COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 155,142 COMMITMENTS 45,276 14,762 13,093 79,303 115,561 137,672 143,416 17,470 11,726 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,167) 1,021 -202 -46 -266 1,227 709 979 458 188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.2 9.5 8.4 51.1 74.5 88.7 92.4 11.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220) 98 46 59 50 57 174 140 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,716 COMMITMENTS 21,034 4,791 358 9,668 29,131 31,060 34,280 4,656 1,436 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,437) 1,228 121 -243 200 1,313 1,185 1,191 252 246 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.9 13.4 1.0 27.1 81.6 87.0 96.0 13.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 64 23 11 19 26 94 50 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 162,681 COMMITMENTS 41,860 33,767 18,349 91,969 101,574 152,178 153,690 10,503 8,991 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 4,431) -1,287 131 843 5,693 3,235 5,249 4,209 -818 222 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.7 20.8 11.3 56.5 62.4 93.5 94.5 6.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170) 57 44 36 60 50 134 114 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 606,482 COMMITMENTS 166,403 59,103 50,883 325,441 435,079 542,727 545,065 63,755 61,417 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 21,551) -325 5,470 7,002 9,019 14,062 15,696 26,534 5,855 -4,983 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 9.7 8.4 53.7 71.7 89.5 89.9 10.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 75 63 78 87 86 209 183 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 112,192 COMMITMENTS 29,468 10,758 13,890 60,410 80,844 103,768 105,492 8,424 6,700 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -416) 131 -728 1,887 -2,396 -875 -378 284 -38 -700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 9.6 12.4 53.8 72.1 92.5 94.0 7.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318) 115 64 80 106 109 252 229 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 55,794 COMMITMENTS 28,430 23,643 1,012 19,124 27,731 48,566 52,386 7,228 3,408 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -6,039) -4,336 -6,638 -116 -776 384 -5,228 -6,370 -811 331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.0 42.4 1.8 34.3 49.7 87.0 93.9 13.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 41 34 7 12 11 57 50 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/31/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 422,105 COMMITMENTS 20,081 72,045 5,308 378,068 322,992 403,457 400,345 18,648 21,760 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 4,632) 6,396 -7,824 1,094 -2,932 10,793 4,558 4,063 74 569 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 17.1 1.3 89.6 76.5 95.6 94.8 4.4 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256) 23 50 12 102 116 132 171
Updated June 3, 2011