COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 271,922 COMMITMENTS 56,213 35,856 81,129 117,935 139,253 255,276 256,237 16,646 15,685 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -405) -3,302 -2,023 1,819 1,895 -1,820 413 -2,024 -818 1,619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 13.2 29.8 43.4 51.2 93.9 94.2 6.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 119 90 92 70 74 239 213 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,252 COMMITMENTS 8,973 7,057 6,127 13,177 14,713 28,277 27,897 2,976 3,355 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 145) 241 -259 -216 -146 372 -121 -103 265 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 22.6 19.6 42.2 47.1 90.5 89.3 9.5 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 39 32 23 26 17 75 62 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 209,504 COMMITMENTS 52,769 31,787 39,448 103,738 130,667 195,955 201,902 13,549 7,602 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 1,170) 5,942 2,771 -3,898 -1,851 1,927 193 800 978 371 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 15.2 18.8 49.5 62.4 93.5 96.4 6.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 69 48 50 51 46 149 118 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 826,095 COMMITMENTS 156,218 53,911 157,013 432,737 539,685 745,967 750,609 80,127 75,486 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: 20,809) -15,395 18,321 11,393 20,954 -18,613 16,952 11,101 3,858 9,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 6.5 19.0 52.4 65.3 90.3 90.9 9.7 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 69 43 78 91 88 191 180 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 190,188 COMMITMENTS 28,466 35,241 59,087 95,406 86,814 182,959 181,142 7,229 9,046 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -29,486) 174 6,803 -25,453 -4,018 -11,303 -29,297 -29,953 -189 467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 18.5 31.1 50.2 45.6 96.2 95.2 3.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 99 111 112 130 125 284 307 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 63,185 COMMITMENTS 46,497 8,242 1,975 8,784 51,487 57,256 61,705 5,929 1,481 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -3,276) -2,633 -1,627 43 -964 -1,721 -3,554 -3,305 278 29 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.6 13.0 3.1 13.9 81.5 90.6 97.7 9.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 67 14 7 14 8 82 29 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 430,930 COMMITMENTS 27,945 56,651 2,891 381,907 357,022 412,743 416,564 18,187 14,366 CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST: -3,354) -3,065 2,160 -216 -225 -5,800 -3,506 -3,857 153 503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 13.1 0.7 88.6 82.8 95.8 96.7 4.2 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 36 37 13 104 107 147 150
Updated August 17, 2012