COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 146,074 COMMITMENTS 43,869 17,267 6,461 81,720 112,577 132,050 136,305 14,024 9,769 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -5,770) -2,993 2,244 -1,892 1,610 -4,285 -3,275 -3,933 -2,495 -1,837 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.0 11.8 4.4 55.9 77.1 90.4 93.3 9.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 89 46 47 51 58 161 133 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 36,696 COMMITMENTS 21,260 4,217 180 10,100 30,514 31,540 34,911 5,156 1,785 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -166) -27 -1,464 -52 0 1,221 -79 -295 -87 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.9 11.5 0.5 27.5 83.2 85.9 95.1 14.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 58 22 9 21 27 87 50 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 161,630 COMMITMENTS 40,702 30,820 21,982 90,368 100,590 153,052 153,392 8,578 8,238 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -1,446) 530 -3,039 -133 -1,522 1,293 -1,125 -1,879 -321 433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 19.1 13.6 55.9 62.2 94.7 94.9 5.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 58 44 36 58 48 136 110 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 629,831 COMMITMENTS 199,880 57,344 38,324 318,419 475,562 556,623 571,230 73,208 58,601 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -16,392) 16,275 -103 -9,725 -27,344 -8,496 -20,794 -18,324 4,402 1,932 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 9.1 6.1 50.6 75.5 88.4 90.7 11.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 75 57 56 79 88 185 175 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 107,398 COMMITMENTS 24,491 14,370 9,831 66,820 76,248 101,142 100,449 6,256 6,949 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 45) -4,197 3,378 -142 4,878 -5,059 539 -1,823 -494 1,868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 13.4 9.2 62.2 71.0 94.2 93.5 5.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310) 94 70 71 102 115 224 235 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,279 COMMITMENTS 31,134 26,191 1,000 6,973 16,463 39,107 43,654 7,172 2,625 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -7,494) -5,930 -4,902 -107 -1,581 -1,176 -7,618 -6,185 124 -1,309 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.3 56.6 2.2 15.1 35.6 84.5 94.3 15.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 48 34 5 11 12 62 49 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/21/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 436,525 COMMITMENTS 12,185 65,699 6,315 399,414 342,603 417,914 414,617 18,611 21,908 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -44,677) 1,786 -11,215 1,877 -46,221 -32,474 -42,558 -41,812 -2,119 -2,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 15.1 1.4 91.5 78.5 95.7 95.0 4.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 23 50 11 100 117 130 171
Updated June 24, 2011