COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 176,814 COMMITMENTS 59,352 70,906 9,356 93,554 82,712 162,262 162,974 14,552 13,840 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 2,634) -2,132 3,020 1,151 3,167 -327 2,186 3,844 448 -1,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 40.1 5.3 52.9 46.8 91.8 92.2 8.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 89 97 47 55 58 173 177 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,770 COMMITMENTS 9,911 8,344 528 9,936 11,131 20,375 20,003 2,395 2,767 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 849) 135 287 64 565 228 764 579 85 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 36.6 2.3 43.6 48.9 89.5 87.8 10.5 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 38 27 14 24 10 65 49 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 192,084 COMMITMENTS 45,383 29,660 28,447 106,214 124,568 180,044 182,675 12,040 9,409 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 809) 1,352 -5,526 3,015 -5,688 4,419 -1,321 1,908 2,130 -1,099 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 15.4 14.8 55.3 64.9 93.7 95.1 6.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 53 54 52 54 47 135 130 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 671,864 COMMITMENTS 179,450 45,108 62,012 360,594 513,040 602,056 620,160 69,808 51,704 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 3,193) -978 624 -2,588 8,002 4,137 4,436 2,173 -1,243 1,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 6.7 9.2 53.7 76.4 89.6 92.3 10.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 59 52 51 79 83 165 160 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 136,278 COMMITMENTS 31,782 31,985 19,275 78,001 76,461 129,058 127,721 7,220 8,557 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,200) -1,287 -668 2,014 827 -161 1,554 1,185 -354 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 23.5 14.1 57.2 56.1 94.7 93.7 5.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 76 108 90 121 114 256 267 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 66,186 COMMITMENTS 49,275 7,225 1,538 9,398 56,248 60,211 65,011 5,975 1,175 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -3,368) -5,834 -48 -27 3,615 -3,388 -2,246 -3,463 -1,122 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.4 10.9 2.3 14.2 85.0 91.0 98.2 9.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 71 13 6 16 8 88 27 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 437,406 COMMITMENTS 21,776 52,323 3,290 393,816 368,102 418,882 423,715 18,524 13,691 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -4,840) -888 -3,774 -1,375 -3,707 253 -5,970 -4,896 1,130 56 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 12.0 0.8 90.0 84.2 95.8 96.9 4.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 35 36 8 106 103 144 144
Updated August 3, 2012