COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 262,670 COMMITMENTS 62,119 6,433 64,781 116,033 179,783 242,933 250,997 19,736 11,672 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 9,225) 1,954 543 2,050 5,257 6,254 9,260 8,846 -35 379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 2.4 24.7 44.2 68.4 92.5 95.6 7.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 144 35 82 68 71 245 163 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,618 COMMITMENTS 16,030 1,332 8,183 12,963 29,874 37,175 39,389 3,443 1,229 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 2,669) 1,536 -444 979 -251 1,968 2,265 2,503 404 166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.5 3.3 20.1 31.9 73.5 91.5 97.0 8.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 62 9 25 27 27 96 55 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 139,222 COMMITMENTS 38,883 13,757 24,593 66,880 92,748 130,356 131,098 8,866 8,123 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -2,472) -5,282 2,280 1,777 3,808 -4,680 304 -623 -2,776 -1,849 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 9.9 17.7 48.0 66.6 93.6 94.2 6.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162) 61 32 48 55 49 137 115 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 879,102 COMMITMENTS 157,101 43,190 225,816 411,284 537,728 794,200 806,734 84,901 72,368 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: 19,681) 152 1,946 8,702 10,309 3,028 19,164 13,677 517 6,004 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 4.9 25.7 46.8 61.2 90.3 91.8 9.7 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 67 54 93 83 91 197 197 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 174,591 COMMITMENTS 33,290 20,921 48,900 83,234 95,526 165,425 165,347 9,167 9,244 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -3,754) -457 -538 -453 622 354 -288 -638 -3,466 -3,117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 12.0 28.0 47.7 54.7 94.7 94.7 5.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368) 107 104 112 120 120 290 285 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 42,693 COMMITMENTS 27,866 2,776 3,013 6,509 34,496 37,389 40,286 5,305 2,408 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -2,548) -2,233 -569 168 2 -1,986 -2,062 -2,387 -486 -161 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 65.3 6.5 7.1 15.2 80.8 87.6 94.4 12.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 42 19 7 15 10 61 33 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 391,156 COMMITMENTS 28,363 102,057 4,063 340,279 263,510 372,704 369,630 18,451 21,526 CHANGES FROM 05/11/10 (CHANGE IN OPEN INTEREST: -5,925) -8,283 -762 -3,016 6,335 -3,407 -4,964 -7,186 -961 1,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 26.1 1.0 87.0 67.4 95.3 94.5 4.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 26 47 17 97 105 134 158
Updated May 27, 2010