COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 144,447 COMMITMENTS 52,682 22,025 6,751 71,609 105,213 131,042 133,989 13,405 10,458 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 5,536) 999 2,107 1,010 3,902 1,864 5,911 4,981 -375 555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.5 15.2 4.7 49.6 72.8 90.7 92.8 9.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 96 64 50 49 62 169 155 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 36,810 COMMITMENTS 22,667 3,876 705 8,552 30,893 31,924 35,474 4,886 1,336 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 616) 582 -154 107 -206 676 483 629 133 -13 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.6 10.5 1.9 23.2 83.9 86.7 96.4 13.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 57 19 16 21 27 92 49 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 178,418 COMMITMENTS 40,664 29,155 27,412 100,568 113,580 168,644 170,147 9,774 8,271 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 4,303) -2,146 2,346 2,440 4,776 -1,766 5,070 3,020 -767 1,283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 16.3 15.4 56.4 63.7 94.5 95.4 5.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 57 46 48 58 55 138 129 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 623,987 COMMITMENTS 213,857 53,052 47,000 280,884 467,509 541,741 567,561 82,246 56,426 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -13,153) -3,783 -1,235 -2,520 -558 -7,748 -6,861 -11,503 -6,292 -1,650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 8.5 7.5 45.0 74.9 86.8 91.0 13.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 85 52 62 75 88 194 172 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 111,530 COMMITMENTS 27,030 20,979 13,192 63,992 70,059 104,214 104,230 7,316 7,300 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 4,237) 356 1,086 1,514 2,216 1,066 4,086 3,666 151 571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 18.8 11.8 57.4 62.8 93.4 93.5 6.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 102 72 89 115 117 251 248 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 60,529 COMMITMENTS 36,882 36,404 1,285 14,876 17,972 53,043 55,661 7,486 4,868 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -334) -2,661 -811 -114 2,298 656 -477 -269 143 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 60.9 60.1 2.1 24.6 29.7 87.6 92.0 12.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 41 43 5 13 14 55 62 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 416,793 COMMITMENTS 10,597 64,635 4,259 385,019 329,903 399,875 398,797 16,918 17,996 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 12,591) -11,763 -707 -1,612 26,557 10,953 13,182 8,634 -591 3,957 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 15.5 1.0 92.4 79.2 95.9 95.7 4.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 21 45 10 103 119 131 167
Updated August 5, 2011