COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, August 16, 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 : 141,177: 50,072 21,390 6,583 71,037 102,632 127,692 130,605: 13,485 10,572 Old : 137,112: 49,081 21,639 6,077 69,252 99,089 124,410 126,805: 12,702 10,307 Other: 4,065: 1,497 257 0 1,785 3,543 3,282 3,800: 783 265 : : : : : Changes in Commitments from: August 9, 2011 : : -1,366: -2,237 -370 730 -418 -1,291 -1,925 -931: 559 -435 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.5 15.2 4.7 50.3 72.7 90.4 92.5: 9.6 7.5 Old : 100.0: 35.8 15.8 4.4 50.5 72.3 90.7 92.5: 9.3 7.5 Other: 100.0: 36.8 6.3 0.0 43.9 87.2 80.7 93.5: 19.3 6.5 : : : :# Traders : Number of Traders in Each Category : All : 234: 90 62 54 51 63 167 157: Old : 234: 89 64 49 51 62 163 155: 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 : 21.4 31.1 34.3 41.2 19.5 26.2 29.5 36.1 Old : 21.6 31.6 34.1 42.0 19.7 26.9 29.8 37.1 Other: 47.2 45.1 62.5 66.9 41.5 40.7 54.1 60.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, August 16, 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 : 26,142: 11,016 2,431 1,390 10,085 21,171 22,491 24,992: 3,651 1,150 Old : 21,006: 8,994 1,888 663 8,155 17,423 17,812 19,974: 3,194 1,032 Other: 5,136: 2,331 852 418 1,930 3,748 4,679 5,018: 457 118 : : : : : Changes in Commitments from: August 9, 2011 : : -3,819: -4,160 -103 349 134 -3,651 -3,677 -3,405: -142 -414 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.1 9.3 5.3 38.6 81.0 86.0 95.6: 14.0 4.4 Old : 100.0: 42.8 9.0 3.2 38.8 82.9 84.8 95.1: 15.2 4.9 Other: 100.0: 45.4 16.6 8.1 37.6 73.0 91.1 97.7: 8.9 2.3 : : : :# Traders : Number of Traders in Each Category : All : 96: 37 21 19 29 21 78 49: Old : 93: 35 20 13 27 21 70 46: Other: 45: 12 10 7 15 9 31 22: :---------------------------------------------------------------------------------------------------- : 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 : 28.5 67.0 40.0 74.8 28.5 65.4 40.0 72.4 Old : 29.8 68.3 42.5 77.2 29.8 66.4 42.5 74.9 Other: 58.1 69.4 71.1 83.8 58.1 68.4 70.4 80.1 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, August 16, 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 : 163,718: 38,623 32,968 18,399 98,757 103,005 155,779 154,372: 7,939 9,346 Old : 5,525: 454 2,549 0 4,438 2,407 4,892 4,956: 633 569 Other: 158,193: 38,814 31,064 17,754 94,319 100,598 150,887 149,416: 7,306 8,777 : : : : : Changes in Commitments from: August 9, 2011 : : -8,504: -644 2,903 -6,464 -466 -5,859 -7,574 -9,420: -930 916 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.6 20.1 11.2 60.3 62.9 95.2 94.3: 4.8 5.7 Old : 100.0: 8.2 46.1 0.0 80.3 43.6 88.5 89.7: 11.5 10.3 Other: 100.0: 24.5 19.6 11.2 59.6 63.6 95.4 94.5: 4.6 5.5 : : : :# Traders : Number of Traders in Each Category : All : 173: 55 49 38 57 49 131 119: Old : 35: 6 5 0 18 7 24 12: Other: 172: 53 50 38 54 49 127 119: :---------------------------------------------------------------------------------------------------- : 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 : 28.4 28.7 45.6 46.5 18.8 20.5 29.6 29.0 Old : 68.2 76.3 80.0 87.3 68.2 76.3 80.0 86.7 Other: 29.3 28.1 45.5 46.0 20.2 21.8 31.4 31.1 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, August 16, 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 : 586,551: 174,328 46,038 48,943 281,160 440,297 504,431 535,278: 82,120 51,273 Old : 586,551: 174,328 46,038 48,943 281,160 440,297 504,431 535,278: 82,120 51,273 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : -6,222: -12,859 2,482 501 1,662 -7,930 -10,696 -4,947: 4,474 -1,275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 7.8 8.3 47.9 75.1 86.0 91.3: 14.0 8.7 Old : 100.0: 29.7 7.8 8.3 47.9 75.1 86.0 91.3: 14.0 8.7 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: 92 46 65 78 86 204 166: Old : 237: 92 46 65 78 86 204 166: 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 : 16.3 26.6 27.0 37.2 14.8 23.7 23.8 33.3 Old : 16.3 26.6 27.0 37.2 14.8 23.7 23.8 33.3 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 16, 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 : 107,446: 28,361 21,318 9,298 61,663 69,589 99,322 100,205: 8,124 7,241 Old : 14,566: 2,575 3,468 85 9,735 9,681 12,395 13,234: 2,171 1,332 Other: 92,880: 27,156 19,220 7,843 51,928 59,908 86,927 86,971: 5,953 5,909 : : : : : Changes in Commitments from: August 9, 2011 : : -1,585: -882 -328 -569 -787 334 -2,238 -563: 653 -1,022 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.4 19.8 8.7 57.4 64.8 92.4 93.3: 7.6 6.7 Old : 100.0: 17.7 23.8 0.6 66.8 66.5 85.1 90.9: 14.9 9.1 Other: 100.0: 29.2 20.7 8.4 55.9 64.5 93.6 93.6: 6.4 6.4 : : : :# Traders : Number of Traders in Each Category : All : 300: 101 59 73 104 110 231 224: Old : 135: 22 15 2 41 67 64 83: Other: 292: 95 61 65 97 103 215 211: :---------------------------------------------------------------------------------------------------- : 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 : 18.7 19.8 31.2 31.5 16.2 13.6 26.9 22.2 Old : 44.2 36.2 57.7 54.0 44.2 35.8 57.7 53.6 Other: 17.6 22.3 30.7 34.1 17.6 17.6 29.6 26.6 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, August 16, 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 : 54,579: 29,824 31,071 1,172 17,624 17,096 48,620 49,339: 5,959 5,240 Old : 54,579: 29,824 31,071 1,172 17,624 17,096 48,620 49,339: 5,959 5,240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : -2,768: -4,337 211 65 2,369 -918 -1,903 -642: -865 -2,126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.6 56.9 2.1 32.3 31.3 89.1 90.4: 10.9 9.6 Old : 100.0: 54.6 56.9 2.1 32.3 31.3 89.1 90.4: 10.9 9.6 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 : 94: 28 42 7 12 13 44 60: Old : 94: 28 42 7 12 13 44 60: 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 : 59.2 54.3 77.0 67.7 58.9 54.3 75.9 67.1 Old : 59.2 54.3 77.0 67.7 58.9 54.3 75.9 67.1 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, August 16, 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 : 422,149: 7,203 66,339 3,258 395,793 330,294 406,254 399,891: 15,895 22,258 Old : 422,149: 7,203 66,339 3,258 395,793 330,294 406,254 399,891: 15,895 22,258 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 9, 2011 : : 11,895: -6,824 7,604 -1,709 22,177 4,996 13,644 10,891: -1,749 1,004 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 15.7 0.8 93.8 78.2 96.2 94.7: 3.8 5.3 Old : 100.0: 1.7 15.7 0.8 93.8 78.2 96.2 94.7: 3.8 5.3 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 : 250: 17 54 8 101 116 124 172: Old : 250: 17 54 8 101 116 124 172: 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 : 40.3 19.6 55.9 31.0 37.7 19.1 53.2 27.0 Old : 40.3 19.6 55.9 31.0 37.7 19.1 53.2 27.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 19, 2011