COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 272,242 COMMITMENTS 61,123 34,387 81,660 113,226 142,556 256,010 258,604 16,232 13,638 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 320) 4,911 -1,469 532 -4,709 3,304 734 2,367 -414 -2,047 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 12.6 30.0 41.6 52.4 94.0 95.0 6.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 136 75 98 70 72 244 213 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,083 COMMITMENTS 9,325 6,367 5,224 12,559 15,784 27,107 27,375 2,976 2,709 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -1,169) 351 -690 -903 -618 1,071 -1,170 -523 0 -646 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 21.2 17.4 41.7 52.5 90.1 91.0 9.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 44 29 20 22 13 77 51 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 209,422 COMMITMENTS 57,000 37,224 39,577 100,337 125,980 196,914 202,781 12,508 6,641 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: -82) 4,231 5,437 129 -3,401 -4,687 959 879 -1,041 -961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 17.8 18.9 47.9 60.2 94.0 96.8 6.0 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 75 47 43 46 45 146 112 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 844,913 COMMITMENTS 148,872 75,427 163,289 453,428 524,175 765,589 762,891 79,324 82,023 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 18,819) -7,345 21,515 6,277 20,691 -15,510 19,622 12,282 -803 6,537 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 8.9 19.3 53.7 62.0 90.6 90.3 9.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 63 51 78 89 87 186 184 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 191,063 COMMITMENTS 29,164 42,943 58,010 95,814 81,301 182,988 182,253 8,075 8,809 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 875) 698 7,702 -1,077 408 -5,513 29 1,111 846 -236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 22.5 30.4 50.1 42.6 95.8 95.4 4.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 104 117 107 133 119 288 303 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 66,056 COMMITMENTS 48,144 10,085 2,290 9,885 51,916 60,320 64,291 5,736 1,765 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 2,871) 1,647 1,843 315 1,101 429 3,064 2,587 -193 284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 72.9 15.3 3.5 15.0 78.6 91.3 97.3 8.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 60 20 12 13 10 75 41 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 434,040 COMMITMENTS 33,618 52,922 1,975 377,871 360,738 413,463 415,636 20,577 18,405 CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST: 3,110) 5,673 -3,728 -916 -4,036 3,717 721 -928 2,390 4,038 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 12.2 0.5 87.1 83.1 95.3 95.8 4.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 38 35 10 108 102 152 141
Updated August 24, 2012