COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 296,765 COMMITMENTS 82,167 12,410 64,550 128,085 210,726 274,803 287,686 21,962 9,079 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 29,424) 10,770 180 9,783 6,908 19,051 27,461 29,014 1,963 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 4.2 21.8 43.2 71.0 92.6 96.9 7.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 146 36 80 65 71 244 158 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,922 COMMITMENTS 13,037 1,802 8,567 14,400 26,607 36,005 36,976 2,917 1,945 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -1,944) -2,532 448 246 711 -3,345 -1,575 -2,651 -368 707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 4.6 22.0 37.0 68.4 92.5 95.0 7.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 47 21 25 26 24 83 60 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 125,041 COMMITMENTS 30,143 19,343 22,426 64,268 75,893 116,838 117,662 8,203 7,378 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -5,698) -3,230 3,043 -1,507 -1,912 -9,756 -6,648 -8,219 949 2,521 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 15.5 17.9 51.4 60.7 93.4 94.1 6.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143) 50 30 37 53 50 115 106 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 835,440 COMMITMENTS 147,860 14,322 222,693 381,679 543,362 752,233 780,377 83,208 55,063 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 19,452) 11,485 1,393 10,332 -1,271 11,462 20,546 23,187 -1,094 -3,735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 1.7 26.7 45.7 65.0 90.0 93.4 10.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 84 44 93 82 86 203 187 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 209,065 COMMITMENTS 58,413 10,338 60,716 80,769 130,679 199,898 201,734 9,168 7,332 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: -20,648) 1,775 302 -14,871 -5,857 -4,813 -18,954 -19,382 -1,694 -1,265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 4.9 29.0 38.6 62.5 95.6 96.5 4.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 150 73 102 116 143 318 274 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 32,292 COMMITMENTS 25,521 6,775 931 1,513 22,362 27,965 30,069 4,327 2,224 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 3,202) 3,174 -23 73 137 3,941 3,384 3,991 -182 -789 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.0 21.0 2.9 4.7 69.3 86.6 93.1 13.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61) 27 18 10 7 10 40 33 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/17/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 432,842 COMMITMENTS 13,895 80,091 8,004 395,029 326,131 416,928 414,226 15,914 18,617 CHANGES FROM 08/10/10 (CHANGE IN OPEN INTEREST: 9,574) -6,855 696 1,277 17,047 7,527 11,469 9,500 -1,894 74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 18.5 1.8 91.3 75.3 96.3 95.7 3.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 27 51 20 105 117 145 175
Updated August 20, 2010