COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 167,494 COMMITMENTS 62,228 66,643 9,554 81,468 77,785 153,250 153,982 14,244 13,512 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 2,014) 1,721 1,432 -748 921 2,018 1,894 2,702 120 -688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 39.8 5.7 48.6 46.4 91.5 91.9 8.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 96 97 43 51 59 178 172 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 21,354 COMMITMENTS 9,947 6,228 456 8,538 12,863 18,941 19,547 2,413 1,807 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -320) 125 -542 119 -563 374 -319 -49 -1 -271 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.6 29.2 2.1 40.0 60.2 88.7 91.5 11.3 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 40 20 12 24 13 64 45 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 183,393 COMMITMENTS 42,626 29,302 22,882 106,940 121,963 172,448 174,147 10,945 9,246 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 4,241) 2,689 -1,904 185 1,647 5,217 4,521 3,498 -280 743 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 16.0 12.5 58.3 66.5 94.0 95.0 6.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 54 54 48 55 47 136 126 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 669,005 COMMITMENTS 175,206 62,661 71,812 365,534 478,789 612,552 613,262 56,453 55,743 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -9,676) 108 -29,823 -2,343 -7,342 28,112 -9,577 -4,054 -99 -5,622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 9.4 10.7 54.6 71.6 91.6 91.7 8.4 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 61 58 49 77 83 162 167 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 139,115 COMMITMENTS 33,805 35,501 18,425 79,921 76,746 132,151 130,672 6,964 8,443 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: 1,171) 288 -4,247 407 36 4,393 731 553 440 618 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 25.5 13.2 57.4 55.2 95.0 93.9 5.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348) 87 104 86 121 115 255 267 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 64,925 COMMITMENTS 51,626 8,477 632 5,777 54,566 58,035 63,675 6,890 1,250 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -116) 981 -3,617 36 -1,960 3,661 -943 80 827 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.5 13.1 1.0 8.9 84.0 89.4 98.1 10.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 74 16 5 18 8 95 27 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/10/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 434,505 COMMITMENTS 27,473 55,458 2,494 385,639 361,509 415,606 419,461 18,899 15,044 CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST: -5,776) 1,385 -506 97 -5,972 -4,773 -4,490 -5,182 -1,286 -594 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.3 12.8 0.6 88.8 83.2 95.7 96.5 4.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 36 43 11 100 100 141 149
Updated July 13, 2012