COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 249,335 COMMITMENTS 57,960 9,502 73,027 103,131 154,874 234,118 237,404 15,217 11,932 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 3,251) 4,303 -525 -141 -803 4,019 3,359 3,354 -108 -103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 3.8 29.3 41.4 62.1 93.9 95.2 6.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 123 46 79 61 73 207 175 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,365 COMMITMENTS 10,893 1,019 6,223 12,640 24,787 29,757 32,029 3,608 1,336 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -3,620) -149 -54 -2,097 -1,138 -1,482 -3,383 -3,632 -237 12 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 3.1 18.7 37.9 74.3 89.2 96.0 10.8 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 44 15 21 31 24 82 53 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 187,394 COMMITMENTS 33,252 29,266 36,959 106,839 112,959 177,050 179,183 10,345 8,211 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: -2,015) 109 -4,112 713 -4,621 2,725 -3,799 -674 1,784 -1,341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 15.6 19.7 57.0 60.3 94.5 95.6 5.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 60 46 49 53 55 138 125 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 847,592 COMMITMENTS 178,926 8,508 221,865 347,149 547,302 747,940 777,676 99,652 69,917 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 33,878) 2,790 -14,692 21,261 1,130 19,974 25,180 26,543 8,698 7,335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 1.0 26.2 41.0 64.6 88.2 91.8 11.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 96 41 94 85 92 221 189 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 160,223 COMMITMENTS 24,334 17,033 47,924 80,393 89,264 152,650 154,221 7,573 6,003 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 5,429) 2,816 -4,083 7,274 -3,601 4,202 6,489 7,393 -1,060 -1,964 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 10.6 29.9 50.2 55.7 95.3 96.3 4.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328) 100 79 105 109 120 264 258 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 58,412 COMMITMENTS 32,248 34,756 1,693 18,920 16,522 52,861 52,971 5,551 5,441 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 3,277) 2,382 3,678 242 1,185 -708 3,809 3,211 -532 66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.2 59.5 2.9 32.4 28.3 90.5 90.7 9.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 32 51 12 12 15 48 75 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 439,156 COMMITMENTS 6,658 61,631 4,823 409,160 345,892 420,641 412,345 18,515 26,811 CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST: 13,642) -716 -5,199 267 12,100 14,284 11,651 9,352 1,991 4,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 14.0 1.1 93.2 78.8 95.8 93.9 4.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 16 47 15 105 115 131 167
Updated August 26, 2011