COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 135,984 COMMITMENTS 44,250 18,912 5,267 74,146 102,178 123,663 126,357 12,321 9,627 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -10,090) 381 1,645 -1,194 -7,574 -10,399 -8,387 -9,948 -1,703 -142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.5 13.9 3.9 54.5 75.1 90.9 92.9 9.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213) 87 51 51 50 55 160 138 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 36,761 COMMITMENTS 20,961 3,871 179 10,686 31,317 31,826 35,367 4,935 1,394 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 65) -299 -346 -1 586 803 286 456 -221 -391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.0 10.5 0.5 29.1 85.2 86.6 96.2 13.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 57 20 8 22 28 87 48 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 161,999 COMMITMENTS 41,871 27,519 21,570 89,898 104,692 153,339 153,781 8,660 8,218 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 369) 1,169 -3,301 -412 -470 4,102 287 389 82 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 17.0 13.3 55.5 64.6 94.7 94.9 5.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 57 38 35 56 47 132 102 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 618,878 COMMITMENTS 199,133 60,984 41,691 300,396 461,589 541,220 564,264 77,658 54,614 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -10,953) -747 3,640 3,367 -18,023 -13,973 -15,403 -6,966 4,450 -3,987 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.2 9.9 6.7 48.5 74.6 87.5 91.2 12.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 73 64 51 76 89 179 176 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 106,103 COMMITMENTS 25,139 16,328 8,609 66,146 74,479 99,894 99,416 6,209 6,687 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -1,295) 648 1,958 -1,222 -674 -1,769 -1,248 -1,033 -47 -262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 15.4 8.1 62.3 70.2 94.1 93.7 5.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 100 70 71 108 115 235 234 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 50,419 COMMITMENTS 35,543 22,811 611 6,832 24,367 42,986 47,789 7,433 2,630 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 4,140) 4,409 -3,380 -389 -141 7,904 3,879 4,135 261 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.5 45.2 1.2 13.6 48.3 85.3 94.8 14.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 49 30 5 10 13 62 46 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/28/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 435,536 COMMITMENTS 9,269 65,425 5,003 397,197 338,930 411,469 409,358 24,067 26,178 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -989) -2,916 -274 -1,312 -2,217 -3,673 -6,445 -5,259 5,456 4,270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 15.0 1.1 91.2 77.8 94.5 94.0 5.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 18 55 10 101 115 127 172
Updated July 1, 2011