COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 141,177 COMMITMENTS 50,072 21,390 6,583 71,037 102,632 127,692 130,605 13,485 10,572 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -1,366) -2,237 -370 730 -418 -1,291 -1,925 -931 559 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.5 15.2 4.7 50.3 72.7 90.4 92.5 9.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 90 62 54 51 63 167 157 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,142 COMMITMENTS 11,016 2,431 1,390 10,085 21,171 22,491 24,992 3,651 1,150 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -3,819) -4,160 -103 349 134 -3,651 -3,677 -3,405 -142 -414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.1 9.3 5.3 38.6 81.0 86.0 95.6 14.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 37 21 19 29 21 78 49 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 163,718 COMMITMENTS 38,623 32,968 18,399 98,757 103,005 155,779 154,372 7,939 9,346 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -8,504) -644 2,903 -6,464 -466 -5,859 -7,574 -9,420 -930 916 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 20.1 11.2 60.3 62.9 95.2 94.3 4.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 55 49 38 57 49 131 119 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 586,551 COMMITMENTS 174,328 46,038 48,943 281,160 440,297 504,431 535,278 82,120 51,273 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -6,222) -12,859 2,482 501 1,662 -7,930 -10,696 -4,947 4,474 -1,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 7.8 8.3 47.9 75.1 86.0 91.3 14.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 92 46 65 78 86 204 166 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 107,446 COMMITMENTS 28,361 21,318 9,298 61,663 69,589 99,322 100,205 8,124 7,241 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -1,585) -882 -328 -569 -787 334 -2,238 -563 653 -1,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.4 19.8 8.7 57.4 64.8 92.4 93.3 7.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 101 59 73 104 110 231 224 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 54,579 COMMITMENTS 29,824 31,071 1,172 17,624 17,096 48,620 49,339 5,959 5,240 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -2,768) -4,337 211 65 2,369 -918 -1,903 -642 -865 -2,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.6 56.9 2.1 32.3 31.3 89.1 90.4 10.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 28 42 7 12 13 44 60 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 422,149 COMMITMENTS 7,203 66,339 3,258 395,793 330,294 406,254 399,891 15,895 22,258 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 11,895) -6,824 7,604 -1,709 22,177 4,996 13,644 10,891 -1,749 1,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 15.7 0.8 93.8 78.2 96.2 94.7 3.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250) 17 54 8 101 116 124 172
Updated August 19, 2011