COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 165,480 COMMITMENTS 60,507 65,211 10,302 80,547 75,767 151,356 151,280 14,124 14,200 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,291) 969 -2,144 607 -2,086 418 -510 -1,119 -781 -172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 39.4 6.2 48.7 45.8 91.5 91.4 8.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 98 93 44 53 53 182 165 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 21,674 COMMITMENTS 9,822 6,770 337 9,101 12,489 19,260 19,596 2,414 2,078 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -905) -205 69 12 -546 -480 -739 -399 -166 -506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.3 31.2 1.6 42.0 57.6 88.9 90.4 11.1 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 37 20 13 26 9 63 42 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 179,152 COMMITMENTS 39,937 31,206 22,697 105,293 116,746 167,927 170,649 11,225 8,503 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 7,379) 8,467 -4,941 1,160 -3,827 13,890 5,800 10,109 1,579 -2,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.3 17.4 12.7 58.8 65.2 93.7 95.3 6.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 58 53 43 55 47 137 122 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 678,681 COMMITMENTS 175,098 92,484 74,155 372,876 450,677 622,129 617,316 56,552 61,365 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -21,505) -971 -8,205 -684 -15,004 -3,648 -16,659 -12,537 -4,846 -8,968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 13.6 10.9 54.9 66.4 91.7 91.0 8.3 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 59 56 48 75 79 159 158 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 137,944 COMMITMENTS 33,517 39,748 18,018 79,885 72,353 131,420 130,119 6,524 7,825 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,502) -1,153 -3,757 1,041 -564 1,633 -676 -1,083 -826 -419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 28.8 13.1 57.9 52.5 95.3 94.3 4.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344) 84 106 80 118 116 251 260 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 65,041 COMMITMENTS 50,645 12,094 596 7,737 50,905 58,978 63,595 6,063 1,446 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,701) -2,873 601 77 1,786 -2,774 -1,010 -2,096 -691 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 77.9 18.6 0.9 11.9 78.3 90.7 97.8 9.3 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 60 12 3 18 8 79 23 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 440,281 COMMITMENTS 26,088 55,964 2,397 391,611 366,282 420,096 424,643 20,185 15,638 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 4,892) 5,753 -2,852 187 -4,785 7,130 1,155 4,465 3,737 427 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 12.7 0.5 88.9 83.2 95.4 96.4 4.6 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 35 48 11 93 100 135 152
Updated July 3, 2012