COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 147,646 COMMITMENTS 55,246 22,322 8,277 70,304 106,674 133,827 137,273 13,819 10,373 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 1,850) -270 477 1,452 414 134 1,596 2,063 254 -213 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 15.1 5.6 47.6 72.2 90.6 93.0 9.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 96 58 55 53 62 178 150 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 24,195 COMMITMENTS 10,543 1,584 842 9,707 20,718 21,092 23,144 3,103 1,051 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -938) -615 -109 -162 205 -558 -572 -829 -366 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.6 6.5 3.5 40.1 85.6 87.2 95.7 12.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 41 12 12 29 17 73 38 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 160,621 COMMITMENTS 37,748 25,215 18,431 95,294 110,259 151,473 153,905 9,148 6,716 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 1,389) -738 -3,933 673 1,810 5,865 1,745 2,605 -356 -1,216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.5 15.7 11.5 59.3 68.6 94.3 95.8 5.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165) 63 36 35 52 53 128 111 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 597,739 COMMITMENTS 177,462 41,882 52,425 279,985 450,110 509,872 544,417 87,867 53,322 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 2,398) -3,695 3,628 3,572 4,309 -1,828 4,186 5,372 -1,788 -2,974 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.7 7.0 8.8 46.8 75.3 85.3 91.1 14.7 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 88 45 68 78 90 200 172 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 106,243 COMMITMENTS 34,595 14,627 12,855 52,007 74,741 99,457 102,223 6,786 4,020 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 3,831) 4,962 -2,883 2,124 -3,199 5,579 3,887 4,820 -56 -989 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.6 13.8 12.1 49.0 70.3 93.6 96.2 6.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 114 62 75 97 111 245 222 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 55,670 COMMITMENTS 31,025 34,007 1,363 17,930 15,878 50,318 51,248 5,352 4,422 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -2,231) -1,165 -744 -112 -893 -491 -2,170 -1,347 -61 -884 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.7 61.1 2.4 32.2 28.5 90.4 92.1 9.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 33 49 10 12 13 49 69 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 434,111 COMMITMENTS 4,879 65,158 2,952 413,180 342,813 421,011 410,923 13,100 23,188 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -2,699) -1,777 3,834 -982 4,920 -2,206 2,161 646 -4,860 -3,345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 15.0 0.7 95.2 79.0 97.0 94.7 3.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 11 51 6 100 121 116 173
Updated September 2, 2011