COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 250,386 COMMITMENTS 54,073 9,737 75,655 104,878 152,314 234,606 237,706 15,780 12,680 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -189) -1,782 37 874 336 -1,981 -571 -1,070 382 880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 3.9 30.2 41.9 60.8 93.7 94.9 6.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 127 43 85 63 71 213 177 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,811 COMMITMENTS 10,058 914 6,072 12,447 23,854 28,577 30,840 3,234 972 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -448) 202 -249 36 -646 31 -409 -182 -40 -266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 2.9 19.1 39.1 75.0 89.8 96.9 10.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 41 12 21 32 22 78 50 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 190,738 COMMITMENTS 33,376 24,484 39,379 108,715 119,636 181,470 183,499 9,268 7,239 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 3,227) 392 -953 2,724 768 1,184 3,884 2,955 -657 273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 12.8 20.6 57.0 62.7 95.1 96.2 4.9 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 59 46 46 51 55 136 124 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 840,401 COMMITMENTS 170,745 15,005 227,950 347,657 528,720 746,352 771,675 94,050 68,726 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -3,962) -4,626 5,601 4,196 -1,196 -17,418 -1,626 -7,620 -2,336 3,658 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 1.8 27.1 41.4 62.9 88.8 91.8 11.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 89 55 97 84 91 223 194 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 180,157 COMMITMENTS 33,342 13,060 58,103 80,841 102,994 172,286 174,158 7,871 5,999 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 6,869) 5,138 191 630 649 5,137 6,417 5,957 452 911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 7.2 32.3 44.9 57.2 95.6 96.7 4.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358) 131 80 115 108 123 293 271 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 51,199 COMMITMENTS 26,166 28,026 3,605 15,015 16,555 44,785 48,186 6,414 3,013 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: -4,894) -4,899 -5,986 2,082 -2,981 541 -5,798 -3,363 904 -1,531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.1 54.7 7.0 29.3 32.3 87.5 94.1 12.5 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 52 36 17 19 12 81 57 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 459,675 COMMITMENTS 6,534 62,941 5,247 431,846 367,516 443,627 435,704 16,048 23,970 CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST: 23,489) 1,655 -2,269 1,640 17,666 23,628 20,962 22,999 2,527 489 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 13.7 1.1 93.9 80.0 96.5 94.8 3.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 16 48 11 106 122 130 173
Updated September 9, 2011