COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 150,026 COMMITMENTS 43,778 14,542 13,266 76,426 111,021 133,470 138,829 16,556 11,197 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -76) 1,280 -171 -441 40 1,490 879 878 -955 -954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 9.7 8.8 50.9 74.0 89.0 92.5 11.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 99 47 61 52 55 178 138 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 32,635 COMMITMENTS 18,241 4,158 551 9,298 26,843 28,090 31,552 4,545 1,083 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 3,865) 2,464 838 187 688 2,651 3,339 3,676 526 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.9 12.7 1.7 28.5 82.3 86.1 96.7 13.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 57 21 12 21 24 88 49 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 155,550 COMMITMENTS 42,693 32,462 15,258 86,032 100,076 143,983 147,796 11,567 7,754 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -2,108) -3,598 3,677 60 513 -6,969 -3,025 -3,232 917 1,124 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 20.9 9.8 55.3 64.3 92.6 95.0 7.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163) 58 42 36 54 48 130 109 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 584,612 COMMITMENTS 176,736 61,221 44,521 308,828 414,795 530,085 520,537 54,527 64,075 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 1,982) -3,848 7,263 5,933 2,495 -14,346 4,580 -1,150 -2,598 3,132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.2 10.5 7.6 52.8 71.0 90.7 89.0 9.3 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 81 55 77 81 81 201 175 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 110,725 COMMITMENTS 32,450 10,926 10,639 60,764 84,466 103,853 106,031 6,872 4,694 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -4,960) -7,491 -252 2,029 2,106 -5,850 -3,356 -4,073 -1,604 -887 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 9.9 9.6 54.9 76.3 93.8 95.8 6.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317) 108 65 77 109 113 251 227 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 55,791 COMMITMENTS 28,169 29,439 899 19,248 22,211 48,316 52,549 7,475 3,242 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 3,429) 2,576 -717 -446 1,106 5,614 3,236 4,451 193 -1,022 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.5 52.8 1.6 34.5 39.8 86.6 94.2 13.4 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 44 35 6 12 14 60 52 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 415,793 COMMITMENTS 14,875 90,862 1,917 379,274 303,206 396,066 395,985 19,727 19,808 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 17,241) -5,368 6,427 -3,501 25,886 11,805 17,017 14,731 224 2,510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 21.9 0.5 91.2 72.9 95.3 95.2 4.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 24 55 10 109 111 140 169
Updated May 20, 2011