COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 137,983 COMMITMENTS 46,012 20,329 5,140 74,516 102,641 125,668 128,110 12,315 9,873 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -1,014) -4 656 -314 -1,469 -1,167 -1,787 -825 773 -189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.3 14.7 3.7 54.0 74.4 91.1 92.8 8.9 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 85 57 53 52 61 169 146 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,216 COMMITMENTS 21,026 3,785 243 8,253 28,923 29,522 32,951 4,694 1,265 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -336) -202 -103 43 -270 -407 -429 -467 93 131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.5 11.1 0.7 24.1 84.5 86.3 96.3 13.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 56 20 8 20 25 84 45 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 171,639 COMMITMENTS 47,350 27,334 22,664 91,862 115,152 161,876 165,150 9,763 6,489 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 295) 100 -1,587 -4 613 2,975 709 1,384 -414 -1,089 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 15.9 13.2 53.5 67.1 94.3 96.2 5.7 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 69 35 45 55 52 145 114 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 626,505 COMMITMENTS 211,493 63,200 44,615 283,106 465,550 539,214 573,365 87,291 53,140 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 11,321) 3,352 -3,711 643 1,019 13,830 5,014 10,762 6,307 559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 10.1 7.1 45.2 74.3 86.1 91.5 13.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 84 55 58 69 83 188 167 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 108,202 COMMITMENTS 26,946 15,603 8,897 65,652 78,004 101,495 102,504 6,707 5,698 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 957) 423 -201 1,346 -503 573 1,266 1,718 -309 -761 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 14.4 8.2 60.7 72.1 93.8 94.7 6.2 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 96 57 74 105 119 234 224 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 49,877 COMMITMENTS 31,861 24,271 1,602 8,293 21,459 41,756 47,332 8,121 2,545 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 2,484) -1,067 -936 350 1,945 3,731 1,228 3,145 1,256 -661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.9 48.7 3.2 16.6 43.0 83.7 94.9 16.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 46 27 8 17 11 68 42 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/12/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 418,916 COMMITMENTS 28,337 68,258 3,860 366,653 329,719 398,850 401,837 20,066 17,079 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 2,907) 10,172 -108 -103 -10,675 2,043 -606 1,832 3,513 1,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 16.3 0.9 87.5 78.7 95.2 95.9 4.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261) 33 45 12 104 114 142 166
Updated July 15, 2011