COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, July 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 138,911: 51,683 19,918 5,741 67,707 103,349 125,131 129,008: 13,780 9,903 Old : 135,065: 50,589 20,032 5,395 65,982 99,984 121,966 125,411: 13,099 9,654 Other: 3,846: 1,440 232 0 1,725 3,365 3,165 3,597: 681 249 : : : : : Changes in Commitments from: July 19, 2011 : : 3,401: 2,418 -954 714 -323 3,344 2,809 3,104: 592 297 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.2 14.3 4.1 48.7 74.4 90.1 92.9: 9.9 7.1 Old : 100.0: 37.5 14.8 4.0 48.9 74.0 90.3 92.9: 9.7 7.1 Other: 100.0: 37.4 6.0 0.0 44.9 87.5 82.3 93.5: 17.7 6.5 : : : :# Traders : Number of Traders in Each Category : All : 233: 98 59 51 51 59 176 143: Old : 233: 97 60 48 50 59 173 142: Other: 45: 7 5 0 14 23 21 28: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.7 30.9 33.0 40.8 18.5 26.3 27.6 35.7 Old : 20.8 31.4 33.2 41.4 18.8 27.0 27.7 36.7 Other: 47.5 46.7 64.7 68.5 42.0 42.2 56.4 62.0 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, July 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 36,194: 22,085 4,030 598 8,758 30,217 31,441 34,845: 4,753 1,349 Old : 33,769: 21,240 3,326 395 7,653 28,720 29,288 32,441: 4,481 1,328 Other: 2,425: 942 801 106 1,105 1,497 2,153 2,404: 272 21 : : : : : Changes in Commitments from: July 19, 2011 : : 764: 383 -36 212 41 622 636 798: 128 -34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.0 11.1 1.7 24.2 83.5 86.9 96.3: 13.1 3.7 Old : 100.0: 62.9 9.8 1.2 22.7 85.0 86.7 96.1: 13.3 3.9 Other: 100.0: 38.8 33.0 4.4 45.6 61.7 88.8 99.1: 11.2 0.9 : : : :# Traders : Number of Traders in Each Category : All : 114: 58 20 14 21 24 92 46: Old : 114: 58 20 11 19 24 87 46: Other: 39: 8 12 3 14 6 24 19: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.1 62.1 39.5 72.9 25.1 61.3 39.5 72.0 Old : 26.8 63.4 40.6 74.5 26.8 62.8 40.6 73.9 Other: 51.2 59.6 71.9 80.0 51.2 59.6 71.3 76.1 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, July 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 174,115: 42,810 26,809 24,972 95,792 115,346 163,574 167,127: 10,541 6,988 Old : 60,992: 33,986 30,444 541 19,887 25,408 54,414 56,393: 6,578 4,599 Other: 113,123: 20,171 7,712 13,084 75,905 89,938 109,160 110,734: 3,963 2,389 : : : : : Changes in Commitments from: July 19, 2011 : : 1,804: -3,618 -1,080 946 5,313 1,412 2,641 1,278: -837 526 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 15.4 14.3 55.0 66.2 93.9 96.0: 6.1 4.0 Old : 100.0: 55.7 49.9 0.9 32.6 41.7 89.2 92.5: 10.8 7.5 Other: 100.0: 17.8 6.8 11.6 67.1 79.5 96.5 97.9: 3.5 2.1 : : : :# Traders : Number of Traders in Each Category : All : 171: 61 39 46 55 51 140 116: Old : 158: 49 48 5 40 32 92 82: Other: 124: 43 19 19 47 44 100 74: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 29.1 36.6 44.3 53.1 17.4 23.5 27.3 32.8 Old : 33.2 46.5 46.2 55.6 33.2 46.5 46.2 55.5 Other: 40.7 36.8 59.7 54.0 25.2 27.1 38.3 39.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, July 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 637,140: 217,640 54,287 49,520 281,442 475,257 548,602 579,064: 88,538 58,076 Old : 637,140: 217,640 54,287 49,520 281,442 475,257 548,602 579,064: 88,538 58,076 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2011 : : 5,268: 1,974 -8,590 1,601 -4,046 5,642 -471 -1,347: 5,739 6,615 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.2 8.5 7.8 44.2 74.6 86.1 90.9: 13.9 9.1 Old : 100.0: 34.2 8.5 7.8 44.2 74.6 86.1 90.9: 13.9 9.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 235: 88 52 56 71 85 188 166: Old : 235: 88 52 56 71 85 188 166: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.2 26.4 29.7 38.8 17.8 23.7 27.2 33.6 Old : 18.2 26.4 29.7 38.8 17.8 23.7 27.2 33.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders - Futures Only, July 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 107,293: 26,674 19,893 11,678 61,776 68,993 100,128 100,564: 7,165 6,729 Old : 46,696: 15,777 15,181 881 25,291 26,488 41,949 42,550: 4,747 4,146 Other: 60,597: 18,107 11,922 3,587 36,485 42,505 58,179 58,014: 2,418 2,583 : : : : : Changes in Commitments from: July 19, 2011 : : -1,304: 66 2,082 2,774 -4,098 -7,132 -1,258 -2,276: -46 972 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 18.5 10.9 57.6 64.3 93.3 93.7: 6.7 6.3 Old : 100.0: 33.8 32.5 1.9 54.2 56.7 89.8 91.1: 10.2 8.9 Other: 100.0: 29.9 19.7 5.9 60.2 70.1 96.0 95.7: 4.0 4.3 : : : :# Traders : Number of Traders in Each Category : All : 319: 102 69 90 116 116 254 246: Old : 293: 79 80 18 72 79 165 163: Other: 253: 71 48 35 93 106 178 176: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.9 17.2 34.0 28.1 17.8 12.4 28.6 21.0 Old : 29.3 17.8 45.8 30.7 28.1 17.8 44.4 30.6 Other: 22.3 24.2 36.0 37.6 20.8 18.5 31.8 29.2 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, July 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 60,863: 39,543 37,215 1,399 12,578 17,316 53,520 55,930: 7,343 4,933 Old : 60,863: 39,543 37,215 1,399 12,578 17,316 53,520 55,930: 7,343 4,933 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2011 : : 14,258: 8,514 15,378 181 5,273 -3,149 13,968 12,410: 290 1,848 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.0 61.1 2.3 20.7 28.5 87.9 91.9: 12.1 8.1 Old : 100.0: 65.0 61.1 2.3 20.7 28.5 87.9 91.9: 12.1 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 103: 37 44 6 14 10 53 59: Old : 103: 37 44 6 14 10 53 59: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 51.4 72.9 68.1 55.9 51.4 72.3 68.1 Old : 56.5 51.4 72.9 68.1 55.9 51.4 72.3 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders - Futures Only, July 26, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 404,202: 22,360 65,342 5,871 358,462 318,950 386,693 390,163: 17,509 14,039 Old : 404,202: 22,360 65,342 5,871 358,462 318,950 386,693 390,163: 17,509 14,039 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 19, 2011 : : -5,816: -4,774 1,010 2,230 -297 -6,313 -2,841 -3,073: -2,975 -2,743 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 16.2 1.5 88.7 78.9 95.7 96.5: 4.3 3.5 Old : 100.0: 5.5 16.2 1.5 88.7 78.9 95.7 96.5: 4.3 3.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 258: 30 45 10 107 113 143 162: Old : 258: 30 45 10 107 113 143 162: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.0 16.6 52.4 28.9 34.1 16.2 47.0 26.7 Old : 39.0 16.6 52.4 28.9 34.1 16.2 47.0 26.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 29, 2011