COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 159,300 COMMITMENTS 44,004 16,799 12,115 83,758 118,516 139,877 147,430 19,423 11,870 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 4,158) -1,272 2,037 -978 4,455 2,955 2,205 4,014 1,953 144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 10.5 7.6 52.6 74.4 87.8 92.5 12.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 88 46 63 50 58 168 141 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 36,183 COMMITMENTS 22,074 5,311 247 9,081 29,286 31,402 34,844 4,781 1,339 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 467) 1,040 520 -111 -587 155 342 564 125 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.0 14.7 0.7 25.1 80.9 86.8 96.3 13.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121) 61 24 10 20 26 91 51 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 163,361 COMMITMENTS 37,415 32,610 18,805 98,785 104,921 155,005 156,336 8,356 7,025 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 680) -4,445 -1,157 456 6,816 3,347 2,827 2,646 -2,147 -1,966 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 20.0 11.5 60.5 64.2 94.9 95.7 5.1 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171) 56 45 41 60 49 137 118 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 634,960 COMMITMENTS 168,068 55,328 48,260 344,678 468,426 561,006 572,014 73,954 62,946 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 28,478) 1,665 -3,775 -2,623 19,237 33,347 18,279 26,949 10,199 1,529 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 8.7 7.6 54.3 73.8 88.4 90.1 11.6 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 76 56 75 83 84 200 177 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 112,646 COMMITMENTS 28,083 12,499 13,655 63,399 79,817 105,137 105,971 7,509 6,675 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 454) -1,385 1,741 -235 2,989 -1,027 1,369 479 -915 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.9 11.1 12.1 56.3 70.9 93.3 94.1 6.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322) 108 67 85 108 112 254 239 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 62,825 COMMITMENTS 34,021 31,937 3,234 18,499 23,616 55,754 58,787 7,071 4,038 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 7,031) 5,591 8,294 2,222 -625 -4,115 7,188 6,401 -157 630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.2 50.8 5.1 29.4 37.6 88.7 93.6 11.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 46 42 11 14 11 66 60 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/07/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 431,301 COMMITMENTS 10,875 83,717 2,054 400,943 325,301 413,872 411,072 17,429 20,229 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 9,196) -9,206 11,672 -3,254 22,875 2,309 10,415 10,727 -1,219 -1,531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 19.4 0.5 93.0 75.4 96.0 95.3 4.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267) 24 57 10 107 115 138 176
Updated June 10, 2011