 1,762) 1,633 -414 385 -598 1,837 1,419 1,808 343 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.2 2.6 22.1 31.1 72.2 91.4 97.0 8.6 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 50 17 25 24 21 87 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 138,726 COMMITMENTS 36,010 13,777 27,128 66,824 91,065 129,961 131,971 8,765 6,756 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 263) -3,039 2,031 -126 3,106 -3,349 -59 -1,444 323 1,707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.0 9.9 19.6 48.2 65.6 93.7 95.1 6.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155) 50 36 42 55 58 123 120 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 797,861 COMMITMENTS 136,454 15,847 204,217 374,863 516,867 715,534 736,931 82,328 60,930 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 35,354) 1,626 -1,588 7,417 14,313 24,535 23,356 30,364 11,998 4,990 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 2.0 25.6 47.0 64.8 89.7 92.4 10.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 84 38 87 81 87 196 182 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 227,651 COMMITMENTS 54,996 10,039 73,451 88,039 135,560 216,487 219,051 11,165 8,600 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -2,486) -580 -2,394 107 -1,703 209 -2,175 -2,078 -311 -408 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 4.4 32.3 38.7 59.5 95.1 96.2 4.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399) 142 84 122 117 150 331 294 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 22,919 COMMITMENTS 16,519 2,532 784 1,456 17,422 18,759 20,738 4,159 2,181 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: -1,644) -1,207 -695 -640 -169 -472 -2,016 -1,807 372 163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.1 11.0 3.4 6.4 76.0 81.9 90.5 18.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54) 26 16 9 8 6 37 29 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 416,000 COMMITMENTS 13,574 80,299 8,475 381,352 306,910 403,400 395,684 12,600 20,316 CHANGES FROM 07/20/10 (CHANGE IN OPEN INTEREST: 8,292) 2,365 -3,964 4,392 2,405 6,324 9,161 6,751 -870 1,541 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 19.3 2.0 91.7 73.8 97.0 95.1 3.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 16 52 19 95 106 128 161
Updated July 30, 2010