COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 194,240 COMMITMENTS 55,369 64,506 21,710 103,497 91,247 180,576 177,463 13,664 16,777 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -7,404) -2,889 -4,358 896 -5,860 -4,759 -7,853 -8,221 449 817 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 33.2 11.2 53.3 47.0 93.0 91.4 7.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 95 108 76 60 59 201 202 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,307 COMMITMENTS 10,270 6,913 573 14,222 17,002 25,065 24,488 2,242 2,819 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 424) 242 172 58 348 280 648 510 -224 -86 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.6 25.3 2.1 52.1 62.3 91.8 89.7 8.2 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 32 28 14 29 15 62 56 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 169,564 COMMITMENTS 29,553 35,244 21,658 109,067 102,384 160,278 159,286 9,286 10,278 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -20,690) -470 -5,657 -7,794 -13,203 -5,381 -21,467 -18,832 777 -1,858 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 20.8 12.8 64.3 60.4 94.5 93.9 5.5 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 48 57 35 55 46 121 120 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 759,123 COMMITMENTS 186,801 117,006 79,469 429,019 479,072 695,289 675,547 63,834 83,576 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -16,672) -14,119 -12,047 -4,238 3,203 4,296 -15,154 -11,989 -1,518 -4,683 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.6 15.4 10.5 56.5 63.1 91.6 89.0 8.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 63 75 71 81 85 184 192 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 151,728 COMMITMENTS 34,339 43,279 22,050 88,148 78,181 144,537 143,510 7,191 8,218 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: -7,636) -3,293 -199 -6,459 2,143 -803 -7,609 -7,461 -27 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 28.5 14.5 58.1 51.5 95.3 94.6 4.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376) 96 120 87 127 113 267 289 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 81,310 COMMITMENTS 66,685 14,064 948 7,278 64,875 74,911 79,887 6,399 1,423 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 1,206) 813 -6,008 83 835 7,270 1,731 1,345 -525 -139 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 82.0 17.3 1.2 9.0 79.8 92.1 98.2 7.9 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 69 13 6 20 8 95 23 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/12/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 482,277 COMMITMENTS 25,511 58,205 6,069 436,150 405,897 467,730 470,171 14,547 12,106 CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST: 24,822) 4,442 -1,028 3,283 16,925 28,822 24,650 31,077 172 -6,255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 12.1 1.3 90.4 84.2 97.0 97.5 3.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 26 51 16 103 109 138 167
Updated June 15, 2012