COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 307,585 COMMITMENTS 45,377 6,872 100,472 139,642 185,533 285,491 292,877 22,094 14,708 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 3,329) -4,098 559 -799 6,413 3,332 1,516 3,092 1,813 237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 2.2 32.7 45.4 60.3 92.8 95.2 7.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230) 109 42 81 61 70 194 169 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 45,590 COMMITMENTS 22,137 883 7,450 11,120 35,626 40,706 43,959 4,884 1,632 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 998) 993 30 357 -479 651 871 1,038 127 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.6 1.9 16.3 24.4 78.1 89.3 96.4 10.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123) 72 14 21 24 28 105 55 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 182,489 COMMITMENTS 35,017 31,793 30,786 108,022 112,542 173,825 175,121 8,664 7,368 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: -13,639) -2,813 172 -10,724 2,366 -969 -11,170 -11,521 -2,469 -2,119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 17.4 16.9 59.2 61.7 95.3 96.0 4.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 52 52 49 60 53 140 130 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 822,537 COMMITMENTS 167,376 42,503 164,223 407,669 543,795 739,268 750,521 83,269 72,016 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 32,630) 3,074 -3,810 -2,005 20,588 36,652 21,657 30,837 10,974 1,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 5.2 20.0 49.6 66.1 89.9 91.2 10.1 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 80 55 95 88 91 220 191 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 176,030 COMMITMENTS 25,053 13,816 53,898 88,782 100,753 167,733 168,468 8,297 7,562 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 1,609) -1,242 1,840 178 3,524 -545 2,460 1,473 -851 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 7.8 30.6 50.4 57.2 95.3 95.7 4.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 118 88 121 125 126 299 288 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 63,201 COMMITMENTS 34,017 31,926 3,400 18,629 23,717 56,046 59,043 7,155 4,159 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 6,253) 5,500 8,024 1,845 -784 -4,188 6,562 5,681 -309 572 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.8 50.5 5.4 29.5 37.5 88.7 93.4 11.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114) 46 44 13 14 11 67 63 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 432,773 COMMITMENTS 11,181 84,040 2,332 401,420 325,917 414,933 412,290 17,840 20,483 CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST: 9,370) -9,018 11,624 -3,142 22,544 2,539 10,384 11,021 -1,014 -1,651 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 19.4 0.5 92.8 75.3 95.9 95.3 4.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269) 26 57 17 109 115 147 178
Updated June 10, 2011