COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 142,543 COMMITMENTS 52,309 21,760 5,853 71,455 103,923 129,617 131,536 12,926 11,007 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -1,904) -373 -265 -898 -154 -1,290 -1,425 -2,453 -479 549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 15.3 4.1 50.1 72.9 90.9 92.3 9.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 95 65 52 50 63 170 156 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,961 COMMITMENTS 15,176 2,534 1,041 9,951 24,822 26,168 28,397 3,793 1,564 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -6,849) -7,491 -1,342 336 1,399 -6,071 -5,756 -7,077 -1,093 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 8.5 3.5 33.2 82.8 87.3 94.8 12.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 40 20 14 22 25 73 48 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 172,222 COMMITMENTS 39,267 30,065 24,863 99,223 108,864 163,353 163,792 8,869 8,430 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -6,196) -1,397 910 -2,549 -1,345 -4,716 -5,291 -6,355 -905 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 17.5 14.4 57.6 63.2 94.9 95.1 5.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 50 49 45 61 51 135 126 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 592,773 COMMITMENTS 187,187 43,556 48,442 279,498 448,227 515,127 540,225 77,646 52,548 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -31,214) -26,670 -9,496 1,442 -1,386 -19,282 -26,614 -27,336 -4,600 -3,878 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 7.3 8.2 47.2 75.6 86.9 91.1 13.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 93 47 68 77 84 202 169 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 109,031 COMMITMENTS 29,243 21,646 9,867 62,450 69,255 101,560 100,768 7,471 8,263 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -2,499) 2,213 667 -3,325 -1,542 -804 -2,654 -3,462 155 963 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 19.9 9.0 57.3 63.5 93.1 92.4 6.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307) 100 64 84 106 110 239 233 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 57,347 COMMITMENTS 34,161 30,860 1,107 15,255 18,014 50,523 49,981 6,824 7,366 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -3,182) -2,721 -5,544 -178 379 42 -2,520 -5,680 -662 2,498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.6 53.8 1.9 26.6 31.4 88.1 87.2 11.9 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 32 40 6 12 12 46 57 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 410,254 COMMITMENTS 14,027 58,735 4,967 373,616 325,298 392,610 389,000 17,644 21,254 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -6,539) 3,430 -5,900 708 -11,403 -4,605 -7,265 -9,797 726 3,258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 14.3 1.2 91.1 79.3 95.7 94.8 4.3 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 22 51 6 108 107 134 160
Updated August 12, 2011