COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 185,460 COMMITMENTS 54,124 30,886 17,003 98,777 127,412 169,904 175,301 15,556 10,159 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -4,513) -6,903 1,085 928 2,570 -8,373 -3,405 -6,360 -1,108 1,847 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 16.7 9.2 53.3 68.7 91.6 94.5 8.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258) 111 57 65 53 65 201 160 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,737 COMMITMENTS 14,080 5,791 779 11,783 22,143 26,642 28,713 3,095 1,024 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -84) -1,590 398 -16 1,518 -286 -88 96 4 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.3 19.5 2.6 39.6 74.5 89.6 96.6 10.4 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 41 19 13 24 22 74 45 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 127,382 COMMITMENTS 40,758 15,297 15,748 62,456 88,864 118,962 119,909 8,420 7,473 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,518) -1,758 -1,100 138 -2,675 -2,311 -4,295 -3,273 777 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.0 12.0 12.4 49.0 69.8 93.4 94.1 6.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145) 51 28 39 52 50 123 103 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 684,786 COMMITMENTS 155,675 59,196 113,960 346,951 452,460 616,586 625,616 68,200 59,170 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 9,184) -906 1,755 6,947 2,002 -1,276 8,043 7,426 1,141 1,758 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.7 8.6 16.6 50.7 66.1 90.0 91.4 10.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 59 67 81 78 88 184 197 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 137,543 COMMITMENTS 37,516 22,660 22,443 69,774 83,733 129,733 128,836 7,810 8,707 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -1,430) 1,648 -4,127 1,246 -4,433 1,725 -1,539 -1,156 109 -274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 16.5 16.3 50.7 60.9 94.3 93.7 5.7 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343) 108 73 71 109 116 252 238 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 36,277 COMMITMENTS 23,334 4,162 3,361 5,044 26,962 31,739 34,485 4,538 1,792 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -1,675) -1,149 1,024 219 95 -2,696 -835 -1,453 -840 -222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.3 11.5 9.3 13.9 74.3 87.5 95.1 12.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72) 39 15 5 12 10 54 28 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/01/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 388,537 COMMITMENTS 15,766 81,015 4,552 347,542 280,808 367,860 366,375 20,677 22,162 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 7,802) -12,746 4,058 -695 20,616 1,524 7,175 4,887 627 2,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 20.9 1.2 89.4 72.3 94.7 94.3 5.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 21 42 14 97 103 129 149
Updated June 4, 2010