COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, August 30, 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 : 147,646: 55,246 22,322 8,277 70,304 106,674 133,827 137,273: 13,819 10,373 Old : 143,542: 54,384 22,710 7,632 68,504 103,106 130,520 133,448: 13,022 10,094 Other: 4,104: 1,507 257 0 1,800 3,568 3,307 3,825: 797 279 : : : : : Changes in Commitments from: August 23, 2011 : : 1,850: -270 477 1,452 414 134 1,596 2,063: 254 -213 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.4 15.1 5.6 47.6 72.2 90.6 93.0: 9.4 7.0 Old : 100.0: 37.9 15.8 5.3 47.7 71.8 90.9 93.0: 9.1 7.0 Other: 100.0: 36.7 6.3 0.0 43.9 86.9 80.6 93.2: 19.4 6.8 : : : :# Traders : Number of Traders in Each Category : All : 234: 96 58 55 53 62 178 150: Old : 234: 94 60 50 52 62 173 149: Other: 51: 9 5 0 17 26 26 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 : 19.2 29.1 31.0 39.6 18.2 26.0 27.5 36.2 Old : 19.6 29.6 31.3 40.2 18.5 26.7 27.7 37.2 Other: 45.8 45.3 61.5 65.5 41.1 40.9 53.2 58.9 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, August 30, 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 : 24,195: 10,543 1,584 842 9,707 20,718 21,092 23,144: 3,103 1,051 Old : 18,747: 8,682 1,073 68 7,551 16,835 16,301 17,976: 2,446 771 Other: 5,448: 2,208 858 427 2,156 3,883 4,791 5,168: 657 280 : : : : : Changes in Commitments from: August 23, 2011 : : -938: -615 -109 -162 205 -558 -572 -829: -366 -109 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.6 6.5 3.5 40.1 85.6 87.2 95.7: 12.8 4.3 Old : 100.0: 46.3 5.7 0.4 40.3 89.8 87.0 95.9: 13.0 4.1 Other: 100.0: 40.5 15.7 7.8 39.6 71.3 87.9 94.9: 12.1 5.1 : : : :# Traders : Number of Traders in Each Category : All : 90: 41 12 12 29 17 73 38: Old : 89: 41 11 1 27 17 68 29: Other: 42: 10 10 9 15 8 31 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 : 30.8 73.6 42.6 81.8 30.8 73.6 42.6 80.1 Old : 34.1 77.8 48.2 86.6 34.1 77.7 48.2 86.0 Other: 59.0 67.2 72.6 80.9 59.0 66.2 71.0 77.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, August 30, 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 : 160,621: 37,748 25,215 18,431 95,294 110,259 151,473 153,905: 9,148 6,716 Old : 26: 0 0 0 26 14 26 14: 0 12 Other: 160,595: 37,748 25,215 18,431 95,268 110,245 151,447 153,891: 9,148 6,704 : : : : : Changes in Commitments from: August 23, 2011 : : 1,389: -738 -3,933 673 1,810 5,865 1,745 2,605: -356 -1,216 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.5 15.7 11.5 59.3 68.6 94.3 95.8: 5.7 4.2 Old : 100.0: 0.0 0.0 0.0 100.0 53.8 100.0 53.8: 0.0 46.2 Other: 100.0: 23.5 15.7 11.5 59.3 68.6 94.3 95.8: 5.7 4.2 : : : :# Traders : Number of Traders in Each Category : All : 165: 63 36 35 52 53 128 111: Old : 2: 0 0 0 1 1 1 1: Other: 165: 63 36 35 52 53 128 111: :---------------------------------------------------------------------------------------------------- : 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 : 27.2 32.1 44.3 51.6 18.5 23.2 29.7 32.7 Old : 100.0 53.8 100.0 53.8 100.0 53.8 100.0 53.8 Other: 27.2 32.1 44.3 51.6 18.5 23.2 29.7 32.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, August 30, 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 : 597,739: 177,462 41,882 52,425 279,985 450,110 509,872 544,417: 87,867 53,322 Old : 597,739: 177,462 41,882 52,425 279,985 450,110 509,872 544,417: 87,867 53,322 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : 2,398: -3,695 3,628 3,572 4,309 -1,828 4,186 5,372: -1,788 -2,974 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 7.0 8.8 46.8 75.3 85.3 91.1: 14.7 8.9 Old : 100.0: 29.7 7.0 8.8 46.8 75.3 85.3 91.1: 14.7 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 : 232: 88 45 68 78 90 200 172: Old : 232: 88 45 68 78 90 200 172: 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 : 16.1 22.1 26.3 34.2 14.7 19.6 22.4 29.9 Old : 16.1 22.1 26.3 34.2 14.7 19.6 22.4 29.9 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 30, 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 : 106,243: 34,595 14,627 12,855 52,007 74,741 99,457 102,223: 6,786 4,020 Old : 353: 0 8 0 353 248 353 256: 0 97 Other: 105,890: 34,595 14,619 12,855 51,654 74,493 99,104 101,967: 6,786 3,923 : : : : : Changes in Commitments from: August 23, 2011 : : 3,831: 4,962 -2,883 2,124 -3,199 5,579 3,887 4,820: -56 -989 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.6 13.8 12.1 49.0 70.3 93.6 96.2: 6.4 3.8 Old : 100.0: 0.0 2.3 0.0 100.0 70.3 100.0 72.5: 0.0 27.5 Other: 100.0: 32.7 13.8 12.1 48.8 70.3 93.6 96.3: 6.4 3.7 : : : :# Traders : Number of Traders in Each Category : All : 318: 114 62 75 97 111 245 222: Old : 13: 0 2 0 2 9 2 11: Other: 318: 114 62 75 97 111 245 222: :---------------------------------------------------------------------------------------------------- : 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 : 17.2 22.1 30.0 33.3 16.8 15.4 27.7 24.1 Old : 100.0 65.2 100.0 71.1 100.0 65.2 100.0 71.1 Other: 17.0 22.1 29.8 33.3 16.8 15.7 27.8 24.4 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, August 30, 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 : 55,670: 31,025 34,007 1,363 17,930 15,878 50,318 51,248: 5,352 4,422 Old : 55,670: 31,025 34,007 1,363 17,930 15,878 50,318 51,248: 5,352 4,422 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : -2,231: -1,165 -744 -112 -893 -491 -2,170 -1,347: -61 -884 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.7 61.1 2.4 32.2 28.5 90.4 92.1: 9.6 7.9 Old : 100.0: 55.7 61.1 2.4 32.2 28.5 90.4 92.1: 9.6 7.9 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 : 105: 33 49 10 12 13 49 69: Old : 105: 33 49 10 12 13 49 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 : 62.3 52.9 77.9 67.4 62.3 52.9 76.9 67.4 Old : 62.3 52.9 77.9 67.4 62.3 52.9 76.9 67.4 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 30, 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 : 434,111: 4,879 65,158 2,952 413,180 342,813 421,011 410,923: 13,100 23,188 Old : 434,111: 4,879 65,158 2,952 413,180 342,813 421,011 410,923: 13,100 23,188 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : -2,699: -1,777 3,834 -982 4,920 -2,206 2,161 646: -4,860 -3,345 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 15.0 0.7 95.2 79.0 97.0 94.7: 3.0 5.3 Old : 100.0: 1.1 15.0 0.7 95.2 79.0 97.0 94.7: 3.0 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 : 246: 11 51 6 100 121 116 173: Old : 246: 11 51 6 100 121 116 173: 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 : 42.3 19.6 58.8 31.5 39.0 19.5 53.0 27.6 Old : 42.3 19.6 58.8 31.5 39.0 19.5 53.0 27.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2011