COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 318,896 COMMITMENTS 90,095 11,569 67,083 139,761 230,630 296,939 309,282 21,957 9,614 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 16,521) 3,597 -187 4,103 8,483 13,004 16,183 16,919 337 -399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 3.6 21.0 43.8 72.3 93.1 97.0 6.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284) 158 40 81 70 72 260 163 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,911 COMMITMENTS 11,701 1,782 6,722 11,996 22,438 30,419 30,941 2,492 1,969 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -1,420) -284 275 20 -1,043 -1,680 -1,308 -1,384 -113 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 5.4 20.4 36.5 68.2 92.4 94.0 7.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 48 20 22 28 20 86 52 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 131,395 COMMITMENTS 27,841 33,039 21,729 74,079 67,819 123,649 122,588 7,745 8,807 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 6,979) -503 9,620 530 7,005 -3,131 7,032 7,019 -53 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 25.1 16.5 56.4 51.6 94.1 93.3 5.9 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 58 48 36 57 50 129 122 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 877,084 COMMITMENTS 149,304 16,045 227,798 409,887 576,254 786,989 820,097 90,095 56,987 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 5,703) 4,097 1,460 -1,339 1,212 9,326 3,969 9,447 1,734 -3,744 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 1.8 26.0 46.7 65.7 89.7 93.5 10.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 92 42 98 79 90 206 195 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 196,270 COMMITMENTS 48,684 9,635 61,821 77,834 117,759 188,338 189,215 7,932 7,055 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -156) -2,085 -191 3,689 -865 -2,041 739 1,457 -895 -1,613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 4.9 31.5 39.7 60.0 96.0 96.4 4.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373) 142 73 99 108 139 295 268 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 24,712 COMMITMENTS 17,170 2,220 895 1,722 19,736 19,788 22,852 4,924 1,860 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: -4,623) -4,218 -3,471 135 -4 -923 -4,088 -4,258 -535 -365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.5 9.0 3.6 7.0 79.9 80.1 92.5 19.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58) 30 12 7 8 10 42 26 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 461,148 COMMITMENTS 11,807 90,850 7,257 427,573 341,851 446,636 439,957 14,512 21,191 CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST: 5,922) 1,787 3,693 600 3,252 1,981 5,639 6,274 283 -351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 19.7 1.6 92.7 74.1 96.9 95.4 3.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 23 57 18 105 115 140 178
Updated September 3, 2010