COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, August 9, 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 : 142,543: 52,309 21,760 5,853 71,455 103,923 129,617 131,536: 12,926 11,007
Old : 138,521: 51,171 21,895 5,486 69,682 100,399 126,339 127,780: 12,182 10,741
Other: 4,022: 1,505 232 0 1,773 3,524 3,278 3,756: 744 266
: : :
: : Changes in Commitments from: August 2, 2011 :
: -1,904: -373 -265 -898 -154 -1,290 -1,425 -2,453: -479 549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 15.3 4.1 50.1 72.9 90.9 92.3: 9.1 7.7
Old : 100.0: 36.9 15.8 4.0 50.3 72.5 91.2 92.2: 8.8 7.8
Other: 100.0: 37.4 5.8 0.0 44.1 87.6 81.5 93.4: 18.5 6.6
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 95 65 52 50 63 170 156:
Old : 238: 95 65 48 49 62 166 154:
Other: 49: 8 5 0 16 26 24 31:
:----------------------------------------------------------------------------------------------------
: 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 : 21.7 31.1 34.5 41.2 19.4 25.9 29.1 35.7
Old : 21.9 31.7 34.4 42.0 19.5 26.6 29.4 36.7
Other: 47.5 45.4 63.3 67.4 42.0 41.0 54.9 60.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, August 9, 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 : 29,961: 15,176 2,534 1,041 9,951 24,822 26,168 28,397: 3,793 1,564
Old : 26,786: 14,340 2,115 351 8,703 22,876 23,394 25,342: 3,392 1,444
Other: 3,175: 1,207 790 319 1,248 1,946 2,774 3,055: 401 120
: : :
: : Changes in Commitments from: August 2, 2011 :
: -6,849: -7,491 -1,342 336 1,399 -6,071 -5,756 -7,077: -1,093 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.7 8.5 3.5 33.2 82.8 87.3 94.8: 12.7 5.2
Old : 100.0: 53.5 7.9 1.3 32.5 85.4 87.3 94.6: 12.7 5.4
Other: 100.0: 38.0 24.9 10.0 39.3 61.3 87.4 96.2: 12.6 3.8
: : :
:# Traders : Number of Traders in Each Category :
All : 96: 40 20 14 22 25 73 48:
Old : 96: 42 18 7 20 25 66 46:
Other: 38: 9 11 5 11 7 25 18:
:----------------------------------------------------------------------------------------------------
: 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 : 25.2 62.3 38.5 73.3 25.2 61.0 38.4 71.4
Old : 26.0 64.7 40.5 76.1 26.0 63.2 40.4 74.3
Other: 49.3 57.2 67.1 79.0 49.3 54.8 66.6 74.2
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, August 9, 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 : 172,222: 39,267 30,065 24,863 99,223 108,864 163,353 163,792: 8,869 8,430
Old : 27,507: 9,133 17,218 10 14,994 7,102 24,137 24,330: 3,370 3,177
Other: 144,715: 37,440 20,153 17,547 84,229 101,762 139,216 139,462: 5,499 5,253
: : :
: : Changes in Commitments from: August 2, 2011 :
: -6,196: -1,397 910 -2,549 -1,345 -4,716 -5,291 -6,355: -905 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 17.5 14.4 57.6 63.2 94.9 95.1: 5.1 4.9
Old : 100.0: 33.2 62.6 0.0 54.5 25.8 87.7 88.5: 12.3 11.5
Other: 100.0: 25.9 13.9 12.1 58.2 70.3 96.2 96.4: 3.8 3.6
: : :
:# Traders : Number of Traders in Each Category :
All : 174: 50 49 45 61 51 135 126:
Old : 105: 31 27 1 40 14 71 42:
Other: 157: 43 46 35 53 48 114 112:
:----------------------------------------------------------------------------------------------------
: 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 : 28.6 32.3 44.7 49.6 16.7 20.8 27.1 29.2
Old : 40.8 57.2 53.2 68.7 40.8 57.2 52.9 68.7
Other: 32.2 32.6 47.8 50.1 19.6 24.0 31.2 33.9
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, August 9, 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 : 592,773: 187,187 43,556 48,442 279,498 448,227 515,127 540,225: 77,646 52,548
Old : 592,773: 187,187 43,556 48,442 279,498 448,227 515,127 540,225: 77,646 52,548
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -31,214: -26,670 -9,496 1,442 -1,386 -19,282 -26,614 -27,336: -4,600 -3,878
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 7.3 8.2 47.2 75.6 86.9 91.1: 13.1 8.9
Old : 100.0: 31.6 7.3 8.2 47.2 75.6 86.9 91.1: 13.1 8.9
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 : 237: 93 47 68 77 84 202 169:
Old : 237: 93 47 68 77 84 202 169:
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 : 16.3 27.3 27.2 38.7 14.9 24.6 24.2 34.2
Old : 16.3 27.3 27.2 38.7 14.9 24.6 24.2 34.2
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, August 9, 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 : 109,031: 29,243 21,646 9,867 62,450 69,255 101,560 100,768: 7,471 8,263
Old : 30,947: 9,460 9,514 331 17,405 17,716 27,196 27,561: 3,751 3,386
Other: 78,084: 23,469 15,818 5,850 45,045 51,539 74,364 73,207: 3,720 4,877
: : :
: : Changes in Commitments from: August 2, 2011 :
: -2,499: 2,213 667 -3,325 -1,542 -804 -2,654 -3,462: 155 963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 19.9 9.0 57.3 63.5 93.1 92.4: 6.9 7.6
Old : 100.0: 30.6 30.7 1.1 56.2 57.2 87.9 89.1: 12.1 10.9
Other: 100.0: 30.1 20.3 7.5 57.7 66.0 95.2 93.8: 4.8 6.2
: : :
:# Traders : Number of Traders in Each Category :
All : 307: 100 64 84 106 110 239 233:
Old : 253: 74 57 10 59 78 140 139:
Other: 268: 82 56 55 95 99 193 195:
:----------------------------------------------------------------------------------------------------
: 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 : 19.1 18.2 32.4 29.5 16.4 13.8 27.1 21.8
Old : 31.0 19.4 40.9 32.1 29.5 19.4 39.5 32.0
Other: 18.7 23.6 33.0 37.4 18.5 20.2 31.7 29.4
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, August 9, 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 : 57,347: 34,161 30,860 1,107 15,255 18,014 50,523 49,981: 6,824 7,366
Old : 57,347: 34,161 30,860 1,107 15,255 18,014 50,523 49,981: 6,824 7,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -3,182: -2,721 -5,544 -178 379 42 -2,520 -5,680: -662 2,498
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.6 53.8 1.9 26.6 31.4 88.1 87.2: 11.9 12.8
Old : 100.0: 59.6 53.8 1.9 26.6 31.4 88.1 87.2: 11.9 12.8
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 : 95: 32 40 6 12 12 46 57:
Old : 95: 32 40 6 12 12 46 57:
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 : 55.6 53.4 74.9 66.4 55.3 53.4 74.6 66.3
Old : 55.6 53.4 74.9 66.4 55.3 53.4 74.6 66.3
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, August 9, 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 : 410,254: 14,027 58,735 4,967 373,616 325,298 392,610 389,000: 17,644 21,254
Old : 410,254: 14,027 58,735 4,967 373,616 325,298 392,610 389,000: 17,644 21,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2011 :
: -6,539: 3,430 -5,900 708 -11,403 -4,605 -7,265 -9,797: 726 3,258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 14.3 1.2 91.1 79.3 95.7 94.8: 4.3 5.2
Old : 100.0: 3.4 14.3 1.2 91.1 79.3 95.7 94.8: 4.3 5.2
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 : 251: 22 51 6 108 107 134 160:
Old : 251: 22 51 6 108 107 134 160:
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 : 38.6 19.5 52.7 30.2 36.7 18.5 50.6 26.3
Old : 38.6 19.5 52.7 30.2 36.7 18.5 50.6 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2011