COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 267,341 COMMITMENTS 71,398 12,230 54,767 121,177 191,675 247,342 258,672 19,999 8,669 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 16,660) 11,788 -1,231 4,038 547 14,378 16,373 17,185 287 -525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 4.6 20.5 45.3 71.7 92.5 96.8 7.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 137 35 76 66 71 235 154 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,866 COMMITMENTS 15,569 1,354 8,322 13,689 29,952 37,580 39,628 3,286 1,238 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 55) -322 438 -166 805 -250 317 23 -263 32 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 3.3 20.4 33.5 73.3 92.0 97.0 8.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 53 17 21 25 25 86 55 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 130,739 COMMITMENTS 33,373 16,300 23,933 66,180 85,649 123,486 125,882 7,253 4,857 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -5,957) -3,203 2,921 -3,966 3,378 -3,607 -3,790 -4,651 -2,167 -1,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 12.5 18.3 50.6 65.5 94.5 96.3 5.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 51 30 39 51 50 119 105 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 815,988 COMMITMENTS 136,376 12,929 212,361 382,950 531,900 731,687 757,190 84,301 58,798 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 2,478) -3,450 -2,707 7,366 -3,913 -1,802 3 2,857 2,475 -379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 1.6 26.0 46.9 65.2 89.7 92.8 10.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 84 42 88 80 86 201 180 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 229,713 COMMITMENTS 56,638 10,037 75,587 86,626 135,492 218,852 221,116 10,861 8,597 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: -4,121) -227 -550 -1,110 -2,679 -2,999 -4,016 -4,660 -105 539 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 4.4 32.9 37.7 59.0 95.3 96.3 4.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 154 89 125 123 151 348 302 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,090 COMMITMENTS 22,347 6,798 858 1,376 18,422 24,580 26,077 4,509 3,012 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 5,859) 6,643 3,537 42 -1,228 1,740 5,457 5,319 403 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.8 23.4 2.9 4.7 63.3 84.5 89.6 15.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 25 21 9 7 10 35 37 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/10/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 423,268 COMMITMENTS 20,750 79,395 6,728 377,982 318,604 405,460 404,726 17,808 18,542 CHANGES FROM 08/03/10 (CHANGE IN OPEN INTEREST: 2,447) 2,850 -255 1,963 -3,830 122 982 1,830 1,464 617 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 18.8 1.6 89.3 75.3 95.8 95.6 4.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 23 51 21 105 111 145 166
Updated August 13, 2010