COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 246,085 COMMITMENTS 53,657 10,027 73,168 103,934 150,855 230,759 234,050 15,325 12,035 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -2,537) -1,466 -1,607 -158 -1,680 -345 -3,304 -2,110 767 -427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.8 4.1 29.7 42.2 61.3 93.8 95.1 6.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 128 42 84 61 73 209 180 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 36,985 COMMITMENTS 11,042 1,073 8,320 13,778 26,269 33,140 35,661 3,845 1,324 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -2,921) -4,327 195 995 529 -3,682 -2,803 -2,491 -118 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 2.9 22.5 37.3 71.0 89.6 96.4 10.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 40 20 23 32 27 83 59 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 189,409 COMMITMENTS 33,143 33,378 36,246 111,460 110,234 180,849 179,857 8,561 9,552 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -8,547) -1,185 1,949 -5,504 -966 -5,902 -7,655 -9,457 -892 909 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 17.6 19.1 58.8 58.2 95.5 95.0 4.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 54 52 48 57 53 136 130 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 813,714 COMMITMENTS 176,136 23,200 200,605 346,019 527,328 722,760 751,133 90,954 62,581 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -16,171) -10,248 1,578 -6,990 -3,356 -9,453 -20,595 -14,865 4,424 -1,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 2.9 24.7 42.5 64.8 88.8 92.3 11.2 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 99 46 92 84 89 226 185 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 154,795 COMMITMENTS 21,518 21,116 40,650 83,993 85,062 146,162 146,827 8,633 7,967 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -21,549) 1,557 -2,550 -13,425 -10,009 -4,471 -21,876 -20,446 327 -1,103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 13.6 26.3 54.3 55.0 94.4 94.9 5.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 96 82 103 110 116 254 259 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 55,135 COMMITMENTS 29,866 31,078 1,451 17,735 17,230 49,053 49,759 6,082 5,375 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: -2,879) -4,299 205 -42 2,344 -913 -1,997 -749 -882 -2,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.2 56.4 2.6 32.2 31.3 89.0 90.3 11.0 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 31 45 13 12 14 47 69 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 425,514 COMMITMENTS 7,375 66,830 4,555 397,060 331,608 408,991 402,993 16,524 22,521 CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST: 10,760) -8,011 7,040 -1,879 22,638 4,743 12,748 9,903 -1,988 856 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 15.7 1.1 93.3 77.9 96.1 94.7 3.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 20 53 15 103 116 133 174
Updated August 19, 2011