COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, May 3, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 149,384: 42,733 17,759 10,289 77,992 108,982 131,014 137,030: 18,370 12,354 Old : 73,387: 23,498 17,247 437 41,476 47,819 65,411 65,503: 7,976 7,884 Other: 75,997: 25,416 6,693 3,671 36,516 61,163 65,603 71,527: 10,394 4,470 : : : : : Changes in Commitments from: April 26, 2011 : : -5,568: 499 -3,542 -506 -4,835 -2,091 -4,842 -6,139: -726 571 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 11.9 6.9 52.2 73.0 87.7 91.7: 12.3 8.3 Old : 100.0: 32.0 23.5 0.6 56.5 65.2 89.1 89.3: 10.9 10.7 Other: 100.0: 33.4 8.8 4.8 48.0 80.5 86.3 94.1: 13.7 5.9 : : : :# Traders : Number of Traders in Each Category : All : 219: 88 58 51 53 56 172 135: Old : 191: 67 56 12 36 39 108 102: Other: 165: 68 28 23 47 50 125 92: :---------------------------------------------------------------------------------------------------- : 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 : 23.1 30.6 34.0 41.5 19.0 22.9 27.8 33.2 Old : 26.7 32.8 42.6 48.3 26.3 32.6 40.4 44.9 Other: 29.1 37.3 40.5 50.4 28.0 33.8 39.1 46.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, May 3, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 28,301: 15,597 3,103 343 8,573 24,097 24,513 27,543: 3,788 758 Old : 27,925: 15,585 3,033 330 8,370 23,808 24,285 27,171: 3,640 754 Other: 376: 13 71 12 203 289 228 372: 148 4 : : : : : Changes in Commitments from: April 26, 2011 : : 244: 1,664 745 72 -1,196 -269 540 548: -296 -304 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.1 11.0 1.2 30.3 85.1 86.6 97.3: 13.4 2.7 Old : 100.0: 55.8 10.9 1.2 30.0 85.3 87.0 97.3: 13.0 2.7 Other: 100.0: 3.5 18.9 3.2 54.0 76.9 60.6 98.9: 39.4 1.1 : : : :# Traders : Number of Traders in Each Category : All : 110: 58 19 12 22 23 91 44: Old : 110: 58 18 11 21 23 89 44: Other: 16: 3 7 1 5 1 9 8: :---------------------------------------------------------------------------------------------------- : 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 : 28.6 61.4 42.4 73.6 28.6 60.6 42.4 72.0 Old : 29.0 61.2 42.9 73.6 29.0 60.7 42.9 72.4 Other: 52.4 91.8 60.4 98.9 52.4 91.8 57.4 95.7 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, May 3, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 158,881: 49,631 32,217 13,534 83,895 107,890 147,060 153,641: 11,821 5,240 Old : 100,895: 44,914 31,328 3,004 42,592 62,180 90,510 96,512: 10,385 4,383 Other: 57,986: 8,262 4,434 6,985 41,303 45,710 56,550 57,129: 1,436 857 : : : : : Changes in Commitments from: April 26, 2011 : : 4,274: 2,010 2,342 2,331 -1,547 550 2,794 5,223: 1,480 -949 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.2 20.3 8.5 52.8 67.9 92.6 96.7: 7.4 3.3 Old : 100.0: 44.5 31.1 3.0 42.2 61.6 89.7 95.7: 10.3 4.3 Other: 100.0: 14.2 7.6 12.0 71.2 78.8 97.5 98.5: 2.5 1.5 : : : :# Traders : Number of Traders in Each Category : All : 176: 76 34 35 53 46 146 101: Old : 170: 73 35 23 45 39 128 89: Other: 82: 19 12 8 40 39 62 57: :---------------------------------------------------------------------------------------------------- : 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 : 28.7 42.3 39.0 55.3 20.5 28.3 28.3 38.9 Old : 23.3 42.1 34.3 56.5 23.2 40.4 34.1 54.5 Other: 52.7 44.7 66.1 62.6 32.0 26.8 41.4 41.2 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, May 3, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 568,473: 176,606 55,360 38,956 297,459 414,796 513,021 509,112: 55,452 59,361 Old : 568,473: 176,606 55,360 38,956 297,459 414,796 513,021 509,112: 55,452 59,361 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 26, 2011 : : -29,073: 13,797 5,997 -720 -38,263 -36,038 -25,186 -30,761: -3,887 1,688 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 9.7 6.9 52.3 73.0 90.2 89.6: 9.8 10.4 Old : 100.0: 31.1 9.7 6.9 52.3 73.0 90.2 89.6: 9.8 10.4 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 : 225: 72 51 67 77 80 181 168: Old : 225: 72 51 67 77 80 181 168: 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 : 18.5 24.3 32.2 39.4 17.3 20.9 28.0 32.8 Old : 18.5 24.3 32.2 39.4 17.3 20.9 28.0 32.8 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, May 3, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 120,301: 44,725 11,092 7,275 59,099 97,270 111,099 115,637: 9,202 4,664 Old : 93,332: 39,877 10,909 4,222 40,940 74,125 85,039 89,256: 8,293 4,076 Other: 26,969: 6,893 2,228 1,008 18,159 23,145 26,060 26,381: 909 588 : : : : : Changes in Commitments from: April 26, 2011 : : 3,603: 2,113 2,604 601 169 -158 2,883 3,047: 720 556 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.2 9.2 6.0 49.1 80.9 92.4 96.1: 7.6 3.9 Old : 100.0: 42.7 11.7 4.5 43.9 79.4 91.1 95.6: 8.9 4.4 Other: 100.0: 25.6 8.3 3.7 67.3 85.8 96.6 97.8: 3.4 2.2 : : : :# Traders : Number of Traders in Each Category : All : 354: 145 50 65 112 130 291 219: Old : 343: 136 53 44 94 117 254 195: Other: 185: 52 19 14 68 90 125 118: :---------------------------------------------------------------------------------------------------- : 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 : 18.0 19.6 33.0 33.1 17.6 16.8 29.9 26.6 Old : 20.7 21.2 36.3 34.5 20.7 20.6 36.3 32.1 Other: 32.9 36.6 46.9 51.3 32.3 30.3 45.7 43.4 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, May 3, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 53,901: 27,607 34,723 1,046 16,997 13,097 45,650 48,866: 8,251 5,035 Old : 53,901: 27,607 34,723 1,046 16,997 13,097 45,650 48,866: 8,251 5,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 26, 2011 : : 2,208: 2,147 774 -173 10 1,393 1,984 1,994: 224 214 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.2 64.4 1.9 31.5 24.3 84.7 90.7: 15.3 9.3 Old : 100.0: 51.2 64.4 1.9 31.5 24.3 84.7 90.7: 15.3 9.3 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 : 135: 45 60 7 13 18 62 82: Old : 135: 45 60 7 13 18 62 82: 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 : 65.1 36.6 71.1 51.7 65.1 36.6 70.8 51.7 Old : 65.1 36.6 71.1 51.7 65.1 36.6 70.8 51.7 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, May 3, 2011 ------------------------------------------------------------------------------------------------------------------- : 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 : 398,072: 23,913 83,292 3,458 349,529 292,475 376,900 379,225: 21,172 18,847 Old : 398,072: 23,913 83,292 3,458 349,529 292,475 376,900 379,225: 21,172 18,847 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 26, 2011 : : 4,425: -1,593 3,109 1,123 3,216 -2,493 2,746 1,739: 1,679 2,686 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 20.9 0.9 87.8 73.5 94.7 95.3: 5.3 4.7 Old : 100.0: 6.0 20.9 0.9 87.8 73.5 94.7 95.3: 5.3 4.7 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 : 264: 32 46 8 107 114 144 163: Old : 264: 32 46 8 107 114 144 163: 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 : 42.0 15.2 53.0 25.5 36.4 14.5 47.2 24.3 Old : 42.0 15.2 53.0 25.5 36.4 14.5 47.2 24.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2011