COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 251,461 COMMITMENTS 55,780 36,355 74,152 105,724 124,837 235,656 235,344 15,805 16,117 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -6,150) -2,488 -249 4,235 -7,386 -9,435 -5,639 -5,449 -510 -701 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 14.5 29.5 42.0 49.6 93.7 93.6 6.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290) 114 87 77 62 68 216 195 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,094 COMMITMENTS 8,545 6,189 5,264 12,575 14,974 26,383 26,427 2,711 2,667 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -3,338) 370 -161 -49 -3,389 -2,863 -3,067 -3,073 -270 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 21.3 18.1 43.2 51.5 90.7 90.8 9.3 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 39 30 21 28 14 73 59 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 183,950 COMMITMENTS 30,317 35,522 31,827 111,871 105,158 174,015 172,506 9,935 11,444 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 4,106) 417 3,506 893 2,279 -1,467 3,589 2,932 517 1,174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 19.3 17.3 60.8 57.2 94.6 93.8 5.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175) 48 66 48 54 41 131 128 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 812,937 COMMITMENTS 172,755 93,701 140,127 433,665 502,574 746,547 736,401 66,389 76,535 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -38,875) 106 -6,680 120 -34,504 -29,323 -34,279 -35,883 -4,596 -2,992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 11.5 17.2 53.3 61.8 91.8 90.6 8.2 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 69 48 68 83 84 184 168 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 213,750 COMMITMENTS 28,703 39,486 75,000 102,001 90,526 205,704 205,012 8,047 8,739 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 2,733) -258 -779 2,614 407 746 2,763 2,582 -31 151 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 18.5 35.1 47.7 42.4 96.2 95.9 3.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 104 117 120 137 129 300 314 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 67,317 COMMITMENTS 53,596 11,444 768 6,114 54,005 60,477 66,218 6,840 1,100 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: -3,246) -5,001 3,597 -69 745 -6,654 -4,325 -3,126 1,079 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 79.6 17.0 1.1 9.1 80.2 89.8 98.4 10.2 1.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 75 10 7 18 9 96 24 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 437,383 COMMITMENTS 20,393 59,404 2,471 397,772 359,815 420,636 421,690 16,746 15,692 CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST: 2,248) -6,518 5,525 -204 6,560 -4,746 -161 576 2,409 1,672 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 13.6 0.6 90.9 82.3 96.2 96.4 3.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 27 43 10 99 99 132 146
Updated June 29, 2012