COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 180,227 COMMITMENTS 60,544 66,455 10,286 93,972 88,027 164,802 164,768 15,425 15,459 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -14,013) 5,175 1,949 -11,424 -9,525 -3,220 -15,774 -12,695 1,761 -1,318 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 36.9 5.7 52.1 48.8 91.4 91.4 8.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 92 96 54 58 60 186 177 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,876 COMMITMENTS 9,682 6,847 365 12,987 15,818 23,034 23,030 2,842 2,846 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -1,431) -588 -66 -208 -1,235 -1,184 -2,031 -1,458 600 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.4 26.5 1.4 50.2 61.1 89.0 89.0 11.0 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 31 23 13 26 12 57 48 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 167,650 COMMITMENTS 32,088 33,768 19,527 106,893 104,313 158,508 157,608 9,142 10,042 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -1,914) 2,535 -1,476 -2,131 -2,174 1,929 -1,770 -1,678 -144 -236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 20.1 11.6 63.8 62.2 94.5 94.0 5.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 53 56 36 54 44 129 115 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 743,939 COMMITMENTS 176,233 108,767 76,693 424,471 484,579 677,397 670,039 66,542 73,900 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -15,184) -10,568 -8,239 -2,776 -4,548 5,507 -17,892 -5,508 2,708 -9,676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 14.6 10.3 57.1 65.1 91.1 90.1 8.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 53 69 56 84 87 171 179 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 142,573 COMMITMENTS 34,185 43,701 18,680 82,350 71,934 135,215 134,315 7,358 8,258 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -9,155) -154 422 -3,370 -5,798 -6,247 -9,322 -9,195 167 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.0 30.7 13.1 57.8 50.5 94.8 94.2 5.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367) 90 115 81 125 112 261 275 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 69,963 COMMITMENTS 58,565 7,798 599 5,111 60,389 64,275 68,786 5,688 1,177 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -11,347) -8,120 -6,266 -349 -2,167 -4,486 -10,636 -11,101 -711 -246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 83.7 11.1 0.9 7.3 86.3 91.9 98.3 8.1 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 61 12 7 15 9 80 26 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 433,255 COMMITMENTS 26,906 53,436 2,369 389,893 363,951 419,168 419,756 14,087 13,499 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -49,022) 1,395 -4,769 -3,700 -46,257 -41,946 -48,562 -50,415 -460 1,393 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 12.3 0.5 90.0 84.0 96.7 96.9 3.3 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 30 43 7 98 100 132 146
Updated June 22, 2012