COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 230,172 COMMITMENTS 52,446 10,596 63,308 99,687 145,178 215,441 219,082 14,731 11,089 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 2,492) 2,482 170 3,225 -4,114 -730 1,593 2,665 899 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 4.6 27.5 43.3 63.1 93.6 95.2 6.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 121 46 85 60 70 209 174 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 45,144 COMMITMENTS 22,023 340 7,152 11,151 36,059 40,326 43,552 4,818 1,592 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 2,388) 726 -26 696 1,009 1,571 2,431 2,241 -42 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.8 0.8 15.8 24.7 79.9 89.3 96.5 10.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 68 10 20 26 27 101 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 197,217 COMMITMENTS 43,858 25,028 40,430 100,506 124,881 184,793 190,339 12,424 6,878 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -157) -841 578 867 -1,880 -1,600 -1,854 -154 1,696 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 12.7 20.5 51.0 63.3 93.7 96.5 6.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 63 37 49 55 53 144 115 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 844,667 COMMITMENTS 214,139 33,459 193,017 347,216 556,121 754,372 782,598 90,295 62,069 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -1,256) 1,324 606 52 2,857 1,344 4,233 2,001 -5,488 -3,257 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 4.0 22.9 41.1 65.8 89.3 92.7 10.7 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 95 56 91 81 92 225 191 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 166,801 COMMITMENTS 19,457 19,509 47,798 91,428 92,883 158,682 160,190 8,119 6,611 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: 6,156) -1,283 4,189 2,896 3,826 -1,040 5,439 6,045 716 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 11.7 28.7 54.8 55.7 95.1 96.0 4.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 101 88 113 120 127 277 277 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 47,389 COMMITMENTS 31,129 21,893 1,598 7,428 20,681 40,155 44,173 7,234 3,216 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -3,053) -810 -2,451 -187 -991 -974 -1,988 -3,612 -1,065 560 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.7 46.2 3.4 15.7 43.6 84.7 93.2 15.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 49 28 12 12 9 64 47 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 411,215 COMMITMENTS 27,341 64,378 3,903 359,138 325,749 390,382 394,030 20,833 17,185 CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST: -9,471) -1,218 -3,866 -467 -8,155 -4,732 -9,840 -9,065 369 -406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 15.7 0.9 87.3 79.2 94.9 95.8 5.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 37 41 14 105 116 150 163
Updated July 22, 2011