COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 276,897 COMMITMENTS 61,611 27,168 83,030 115,498 151,586 260,139 261,784 16,758 15,113 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 5,517) 2,822 -1,957 419 2,518 6,670 5,758 5,132 -241 385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 9.8 30.0 41.7 54.7 93.9 94.5 6.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299) 133 78 98 64 71 238 210 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,322 COMMITMENTS 9,313 5,745 5,457 12,689 16,956 27,459 28,157 2,863 2,165 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 480) -105 242 182 419 278 497 702 -17 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 18.9 18.0 41.8 55.9 90.6 92.9 9.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 40 30 20 25 14 80 49 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 222,915 COMMITMENTS 58,512 26,232 48,950 101,415 141,876 208,877 217,058 14,038 5,857 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 10,928) 2,211 -7,677 7,051 1,296 12,184 10,558 11,558 369 -630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 11.8 22.0 45.5 63.6 93.7 97.4 6.3 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198) 83 47 47 49 47 161 115 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 896,349 COMMITMENTS 158,964 101,730 184,798 470,753 521,471 814,515 807,999 81,834 88,350 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 18,064) -1,653 17,995 10,058 10,494 -9,722 18,898 18,332 -835 -268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 11.3 20.6 52.5 58.2 90.9 90.1 9.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 55 64 81 86 87 184 192 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 197,070 COMMITMENTS 30,017 48,431 60,941 97,276 78,808 188,234 188,180 8,836 8,890 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 2,835) 146 2,640 1,253 566 -1,525 1,965 2,369 870 466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 24.6 30.9 49.4 40.0 95.5 95.5 4.5 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390) 118 114 110 128 117 295 301 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 65,796 COMMITMENTS 45,079 9,792 2,884 12,791 50,093 60,754 62,769 5,041 3,026 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 158) -1,243 -386 349 492 -870 -402 -907 560 1,065 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.5 14.9 4.4 19.4 76.1 92.3 95.4 7.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 51 28 10 15 9 67 47 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 444,105 COMMITMENTS 45,959 57,987 2,754 373,844 363,180 422,556 423,921 21,548 20,184 CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST: 6,857) 7,051 2,633 726 -1,544 4,397 6,233 7,756 623 -899 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 13.1 0.6 84.2 81.8 95.1 95.5 4.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 46 35 10 106 102 157 142
Updated September 4, 2012