COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 250,576: 55,855 9,700 74,781 104,542 154,295 235,177 238,776: 15,398 11,799 Old : 246,412: 54,916 10,031 74,173 102,724 150,697 231,812 234,901: 14,600 11,511 Other: 4,163: 1,499 228 48 1,818 3,598 3,365 3,875: 798 289 : : : : : Changes in Commitments from: August 23, 2011 : : 1,240: -2,105 198 1,753 1,411 -579 1,059 1,373: 181 -132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.3 3.9 29.8 41.7 61.6 93.9 95.3: 6.1 4.7 Old : 100.0: 22.3 4.1 30.1 41.7 61.2 94.1 95.3: 5.9 4.7 Other: 100.0: 36.0 5.5 1.2 43.7 86.4 80.8 93.1: 19.2 6.9 : : : :# Traders : Number of Traders in Each Category : All : 253: 121 50 82 64 72 214 176: Old : 253: 118 53 80 64 72 213 175: Other: 51: 10 4 4 17 27 29 33: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 17.1 22.9 28.4 34.7 11.2 13.3 16.8 20.0 Old : 17.2 23.1 28.7 35.0 11.4 13.5 16.7 20.2 Other: 45.3 44.7 60.9 65.2 40.5 40.4 52.6 58.4 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 32,260: 9,856 1,163 6,036 13,093 23,823 28,986 31,022: 3,274 1,238 Old : 22,614: 8,125 1,185 2,557 9,407 17,983 20,089 21,724: 2,526 890 Other: 9,645: 1,864 111 3,347 3,686 5,840 8,897 9,298: 748 348 : : : : : Changes in Commitments from: August 23, 2011 : : -1,106: -1,037 144 -187 453 -964 -771 -1,007: -335 -98 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 3.6 18.7 40.6 73.8 89.9 96.2: 10.1 3.8 Old : 100.0: 35.9 5.2 11.3 41.6 79.5 88.8 96.1: 11.2 3.9 Other: 100.0: 19.3 1.2 34.7 38.2 60.5 92.2 96.4: 7.8 3.6 : : : :# Traders : Number of Traders in Each Category : All : 91: 36 17 20 32 25 77 53: Old : 90: 37 15 19 30 24 74 51: Other: 44: 7 13 16 18 13 37 30: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 25.6 62.0 38.2 71.1 23.6 54.6 33.1 59.7 Old : 29.4 67.4 41.7 76.1 28.9 62.9 40.6 70.6 Other: 41.9 53.0 62.2 73.4 30.8 37.6 35.0 41.4 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 187,511: 32,984 25,437 36,655 107,947 118,453 177,586 180,544: 9,925 6,966 Old : 26: 0 0 0 26 14 26 14: 0 12 Other: 187,485: 32,984 25,437 36,655 107,921 118,439 177,560 180,530: 9,925 6,954 : : : : : Changes in Commitments from: August 23, 2011 : : 117: -268 -3,829 -304 1,108 5,494 536 1,362: -419 -1,245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 13.6 19.5 57.6 63.2 94.7 96.3: 5.3 3.7 Old : 100.0: 0.0 0.0 0.0 100.0 53.8 100.0 53.8: 0.0 46.2 Other: 100.0: 17.6 13.6 19.6 57.6 63.2 94.7 96.3: 5.3 3.7 : : : :# Traders : Number of Traders in Each Category : All : 167: 55 46 46 54 56 135 122: Old : 2: 0 0 0 1 1 1 1: Other: 167: 55 46 46 54 56 135 122: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 27.7 29.8 43.2 47.5 17.7 19.7 27.4 28.0 Old : 100.0 53.8 100.0 53.8 100.0 53.8 100.0 53.8 Other: 27.7 29.8 43.2 47.5 17.7 19.7 27.4 28.0 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 844,364: 175,371 9,403 223,754 348,853 546,138 747,977 779,295: 96,386 65,068 Old : 844,364: 175,371 9,403 223,754 348,853 546,138 747,977 779,295: 96,386 65,068 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : -3,228: -3,555 895 1,889 1,704 -1,164 37 1,620: -3,266 -4,848 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 1.1 26.5 41.3 64.7 88.6 92.3: 11.4 7.7 Old : 100.0: 20.8 1.1 26.5 41.3 64.7 88.6 92.3: 11.4 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 238: 95 45 91 85 93 220 190: Old : 238: 95 45 91 85 93 220 190: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.6 16.3 21.9 26.8 10.6 13.9 16.4 21.5 Old : 12.6 16.3 21.9 26.8 10.6 13.9 16.4 21.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 173,288: 28,204 12,869 57,474 80,191 97,858 165,869 168,200: 7,419 5,087 Old : 353: 0 8 0 353 248 353 256: 0 97 Other: 172,935: 28,207 12,864 57,471 79,838 97,610 165,516 167,944: 7,419 4,990 : : : : : Changes in Commitments from: August 23, 2011 : : 13,064: 3,870 -4,164 9,550 -201 8,594 13,219 13,980: -154 -915 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 7.4 33.2 46.3 56.5 95.7 97.1: 4.3 2.9 Old : 100.0: 0.0 2.3 0.0 100.0 70.3 100.0 72.5: 0.0 27.5 Other: 100.0: 16.3 7.4 33.2 46.2 56.4 95.7 97.1: 4.3 2.9 : : : :# Traders : Number of Traders in Each Category : All : 341: 115 82 111 107 119 279 263: Old : 13: 0 2 0 2 9 2 11: Other: 341: 115 82 111 107 119 279 263: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 21.7 20.3 31.8 30.0 10.3 8.3 17.7 13.1 Old : 100.0 65.2 100.0 71.1 100.0 65.2 100.0 71.1 Other: 21.6 20.4 31.7 30.0 10.3 8.2 17.5 13.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 56,093: 31,065 34,012 1,524 17,995 16,013 50,584 51,549: 5,509 4,545 Old : 56,093: 31,065 34,012 1,524 17,995 16,013 50,584 51,549: 5,509 4,545 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : -2,319: -1,183 -744 -170 -924 -509 -2,277 -1,422: -41 -896 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.4 60.6 2.7 32.1 28.5 90.2 91.9: 9.8 8.1 Old : 100.0: 55.4 60.6 2.7 32.1 28.5 90.2 91.9: 9.8 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 110: 36 52 14 12 14 52 76: Old : 110: 36 52 14 12 14 52 76: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.0 52.5 77.5 66.9 61.9 52.5 76.4 66.9 Old : 62.0 52.5 77.5 66.9 61.9 52.5 76.4 66.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders with Delta-adjusted Options and Futures Combined, August 30, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 436,186: 4,879 65,211 3,606 414,179 343,888 422,665 412,705: 13,521 23,481 Old : 436,186: 4,879 65,211 3,606 414,179 343,888 422,665 412,705: 13,521 23,481 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 23, 2011 : : -2,970: -1,779 3,580 -1,216 5,019 -2,004 2,024 360: -4,994 -3,330 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 15.0 0.8 95.0 78.8 96.9 94.6: 3.1 5.4 Old : 100.0: 1.1 15.0 0.8 95.0 78.8 96.9 94.6: 3.1 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 247: 11 52 10 102 121 122 174: Old : 247: 11 52 10 102 121 122 174: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.1 19.5 58.5 31.4 38.8 19.4 52.8 27.4 Old : 42.1 19.5 58.5 31.4 38.8 19.4 52.8 27.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 2, 2011