COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, June 1, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 185,460: 54,124 30,886 17,003 98,777 127,412 169,904 175,301: 15,556 10,159 Old : 87,312: 32,674 22,385 807 45,275 57,630 78,756 80,822: 8,556 6,490 Other: 98,148: 34,115 21,166 3,531 53,502 69,782 91,148 94,479: 7,000 3,669 : : : : : Changes in Commitments from: May 25, 2010 : : -4,513: -6,903 1,085 928 2,570 -8,373 -3,405 -6,360: -1,108 1,847 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 16.7 9.2 53.3 68.7 91.6 94.5: 8.4 5.5 Old : 100.0: 37.4 25.6 0.9 51.9 66.0 90.2 92.6: 9.8 7.4 Other: 100.0: 34.8 21.6 3.6 54.5 71.1 92.9 96.3: 7.1 3.7 : : : :# Traders : Number of Traders in Each Category : All : 258: 111 57 65 53 65 201 160: Old : 231: 89 65 11 34 50 130 119: Other: 196: 85 40 17 46 52 140 101: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.6 27.6 31.9 38.0 19.3 26.3 27.7 36.0 Old : 31.0 33.6 42.6 47.5 30.8 33.5 42.4 47.4 Other: 21.6 30.9 33.6 45.8 21.6 28.8 33.5 43.7 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, June 1, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 29,737: 14,080 5,791 779 11,783 22,143 26,642 28,713: 3,095 1,024 Old : 28,394: 13,875 5,848 559 10,963 20,999 25,397 27,406: 2,997 988 Other: 1,343: 389 127 36 820 1,144 1,245 1,307: 98 36 : : : : : Changes in Commitments from: May 25, 2010 : : -84: -1,590 398 -16 1,518 -286 -88 96: 4 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.3 19.5 2.6 39.6 74.5 89.6 96.6: 10.4 3.4 Old : 100.0: 48.9 20.6 2.0 38.6 74.0 89.4 96.5: 10.6 3.5 Other: 100.0: 29.0 9.5 2.7 61.1 85.2 92.7 97.3: 7.3 2.7 : : : :# Traders : Number of Traders in Each Category : All : 97: 41 19 13 24 22 74 45: Old : 96: 40 20 7 23 21 68 43: Other: 21: 7 4 4 5 7 14 13: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 28.5 53.3 43.2 68.2 25.7 45.5 38.8 60.5 Old : 27.3 55.4 42.6 69.2 26.9 50.2 40.6 64.0 Other: 75.8 82.7 89.8 94.6 75.8 80.4 85.5 90.8 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, June 1, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 127,382: 40,758 15,297 15,748 62,456 88,864 118,962 119,909: 8,420 7,473 Old : 78,490: 36,834 13,259 7,363 26,945 51,142 71,142 71,764: 7,348 6,726 Other: 48,892: 10,167 8,281 2,142 35,511 37,722 47,820 48,145: 1,072 747 : : : : : Changes in Commitments from: May 25, 2010 : : -3,518: -1,758 -1,100 138 -2,675 -2,311 -4,295 -3,273: 777 -245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.0 12.0 12.4 49.0 69.8 93.4 94.1: 6.6 5.9 Old : 100.0: 46.9 16.9 9.4 34.3 65.2 90.6 91.4: 9.4 8.6 Other: 100.0: 20.8 16.9 4.4 72.6 77.2 97.8 98.5: 2.2 1.5 : : : :# Traders : Number of Traders in Each Category : All : 145: 51 28 39 52 50 123 103: Old : 142: 50 29 27 41 41 107 85: Other: 74: 17 10 11 36 36 58 53: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.4 32.8 39.4 50.2 22.0 24.6 30.4 36.6 Old : 25.7 35.2 37.1 50.9 23.4 32.0 33.3 46.3 Other: 39.7 43.6 61.3 65.0 33.3 40.2 52.4 59.7 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, June 1, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 684,786: 155,675 59,196 113,960 346,951 452,460 616,586 625,616: 68,200 59,170 Old : 684,786: 155,675 59,196 113,960 346,951 452,460 616,586 625,616: 68,200 59,170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 9,184: -906 1,755 6,947 2,002 -1,276 8,043 7,426: 1,141 1,758 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 8.6 16.6 50.7 66.1 90.0 91.4: 10.0 8.6 Old : 100.0: 22.7 8.6 16.6 50.7 66.1 90.0 91.4: 10.0 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 236: 59 67 81 78 88 184 197: Old : 236: 59 67 81 78 88 184 197: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 15.5 20.3 26.2 31.2 12.7 13.8 20.5 22.0 Old : 15.5 20.3 26.2 31.2 12.7 13.8 20.5 22.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders - Futures Only, June 1, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 137,543: 37,516 22,660 22,443 69,774 83,733 129,733 128,836: 7,810 8,707 Old : 100,976: 40,177 27,115 5,310 50,104 61,604 95,591 94,029: 5,385 6,947 Other: 36,567: 11,329 9,535 3,143 19,670 22,129 34,142 34,807: 2,425 1,760 : : : : : Changes in Commitments from: May 25, 2010 : : -1,430: 1,648 -4,127 1,246 -4,433 1,725 -1,539 -1,156: 109 -274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 16.5 16.3 50.7 60.9 94.3 93.7: 5.7 6.3 Old : 100.0: 39.8 26.9 5.3 49.6 61.0 94.7 93.1: 5.3 6.9 Other: 100.0: 31.0 26.1 8.6 53.8 60.5 93.4 95.2: 6.6 4.8 : : : :# Traders : Number of Traders in Each Category : All : 343: 108 73 71 109 116 252 238: Old : 335: 116 72 42 94 98 224 200: Other: 194: 38 43 17 61 84 110 133: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.9 15.9 31.6 27.4 18.8 15.6 28.5 25.4 Old : 22.5 18.2 35.5 31.6 21.5 18.1 33.2 30.2 Other: 28.0 27.7 45.0 40.5 25.4 22.9 39.6 34.0 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, June 1, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 36,277: 23,334 4,162 3,361 5,044 26,962 31,739 34,485: 4,538 1,792 Old : 36,277: 23,334 4,162 3,361 5,044 26,962 31,739 34,485: 4,538 1,792 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : -1,675: -1,149 1,024 219 95 -2,696 -835 -1,453: -840 -222 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.3 11.5 9.3 13.9 74.3 87.5 95.1: 12.5 4.9 Old : 100.0: 64.3 11.5 9.3 13.9 74.3 87.5 95.1: 12.5 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 72: 39 15 5 12 10 54 28: Old : 72: 39 15 5 12 10 54 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.3 74.2 61.8 86.8 44.8 67.8 55.4 74.8 Old : 46.3 74.2 61.8 86.8 44.8 67.8 55.4 74.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders - Futures Only, June 1, 2010 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 388,537: 15,766 81,015 4,552 347,542 280,808 367,860 366,375: 20,677 22,162 Old : 388,537: 15,766 81,015 4,552 347,542 280,808 367,860 366,375: 20,677 22,162 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 25, 2010 : : 7,802: -12,746 4,058 -695 20,616 1,524 7,175 4,887: 627 2,915 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 20.9 1.2 89.4 72.3 94.7 94.3: 5.3 5.7 Old : 100.0: 4.1 20.9 1.2 89.4 72.3 94.7 94.3: 5.3 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 231: 21 42 14 97 103 129 149: Old : 231: 21 42 14 97 103 129 149: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.8 17.7 55.4 29.1 41.2 17.6 51.3 28.7 Old : 43.8 17.7 55.4 29.1 41.2 17.6 51.3 28.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 4, 2010