COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 268,054 COMMITMENTS 54,757 40,921 77,981 119,764 133,918 252,502 252,821 15,551 15,233 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 6,140) -2,159 1,969 3,183 4,557 2,211 5,581 7,362 559 -1,222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 15.3 29.1 44.7 50.0 94.2 94.3 5.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 124 87 84 68 72 228 210 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 30,549 COMMITMENTS 8,748 7,617 6,460 12,798 13,647 28,006 27,724 2,543 2,825 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,099) 238 306 162 636 368 1,037 836 62 263 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 24.9 21.1 41.9 44.7 91.7 90.8 8.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 40 35 24 27 14 79 62 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 210,372 COMMITMENTS 42,490 28,617 44,026 111,533 127,972 198,050 200,616 12,322 9,756 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 4,469) 1,146 -5,860 5,836 -4,702 5,422 2,279 5,398 2,190 -929 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 13.6 20.9 53.0 60.8 94.1 95.4 5.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 50 62 57 55 49 139 138 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 804,245 COMMITMENTS 182,057 29,015 141,771 404,578 573,479 728,406 744,264 75,840 59,981 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,509) -1,279 1,547 -4,189 8,653 3,346 3,185 704 -1,676 805 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 3.6 17.6 50.3 71.3 90.6 92.5 9.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 81 34 72 88 87 195 168 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 219,319 COMMITMENTS 27,072 26,230 83,450 101,073 100,689 211,595 210,368 7,725 8,951 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: 1,130) -71 206 713 951 299 1,593 1,218 -464 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 12.0 38.0 46.1 45.9 96.5 95.9 3.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376) 95 114 127 135 130 303 312 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 66,807 COMMITMENTS 49,319 7,205 1,852 9,606 56,536 60,777 65,593 6,030 1,214 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -3,358) -5,924 26 28 3,715 -3,507 -2,181 -3,453 -1,177 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.8 10.8 2.8 14.4 84.6 91.0 98.2 9.0 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 72 12 10 16 8 89 30 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 439,515 COMMITMENTS 21,792 52,790 3,643 395,184 368,879 420,619 425,312 18,896 14,202 CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST: -4,875) -902 -3,885 -1,336 -3,741 220 -5,979 -5,000 1,105 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 12.0 0.8 89.9 83.9 95.7 96.8 4.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 35 36 13 107 105 149 147
Updated August 3, 2012