COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 230,172: 52,446 10,596 63,308 99,687 145,178 215,441 219,082: 14,731 11,089 Old : 226,502: 51,371 10,864 62,827 98,241 141,979 212,440 215,671: 14,062 10,831 Other: 3,670: 1,523 180 33 1,446 3,199 3,001 3,411: 669 259 : : : : : Changes in Commitments from: July 12, 2011 : : 2,492: 2,482 170 3,225 -4,114 -730 1,593 2,665: 899 -172 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.8 4.6 27.5 43.3 63.1 93.6 95.2: 6.4 4.8 Old : 100.0: 22.7 4.8 27.7 43.4 62.7 93.8 95.2: 6.2 4.8 Other: 100.0: 41.5 4.9 0.9 39.4 87.2 81.8 93.0: 18.2 7.0 : : : :# Traders : Number of Traders in Each Category : All : 248: 121 46 85 60 70 209 174: Old : 248: 120 47 83 60 70 208 173: Other: 45: 8 5 3 14 22 24 28: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.1 25.3 29.7 35.7 11.6 14.6 17.1 21.3 Old : 18.2 25.6 30.0 36.1 11.7 14.8 16.9 21.6 Other: 44.6 49.4 62.2 71.0 42.4 47.1 57.5 66.5 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 45,144: 22,023 340 7,152 11,151 36,059 40,326 43,552: 4,818 1,592 Old : 40,275: 20,829 874 5,359 9,544 32,614 35,732 38,846: 4,543 1,429 Other: 4,868: 1,735 9 1,251 1,607 3,446 4,593 4,705: 275 163 : : : : : Changes in Commitments from: July 12, 2011 : : 2,388: 726 -26 696 1,009 1,571 2,431 2,241: -42 147 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.8 0.8 15.8 24.7 79.9 89.3 96.5: 10.7 3.5 Old : 100.0: 51.7 2.2 13.3 23.7 81.0 88.7 96.5: 11.3 3.5 Other: 100.0: 35.6 0.2 25.7 33.0 70.8 94.3 96.7: 5.7 3.3 : : : :# Traders : Number of Traders in Each Category : All : 115: 68 10 20 26 27 101 50: Old : 115: 61 17 20 24 27 99 50: Other: 37: 17 3 14 14 9 33 24: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.0 57.6 31.9 68.0 19.3 51.9 29.2 59.9 Old : 22.4 57.2 33.6 68.2 21.3 52.4 31.4 61.3 Other: 38.9 66.2 59.1 82.1 32.7 59.0 46.6 60.8 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 197,217: 43,858 25,028 40,430 100,506 124,881 184,793 190,339: 12,424 6,878 Old : 70,539: 37,455 32,318 3,318 21,247 30,588 62,019 66,223: 8,520 4,316 Other: 126,678: 17,611 3,918 25,903 79,259 94,294 122,774 124,115: 3,904 2,563 : : : : : Changes in Commitments from: July 12, 2011 : : -157: -841 578 867 -1,880 -1,600 -1,854 -154: 1,696 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.2 12.7 20.5 51.0 63.3 93.7 96.5: 6.3 3.5 Old : 100.0: 53.1 45.8 4.7 30.1 43.4 87.9 93.9: 12.1 6.1 Other: 100.0: 13.9 3.1 20.4 62.6 74.4 96.9 98.0: 3.1 2.0 : : : :# Traders : Number of Traders in Each Category : All : 171: 63 37 49 55 53 144 115: Old : 158: 52 45 26 40 35 106 92: Other: 122: 40 20 23 48 48 98 82: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.7 34.6 41.0 50.1 17.1 21.9 25.6 29.9 Old : 28.5 39.9 40.0 53.0 28.5 39.6 40.0 51.2 Other: 37.2 35.5 56.5 51.4 20.4 21.9 32.0 32.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 844,667: 214,139 33,459 193,017 347,216 556,121 754,372 782,598: 90,295 62,069 Old : 844,667: 214,139 33,459 193,017 347,216 556,121 754,372 782,598: 90,295 62,069 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -1,256: 1,324 606 52 2,857 1,344 4,233 2,001: -5,488 -3,257 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 4.0 22.9 41.1 65.8 89.3 92.7: 10.7 7.3 Old : 100.0: 25.4 4.0 22.9 41.1 65.8 89.3 92.7: 10.7 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 248: 95 56 91 81 92 225 191: Old : 248: 95 56 91 81 92 225 191: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.8 19.5 23.7 30.1 12.7 16.5 19.9 24.4 Old : 13.8 19.5 23.7 30.1 12.7 16.5 19.9 24.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 166,801: 19,457 19,509 47,798 91,428 92,883 158,682 160,190: 8,119 6,611 Old : 83,006: 13,357 14,444 19,295 44,362 44,762 77,015 78,501: 5,991 4,505 Other: 83,795: 9,791 8,757 24,810 47,065 48,121 81,667 81,688: 2,128 2,106 : : : : : Changes in Commitments from: July 12, 2011 : : 6,156: -1,283 4,189 2,896 3,826 -1,040 5,439 6,045: 716 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 11.7 28.7 54.8 55.7 95.1 96.0: 4.9 4.0 Old : 100.0: 16.1 17.4 23.2 53.4 53.9 92.8 94.6: 7.2 5.4 Other: 100.0: 11.7 10.5 29.6 56.2 57.4 97.5 97.5: 2.5 2.5 : : : :# Traders : Number of Traders in Each Category : All : 336: 101 88 113 120 127 277 277: Old : 310: 88 88 81 90 105 216 236: Other: 256: 61 56 63 105 114 203 198: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.2 16.2 31.7 26.9 11.6 8.3 19.7 13.8 Old : 25.1 17.2 41.7 28.7 21.5 13.8 32.4 22.9 Other: 24.3 20.2 37.1 32.7 14.4 11.7 21.6 16.7 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 47,389: 31,129 21,893 1,598 7,428 20,681 40,155 44,173: 7,234 3,216 Old : 47,389: 31,129 21,893 1,598 7,428 20,681 40,155 44,173: 7,234 3,216 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -3,053: -810 -2,451 -187 -991 -974 -1,988 -3,612: -1,065 560 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 65.7 46.2 3.4 15.7 43.6 84.7 93.2: 15.3 6.8 Old : 100.0: 65.7 46.2 3.4 15.7 43.6 84.7 93.2: 15.3 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 97: 49 28 12 12 9 64 47: Old : 97: 49 28 12 12 9 64 47: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.3 61.5 66.8 76.7 58.2 61.5 63.8 76.7 Old : 59.3 61.5 66.8 76.7 58.2 61.5 63.8 76.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders with Delta-adjusted Options and Futures Combined, July 19, 2011 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 411,215: 27,341 64,378 3,903 359,138 325,749 390,382 394,030: 20,833 17,185 Old : 411,215: 27,341 64,378 3,903 359,138 325,749 390,382 394,030: 20,833 17,185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 12, 2011 : : -9,471: -1,218 -3,866 -467 -8,155 -4,732 -9,840 -9,065: 369 -406 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 15.7 0.9 87.3 79.2 94.9 95.8: 5.1 4.2 Old : 100.0: 6.6 15.7 0.9 87.3 79.2 94.9 95.8: 5.1 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 260: 37 41 14 105 116 150 163: Old : 260: 37 41 14 105 116 150 163: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.1 16.5 51.7 28.6 33.4 16.1 46.2 26.4 Old : 38.1 16.5 51.7 28.6 33.4 16.1 46.2 26.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 22, 2011