COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 297,674 COMMITMENTS 47,279 8,187 100,526 130,796 175,159 278,601 283,872 19,074 13,802 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 768) 1,551 -478 107 116 2,216 1,773 1,845 -1,006 -1,077 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 2.8 33.8 43.9 58.8 93.6 95.4 6.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 121 39 79 62 70 202 169 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 41,223 COMMITMENTS 18,328 659 6,932 11,307 32,272 36,567 39,864 4,656 1,359 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 5,462) 2,649 245 1,076 1,218 3,857 4,943 5,178 519 284 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.5 1.6 16.8 27.4 78.3 88.7 96.7 11.3 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116) 63 16 21 24 26 99 53 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 189,153 COMMITMENTS 42,410 32,547 34,426 100,111 113,892 176,948 180,865 12,205 8,288 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 676) -4,903 2,036 3,417 1,340 -5,931 -147 -478 822 1,154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 17.2 18.2 52.9 60.2 93.5 95.6 6.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169) 59 45 46 55 53 135 124 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 756,592 COMMITMENTS 168,467 52,901 154,814 370,323 476,374 693,605 684,089 62,988 72,503 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -2,457) -4,599 6,656 4,824 518 -16,172 743 -4,693 -3,199 2,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.3 7.0 20.5 48.9 63.0 91.7 90.4 8.3 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 83 54 95 86 90 217 192 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 170,435 COMMITMENTS 29,474 11,689 48,482 84,798 104,691 162,754 164,862 7,681 5,572 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: -6,231) -8,614 1,464 32 3,893 -6,945 -4,689 -5,450 -1,542 -782 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 6.9 28.4 49.8 61.4 95.5 96.7 4.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 113 77 106 124 129 288 267 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 57,064 COMMITMENTS 28,500 30,057 1,275 19,540 22,331 49,315 53,664 7,749 3,401 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 3,529) 2,663 -560 -538 1,125 5,608 3,249 4,510 280 -980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.9 52.7 2.2 34.2 39.1 86.4 94.0 13.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112) 46 41 11 12 14 67 58 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 417,918 COMMITMENTS 15,441 91,361 2,358 379,927 304,064 397,726 397,782 20,192 20,135 CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST: 17,735) -4,850 6,544 -3,483 25,634 12,250 17,301 15,311 434 2,423 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 21.9 0.6 90.9 72.8 95.2 95.2 4.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266) 25 56 17 112 111 150 171
Updated May 20, 2011