COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 225,036 COMMITMENTS 57,823 12,055 40,091 109,188 162,037 207,102 214,182 17,934 10,854 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -30,085) 10,950 -4,651 -25,009 -17,194 2,329 -31,253 -27,331 1,167 -2,754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 5.4 17.8 48.5 72.0 92.0 95.2 8.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 123 37 74 64 67 215 156 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 41,178 COMMITMENTS 14,370 1,524 9,116 14,541 29,409 38,027 40,050 3,151 1,128 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 479) 1,111 5 350 -1,026 387 435 743 43 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.9 3.7 22.1 35.3 71.4 92.3 97.3 7.7 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 51 13 20 29 27 89 51 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 123,180 COMMITMENTS 34,207 6,955 22,231 59,433 87,753 115,870 116,938 7,310 6,242 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -7,108) -1,835 -154 -1,593 -2,447 -3,914 -5,874 -5,661 -1,234 -1,447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 5.6 18.0 48.2 71.2 94.1 94.9 5.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148) 57 29 38 51 49 123 103 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 789,449 COMMITMENTS 150,408 23,687 172,295 395,427 530,300 718,129 726,282 71,319 63,167 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -129,268) 3,662 -10,952 -78,980 -49,619 -40,057 -124,938 -129,990 -4,330 722 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 3.0 21.8 50.1 67.2 91.0 92.0 9.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 73 53 85 89 93 199 198 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 212,636 COMMITMENTS 46,463 17,859 70,405 82,751 110,995 199,619 199,259 13,017 13,377 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 21,852) 13,662 -6,729 9,735 -3,479 15,545 19,919 18,551 1,933 3,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 8.4 33.1 38.9 52.2 93.9 93.7 6.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 141 99 112 121 145 321 301 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 32,662 COMMITMENTS 24,892 2,895 609 2,611 27,291 28,112 30,795 4,550 1,867 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: -5,970) -701 -1,945 -2,671 -1,581 -465 -4,953 -5,080 -1,018 -890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 76.2 8.9 1.9 8.0 83.6 86.1 94.3 13.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68) 38 14 5 10 8 51 25 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 442,620 COMMITMENTS 20,176 77,251 10,802 387,640 329,458 418,618 417,512 24,002 25,109 CHANGES FROM 06/08/10 (CHANGE IN OPEN INTEREST: 29,030) -761 -2,532 2,558 25,605 26,673 27,401 26,698 1,629 2,332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 17.5 2.4 87.6 74.4 94.6 94.3 5.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 23 40 16 105 109 138 155
Updated June 18, 2010