COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 255,121 COMMITMENTS 46,873 16,706 65,100 126,382 159,708 238,355 241,514 16,767 13,608 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -9,772) -8,596 5,916 -1,508 1,109 -15,340 -8,995 -10,932 -777 1,160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 6.5 25.5 49.5 62.6 93.4 94.7 6.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 111 62 83 73 72 223 185 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,700 COMMITMENTS 13,259 1,519 8,766 15,567 29,022 37,592 39,307 3,107 1,392 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 159) -1,109 41 377 1,054 -380 321 37 -163 121 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 3.7 21.5 38.2 71.3 92.4 96.6 7.6 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 41 15 20 28 29 80 53 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 130,288 COMMITMENTS 36,041 7,109 23,824 61,879 91,667 121,744 122,599 8,544 7,689 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -9,409) -3,685 -7,535 -904 -4,334 -1,045 -8,923 -9,484 -486 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 5.5 18.3 47.5 70.4 93.4 94.1 6.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 57 25 41 52 51 126 104 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 918,717 COMMITMENTS 146,746 34,639 251,276 445,046 570,357 843,067 856,272 75,649 62,444 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 14,917) -7,908 -3,094 1,259 23,401 22,175 16,753 20,340 -1,837 -5,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 3.8 27.4 48.4 62.1 91.8 93.2 8.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 67 68 98 87 94 210 210 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 190,784 COMMITMENTS 32,801 24,588 60,670 86,229 95,450 179,700 180,708 11,084 10,076 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 5,642) -2,576 2,764 6,321 525 -3,098 4,270 5,987 1,373 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 12.9 31.8 45.2 50.0 94.2 94.7 5.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396) 100 131 127 127 132 304 322 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 38,632 COMMITMENTS 25,593 4,839 3,280 4,192 27,756 33,065 35,875 5,567 2,757 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: -880) 2,172 1,859 -2,028 -1,940 -1,505 -1,796 -1,675 916 794 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.2 12.5 8.5 10.9 71.8 85.6 92.9 14.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 40 16 10 12 11 61 31 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/08/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 413,590 COMMITMENTS 20,937 79,784 8,244 362,035 302,786 391,217 390,813 22,374 22,777 CHANGES FROM 06/01/10 (CHANGE IN OPEN INTEREST: 22,576) 4,975 -1,491 2,914 13,517 20,895 21,406 22,318 1,170 258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 19.3 2.0 87.5 73.2 94.6 94.5 5.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 28 40 18 105 103 147 148
Updated June 11, 2010