COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 171,735 COMMITMENTS 64,740 67,805 8,441 84,147 81,445 157,328 157,691 14,407 14,044 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 4,241) 2,512 1,162 -1,113 2,679 3,660 4,078 3,709 163 532 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 39.5 4.9 49.0 47.4 91.6 91.8 8.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279) 97 98 46 49 61 175 179 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 21,622 COMMITMENTS 10,008 6,714 511 8,757 12,457 19,276 19,682 2,346 1,940 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 268) 61 486 55 219 -406 335 135 -67 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 31.1 2.4 40.5 57.6 89.1 91.0 10.9 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 37 23 15 24 11 64 46 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 187,321 COMMITMENTS 44,652 33,853 21,738 110,699 120,515 177,089 176,106 10,232 11,215 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 3,928) 2,026 4,551 -1,144 3,759 -1,448 4,641 1,959 -713 1,969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 18.1 11.6 59.1 64.3 94.5 94.0 5.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 43 64 39 54 47 121 128 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 666,628 COMMITMENTS 168,960 49,309 72,106 367,147 490,381 608,213 611,796 58,415 54,832 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -2,377) -6,246 -13,352 294 1,613 11,592 -4,339 -1,466 1,962 -911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 7.4 10.8 55.1 73.6 91.2 91.8 8.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206) 53 57 43 76 83 153 159 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 139,757 COMMITMENTS 34,561 34,347 19,067 78,452 77,497 132,080 130,911 7,677 8,846 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 642) 756 -1,154 642 -1,469 751 -71 239 713 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.7 24.6 13.6 56.1 55.5 94.5 93.7 5.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 77 103 86 117 112 248 258 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 68,675 COMMITMENTS 54,441 6,712 1,449 6,045 59,390 61,935 67,551 6,740 1,124 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: 3,750) 2,815 -1,765 817 268 4,824 3,900 3,876 -150 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.3 9.8 2.1 8.8 86.5 90.2 98.4 9.8 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117) 78 14 4 20 7 101 23 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/17/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 433,515 COMMITMENTS 25,905 55,976 2,634 385,664 361,090 414,203 419,700 19,312 13,815 CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST: -990) -1,568 518 140 25 -419 -1,403 239 413 -1,229 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 12.9 0.6 89.0 83.3 95.5 96.8 4.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 35 39 9 100 101 140 144
Updated July 20, 2012