COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 149,384 COMMITMENTS 42,733 17,759 10,289 77,992 108,982 131,014 137,030 18,370 12,354 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -5,568) 499 -3,542 -506 -4,835 -2,091 -4,842 -6,139 -726 571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 11.9 6.9 52.2 73.0 87.7 91.7 12.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 88 58 51 53 56 172 135 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,301 COMMITMENTS 15,597 3,103 343 8,573 24,097 24,513 27,543 3,788 758 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 244) 1,664 745 72 -1,196 -269 540 548 -296 -304 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.1 11.0 1.2 30.3 85.1 86.6 97.3 13.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 58 19 12 22 23 91 44 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 158,881 COMMITMENTS 49,631 32,217 13,534 83,895 107,890 147,060 153,641 11,821 5,240 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 4,274) 2,010 2,342 2,331 -1,547 550 2,794 5,223 1,480 -949 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 20.3 8.5 52.8 67.9 92.6 96.7 7.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 76 34 35 53 46 146 101 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 568,473 COMMITMENTS 176,606 55,360 38,956 297,459 414,796 513,021 509,112 55,452 59,361 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -29,073) 13,797 5,997 -720 -38,263 -36,038 -25,186 -30,761 -3,887 1,688 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.1 9.7 6.9 52.3 73.0 90.2 89.6 9.8 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225) 72 51 67 77 80 181 168 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 120,301 COMMITMENTS 44,725 11,092 7,275 59,099 97,270 111,099 115,637 9,202 4,664 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 3,603) 2,113 2,604 601 169 -158 2,883 3,047 720 556 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.2 9.2 6.0 49.1 80.9 92.4 96.1 7.6 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354) 145 50 65 112 130 291 219 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 53,901 COMMITMENTS 27,607 34,723 1,046 16,997 13,097 45,650 48,866 8,251 5,035 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 2,208) 2,147 774 -173 10 1,393 1,984 1,994 224 214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 64.4 1.9 31.5 24.3 84.7 90.7 15.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135) 45 60 7 13 18 62 82 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 398,072 COMMITMENTS 23,913 83,292 3,458 349,529 292,475 376,900 379,225 21,172 18,847 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 4,425) -1,593 3,109 1,123 3,216 -2,493 2,746 1,739 1,679 2,686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.0 20.9 0.9 87.8 73.5 94.7 95.3 5.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 32 46 8 107 114 144 163
Updated May 6, 2011