COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 153,975 COMMITMENTS 44,255 14,964 13,139 79,569 114,334 136,963 142,437 17,012 11,538 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 3,949) 477 422 -127 3,143 3,313 3,493 3,608 456 341 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.7 9.7 8.5 51.7 74.3 89.0 92.5 11.0 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 98 45 60 51 59 174 141 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,279 COMMITMENTS 19,806 4,670 601 9,468 27,818 29,875 33,089 4,404 1,190 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,644) 1,565 512 50 170 975 1,785 1,537 -141 107 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.8 13.6 1.8 27.6 81.2 87.2 96.5 12.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122) 62 22 14 19 26 94 52 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 158,250 COMMITMENTS 43,147 33,636 17,506 86,276 98,339 146,929 149,481 11,321 8,769 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 2,700) 454 1,174 2,248 244 -1,737 2,946 1,685 -246 1,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 21.3 11.1 54.5 62.1 92.8 94.5 7.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 57 48 38 59 49 131 121 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 584,931 COMMITMENTS 166,728 53,633 43,881 316,422 421,017 527,031 518,531 57,900 66,400 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 319) -10,008 -7,588 -640 7,594 6,222 -3,054 -2,006 3,373 2,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.5 9.2 7.5 54.1 72.0 90.1 88.6 9.9 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 72 61 75 84 81 201 173 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 112,608 COMMITMENTS 29,337 11,486 12,003 62,806 81,719 104,146 105,208 8,462 7,400 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,883) -3,113 560 1,364 2,042 -2,747 293 -823 1,590 2,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 10.2 10.7 55.8 72.6 92.5 93.4 7.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308) 96 71 73 106 113 235 229 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 61,833 COMMITMENTS 32,766 30,281 1,128 19,900 27,347 53,794 58,756 8,039 3,077 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 6,042) 4,597 842 229 652 5,136 5,478 6,207 564 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 49.0 1.8 32.2 44.2 87.0 95.0 13.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 46 32 7 12 12 64 46 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/24/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 417,473 COMMITMENTS 13,685 79,869 4,214 381,000 312,199 398,899 396,282 18,574 21,191 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,680) -1,190 -10,993 2,297 1,726 8,993 2,833 297 -1,153 1,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.3 19.1 1.0 91.3 74.8 95.6 94.9 4.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 25 51 12 107 111 138 168
Updated May 27, 2011