COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 174,180 COMMITMENTS 61,484 67,886 8,205 90,387 83,039 160,076 159,130 14,104 15,050 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,445) -3,256 81 -236 6,240 1,594 2,748 1,439 -303 1,006 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 39.0 4.7 51.9 47.7 91.9 91.4 8.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274) 91 99 43 51 60 170 178 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 21,921 COMMITMENTS 9,776 8,057 464 9,371 10,903 19,611 19,424 2,310 2,497 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 299) -232 1,343 -47 614 -1,554 335 -258 -36 557 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 36.8 2.1 42.7 49.7 89.5 88.6 10.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 36 25 14 25 11 63 48 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 191,275 COMMITMENTS 44,031 35,186 25,432 111,902 120,149 181,365 180,767 9,910 10,508 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 3,954) -621 1,333 3,694 1,203 -366 4,276 4,661 -322 -707 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 18.4 13.3 58.5 62.8 94.8 94.5 5.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 43 66 45 54 49 126 134 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 668,671 COMMITMENTS 180,428 44,484 64,600 352,592 508,903 597,620 617,987 71,051 50,684 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 2,043) 11,468 -4,825 -7,506 -14,555 18,522 -10,593 6,191 12,636 -4,148 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 6.7 9.7 52.7 76.1 89.4 92.4 10.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 64 47 47 79 84 167 155 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 135,078 COMMITMENTS 33,069 32,653 17,261 77,174 76,622 127,504 126,536 7,574 8,542 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: -4,679) -1,492 -1,694 -1,806 -1,278 -875 -4,576 -4,375 -103 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 24.2 12.8 57.1 56.7 94.4 93.7 5.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336) 77 102 88 117 112 246 261 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 69,554 COMMITMENTS 55,109 7,273 1,565 5,783 59,636 62,457 68,474 7,097 1,080 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 879) 668 561 116 -262 246 522 923 357 -44 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.2 10.5 2.3 8.3 85.7 89.8 98.4 10.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 79 12 6 18 6 100 22 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 07/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 442,246 COMMITMENTS 22,664 56,097 4,665 397,523 367,849 424,852 428,611 17,394 13,635 CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST: 8,731) -3,241 121 2,031 11,859 6,759 10,649 8,911 -1,918 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 12.7 1.1 89.9 83.2 96.1 96.9 3.9 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 34 40 9 103 101 142 145
Updated July 27, 2012