COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 247,729 COMMITMENTS 58,070 36,716 72,187 102,474 123,124 232,731 232,027 14,998 15,702 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -3,732) 2,290 361 -1,965 -3,250 -1,713 -2,924 -3,317 -807 -414 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.4 14.8 29.1 41.4 49.7 93.9 93.7 6.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 130 81 77 67 68 229 196 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,755 COMMITMENTS 8,274 6,236 5,768 12,165 14,626 26,206 26,631 2,548 2,124 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -339) -271 48 505 -410 -348 -177 204 -162 -544 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 21.7 20.1 42.3 50.9 91.1 92.6 8.9 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 37 28 21 28 13 73 54 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 193,582 COMMITMENTS 37,895 30,112 35,403 108,809 119,358 182,107 184,873 11,475 8,709 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 9,632) 7,578 -5,410 3,576 -3,062 14,200 8,092 12,367 1,540 -2,735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 15.6 18.3 56.2 61.7 94.1 95.5 5.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 56 59 49 55 49 141 130 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 796,998 COMMITMENTS 171,251 81,936 143,664 420,754 503,342 735,670 728,942 61,328 68,056 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -15,938) -1,504 -11,764 3,538 -12,911 768 -10,878 -7,459 -5,061 -8,479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.5 10.3 18.0 52.8 63.2 92.3 91.5 7.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 68 50 72 83 86 185 174 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 221,165 COMMITMENTS 28,030 34,257 82,675 104,547 97,018 215,251 213,950 5,914 7,215 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 7,415) -672 -5,228 7,674 2,546 6,492 9,548 8,938 -2,133 -1,523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 15.5 37.4 47.3 43.9 97.3 96.7 2.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373) 101 113 124 133 130 297 311 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 65,668 COMMITMENTS 50,736 12,162 800 7,959 51,212 59,496 64,174 6,172 1,494 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: -1,650) -2,859 717 32 1,846 -2,793 -981 -2,044 -668 394 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 77.3 18.5 1.2 12.1 78.0 90.6 97.7 9.4 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 62 12 6 18 9 82 26 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 442,533 COMMITMENTS 26,161 56,355 2,800 393,127 366,966 422,087 426,120 20,446 16,413 CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST: 5,150) 5,768 -3,049 328 -4,645 7,150 1,451 4,430 3,700 721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 12.7 0.6 88.8 82.9 95.4 96.3 4.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 35 48 15 96 101 141 154
Updated July 3, 2012