COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 08/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 181,424 COMMITMENTS 61,165 67,317 12,252 91,493 89,255 164,910 168,824 16,514 12,600 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 4,610) 1,813 -3,589 2,896 -2,061 6,543 2,648 5,850 1,962 -1,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 37.1 6.8 50.4 49.2 90.9 93.1 9.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 97 93 58 56 60 189 182 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 08/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,324 COMMITMENTS 9,790 8,093 512 10,478 11,662 20,780 20,267 2,544 3,057 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 554) -121 -251 -16 542 531 405 264 149 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.0 34.7 2.2 44.9 50.0 89.1 86.9 10.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 38 27 14 25 11 66 49 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 08/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 191,277 COMMITMENTS 49,375 29,796 28,748 100,834 125,804 178,957 184,348 12,320 6,929 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -807) 3,992 136 301 -5,380 1,236 -1,087 1,673 280 -2,480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 15.6 15.0 52.7 65.8 93.6 96.4 6.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 63 49 51 54 51 145 125 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 08/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 662,690 COMMITMENTS 170,204 46,941 64,051 358,579 493,973 592,834 604,965 69,856 57,725 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -9,174) -9,246 1,833 2,039 -2,015 -19,067 -9,222 -15,195 48 6,021 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 7.1 9.7 54.1 74.5 89.5 91.3 10.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 50 58 50 79 80 158 161 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 08/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 138,521 COMMITMENTS 32,429 33,579 22,304 76,924 74,396 131,657 130,279 6,864 8,242 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 2,243) 647 1,594 3,029 -1,077 -2,065 2,599 2,558 -356 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 24.2 16.1 55.5 53.7 95.0 94.0 5.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 76 114 95 119 117 260 278 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 08/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 65,933 COMMITMENTS 49,089 9,865 1,645 9,596 53,001 60,330 64,511 5,603 1,422 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -253) -186 2,640 107 198 -3,247 119 -500 -372 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.5 15.0 2.5 14.6 80.4 91.5 97.8 8.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 67 11 7 15 6 83 24 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 08/07/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 432,094 COMMITMENTS 31,006 54,126 2,688 380,726 362,059 414,420 418,873 17,674 13,221 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -5,312) 9,230 1,803 -602 -13,090 -6,043 -4,462 -4,842 -850 -470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 12.5 0.6 88.1 83.8 95.9 96.9 4.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 39 35 9 106 106 148 147
Updated August 10, 2012