COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 165,148 COMMITMENTS 55,929 30,869 7,218 86,360 119,267 149,507 157,354 15,641 7,794 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -6,980) 2,075 -628 -1,771 -6,030 -2,825 -5,726 -5,224 -1,254 -1,756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 18.7 4.4 52.3 72.2 90.5 95.3 9.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 100 49 36 52 58 173 126 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,211 COMMITMENTS 14,662 4,612 940 10,478 22,735 26,080 28,287 3,131 924 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 114) 679 -1,426 374 -1,064 1,204 -11 152 125 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 15.8 3.2 35.9 77.8 89.3 96.8 10.7 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 43 19 13 23 19 76 42 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 114,918 COMMITMENTS 35,652 9,181 15,562 56,515 84,689 107,729 109,432 7,189 5,486 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -378) 1,154 1,870 -1,040 -1,055 -798 -941 32 563 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 8.0 13.5 49.2 73.7 93.7 95.2 6.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144) 55 28 30 49 46 119 91 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 606,050 COMMITMENTS 144,825 39,659 68,410 333,327 446,355 546,562 554,424 59,488 51,626 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -35,959) -1,611 -1,424 -12,488 -16,407 -16,038 -30,506 -29,950 -5,453 -6,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 6.5 11.3 55.0 73.6 90.2 91.5 9.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 54 60 63 80 88 169 181 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 161,586 COMMITMENTS 51,591 16,172 28,944 69,525 107,966 150,060 153,082 11,526 8,504 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 10,369) 5,528 -2,177 1,052 4,346 13,995 10,926 12,870 -557 -2,501 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 10.0 17.9 43.0 66.8 92.9 94.7 7.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 145 61 72 89 130 273 230 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 32,053 COMMITMENTS 23,764 3,083 1,253 2,767 26,512 27,784 30,848 4,269 1,205 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -276) -936 345 747 157 -774 -32 318 -244 -594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.1 9.6 3.9 8.6 82.7 86.7 96.2 13.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71) 34 17 5 11 9 49 29 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/22/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 377,787 COMMITMENTS 23,098 67,374 5,751 330,433 286,085 359,282 359,210 18,505 18,577 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -62,539) 2,799 -9,909 -4,167 -56,109 -42,600 -57,477 -56,676 -5,062 -5,863 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.1 17.8 1.5 87.5 75.7 95.1 95.1 4.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 26 40 11 91 101 126 143
Updated June 25, 2010