COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 304,256 COMMITMENTS 49,475 6,313 101,271 133,229 182,201 283,975 289,785 20,281 14,471 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,787) 2,078 -2,200 1,226 -2,282 2,381 1,022 1,407 765 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 2.1 33.3 43.8 59.9 93.3 95.2 6.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 126 35 81 63 71 206 171 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 44,592 COMMITMENTS 21,143 853 7,093 11,599 34,975 39,835 42,920 4,757 1,672 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,599) 1,256 140 -212 293 1,419 1,337 1,347 263 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.4 1.9 15.9 26.0 78.4 89.3 96.3 10.7 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 73 16 21 24 28 108 55 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 196,128 COMMITMENTS 37,830 31,621 41,509 105,656 113,510 184,995 186,641 11,133 9,487 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 1,878) -2,129 -1,798 652 4,299 2,947 2,822 1,801 -944 77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 16.1 21.2 53.9 57.9 94.3 95.2 5.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 55 52 49 61 54 141 131 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 789,907 COMMITMENTS 164,302 46,313 166,228 387,081 507,143 717,612 719,684 72,295 70,223 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 30,180) 4,362 2,282 10,295 10,300 22,683 24,958 35,260 5,222 -5,081 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 5.9 21.0 49.0 64.2 90.8 91.1 9.2 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 89 52 97 91 95 228 199 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 174,422 COMMITMENTS 26,295 11,976 53,720 85,258 101,298 165,273 166,994 9,148 7,427 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -1,172) 620 -893 1,202 -2,850 -661 -1,027 -353 -145 -820 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 6.9 30.8 48.9 58.1 94.8 95.7 5.2 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346) 123 81 118 118 123 294 273 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 56,948 COMMITMENTS 28,516 23,902 1,555 19,413 27,905 49,484 53,362 7,464 3,587 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -6,172) -4,644 -7,037 90 -754 408 -5,308 -6,540 -863 368 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 42.0 2.7 34.1 49.0 86.9 93.7 13.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 44 40 10 12 11 61 58 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 423,402 COMMITMENTS 20,199 72,417 5,475 378,875 323,378 404,549 401,269 18,854 22,133 CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 4,574) 6,179 -7,869 1,069 -2,599 10,678 4,649 3,879 -75 695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 17.1 1.3 89.5 76.4 95.5 94.8 4.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259) 24 52 18 105 116 142 173
Updated June 3, 2011