COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 138,911 COMMITMENTS 51,683 19,918 5,741 67,707 103,349 125,131 129,008 13,780 9,903 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 3,401) 2,418 -954 714 -323 3,344 2,809 3,104 592 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 14.3 4.1 48.7 74.4 90.1 92.9 9.9 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 98 59 51 51 59 176 143 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 36,194 COMMITMENTS 22,085 4,030 598 8,758 30,217 31,441 34,845 4,753 1,349 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 764) 383 -36 212 41 622 636 798 128 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.0 11.1 1.7 24.2 83.5 86.9 96.3 13.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 58 20 14 21 24 92 46 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 174,115 COMMITMENTS 42,810 26,809 24,972 95,792 115,346 163,574 167,127 10,541 6,988 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,804) -3,618 -1,080 946 5,313 1,412 2,641 1,278 -837 526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 15.4 14.3 55.0 66.2 93.9 96.0 6.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 61 39 46 55 51 140 116 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 637,140 COMMITMENTS 217,640 54,287 49,520 281,442 475,257 548,602 579,064 88,538 58,076 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 5,268) 1,974 -8,590 1,601 -4,046 5,642 -471 -1,347 5,739 6,615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.2 8.5 7.8 44.2 74.6 86.1 90.9 13.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 88 52 56 71 85 188 166 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 107,293 COMMITMENTS 26,674 19,893 11,678 61,776 68,993 100,128 100,564 7,165 6,729 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -1,304) 66 2,082 2,774 -4,098 -7,132 -1,258 -2,276 -46 972 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 18.5 10.9 57.6 64.3 93.3 93.7 6.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319) 102 69 90 116 116 254 246 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 60,863 COMMITMENTS 39,543 37,215 1,399 12,578 17,316 53,520 55,930 7,343 4,933 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 14,258) 8,514 15,378 181 5,273 -3,149 13,968 12,410 290 1,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 65.0 61.1 2.3 20.7 28.5 87.9 91.9 12.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 37 44 6 14 10 53 59 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 404,202 COMMITMENTS 22,360 65,342 5,871 358,462 318,950 386,693 390,163 17,509 14,039 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -5,816) -4,774 1,010 2,230 -297 -6,313 -2,841 -3,073 -2,975 -2,743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 16.2 1.5 88.7 78.9 95.7 96.5 4.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 30 45 10 107 113 143 162
Updated July 29, 2011