COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 147,827 COMMITMENTS 54,183 22,512 8,765 70,726 105,339 133,674 136,616 14,153 11,211 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 181) -1,063 190 488 422 -1,335 -153 -657 334 838 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.7 15.2 5.9 47.8 71.3 90.4 92.4 9.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233) 100 55 59 51 61 178 151 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,484 COMMITMENTS 10,552 1,657 789 9,096 20,260 20,437 22,706 3,047 778 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -711) 9 73 -53 -611 -458 -655 -438 -56 -273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 7.1 3.4 38.7 86.3 87.0 96.7 13.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 38 14 13 26 16 71 37 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 163,401 COMMITMENTS 38,523 23,723 21,161 95,058 111,508 154,742 156,392 8,659 7,009 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 2,780) 775 -1,492 2,730 -236 1,249 3,269 2,487 -489 293 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 14.5 13.0 58.2 68.2 94.7 95.7 5.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 65 39 36 50 52 130 115 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 597,645 COMMITMENTS 174,494 44,742 59,922 277,040 435,567 511,456 540,231 86,189 57,414 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -94) -2,968 2,860 7,497 -2,945 -14,543 1,584 -4,186 -1,678 4,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 7.5 10.0 46.4 72.9 85.6 90.4 14.4 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 91 47 74 75 86 199 175 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 113,221 COMMITMENTS 39,345 14,607 14,488 52,151 79,208 105,984 108,303 7,237 4,918 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 6,978) 4,750 -20 1,633 144 4,467 6,527 6,080 451 898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 12.9 12.8 46.1 70.0 93.6 95.7 6.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 130 60 78 101 112 260 228 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 50,566 COMMITMENTS 26,202 27,933 3,325 14,814 16,382 44,341 47,640 6,225 2,926 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -5,104) -4,823 -6,074 1,962 -3,116 504 -5,977 -3,608 873 -1,496 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.8 55.2 6.6 29.3 32.4 87.7 94.2 12.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 50 32 12 18 11 76 49 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 456,901 COMMITMENTS 6,442 62,788 4,218 430,583 366,212 441,243 433,218 15,658 23,683 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 22,790) 1,563 -2,370 1,266 17,403 23,399 20,232 22,295 2,558 495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 13.7 0.9 94.2 80.2 96.6 94.8 3.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 15 49 6 104 120 124 170
Updated September 9, 2011