COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 216,904 COMMITMENTS 46,639 9,078 55,837 100,209 140,730 202,685 205,645 14,219 11,259 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -8,548) 527 1,173 -371 -6,949 -9,017 -6,793 -8,216 -1,755 -332 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 4.2 25.7 46.2 64.9 93.4 94.8 6.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 116 33 80 59 66 193 163 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 44,442 COMMITMENTS 21,174 323 6,125 12,054 36,398 39,353 42,847 5,089 1,595 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 171) -432 -426 191 597 772 356 538 -185 -367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.6 0.7 13.8 27.1 81.9 88.5 96.4 11.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 67 11 18 25 30 99 52 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 183,586 COMMITMENTS 39,495 25,863 34,964 99,580 114,192 174,038 175,018 9,548 8,569 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 353) 937 -3,273 -420 -762 4,070 -244 377 598 -24 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 14.1 19.0 54.2 62.2 94.8 95.3 5.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 56 47 44 56 51 137 117 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 785,543 COMMITMENTS 202,531 38,633 148,922 348,329 535,136 699,783 722,692 85,760 62,851 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 3,665) 590 -1,715 15,812 -16,246 -5,196 156 8,902 3,508 -5,237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 4.9 19.0 44.3 68.1 89.1 92.0 10.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 96 43 85 81 96 212 191 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 161,074 COMMITMENTS 19,550 16,800 45,476 89,123 91,290 154,148 153,566 6,927 7,508 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 495) 33 -32 674 388 605 1,094 1,247 -600 -752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 10.4 28.2 55.3 56.7 95.7 95.3 4.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338) 103 91 110 116 124 268 280 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 51,217 COMMITMENTS 35,610 22,639 1,032 6,964 24,791 43,606 48,462 7,611 2,754 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: 4,280) 4,448 -3,404 -327 -131 8,000 3,990 4,269 290 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.5 44.2 2.0 13.6 48.4 85.1 94.6 14.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 51 32 10 10 14 68 50 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 436,629 COMMITMENTS 9,426 65,469 5,236 397,639 339,326 412,301 410,031 24,328 26,598 CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST: -940) -2,948 -314 -1,286 -2,150 -3,715 -6,385 -5,315 5,445 4,375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 15.0 1.2 91.1 77.7 94.4 93.9 5.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 19 57 17 105 115 138 175
Updated July 1, 2011