COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 182,616 COMMITMENTS 63,670 58,590 13,427 89,817 96,917 166,914 168,934 15,702 13,682 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 2,819) 2,446 -2,133 -492 1,157 5,082 3,111 2,457 -292 362 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 32.1 7.4 49.2 53.1 91.4 92.5 8.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 101 87 69 52 60 192 181 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,146 COMMITMENTS 9,856 6,211 517 10,089 14,377 20,462 21,105 2,684 2,041 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 315) -111 177 47 393 312 329 536 -14 -221 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.6 26.8 2.2 43.6 62.1 88.4 91.2 11.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 42 20 13 23 11 67 42 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 198,410 COMMITMENTS 61,805 28,187 26,750 96,111 137,955 184,666 192,892 13,744 5,518 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 9,914) 2,200 -7,405 5,697 1,512 12,256 9,409 10,548 505 -634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 14.2 13.5 48.4 69.5 93.1 97.2 6.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 85 43 41 49 45 159 107 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 728,205 COMMITMENTS 167,764 106,757 87,763 399,092 451,481 654,619 646,001 73,586 82,204 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 4,789) 2,878 16,985 1,645 2,365 -13,612 6,888 5,018 -2,099 -229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 14.7 12.1 54.8 62.0 89.9 88.7 10.1 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 49 67 59 82 79 162 177 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 138,853 COMMITMENTS 33,374 50,277 16,587 80,620 63,519 130,581 130,383 8,272 8,470 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 2,618) 429 2,590 512 806 -1,013 1,747 2,089 871 529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 36.2 11.9 58.1 45.7 94.0 93.9 6.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366) 100 111 76 121 101 262 256 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 65,008 COMMITMENTS 45,287 9,792 2,339 12,391 49,879 60,017 62,010 4,991 2,998 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 128) -1,207 -384 302 474 -863 -431 -945 559 1,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.7 15.1 3.6 19.1 76.7 92.3 95.4 7.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 50 28 7 15 8 66 43 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 441,817 COMMITMENTS 45,959 57,584 2,367 372,386 362,398 420,712 422,349 21,105 19,468 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 6,737) 7,050 2,670 690 -1,630 4,366 6,110 7,726 627 -989 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.4 13.0 0.5 84.3 82.0 95.2 95.6 4.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 46 35 6 104 100 152 139
Updated September 4, 2012