COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 264,894 COMMITMENTS 55,469 10,790 66,608 125,273 175,047 247,350 252,445 17,543 12,448 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -5,768) -9,397 4,129 740 3,689 -12,961 -4,969 -8,092 -799 2,324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 4.1 25.1 47.3 66.1 93.4 95.3 6.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 132 51 91 70 72 242 182 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 40,541 COMMITMENTS 14,369 1,478 8,389 14,513 29,402 37,271 39,270 3,270 1,271 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 512) -1,517 256 425 1,609 4 517 686 -5 -174 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.4 3.6 20.7 35.8 72.5 91.9 96.9 8.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 49 12 20 29 28 86 52 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 139,697 COMMITMENTS 39,727 14,644 24,727 66,213 92,712 130,667 132,083 9,030 7,614 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -3,145) -958 -1,085 121 -2,742 -1,545 -3,580 -2,510 434 -636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 10.5 17.7 47.4 66.4 93.5 94.5 6.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153) 54 32 48 52 53 127 118 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 903,800 COMMITMENTS 154,654 37,734 250,016 421,644 548,182 826,314 835,932 77,486 67,868 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 4,647) -3,765 1,908 5,587 2,294 -3,770 4,116 3,725 531 922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 4.2 27.7 46.7 60.7 91.4 92.5 8.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 69 63 100 85 94 206 213 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 185,142 COMMITMENTS 35,377 21,823 54,349 85,705 98,548 175,430 174,721 9,712 10,421 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 1,333) 2,294 -4,594 2,970 -4,194 2,902 1,070 1,278 263 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 11.8 29.4 46.3 53.2 94.8 94.4 5.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400) 115 119 124 123 128 309 312 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 39,512 COMMITMENTS 23,421 2,981 5,308 6,132 29,261 34,861 37,550 4,651 1,962 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: -1,568) -2,004 92 1,160 106 -2,593 -738 -1,342 -829 -226 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.3 7.5 13.4 15.5 74.1 88.2 95.0 11.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 40 17 6 13 11 57 31 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 391,014 COMMITMENTS 15,962 81,275 5,330 348,519 281,891 369,810 368,495 21,204 22,519 CHANGES FROM 05/25/10 (CHANGE IN OPEN INTEREST: 7,862) -12,779 4,045 -642 20,625 1,525 7,204 4,928 658 2,935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 20.8 1.4 89.1 72.1 94.6 94.2 5.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 21 43 18 98 104 133 152
Updated June 4, 2010