COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 271,380 COMMITMENTS 58,790 29,125 82,611 112,980 144,916 254,380 256,652 16,999 14,728 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -862) -2,334 -5,262 951 -247 2,360 -1,630 -1,952 767 1,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 10.7 30.4 41.6 53.4 93.7 94.6 6.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294) 127 78 97 68 73 238 208 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,842 COMMITMENTS 9,417 5,503 5,275 12,270 16,678 26,962 27,455 2,880 2,387 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -241) 93 -864 51 -289 894 -145 81 -96 -322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 18.4 17.7 41.1 55.9 90.3 92.0 9.7 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 44 26 20 22 15 78 49 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 211,987 COMMITMENTS 56,301 33,909 41,899 100,119 129,692 198,319 205,500 13,668 6,487 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 2,565) -699 -3,315 2,322 -218 3,711 1,405 2,719 1,160 -154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 16.0 19.8 47.2 61.2 93.6 96.9 6.4 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196) 83 44 46 49 46 155 116 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 878,285 COMMITMENTS 160,617 83,735 174,739 460,260 531,192 795,617 789,667 82,668 88,618 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 33,371) 11,745 8,308 11,450 6,832 7,018 30,027 26,776 3,344 6,595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.3 9.5 19.9 52.4 60.5 90.6 89.9 9.4 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 59 59 80 89 87 190 187 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 194,236 COMMITMENTS 29,872 45,791 59,688 96,710 80,333 186,270 185,811 7,966 8,424 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 3,173) 707 2,848 1,678 896 -968 3,282 3,558 -109 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 23.6 30.7 49.8 41.4 95.9 95.7 4.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385) 108 117 105 131 119 291 297 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 65,638 COMMITMENTS 46,322 10,178 2,535 12,299 50,963 61,157 63,676 4,481 1,961 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: -418) -1,822 93 245 2,414 -953 837 -615 -1,255 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.6 15.5 3.9 18.7 77.6 93.2 97.0 6.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 59 22 10 13 11 75 41 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 437,248 COMMITMENTS 38,908 55,354 2,028 375,387 358,783 416,323 416,165 20,925 21,083 CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST: 3,208) 5,290 2,432 53 -2,483 -1,955 2,859 529 348 2,678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 12.7 0.5 85.9 82.1 95.2 95.2 4.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 39 34 8 112 102 155 140
Updated August 31, 2012