COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 225,452 COMMITMENTS 46,112 7,906 56,208 107,158 149,748 209,478 213,861 15,974 11,591 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -5,142) -4,379 449 -734 2,361 -3,248 -2,751 -3,532 -2,391 -1,610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 3.5 24.9 47.5 66.4 92.9 94.9 7.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223) 114 29 74 60 68 189 157 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 44,271 COMMITMENTS 21,606 749 5,934 11,457 35,626 38,996 42,309 5,274 1,962 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -2,424) 126 -236 -1,771 -690 -462 -2,335 -2,469 -89 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.8 1.7 13.4 25.9 80.5 88.1 95.6 11.9 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119) 70 11 19 23 29 98 54 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 183,233 COMMITMENTS 38,557 29,135 35,383 100,342 110,122 174,283 174,641 8,951 8,592 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -847) 230 -3,389 400 -1,213 1,692 -583 -1,298 -264 451 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 15.9 19.3 54.8 60.1 95.1 95.3 4.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 58 51 46 58 52 141 126 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 781,878 COMMITMENTS 201,941 40,348 133,110 364,575 540,332 699,626 713,790 82,252 68,088 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -56,197) 19,905 1,208 -34,991 -45,923 -25,150 -61,008 -58,933 4,811 2,735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 5.2 17.0 46.6 69.1 89.5 91.3 10.5 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 94 40 85 83 95 211 190 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 160,580 COMMITMENTS 19,517 16,832 44,802 88,735 90,685 153,053 152,319 7,526 8,261 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: 9,416) -4,962 4,839 5,442 8,814 -3,225 9,294 7,056 122 2,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 10.5 27.9 55.3 56.5 95.3 94.9 4.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333) 92 96 107 112 125 261 275 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 46,937 COMMITMENTS 31,162 26,043 1,359 7,095 16,792 39,615 44,194 7,321 2,743 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -7,235) -5,832 -5,044 49 -1,583 -939 -7,365 -5,934 130 -1,301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.4 55.5 2.9 15.1 35.8 84.4 94.2 15.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 49 37 8 11 13 66 53 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 437,569 COMMITMENTS 12,374 65,783 6,522 399,789 343,041 418,686 415,346 18,884 22,223 CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST: -45,071) 1,772 -11,382 1,777 -46,332 -32,620 -42,783 -42,225 -2,288 -2,846 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 15.0 1.5 91.4 78.4 95.7 94.9 4.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 24 52 17 103 117 139 174
Updated June 24, 2011