COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 163,979 COMMITMENTS 57,251 31,615 7,237 86,376 118,072 150,864 156,924 13,115 7,055 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -1,169) 1,322 746 19 16 -1,195 1,357 -430 -2,526 -739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.9 19.3 4.4 52.7 72.0 92.0 95.7 8.0 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 95 53 37 51 61 167 134 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,112 COMMITMENTS 14,497 4,665 560 10,267 22,041 25,324 27,266 2,788 846 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -1,099) -165 53 -380 -211 -694 -756 -1,021 -343 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.6 16.6 2.0 36.5 78.4 90.1 97.0 9.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 47 20 12 24 19 79 43 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 118,192 COMMITMENTS 35,922 8,043 16,426 58,180 88,933 110,528 113,402 7,664 4,790 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 3,274) 270 -1,138 864 1,665 4,244 2,799 3,970 475 -696 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 6.8 13.9 49.2 75.2 93.5 95.9 6.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147) 61 25 31 48 47 119 94 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 566,822 COMMITMENTS 143,511 42,871 69,198 300,858 406,817 513,567 518,886 53,255 47,936 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -39,228) -1,314 3,212 788 -32,469 -39,538 -32,995 -35,538 -6,233 -3,690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 7.6 12.2 53.1 71.8 90.6 91.5 9.4 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 56 56 59 73 82 161 170 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 165,410 COMMITMENTS 53,040 15,837 30,446 71,572 112,136 155,058 158,419 10,352 6,991 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 3,824) 1,449 -335 1,502 2,047 4,170 4,998 5,337 -1,174 -1,513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 9.6 18.4 43.3 67.8 93.7 95.8 6.3 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369) 144 60 73 92 134 276 234 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 30,261 COMMITMENTS 22,235 2,998 1,338 2,682 24,544 26,255 28,880 4,006 1,381 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -1,792) -1,529 -85 85 -85 -1,968 -1,529 -1,968 -263 176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.5 9.9 4.4 8.9 81.1 86.8 95.4 13.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64) 30 16 4 11 8 44 26 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/29/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 383,080 COMMITMENTS 21,117 62,546 5,862 340,957 296,518 367,936 364,926 15,144 18,154 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 5,293) -1,981 -4,828 111 10,524 10,433 8,654 5,716 -3,361 -423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.5 16.3 1.5 89.0 77.4 96.0 95.3 4.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 24 46 14 93 102 128 154
Updated July 2, 2010