COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 290,380 COMMITMENTS 44,537 9,032 95,706 129,253 170,649 269,496 275,388 20,884 14,992 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -1,651) 1,463 -1,051 549 -3,880 -2,440 -1,868 -2,943 218 1,292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 3.1 33.0 44.5 58.8 92.8 94.8 7.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 108 48 73 62 68 196 163 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 34,414 COMMITMENTS 15,660 331 5,168 9,684 27,966 30,512 33,465 3,902 949 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 846) 1,788 -56 644 -1,277 522 1,155 1,110 -309 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.5 1.0 15.0 28.1 81.3 88.7 97.2 11.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 72 6 19 23 25 98 48 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 185,783 COMMITMENTS 47,863 32,073 29,499 95,717 118,547 173,080 180,119 12,704 5,664 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 4,736) 590 -1,265 4,291 -1,730 2,724 3,151 5,750 1,585 -1,014 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.8 17.3 15.9 51.5 63.8 93.2 97.0 6.8 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 74 39 46 55 52 153 115 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 733,492 COMMITMENTS 171,099 47,970 142,068 356,734 475,095 669,901 665,133 63,591 68,359 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: -20,063) 11,550 7,283 6,805 -34,666 -36,627 -16,311 -22,539 -3,752 2,476 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.3 6.5 19.4 48.6 64.8 91.3 90.7 8.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228) 85 40 86 83 89 201 184 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 183,066 COMMITMENTS 43,340 8,705 48,760 80,919 119,759 173,019 177,224 10,047 5,842 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 9,204) 1,080 1,824 5,668 1,597 841 8,344 8,332 859 872 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 4.8 26.6 44.2 65.4 94.5 96.8 5.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 153 61 102 133 148 332 271 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 55,535 COMMITMENTS 28,064 35,116 1,706 17,331 13,402 47,101 50,224 8,434 5,311 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 2,563) 2,138 832 -20 181 1,464 2,299 2,276 264 287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.5 63.2 3.1 31.2 24.1 84.8 90.4 15.2 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 46 66 12 14 18 67 89 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/03/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 399,674 COMMITMENTS 24,058 83,739 3,745 350,350 292,944 378,153 380,428 21,520 19,246 CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST: 4,595) -1,530 3,108 1,112 3,217 -2,358 2,799 1,861 1,796 2,734 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 21.0 0.9 87.7 73.3 94.6 95.2 5.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265) 31 48 14 110 114 151 166
Updated May 6, 2011