COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 292,030 COMMITMENTS 43,075 10,083 95,158 133,132 173,090 271,365 278,330 20,666 13,700 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -14,590) -424 256 -2,154 -11,782 -12,266 -14,360 -14,164 -231 -426 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 3.5 32.6 45.6 59.3 92.9 95.3 7.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 106 50 74 62 70 196 167 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,568 COMMITMENTS 13,872 387 4,525 10,961 27,443 29,357 32,355 4,210 1,213 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -253) -558 -96 253 -105 -515 -410 -358 157 104 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.3 1.2 13.5 32.7 81.8 87.5 96.4 12.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 58 8 17 26 23 89 43 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 181,047 COMMITMENTS 47,274 33,338 25,208 97,447 115,823 169,929 174,369 11,119 6,678 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,748) 848 1,038 441 372 381 1,661 1,860 87 -112 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 18.4 13.9 53.8 64.0 93.9 96.3 6.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168) 61 45 41 52 49 139 110 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 753,555 COMMITMENTS 159,549 40,687 135,264 391,399 511,722 686,212 687,672 67,343 65,883 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: -16,314) -544 983 -4,068 -9,245 -11,081 -13,856 -14,165 -2,458 -2,149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 5.4 18.0 51.9 67.9 91.1 91.3 8.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 80 39 79 86 88 196 177 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 173,862 COMMITMENTS 42,260 6,881 43,092 79,322 118,919 164,674 168,892 9,188 4,970 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,839) 1,185 1,099 1,459 -1,152 -334 1,493 2,225 347 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 4.0 24.8 45.6 68.4 94.7 97.1 5.3 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371) 153 56 93 128 145 320 259 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 52,972 COMMITMENTS 25,926 34,284 1,726 17,150 11,938 44,802 47,948 8,171 5,025 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 1,803) 3,066 1,089 45 -950 172 2,161 1,306 -359 497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.9 64.7 3.3 32.4 22.5 84.6 90.5 15.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 44 70 15 10 19 62 97 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/26/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 395,078 COMMITMENTS 25,588 80,631 2,634 347,133 295,302 375,354 378,567 19,724 16,512 CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST: 12,721) 9,104 2,917 75 6,022 10,213 15,201 13,206 -2,479 -484 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 20.4 0.7 87.9 74.7 95.0 95.8 5.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275) 37 49 15 110 117 158 170
Updated April 29, 2011