COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 219,190 COMMITMENTS 60,441 10,827 41,146 103,425 158,884 205,013 210,858 14,177 8,332 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -663) 302 -29 1,368 238 -1,223 1,909 116 -2,572 -780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 4.9 18.8 47.2 72.5 93.5 96.2 6.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 116 42 64 62 68 204 151 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 37,502 COMMITMENTS 14,708 1,429 6,889 12,979 28,171 34,577 36,490 2,925 1,012 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -731) -188 -23 -45 -159 -584 -392 -651 -339 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.2 3.8 18.4 34.6 75.1 92.2 97.3 7.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 51 17 22 27 25 90 52 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 127,792 COMMITMENTS 36,434 8,028 22,386 60,681 92,236 119,501 122,649 8,291 5,142 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 4,776) 748 -948 1,351 2,371 5,175 4,469 5,578 307 -801 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 6.3 17.5 47.5 72.2 93.5 96.0 6.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156) 66 27 39 48 51 125 107 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 719,854 COMMITMENTS 145,480 25,979 161,467 352,227 478,215 659,174 665,661 60,680 54,193 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -35,271) -43 5,691 -215 -29,617 -36,971 -29,875 -31,495 -5,396 -3,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.2 3.6 22.4 48.9 66.4 91.6 92.5 8.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 74 44 80 78 87 180 186 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 234,775 COMMITMENTS 53,938 14,142 78,836 90,717 133,046 223,491 226,025 11,284 8,750 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 8,933) 1,343 -686 5,345 3,400 5,944 10,088 10,604 -1,155 -1,671 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 6.0 33.6 38.6 56.7 95.2 96.3 4.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420) 157 92 124 119 153 343 308 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 30,647 COMMITMENTS 22,450 3,186 1,457 2,690 24,551 26,597 29,194 4,050 1,453 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: -1,771) -1,513 -67 86 -85 -1,968 -1,511 -1,949 -260 177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.3 10.4 4.8 8.8 80.1 86.8 95.3 13.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65) 31 16 7 13 8 49 27 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 384,974 COMMITMENTS 21,279 63,109 6,434 341,723 297,006 369,437 366,549 15,537 18,425 CHANGES FROM 06/22/10 (CHANGE IN OPEN INTEREST: 6,059) -1,898 -4,514 352 10,808 10,600 9,262 6,437 -3,203 -378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 16.4 1.7 88.8 77.1 96.0 95.2 4.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 26 46 16 94 103 131 155
Updated July 2, 2010