COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 227,679 COMMITMENTS 49,964 10,427 60,083 103,801 145,908 213,848 216,418 13,832 11,262 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 9,872) 1,600 490 5,394 2,224 4,350 9,218 10,235 654 -363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 4.6 26.4 45.6 64.1 93.9 95.1 6.1 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 113 42 82 61 72 201 171 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 42,755 COMMITMENTS 21,296 366 6,456 10,142 34,488 37,895 41,311 4,860 1,444 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 385) -113 -32 224 176 65 287 256 98 128 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.8 0.9 15.1 23.7 80.7 88.6 96.6 11.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113) 67 10 19 24 27 98 49 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 197,375 COMMITMENTS 44,698 24,450 39,562 102,386 126,481 186,647 190,493 10,728 6,882 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 3,094) 45 -1,885 1,960 1,564 4,076 3,569 4,151 -475 -1,057 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 12.4 20.0 51.9 64.1 94.6 96.5 5.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 68 40 53 55 54 148 124 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 845,922 COMMITMENTS 212,816 32,854 192,965 344,358 554,778 750,139 780,596 95,783 65,326 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 48,730) 702 -7,836 30,100 10,981 21,475 41,783 43,739 6,948 4,991 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 3.9 22.8 40.7 65.6 88.7 92.3 11.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 98 50 90 76 89 218 186 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 160,645 COMMITMENTS 20,740 15,320 44,902 87,601 93,923 153,243 154,144 7,402 6,501 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: -2,549) -335 1,403 -1,114 -729 -1,942 -2,179 -1,653 -370 -895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 9.5 28.0 54.5 58.5 95.4 96.0 4.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321) 86 91 105 117 125 264 263 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 50,441 COMMITMENTS 31,938 24,345 1,785 8,420 21,655 42,143 47,785 8,298 2,656 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 2,334) -1,041 -690 148 1,951 3,536 1,057 2,993 1,276 -660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.3 48.3 3.5 16.7 42.9 83.5 94.7 16.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 47 30 12 17 11 73 45 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 420,686 COMMITMENTS 28,560 68,244 4,370 367,293 330,481 400,222 403,095 20,464 17,591 CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST: 3,160) 10,336 129 -197 -10,650 2,200 -511 2,131 3,670 1,028 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 16.2 1.0 87.3 78.6 95.1 95.8 4.9 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 34 46 20 107 114 151 170
Updated July 15, 2011