COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 145,796 COMMITMENTS 55,516 21,845 6,825 69,890 106,540 132,231 135,210 13,565 10,586 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 4,619) 5,444 455 242 -1,147 3,908 4,539 4,605 80 14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.1 15.0 4.7 47.9 73.1 90.7 92.7 9.3 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 94 60 51 49 63 169 151 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,133 COMMITMENTS 11,158 1,693 1,004 9,502 21,276 21,664 23,973 3,469 1,160 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -1,009) 142 -738 -386 -583 105 -827 -1,019 -182 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 6.7 4.0 37.8 84.7 86.2 95.4 13.8 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 42 17 15 28 18 78 42 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 159,232 COMMITMENTS 38,486 29,148 17,758 93,484 104,394 149,728 151,300 9,504 7,932 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -4,486) -137 -3,820 -641 -5,273 1,389 -6,051 -3,072 1,565 -1,414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 18.3 11.2 58.7 65.6 94.0 95.0 6.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 64 40 38 52 51 132 113 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 595,341 COMMITMENTS 181,157 38,254 48,853 275,676 451,938 505,686 539,045 89,655 56,296 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 8,790) 6,829 -7,784 -90 -5,484 11,641 1,255 3,767 7,535 5,023 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 6.4 8.2 46.3 75.9 84.9 90.5 15.1 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 90 41 70 78 87 201 168 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 102,412 COMMITMENTS 29,633 17,510 10,731 55,206 69,162 95,570 97,403 6,842 5,009 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -5,034) 1,272 -3,808 1,433 -6,457 -427 -3,752 -2,802 -1,282 -2,232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 17.1 10.5 53.9 67.5 93.3 95.1 6.7 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 98 61 71 101 111 232 221 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 57,901 COMMITMENTS 32,190 34,751 1,475 18,823 16,369 52,488 52,595 5,413 5,306 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 3,322) 2,366 3,680 303 1,199 -727 3,868 3,256 -546 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.6 60.0 2.5 32.5 28.3 90.7 90.8 9.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 28 49 9 12 14 45 69 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 436,810 COMMITMENTS 6,656 61,324 3,934 408,260 345,019 418,850 410,277 17,960 26,533 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 14,661) -547 -5,015 676 12,467 14,725 12,596 10,386 2,065 4,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 14.0 0.9 93.5 79.0 95.9 93.9 4.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 15 47 10 104 114 125 165
Updated August 26, 2011