COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 272,327 COMMITMENTS 59,514 37,879 79,310 116,040 141,073 254,864 258,261 17,463 14,066 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 4,273) 4,757 -3,042 1,328 -3,724 7,154 2,361 5,441 1,912 -1,167 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 13.9 29.1 42.6 51.8 93.6 94.8 6.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 132 81 89 70 72 243 207 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 31,108 COMMITMENTS 8,732 7,316 6,342 13,323 14,341 28,398 28,000 2,710 3,108 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 559) -16 -301 -118 526 695 392 276 167 283 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 23.5 20.4 42.8 46.1 91.3 90.0 8.7 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 41 32 22 26 15 75 61 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 208,334 COMMITMENTS 46,827 29,015 43,346 105,589 128,741 195,762 201,102 12,571 7,231 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -2,038) 4,337 399 -680 -5,944 768 -2,287 487 249 -2,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 13.9 20.8 50.7 61.8 94.0 96.5 6.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 64 48 56 54 51 147 128 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 805,285 COMMITMENTS 171,612 35,590 145,620 411,783 558,298 729,015 739,508 76,270 65,778 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 1,040) -10,445 6,575 3,849 7,205 -15,182 609 -4,757 430 5,797 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 4.4 18.1 51.1 69.3 90.5 91.8 9.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207) 70 41 73 87 86 188 171 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 219,674 COMMITMENTS 28,292 28,438 84,540 99,424 98,117 212,256 211,095 7,418 8,579 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: 355) 1,219 2,209 1,090 -1,649 -2,572 661 727 -307 -372 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 12.9 38.5 45.3 44.7 96.6 96.1 3.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384) 106 110 134 134 130 310 320 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 66,461 COMMITMENTS 49,130 9,869 1,932 9,747 53,208 60,810 65,010 5,651 1,451 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -346) -189 2,664 80 141 -3,328 32 -583 -379 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.9 14.8 2.9 14.7 80.1 91.5 97.8 8.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 67 12 9 15 7 84 27 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 434,284 COMMITMENTS 31,010 54,491 3,107 382,132 362,822 416,249 420,420 18,034 13,863 CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST: -5,231) 9,218 1,701 -535 -13,052 -6,057 -4,370 -4,892 -861 -339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 12.5 0.7 88.0 83.5 95.8 96.8 4.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 39 35 14 108 107 154 149
Updated August 10, 2012