COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 172,128 COMMITMENTS 53,854 31,497 8,989 92,390 122,092 155,233 162,578 16,895 9,550 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -4,093) 6,492 -4,583 -6,437 -6,433 8,986 -6,378 -2,034 2,285 -2,059 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.3 18.3 5.2 53.7 70.9 90.2 94.5 9.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 102 49 48 55 57 182 137 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,097 COMMITMENTS 13,983 6,038 566 11,542 21,531 26,091 28,135 3,006 962 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -384) 932 314 -327 -1,038 -149 -433 -162 49 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.1 20.8 1.9 39.7 74.0 89.7 96.7 10.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 44 19 13 24 19 78 41 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 115,296 COMMITMENTS 34,498 7,311 16,602 57,570 85,487 108,670 109,400 6,626 5,896 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -7,490) -1,764 -95 -1,879 -2,662 -4,085 -6,305 -6,059 -1,185 -1,431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.9 6.3 14.4 49.9 74.1 94.3 94.9 5.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140) 52 27 31 51 47 118 92 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 642,009 COMMITMENTS 146,436 41,083 80,898 349,734 462,393 577,068 584,374 64,941 57,635 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -54,514) -2,047 -11,843 -31,242 -19,315 -15,096 -52,604 -58,181 -1,910 3,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 6.4 12.6 54.5 72.0 89.9 91.0 10.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 57 62 63 86 87 178 183 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 151,217 COMMITMENTS 46,063 18,349 27,892 65,179 93,971 139,134 140,212 12,083 11,005 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 11,262) 7,841 -7,657 3,821 -2,688 13,006 8,974 9,170 2,288 2,092 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.5 12.1 18.4 43.1 62.1 92.0 92.7 8.0 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 124 69 68 104 133 268 236 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 32,329 COMMITMENTS 24,700 2,738 506 2,610 27,286 27,816 30,530 4,513 1,799 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -5,919) -891 -2,111 -2,448 -1,571 -462 -4,910 -5,021 -1,009 -898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 76.4 8.5 1.6 8.1 84.4 86.0 94.4 14.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67) 37 14 2 9 8 47 24 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/15/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 440,326 COMMITMENTS 20,299 77,283 9,918 386,542 328,685 416,759 415,886 23,567 24,440 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 29,923) -467 -1,902 2,625 25,883 27,086 28,041 27,809 1,882 2,114 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 17.6 2.3 87.8 74.6 94.6 94.4 5.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 21 40 11 104 108 133 151
Updated June 18, 2010