COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 219,853 COMMITMENTS 60,139 10,856 39,778 103,188 160,107 203,104 210,741 16,749 9,112 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -5,183) 2,315 -1,199 -313 -6,001 -1,929 -3,998 -3,441 -1,185 -1,742 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 4.9 18.1 46.9 72.8 92.4 95.9 7.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 125 34 63 63 67 210 145 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 38,233 COMMITMENTS 14,897 1,452 6,934 13,138 28,755 34,969 37,141 3,264 1,092 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -2,945) 526 -72 -2,182 -1,402 -654 -3,059 -2,909 113 -36 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 3.8 18.1 34.4 75.2 91.5 97.1 8.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 49 14 20 26 26 85 51 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 123,015 COMMITMENTS 35,686 8,976 21,035 58,311 87,061 115,032 117,072 7,984 5,943 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -165) 1,479 2,021 -1,196 -1,122 -692 -839 134 673 -299 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 7.3 17.1 47.4 70.8 93.5 95.2 6.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152) 56 34 36 49 49 122 104 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 755,125 COMMITMENTS 145,523 20,288 161,682 381,844 515,186 689,050 697,156 66,076 57,969 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -34,324) -4,884 -3,399 -10,613 -13,583 -15,115 -29,080 -29,126 -5,244 -5,197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 2.7 21.4 50.6 68.2 91.2 92.3 8.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 72 50 85 86 93 193 195 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 225,842 COMMITMENTS 52,595 14,828 73,491 87,317 127,102 213,403 215,421 12,439 10,421 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: 13,206) 6,132 -3,031 3,086 4,566 16,107 13,784 16,162 -578 -2,956 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 6.6 32.5 38.7 56.3 94.5 95.4 5.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416) 151 98 123 116 146 338 301 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 32,418 COMMITMENTS 23,963 3,253 1,371 2,774 26,519 28,109 31,143 4,310 1,275 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -243) -929 359 762 164 -773 -3 348 -240 -591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.9 10.0 4.2 8.6 81.8 86.7 96.1 13.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 35 17 8 13 9 54 30 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 378,915 COMMITMENTS 23,177 67,623 6,083 330,915 286,407 360,175 360,112 18,740 18,802 CHANGES FROM 06/15/10 (CHANGE IN OPEN INTEREST: -63,706) 3,001 -9,629 -4,719 -56,725 -43,051 -58,443 -57,399 -5,263 -6,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 17.8 1.6 87.3 75.6 95.1 95.0 4.9 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 27 40 14 92 102 130 145
Updated June 25, 2010