COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 138,997 COMMITMENTS 46,016 19,673 5,454 75,985 103,808 127,455 128,935 11,542 10,062 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 3,013) 1,766 761 187 1,839 1,630 3,792 2,578 -779 435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.1 14.2 3.9 54.7 74.7 91.7 92.8 8.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 88 53 52 51 56 167 138 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,552 COMMITMENTS 21,228 3,888 200 8,523 29,330 29,951 33,418 4,601 1,134 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -2,209) 267 17 21 -2,163 -1,987 -1,875 -1,949 -334 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.4 11.3 0.6 24.7 84.9 86.7 96.7 13.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 58 21 9 21 27 88 48 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 171,344 COMMITMENTS 47,250 28,921 22,668 91,249 112,177 161,167 163,766 10,177 7,578 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 9,345) 5,379 1,402 1,098 1,351 7,485 7,828 9,985 1,517 -640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 16.9 13.2 53.3 65.5 94.1 95.6 5.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172) 66 37 40 53 49 142 105 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 615,184 COMMITMENTS 208,141 66,911 43,972 282,087 451,720 534,200 562,603 80,984 52,581 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -3,694) 9,008 5,927 2,281 -18,309 -9,869 -7,020 -1,661 3,326 -2,033 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 10.9 7.1 45.9 73.4 86.8 91.5 13.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 76 61 56 72 89 181 176 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 107,245 COMMITMENTS 26,523 15,804 7,551 66,155 77,431 100,229 100,786 7,016 6,459 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 1,142) 1,384 -524 -1,058 9 2,952 335 1,370 807 -228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 14.7 7.0 61.7 72.2 93.5 94.0 6.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305) 95 71 70 102 115 227 230 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 47,393 COMMITMENTS 32,928 25,207 1,252 6,348 17,728 40,528 44,187 6,865 3,206 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -3,026) -2,615 2,396 641 -484 -6,639 -2,458 -3,602 -568 576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.5 53.2 2.6 13.4 37.4 85.5 93.2 14.5 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 47 35 7 10 10 62 48 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/05/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 416,009 COMMITMENTS 18,165 68,366 3,963 377,328 327,676 399,456 400,005 16,553 16,004 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -19,527) 8,896 2,941 -1,040 -19,869 -11,254 -12,013 -9,353 -7,514 -10,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 16.4 1.0 90.7 78.8 96.0 96.2 4.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 20 53 12 100 110 127 168
Updated July 8, 2011