COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 250,576 COMMITMENTS 55,855 9,700 74,781 104,542 154,295 235,177 238,776 15,398 11,799 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 1,240) -2,105 198 1,753 1,411 -579 1,059 1,373 181 -132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 3.9 29.8 41.7 61.6 93.9 95.3 6.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253) 121 50 82 64 72 214 176 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,260 COMMITMENTS 9,856 1,163 6,036 13,093 23,823 28,986 31,022 3,274 1,238 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -1,106) -1,037 144 -187 453 -964 -771 -1,007 -335 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 3.6 18.7 40.6 73.8 89.9 96.2 10.1 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 36 17 20 32 25 77 53 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 187,511 COMMITMENTS 32,984 25,437 36,655 107,947 118,453 177,586 180,544 9,925 6,966 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 117) -268 -3,829 -304 1,108 5,494 536 1,362 -419 -1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 13.6 19.5 57.6 63.2 94.7 96.3 5.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 55 46 46 54 56 135 122 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 844,364 COMMITMENTS 175,371 9,403 223,754 348,853 546,138 747,977 779,295 96,386 65,068 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -3,228) -3,555 895 1,889 1,704 -1,164 37 1,620 -3,266 -4,848 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 1.1 26.5 41.3 64.7 88.6 92.3 11.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 95 45 91 85 93 220 190 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 173,288 COMMITMENTS 28,204 12,869 57,474 80,191 97,858 165,869 168,200 7,419 5,087 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: 13,064) 3,870 -4,164 9,550 -201 8,594 13,219 13,980 -154 -915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 7.4 33.2 46.3 56.5 95.7 97.1 4.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 115 82 111 107 119 279 263 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 56,093 COMMITMENTS 31,065 34,012 1,524 17,995 16,013 50,584 51,549 5,509 4,545 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -2,319) -1,183 -744 -170 -924 -509 -2,277 -1,422 -41 -896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 55.4 60.6 2.7 32.1 28.5 90.2 91.9 9.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 36 52 14 12 14 52 76 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 436,186 COMMITMENTS 4,879 65,211 3,606 414,179 343,888 422,665 412,705 13,521 23,481 CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST: -2,970) -1,779 3,580 -1,216 5,019 -2,004 2,024 360 -4,994 -3,330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 15.0 0.8 95.0 78.8 96.9 94.6 3.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 11 52 10 102 121 122 174
Updated September 2, 2011