COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 230,594 COMMITMENTS 50,490 7,456 56,942 104,797 152,995 212,229 217,393 18,365 13,201 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -76,991) 5,113 584 -43,530 -34,845 -32,538 -73,262 -75,484 -3,729 -1,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 3.2 24.7 45.4 66.3 92.0 94.3 8.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 114 33 73 59 68 191 156 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 46,695 COMMITMENTS 21,480 985 7,705 12,147 36,088 41,332 44,778 5,364 1,917 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,105) -657 102 255 1,027 462 625 819 480 286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.0 2.1 16.5 26.0 77.3 88.5 95.9 11.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 70 15 20 23 30 101 57 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 184,080 COMMITMENTS 38,327 32,525 34,983 101,555 108,431 174,865 175,939 9,215 8,141 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 1,591) 3,310 732 4,198 -6,468 -4,111 1,040 818 551 773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 17.7 19.0 55.2 58.9 95.0 95.6 5.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 59 57 47 62 51 149 127 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 838,076 COMMITMENTS 182,036 39,140 168,101 410,498 565,482 760,635 772,723 77,441 65,353 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 15,538) 14,660 -3,363 3,877 2,829 21,688 21,366 22,202 -5,828 -6,664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 4.7 20.1 49.0 67.5 90.8 92.2 9.2 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 94 50 100 84 89 226 194 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 151,164 COMMITMENTS 24,479 11,994 39,360 79,921 93,910 143,759 145,263 7,405 5,901 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -24,866) -574 -1,823 -14,539 -8,861 -6,843 -23,974 -23,205 -892 -1,661 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 7.9 26.0 52.9 62.1 95.1 96.1 4.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 101 79 101 109 121 264 256 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 54,172 COMMITMENTS 36,993 31,087 1,310 8,678 17,730 46,980 50,128 7,191 4,044 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: -9,030) 2,977 -838 -2,091 -9,952 -5,986 -9,066 -8,915 36 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.3 57.4 2.4 16.0 32.7 86.7 92.5 13.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105) 46 38 9 10 13 60 57 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 482,640 COMMITMENTS 10,602 77,165 4,746 446,121 375,660 461,468 457,571 21,172 25,069 CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST: 49,867) -579 -6,875 2,413 44,701 49,743 46,535 45,281 3,332 4,586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 16.0 1.0 92.4 77.8 95.6 94.8 4.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 27 59 20 109 123 149 189
Updated Jun 17, 2011