COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 217,807 COMMITMENTS 48,364 9,937 54,688 101,577 141,558 204,629 206,183 13,178 11,624 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 904) 1,725 859 -1,148 1,368 827 1,945 538 -1,041 366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 4.6 25.1 46.6 65.0 93.9 94.7 6.1 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 117 34 81 59 67 196 164 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 42,370 COMMITMENTS 21,409 399 6,232 9,966 34,423 37,608 41,054 4,762 1,316 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -2,071) 235 75 107 -2,087 -1,975 -1,744 -1,792 -327 -279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.5 0.9 14.7 23.5 81.2 88.8 96.9 11.2 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118) 67 13 19 24 30 100 53 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 194,281 COMMITMENTS 44,653 26,335 37,603 100,822 122,405 183,078 186,342 11,203 7,939 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 10,694) 5,159 472 2,639 1,242 8,213 9,040 11,324 1,655 -630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 13.6 19.4 51.9 63.0 94.2 95.9 5.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 66 42 48 53 51 145 117 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 797,192 COMMITMENTS 212,114 40,690 162,865 333,378 533,302 708,356 736,857 88,836 60,335 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 11,649) 9,583 2,057 13,943 -14,952 -1,834 8,574 14,166 3,075 -2,516 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 5.1 20.4 41.8 66.9 88.9 92.4 11.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 96 46 88 79 94 213 191 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 163,194 COMMITMENTS 21,075 13,917 46,016 88,330 95,865 155,422 155,798 7,772 7,396 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: 2,120) 1,526 -2,883 540 -792 4,575 1,274 2,232 846 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 8.5 28.2 54.1 58.7 95.2 95.5 4.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334) 100 92 108 115 125 266 276 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 48,108 COMMITMENTS 32,980 25,035 1,637 6,469 18,120 41,086 44,792 7,022 3,316 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -3,109) -2,630 2,396 606 -495 -6,672 -2,519 -3,671 -589 562 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.6 52.0 3.4 13.4 37.7 85.4 93.1 14.6 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 50 36 9 10 11 65 52 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 417,526 COMMITMENTS 18,224 68,115 4,567 377,942 328,281 400,733 400,964 16,793 16,562 CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST: -19,103) 8,798 2,646 -669 -19,697 -11,045 -11,568 -9,067 -7,535 -10,036 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 16.3 1.1 90.5 78.6 96.0 96.0 4.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 20 55 20 104 110 138 171
Updated July 8, 2011