COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 180,247 COMMITMENTS 62,801 65,446 13,742 88,531 88,726 165,074 167,914 15,173 12,333 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 1,328) 3,021 364 1,439 -2,571 1,357 1,889 3,160 -561 -1,832 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 36.3 7.6 49.1 49.2 91.6 93.2 8.4 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 96 94 70 56 60 199 184 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,143 COMMITMENTS 9,875 6,839 455 10,047 13,254 20,377 20,548 2,766 2,595 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -553) -24 -1,023 -105 -391 1,285 -520 157 -33 -710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.7 29.6 2.0 43.4 57.3 88.0 88.8 12.0 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89) 42 23 13 20 13 65 46 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 189,241 COMMITMENTS 60,450 39,601 20,856 95,875 122,401 177,181 182,858 12,060 6,383 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -1,837) 5,005 6,131 -2,083 -3,549 -4,951 -627 -903 -1,210 -934 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 20.9 11.0 50.7 64.7 93.6 96.6 6.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187) 78 43 37 46 43 144 105 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 690,427 COMMITMENTS 151,013 76,200 80,260 386,731 458,327 618,004 614,787 72,423 75,640 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 13,893) -5,963 19,098 4,818 15,565 -17,616 14,420 6,300 -527 7,593 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 11.0 11.6 56.0 66.4 89.5 89.0 10.5 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 53 56 58 82 79 162 169 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 135,950 COMMITMENTS 32,205 45,504 16,399 79,736 65,593 128,340 127,496 7,610 8,454 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -1,575) 1,249 7,487 -2,553 -1,065 -6,254 -2,369 -1,320 794 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 33.5 12.1 58.7 48.2 94.4 93.8 5.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 93 111 77 127 103 261 262 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 65,398 COMMITMENTS 48,256 10,085 1,868 9,588 51,710 59,712 63,663 5,686 1,735 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 2,819) 1,782 1,843 214 997 458 2,993 2,515 -174 304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.8 15.4 2.9 14.7 79.1 91.3 97.3 8.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 59 20 9 13 9 74 37 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 431,941 COMMITMENTS 33,618 52,490 1,648 376,526 360,033 411,792 414,171 20,149 17,770 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 3,316) 5,707 -3,695 -814 -3,949 3,817 944 -692 2,372 4,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 12.2 0.4 87.2 83.4 95.3 95.9 4.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 38 35 6 106 100 147 138
Updated August 24, 2012