COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 302,375 COMMITMENTS 86,497 11,756 62,979 131,279 217,627 280,755 292,362 21,620 10,013 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 5,610) 4,330 -653 -1,571 3,194 6,901 5,952 4,676 -342 934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 3.9 20.8 43.4 72.0 92.8 96.7 7.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 153 38 76 64 69 248 155 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,331 COMMITMENTS 11,985 1,506 6,702 13,039 24,117 31,726 32,326 2,605 2,005 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -4,591) -1,052 -295 -1,865 -1,361 -2,490 -4,278 -4,650 -312 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 4.4 19.5 38.0 70.2 92.4 94.2 7.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 49 16 22 28 23 84 54 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 124,416 COMMITMENTS 28,344 23,419 21,199 67,074 70,950 116,617 115,569 7,798 8,847 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -625) -1,799 4,076 -1,227 2,806 -4,943 -220 -2,094 -405 1,469 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 18.8 17.0 53.9 57.0 93.7 92.9 6.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 51 38 32 55 48 118 107 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 871,381 COMMITMENTS 145,207 14,585 229,137 408,675 566,928 783,019 810,650 88,361 60,731 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 35,941) -2,653 263 6,444 26,996 23,566 30,787 30,273 5,154 5,668 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 1.7 26.3 46.9 65.1 89.9 93.0 10.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 86 42 93 81 87 200 190 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 196,426 COMMITMENTS 50,769 9,827 58,132 78,698 119,800 187,599 187,758 8,827 8,668 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -12,639) -7,644 -512 -2,584 -2,071 -10,880 -12,299 -13,975 -341 1,336 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 5.0 29.6 40.1 61.0 95.5 95.6 4.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376) 146 69 92 111 140 299 261 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 29,335 COMMITMENTS 21,388 5,691 761 1,727 20,659 23,876 27,110 5,459 2,225 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: -2,957) -4,133 -1,085 -170 214 -1,704 -4,089 -2,958 1,132 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.9 19.4 2.6 5.9 70.4 81.4 92.4 18.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 37 15 10 8 6 51 26 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/24/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 455,226 COMMITMENTS 10,020 87,157 6,656 424,321 339,870 440,997 433,683 14,229 21,542 CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST: 22,384) -3,875 7,067 -1,348 29,292 13,739 24,069 19,458 -1,685 2,926 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 19.1 1.5 93.2 74.7 96.9 95.3 3.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257) 20 57 18 105 117 139 178
Updated August 27, 2010