COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 248,622 COMMITMENTS 55,123 11,633 73,326 105,614 151,200 234,063 236,160 14,559 12,462 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 4,718) -1,416 460 4,634 2,276 -739 5,494 4,355 -776 363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 4.7 29.5 42.5 60.8 94.1 95.0 5.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 125 49 86 61 72 211 182 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 39,906 COMMITMENTS 15,370 878 7,324 13,249 29,951 35,944 38,153 3,963 1,754 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -7,523) -7,739 514 -491 1,817 -7,840 -6,413 -7,817 -1,110 294 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.5 2.2 18.4 33.2 75.1 90.1 95.6 9.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 39 22 21 28 30 83 57 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 197,956 COMMITMENTS 34,328 31,428 41,750 112,426 116,135 188,504 189,313 9,452 8,643 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -7,729) -3,691 3,280 -3,610 762 -7,373 -6,539 -7,703 -1,191 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 15.9 21.1 56.8 58.7 95.2 95.6 4.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 49 51 50 62 55 137 135 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 829,885 COMMITMENTS 186,384 21,622 207,595 349,375 536,781 743,355 765,998 86,530 63,887 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -35,503) -26,687 482 -4,489 -622 -27,255 -31,798 -31,262 -3,706 -4,241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 2.6 25.0 42.1 64.7 89.6 92.3 10.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 101 45 94 83 89 226 188 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 176,344 COMMITMENTS 19,961 23,666 54,075 94,002 89,532 168,038 167,273 8,306 9,071 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: 1,485) 302 331 -4 996 261 1,294 588 190 897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 13.4 30.7 53.3 50.8 95.3 94.9 4.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 93 97 121 117 118 271 282 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 58,014 COMMITMENTS 34,166 30,873 1,493 15,391 18,143 51,050 50,509 6,964 7,505 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -3,404) -2,881 -5,546 -172 394 -197 -2,659 -5,915 -745 2,511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.9 53.2 2.6 26.5 31.3 88.0 87.1 12.0 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 34 44 12 12 13 49 66 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 414,755 COMMITMENTS 15,385 59,790 6,435 374,423 326,865 396,243 393,090 18,512 21,665 CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST: -4,035) 4,374 -5,390 1,762 -11,016 -3,835 -4,880 -7,462 846 3,428 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 14.4 1.6 90.3 78.8 95.5 94.8 4.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 26 49 14 110 107 144 162
Updated August 12, 2011