COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 179,797 COMMITMENTS 61,224 60,723 13,919 88,660 91,835 163,803 166,477 15,994 13,320 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -450) -1,577 -4,723 177 129 3,109 -1,271 -1,437 821 987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.1 33.8 7.7 49.3 51.1 91.1 92.6 8.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 94 88 69 55 62 191 180 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,831 COMMITMENTS 9,967 6,034 470 9,696 14,065 20,133 20,569 2,698 2,262 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -312) 92 -805 15 -351 811 -244 21 -68 -333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.7 26.4 2.1 42.5 61.6 88.2 90.1 11.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 43 19 15 20 14 67 44 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 188,496 COMMITMENTS 59,605 35,592 21,053 94,599 125,699 175,257 182,344 13,239 6,152 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -745) -845 -4,009 197 -1,276 3,298 -1,924 -514 1,179 -231 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 18.9 11.2 50.2 66.7 93.0 96.7 7.0 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194) 83 42 40 49 44 152 109 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 723,416 COMMITMENTS 164,886 89,772 86,118 396,727 465,093 647,731 640,983 75,685 82,433 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 32,989) 13,873 13,572 5,858 9,996 6,766 29,727 26,196 3,262 6,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 12.4 11.9 54.8 64.3 89.5 88.6 10.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 53 62 59 82 80 165 174 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 136,235 COMMITMENTS 32,945 47,687 16,075 79,814 64,532 128,834 128,294 7,401 7,941 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 285) 740 2,183 -324 78 -1,061 494 798 -209 -513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 35.0 11.8 58.6 47.4 94.6 94.2 5.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365) 98 109 74 124 102 262 253 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 64,880 COMMITMENTS 46,494 10,176 2,037 11,917 50,742 60,448 62,955 4,432 1,925 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -518) -1,762 91 169 2,329 -968 736 -708 -1,254 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 71.7 15.7 3.1 18.4 78.2 93.2 97.0 6.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 58 21 9 13 10 73 39 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 435,080 COMMITMENTS 38,909 54,914 1,677 374,016 358,032 414,602 414,623 20,478 20,457 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 3,139) 5,291 2,424 29 -2,510 -2,001 2,810 452 329 2,687 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 12.6 0.4 86.0 82.3 95.3 95.3 4.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 39 34 4 110 100 150 137
Updated August 31, 2012