COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 135,510 COMMITMENTS 49,265 20,872 5,027 68,030 100,005 122,322 125,904 13,188 9,606 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -2,473) 3,253 543 -113 -6,486 -2,636 -3,346 -2,206 873 -267 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 15.4 3.7 50.2 73.8 90.3 92.9 9.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 96 59 50 51 59 175 143 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,430 COMMITMENTS 21,702 4,066 386 8,717 29,595 30,805 34,047 4,625 1,383 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 1,214) 676 281 143 464 672 1,283 1,096 -69 118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.3 11.5 1.1 24.6 83.5 86.9 96.1 13.1 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 57 20 12 22 25 90 46 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 172,311 COMMITMENTS 46,428 27,889 24,026 90,479 113,934 160,933 165,849 11,378 6,462 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 672) -922 555 1,362 -1,383 -1,218 -943 699 1,615 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 16.2 13.9 52.5 66.1 93.4 96.2 6.6 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 65 32 42 55 51 141 106 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 631,872 COMMITMENTS 215,666 62,877 47,919 285,488 469,615 549,073 580,411 82,799 51,461 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 5,367) 4,173 -323 3,304 2,382 4,065 9,859 7,046 -4,492 -1,679 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 10.0 7.6 45.2 74.3 86.9 91.9 13.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 87 56 61 73 87 196 173 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 108,597 COMMITMENTS 26,608 17,811 8,904 65,874 76,125 101,386 102,840 7,211 5,757 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 395) -338 2,208 7 222 -1,879 -109 336 504 59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 16.4 8.2 60.7 70.1 93.4 94.7 6.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306) 99 61 77 108 120 241 232 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,605 COMMITMENTS 31,029 21,837 1,218 7,305 20,465 39,552 43,520 7,053 3,085 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -3,272) -832 -2,434 -384 -988 -994 -2,204 -3,812 -1,068 540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.6 46.9 2.6 15.7 43.9 84.9 93.4 15.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 47 25 8 12 8 61 40 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/19/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 410,018 COMMITMENTS 27,134 64,332 3,641 358,759 325,263 389,534 393,236 20,484 16,782 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -8,898) -1,203 -3,926 -219 -7,894 -4,456 -9,316 -8,601 418 -297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 15.7 0.9 87.5 79.3 95.0 95.9 5.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 36 41 9 102 116 142 162
Updated July 22, 2011