COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, August 23, 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 : 145,796: 55,516 21,845 6,825 69,890 106,540 132,231 135,210: 13,565 10,586
Old : 141,710: 54,608 22,194 6,219 68,119 102,983 128,946 131,396: 12,764 10,314
Other: 4,086: 1,514 257 0 1,771 3,557 3,285 3,814: 801 272
: : :
: : Changes in Commitments from: August 16, 2011 :
: 4,619: 5,444 455 242 -1,147 3,908 4,539 4,605: 80 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 15.0 4.7 47.9 73.1 90.7 92.7: 9.3 7.3
Old : 100.0: 38.5 15.7 4.4 48.1 72.7 91.0 92.7: 9.0 7.3
Other: 100.0: 37.1 6.3 0.0 43.3 87.1 80.4 93.3: 19.6 6.7
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 94 60 51 49 63 169 151:
Old : 234: 92 62 46 49 63 165 150:
Other: 50: 9 5 0 16 26 25 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 : 20.1 29.9 32.4 39.8 18.9 26.0 28.8 35.8
Old : 20.2 30.4 32.5 40.5 19.2 26.8 29.1 36.8
Other: 46.0 45.3 61.6 66.4 41.3 40.9 53.5 59.8
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, August 23, 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 : 25,133: 11,158 1,693 1,004 9,502 21,276 21,664 23,973: 3,469 1,160
Old : 19,801: 9,069 1,122 246 7,453 17,462 16,768 18,830: 3,033 971
Other: 5,332: 2,407 889 440 2,049 3,814 4,896 5,143: 436 189
: : :
: : Changes in Commitments from: August 16, 2011 :
: -1,009: 142 -738 -386 -583 105 -827 -1,019: -182 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 6.7 4.0 37.8 84.7 86.2 95.4: 13.8 4.6
Old : 100.0: 45.8 5.7 1.2 37.6 88.2 84.7 95.1: 15.3 4.9
Other: 100.0: 45.1 16.7 8.3 38.4 71.5 91.8 96.5: 8.2 3.5
: : :
:# Traders : Number of Traders in Each Category :
All : 95: 42 17 15 28 18 78 42:
Old : 92: 43 13 3 25 18 69 33:
Other: 45: 12 11 8 15 8 33 21:
:----------------------------------------------------------------------------------------------------
: 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 : 29.3 72.4 40.2 80.4 29.3 71.4 40.2 78.3
Old : 31.9 75.3 45.2 84.6 31.9 74.6 45.2 83.3
Other: 57.3 67.3 71.7 82.3 57.3 66.4 71.4 78.4
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, August 23, 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 : 159,232: 38,486 29,148 17,758 93,484 104,394 149,728 151,300: 9,504 7,932
Old : 50: 0 0 0 48 21 48 21: 2 29
Other: 159,182: 38,486 29,148 17,758 93,436 104,373 149,680 151,279: 9,502 7,903
: : :
: : Changes in Commitments from: August 16, 2011 :
: -4,486: -137 -3,820 -641 -5,273 1,389 -6,051 -3,072: 1,565 -1,414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 18.3 11.2 58.7 65.6 94.0 95.0: 6.0 5.0
Old : 100.0: 0.0 0.0 0.0 96.0 42.0 96.0 42.0: 4.0 58.0
Other: 100.0: 24.2 18.3 11.2 58.7 65.6 94.0 95.0: 6.0 5.0
: : :
:# Traders : Number of Traders in Each Category :
All : 171: 64 40 38 52 51 132 113:
Old : 3: 0 0 0 1 2 1 2:
Other: 171: 64 40 38 52 51 132 113:
:----------------------------------------------------------------------------------------------------
: 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 : 27.8 29.6 44.6 48.7 18.5 22.0 29.5 31.2
Old : 96.0 42.0 96.0 42.0 96.0 42.0 96.0 42.0
Other: 27.8 29.6 44.6 48.7 18.5 22.0 29.5 31.2
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, August 23, 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 : 595,341: 181,157 38,254 48,853 275,676 451,938 505,686 539,045: 89,655 56,296
Old : 595,341: 181,157 38,254 48,853 275,676 451,938 505,686 539,045: 89,655 56,296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 8,790: 6,829 -7,784 -90 -5,484 11,641 1,255 3,767: 7,535 5,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 6.4 8.2 46.3 75.9 84.9 90.5: 15.1 9.5
Old : 100.0: 30.4 6.4 8.2 46.3 75.9 84.9 90.5: 15.1 9.5
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 : 230: 90 41 70 78 87 201 168:
Old : 230: 90 41 70 78 87 201 168:
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 : 16.2 26.5 26.8 36.7 14.8 23.6 23.4 33.2
Old : 16.2 26.5 26.8 36.7 14.8 23.6 23.4 33.2
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 23, 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 : 102,412: 29,633 17,510 10,731 55,206 69,162 95,570 97,403: 6,842 5,009
Old : 731: 0 20 0 702 566 702 586: 29 145
Other: 101,681: 29,633 17,490 10,731 54,504 68,596 94,868 96,817: 6,813 4,864
: : :
: : Changes in Commitments from: August 16, 2011 :
: -5,034: 1,272 -3,808 1,433 -6,457 -427 -3,752 -2,802: -1,282 -2,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 17.1 10.5 53.9 67.5 93.3 95.1: 6.7 4.9
Old : 100.0: 0.0 2.7 0.0 96.0 77.4 96.0 80.2: 4.0 19.8
Other: 100.0: 29.1 17.2 10.6 53.6 67.5 93.3 95.2: 6.7 4.8
: : :
:# Traders : Number of Traders in Each Category :
All : 308: 98 61 71 101 111 232 221:
Old : 24: 0 1 0 4 19 4 20:
Other: 307: 98 61 71 101 110 232 220:
:----------------------------------------------------------------------------------------------------
: 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 : 18.8 20.7 32.0 32.5 17.5 13.0 28.8 22.6
Old : 96.0 52.1 96.0 72.8 96.0 52.1 96.0 72.8
Other: 18.5 20.6 31.8 32.4 17.7 13.3 29.0 23.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, August 23, 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 : 57,901: 32,190 34,751 1,475 18,823 16,369 52,488 52,595: 5,413 5,306
Old : 57,901: 32,190 34,751 1,475 18,823 16,369 52,488 52,595: 5,413 5,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 3,322: 2,366 3,680 303 1,199 -727 3,868 3,256: -546 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 60.0 2.5 32.5 28.3 90.7 90.8: 9.3 9.2
Old : 100.0: 55.6 60.0 2.5 32.5 28.3 90.7 90.8: 9.3 9.2
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 : 102: 28 49 9 12 14 45 69:
Old : 102: 28 49 9 12 14 45 69:
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 : 60.7 50.6 79.5 65.3 60.5 50.5 78.2 65.2
Old : 60.7 50.6 79.5 65.3 60.5 50.5 78.2 65.2
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 23, 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 : 436,810: 6,656 61,324 3,934 408,260 345,019 418,850 410,277: 17,960 26,533
Old : 436,810: 6,656 61,324 3,934 408,260 345,019 418,850 410,277: 17,960 26,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 16, 2011 :
: 14,661: -547 -5,015 676 12,467 14,725 12,596 10,386: 2,065 4,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 14.0 0.9 93.5 79.0 95.9 93.9: 4.1 6.1
Old : 100.0: 1.5 14.0 0.9 93.5 79.0 95.9 93.9: 4.1 6.1
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 : 244: 15 47 10 104 114 125 165:
Old : 244: 15 47 10 104 114 125 165:
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 : 41.3 19.8 56.2 31.7 38.4 19.4 52.7 27.9
Old : 41.3 19.8 56.2 31.7 38.4 19.4 52.7 27.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 26, 2011