COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 250,681 COMMITMENTS 59,610 13,461 50,729 120,630 177,298 230,969 241,487 19,712 9,194 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 21,136) 12,027 -2,027 5,004 1,329 19,223 18,360 22,199 2,776 -1,063 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.8 5.4 20.2 48.1 70.7 92.1 96.3 7.9 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 118 43 74 66 72 217 159 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,811 COMMITMENTS 15,891 915 8,487 12,884 30,202 37,263 39,605 3,548 1,206 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 3,441) 1,615 -72 218 1,262 3,216 3,095 3,362 346 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 2.2 20.8 31.6 74.0 91.3 97.0 8.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 60 10 21 24 24 90 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 136,696 COMMITMENTS 36,575 13,378 27,899 62,802 89,256 127,276 130,533 9,420 6,163 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: -2,030) 565 -399 771 -4,022 -1,809 -2,686 -1,437 655 -593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 9.8 20.4 45.9 65.3 93.1 95.5 6.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158) 60 32 41 51 57 126 116 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 813,510 COMMITMENTS 139,825 15,636 204,995 386,863 533,702 731,684 754,333 81,827 59,177 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 15,649) 3,372 -211 778 12,000 16,835 16,150 17,402 -501 -1,754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 1.9 25.2 47.6 65.6 89.9 92.7 10.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 88 40 86 80 88 200 183 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 233,834 COMMITMENTS 56,865 10,587 76,697 89,305 138,491 222,868 225,776 10,966 8,058 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 6,183) 1,869 548 3,246 1,266 2,931 6,381 6,725 -198 -542 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 4.5 32.8 38.2 59.2 95.3 96.6 4.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415) 157 87 125 119 151 344 302 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 23,230 COMMITMENTS 15,704 3,261 816 2,604 16,681 19,124 20,758 4,106 2,472 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 312) -815 729 32 1,148 -740 365 20 -53 291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.6 14.0 3.5 11.2 71.8 82.3 89.4 17.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63) 30 17 9 11 9 44 32 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/03/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 420,821 COMMITMENTS 17,900 79,650 4,765 381,813 318,481 404,477 402,896 16,344 17,925 CHANGES FROM 07/27/10 (CHANGE IN OPEN INTEREST: 4,821) 4,326 -649 -3,710 461 11,571 1,077 7,212 3,744 -2,391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 18.9 1.1 90.7 75.7 96.1 95.7 3.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 22 51 19 99 108 137 162
Updated August 6, 2010