COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 257,610 COMMITMENTS 58,268 36,604 69,917 113,110 134,271 241,295 240,793 16,315 16,817 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -71,320) 5,272 -4,641 -36,931 -40,673 -27,855 -72,332 -69,427 1,012 -1,893 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 14.2 27.1 43.9 52.1 93.7 93.5 6.3 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 123 78 80 67 71 221 200 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,432 COMMITMENTS 8,175 6,349 5,312 15,963 17,838 29,451 29,499 2,981 2,932 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -3,475) -67 -14 -1,911 -1,989 -1,599 -3,967 -3,523 492 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 19.6 16.4 49.2 55.0 90.8 91.0 9.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 27 34 17 27 16 64 57 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 179,844 COMMITMENTS 29,900 32,016 30,934 109,592 106,625 170,426 169,575 9,418 10,269 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -885) 2,375 -1,850 -1,265 -1,863 2,467 -753 -647 -132 -238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 17.8 17.2 60.9 59.3 94.8 94.3 5.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 53 60 45 54 47 132 128 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 851,811 COMMITMENTS 172,650 100,381 140,007 468,169 531,897 780,826 772,284 70,985 79,527 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -84,788) -2,441 -6,174 -55,515 -28,797 -12,200 -86,753 -73,889 1,964 -10,900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 11.8 16.4 55.0 62.4 91.7 90.7 8.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224) 61 63 73 92 91 194 187 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 211,018 COMMITMENTS 28,961 40,265 72,386 101,594 89,779 202,940 202,430 8,078 8,588 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -5,151) 551 -65 -795 -5,179 -4,418 -5,424 -5,278 273 127 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 19.1 34.3 48.1 42.5 96.2 95.9 3.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395) 109 121 119 135 127 302 321 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 70,563 COMMITMENTS 58,597 7,847 837 5,368 60,660 64,803 69,344 5,761 1,220 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -11,195) -8,089 -6,017 -411 -1,994 -4,527 -10,494 -10,955 -701 -239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 83.0 11.1 1.2 7.6 86.0 91.8 98.3 8.2 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 61 12 10 16 9 83 27 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 435,135 COMMITMENTS 26,911 53,878 2,675 391,212 364,561 420,798 421,115 14,337 14,020 CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST: -49,701) 1,931 -4,364 -4,382 -46,634 -42,272 -49,085 -51,017 -616 1,317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 12.4 0.6 89.9 83.8 96.7 96.8 3.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 31 42 11 101 101 139 147
Updated June 22, 2012