COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 270,662 COMMITMENTS 64,866 6,661 65,868 121,584 188,009 252,319 260,537 18,343 10,124 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 7,992) 2,748 228 1,087 5,551 8,225 9,385 9,540 -1,394 -1,548 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 2.5 24.3 44.9 69.5 93.2 96.3 6.8 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 144 41 79 69 75 247 169 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 40,029 COMMITMENTS 15,886 1,222 7,964 12,904 29,398 36,754 38,584 3,275 1,445 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -589) -143 -110 -218 -59 -476 -421 -804 -168 216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.7 3.1 19.9 32.2 73.4 91.8 96.4 8.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 54 12 20 27 29 91 51 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 142,842 COMMITMENTS 40,685 15,729 24,606 68,955 94,258 134,246 134,593 8,596 8,249 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 3,621) 1,802 1,972 13 2,075 1,509 3,890 3,495 -270 126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 11.0 17.2 48.3 66.0 94.0 94.2 6.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167) 58 40 49 56 50 137 123 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 899,153 COMMITMENTS 158,419 35,826 244,430 419,350 551,952 822,198 832,208 76,955 66,945 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 20,051) 1,318 -7,364 18,614 8,067 14,225 27,998 25,474 -7,947 -5,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 4.0 27.2 46.6 61.4 91.4 92.6 8.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235) 75 50 92 85 94 200 202 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 183,809 COMMITMENTS 33,083 26,417 51,379 89,898 95,646 174,360 173,442 9,449 10,367 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: 9,217) -207 5,496 2,479 6,664 120 8,935 8,095 282 1,122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 14.4 28.0 48.9 52.0 94.9 94.4 5.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 101 130 120 128 121 304 309 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 41,080 COMMITMENTS 25,426 2,889 4,148 6,026 31,855 35,599 38,892 5,480 2,188 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -1,613) -2,441 112 1,135 -484 -2,642 -1,789 -1,394 176 -219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.9 7.0 10.1 14.7 77.5 86.7 94.7 13.3 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73) 38 18 7 12 11 55 32 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/10 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 383,152 COMMITMENTS 28,741 77,230 5,972 327,893 280,366 362,606 363,568 20,546 19,584 CHANGES FROM 05/18/10 (CHANGE IN OPEN INTEREST: -8,004) 378 -24,827 1,909 -12,386 16,856 -10,099 -6,062 2,095 -1,941 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 20.2 1.6 85.6 73.2 94.6 94.9 5.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 25 39 15 102 105 139 147
Updated May 28, 2010