COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 302,469 COMMITMENTS 47,398 8,514 100,045 135,510 179,820 282,953 288,378 19,516 14,091 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 4,795) 119 327 -481 4,715 4,660 4,352 4,506 443 289 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 2.8 33.1 44.8 59.5 93.5 95.3 6.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 115 44 77 62 72 200 171 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 42,992 COMMITMENTS 19,887 713 7,305 11,306 33,555 38,498 41,573 4,494 1,419 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 1,769) 1,560 53 373 -1 1,283 1,931 1,709 -162 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.3 1.7 17.0 26.3 78.0 89.5 96.7 10.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 73 13 24 23 28 107 57 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 194,250 COMMITMENTS 39,959 33,419 40,857 101,357 110,563 182,173 184,840 12,077 9,411 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 5,098) -2,451 872 6,431 1,246 -3,328 5,225 3,975 -128 1,123 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 17.2 21.0 52.2 56.9 93.8 95.2 6.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 52 57 51 60 53 138 136 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 759,727 COMMITMENTS 159,940 44,031 155,933 376,781 484,460 692,654 684,424 67,073 75,304 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 3,135) -8,527 -8,870 1,119 6,457 8,086 -951 335 4,086 2,800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 5.8 20.5 49.6 63.8 91.2 90.1 8.8 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 80 55 93 88 90 218 189 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 175,594 COMMITMENTS 25,674 12,870 52,518 88,108 101,959 166,300 167,347 9,294 8,247 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 5,159) -3,800 1,180 4,036 3,310 -2,732 3,546 2,485 1,613 2,674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 7.3 29.9 50.2 58.1 94.7 95.3 5.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335) 105 85 111 120 125 280 269 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 63,120 COMMITMENTS 33,160 30,939 1,465 20,167 27,497 54,793 59,901 8,327 3,219 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 6,055) 4,660 881 190 628 5,166 5,478 6,238 578 -182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.5 49.0 2.3 32.0 43.6 86.8 94.9 13.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108) 48 37 12 12 12 70 52 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 418,829 COMMITMENTS 14,020 80,285 4,405 381,475 312,700 399,900 397,390 18,929 21,438 CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST: 911) -1,421 -11,076 2,048 1,547 8,636 2,174 -392 -1,263 1,303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 19.2 1.1 91.1 74.7 95.5 94.9 4.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 27 51 18 110 111 148 169
Updated May 27, 2011