COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 166,771 COMMITMENTS 59,538 67,355 9,695 82,633 75,349 151,866 152,399 14,905 14,372 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -13,456) -1,006 900 -591 -11,339 -12,678 -12,936 -12,369 -520 -1,087 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 40.4 5.8 49.5 45.2 91.1 91.4 8.9 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 85 97 48 51 54 174 167 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,579 COMMITMENTS 10,027 6,701 325 9,647 12,969 19,999 19,995 2,580 2,584 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -3,297) 345 -146 -40 -3,340 -2,849 -3,035 -3,035 -262 -262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 29.7 1.4 42.7 57.4 88.6 88.6 11.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 36 24 13 27 10 64 46 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 171,773 COMMITMENTS 31,470 36,147 21,537 109,120 102,856 162,127 160,540 9,646 11,233 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 4,123) -618 2,379 2,010 2,227 -1,457 3,619 2,932 504 1,191 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.3 21.0 12.5 63.5 59.9 94.4 93.5 5.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 50 60 40 52 39 125 118 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 700,186 COMMITMENTS 176,069 100,689 74,839 387,880 454,325 638,788 629,853 61,398 70,333 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -43,753) -164 -8,078 -1,854 -36,591 -30,254 -38,609 -40,186 -5,144 -3,567 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.1 14.4 10.7 55.4 64.9 91.2 90.0 8.8 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 57 57 51 76 79 164 157 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 139,446 COMMITMENTS 34,670 43,505 16,977 80,449 70,720 132,096 131,202 7,350 8,244 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -3,127) 485 -196 -1,703 -1,901 -1,214 -3,119 -3,113 -8 -14 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 31.2 12.2 57.7 50.7 94.7 94.1 5.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357) 89 109 76 124 115 257 264 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 66,742 COMMITMENTS 53,518 11,493 519 5,951 53,679 59,988 65,691 6,754 1,051 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -3,221) -5,047 3,695 -80 840 -6,710 -4,287 -3,095 1,066 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 80.2 17.2 0.8 8.9 80.4 89.9 98.4 10.1 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 74 10 4 18 8 93 22 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 435,389 COMMITMENTS 20,335 58,816 2,210 396,396 359,152 418,941 420,178 16,448 15,211 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 2,134) -6,571 5,380 -159 6,503 -4,799 -227 422 2,361 1,712 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 13.5 0.5 91.0 82.5 96.2 96.5 3.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 26 44 6 96 98 126 144
Updated June 29, 2012