COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 236,114 COMMITMENTS 55,383 10,481 65,244 100,061 149,024 220,687 224,749 15,427 11,364 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 5,942) 2,936 -115 1,936 373 3,846 5,246 5,667 696 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 4.4 27.6 42.4 63.1 93.5 95.2 6.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 123 48 87 61 70 213 176 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 46,311 COMMITMENTS 22,435 374 7,550 11,399 36,837 41,384 44,761 4,928 1,550 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,168) 413 34 398 248 777 1,058 1,209 110 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.4 0.8 16.3 24.6 79.5 89.4 96.7 10.6 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 65 14 21 26 28 103 52 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 199,527 COMMITMENTS 39,995 24,336 41,947 106,121 125,848 188,063 192,131 11,464 7,396 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 2,310) -3,863 -692 1,518 5,615 967 3,270 1,792 -960 518 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 12.2 21.0 53.2 63.1 94.3 96.3 5.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 61 43 53 56 53 144 125 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 873,515 COMMITMENTS 218,188 23,656 209,932 348,560 569,430 776,680 803,017 96,834 70,497 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 28,848) 4,049 -9,804 16,915 1,345 13,309 22,308 20,420 6,539 8,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 2.7 24.0 39.9 65.2 88.9 91.9 11.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 93 54 88 79 90 218 187 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 168,512 COMMITMENTS 18,561 21,203 52,941 88,997 86,763 160,499 160,908 8,013 7,604 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 1,711) -896 1,694 5,143 -2,430 -6,120 1,817 718 -106 993 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 12.6 31.4 52.8 51.5 95.2 95.5 4.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 101 96 129 127 123 289 293 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 61,788 COMMITMENTS 39,625 37,022 1,943 12,687 17,712 54,256 56,678 7,532 5,110 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: 14,399) 8,496 15,129 345 5,259 -2,969 14,100 12,505 299 1,894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.1 59.9 3.1 20.5 28.7 87.8 91.7 12.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 39 48 13 14 11 58 68 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 405,445 COMMITMENTS 22,478 65,373 6,227 358,843 319,483 387,548 391,082 17,897 14,363 CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST: -5,770) -4,864 995 2,324 -294 -6,266 -2,834 -2,948 -2,936 -2,822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 16.1 1.5 88.5 78.8 95.6 96.5 4.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 30 47 15 110 113 151 164
Updated July 29, 2011