COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 243,904 COMMITMENTS 56,540 11,173 68,692 103,337 151,939 228,569 231,805 15,334 12,099 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 7,790) 1,157 692 3,449 3,277 2,915 7,883 7,055 -92 735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 4.6 28.2 42.4 62.3 93.7 95.0 6.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 127 47 85 61 71 211 180 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,430 COMMITMENTS 23,109 364 7,815 11,433 37,791 42,356 45,970 5,073 1,460 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 1,118) 673 -10 265 34 954 973 1,209 146 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.7 0.8 16.5 24.1 79.7 89.3 96.9 10.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 65 12 21 26 30 101 54 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 205,686 COMMITMENTS 38,019 28,148 45,360 111,664 123,509 195,043 197,016 10,643 8,670 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 6,159) -1,976 3,812 3,412 5,543 -2,340 6,979 4,885 -821 1,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 13.7 22.1 54.3 60.0 94.8 95.8 5.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 58 49 54 59 57 142 138 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 865,388 COMMITMENTS 213,071 21,140 212,084 349,998 564,036 775,153 797,260 90,236 68,128 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -8,126) -5,117 -2,516 2,152 1,437 -5,394 -1,528 -5,758 -6,599 -2,369 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 2.4 24.5 40.4 65.2 89.6 92.1 10.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 97 51 94 84 92 225 194 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 174,859 COMMITMENTS 19,659 23,335 54,079 93,006 89,271 166,743 166,685 8,116 8,174 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 6,347) 1,098 2,132 1,138 4,009 2,508 6,244 5,777 103 570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.2 13.3 30.9 53.2 51.1 95.4 95.3 4.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 102 96 122 125 122 282 289 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 61,418 COMMITMENTS 37,047 36,420 1,665 14,997 18,339 53,709 56,424 7,709 4,994 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: -370) -2,578 -603 -279 2,310 627 -547 -254 177 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.3 59.3 2.7 24.4 29.9 87.4 91.9 12.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 45 47 11 13 15 59 72 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 418,789 COMMITMENTS 11,012 65,180 4,672 385,439 330,700 401,123 400,552 17,666 18,237 CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST: 13,345) -11,466 -193 -1,554 26,596 11,217 13,575 9,470 -231 3,874 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 15.6 1.1 92.0 79.0 95.8 95.6 4.2 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 23 46 15 105 119 138 170
Updated August 5, 2011