COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, May 1, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 180,785: 60,674 51,682 14,803 90,202 99,153 165,679 165,638: 15,106 15,147 Old : 98,979: 43,481 37,790 2,730 44,805 47,303 91,016 87,823: 7,963 11,156 Other: 81,806: 25,645 22,344 3,621 45,397 51,850 74,663 77,815: 7,143 3,991 : : : : : Changes in Commitments from: April 24, 2012 : : -2,058: 2,258 1,638 -115 -2,209 -4,407 -66 -2,884: -1,992 826 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.6 28.6 8.2 49.9 54.8 91.6 91.6: 8.4 8.4 Old : 100.0: 43.9 38.2 2.8 45.3 47.8 92.0 88.7: 8.0 11.3 Other: 100.0: 31.3 27.3 4.4 55.5 63.4 91.3 95.1: 8.7 4.9 : : : :# Traders : Number of Traders in Each Category : All : 268: 99 88 72 51 59 191 183: Old : 249: 91 84 21 37 45 136 142: Other: 192: 67 53 24 40 48 126 107: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 18.0 23.2 30.5 32.7 18.0 20.0 30.4 28.6 Old : 19.1 24.1 32.5 36.9 19.1 24.1 32.5 36.1 Other: 20.9 34.4 35.9 48.1 20.9 33.6 35.7 46.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, May 1, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 19,917: 9,996 3,209 713 6,803 13,876 17,512 17,798: 2,405 2,119 Old : 18,697: 10,021 3,257 130 6,215 13,217 16,366 16,604: 2,331 2,093 Other: 1,220: 75 52 483 588 659 1,146 1,194: 74 26 : : : : : Changes in Commitments from: April 24, 2012 : : -699: 124 215 152 -899 -1,249 -623 -882: -76 183 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.2 16.1 3.6 34.2 69.7 87.9 89.4: 12.1 10.6 Old : 100.0: 53.6 17.4 0.7 33.2 70.7 87.5 88.8: 12.5 11.2 Other: 100.0: 6.1 4.3 39.6 48.2 54.0 93.9 97.9: 6.1 2.1 : : : :# Traders : Number of Traders in Each Category : All : 76: 29 20 12 20 14 53 43: Old : 76: 30 20 6 18 14 50 38: Other: 20: 3 6 8 8 2 17 13: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 32.2 63.5 48.1 72.7 32.2 63.0 48.0 72.1 Old : 34.3 64.1 50.8 73.9 34.3 64.1 50.7 73.9 Other: 61.9 83.4 84.3 96.1 37.5 48.2 44.8 49.1 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, May 1, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 182,207: 30,859 42,004 25,581 115,828 104,886 172,268 172,471: 9,939 9,736 Old : 118,112: 26,457 41,796 14,670 69,350 52,629 110,477 109,095: 7,635 9,017 Other: 64,095: 11,796 7,602 3,517 46,478 52,257 61,791 63,376: 2,304 719 : : : : : Changes in Commitments from: April 24, 2012 : : 4,758: 875 -1,711 2,873 1,028 4,115 4,776 5,277: -18 -519 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 23.1 14.0 63.6 57.6 94.5 94.7: 5.5 5.3 Old : 100.0: 22.4 35.4 12.4 58.7 44.6 93.5 92.4: 6.5 7.6 Other: 100.0: 18.4 11.9 5.5 72.5 81.5 96.4 98.9: 3.6 1.1 : : : :# Traders : Number of Traders in Each Category : All : 183: 55 63 44 54 45 136 128: Old : 179: 50 66 30 52 38 122 116: Other: 92: 27 12 13 38 29 69 50: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 26.8 26.0 40.7 40.7 24.1 20.7 34.0 29.5 Old : 26.9 24.1 41.9 35.6 24.8 20.4 36.9 30.0 Other: 39.4 42.6 56.1 65.1 35.6 37.5 52.2 58.0 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, May 1, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 706,597: 184,434 112,721 63,150 400,364 464,750 647,948 640,621: 58,649 65,976 Old : 706,597: 184,434 112,721 63,150 400,364 464,750 647,948 640,621: 58,649 65,976 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2012 : : -18,521: -2,875 7,702 610 -2,005 -18,937 -4,270 -10,625: -14,251 -7,896 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 16.0 8.9 56.7 65.8 91.7 90.7: 8.3 9.3 Old : 100.0: 26.1 16.0 8.9 56.7 65.8 91.7 90.7: 8.3 9.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 243: 64 72 62 78 88 180 188: Old : 243: 64 72 62 78 88 180 188: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.6 19.9 26.7 29.7 14.3 17.7 25.2 25.5 Old : 14.6 19.9 26.7 29.7 14.3 17.7 25.2 25.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders - Futures Only, May 1, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 144,219: 38,524 42,703 17,172 81,474 77,017 137,170 136,892: 7,049 7,327 Old : 108,774: 41,212 41,802 6,159 55,446 54,436 102,817 102,397: 5,957 6,377 Other: 35,445: 5,531 9,120 2,794 26,028 22,581 34,353 34,495: 1,092 950 : : : : : Changes in Commitments from: April 24, 2012 : : -2,148: 391 38 -834 -2,036 -1,452 -2,479 -2,248: 331 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 29.6 11.9 56.5 53.4 95.1 94.9: 4.9 5.1 Old : 100.0: 37.9 38.4 5.7 51.0 50.0 94.5 94.1: 5.5 5.9 Other: 100.0: 15.6 25.7 7.9 73.4 63.7 96.9 97.3: 3.1 2.7 : : : :# Traders : Number of Traders in Each Category : All : 351: 99 99 87 120 118 258 271: Old : 348: 103 97 60 105 107 228 245: Other: 187: 41 36 25 78 75 134 124: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 13.3 15.9 24.7 25.7 12.1 12.7 21.3 20.2 Old : 15.4 17.1 26.1 29.5 14.5 15.1 25.1 25.4 Other: 28.0 21.3 42.9 38.3 27.6 19.2 38.0 31.2 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, May 1, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 45,539: 31,374 17,996 1,169 7,219 24,200 39,762 43,365: 5,777 2,174 Old : 45,539: 31,374 17,996 1,169 7,219 24,200 39,762 43,365: 5,777 2,174 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2012 : : 2,395: 4,727 7,327 76 1,018 -4,344 5,821 3,059: -3,426 -664 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.9 39.5 2.6 15.9 53.1 87.3 95.2: 12.7 4.8 Old : 100.0: 68.9 39.5 2.6 15.9 53.1 87.3 95.2: 12.7 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 102: 49 28 6 15 12 66 45: Old : 102: 49 28 6 15 12 66 45: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 66.0 67.0 78.9 54.7 66.0 65.4 78.9 Old : 55.8 66.0 67.0 78.9 54.7 66.0 65.4 78.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders - Futures Only, May 1, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 397,471: 32,992 42,204 2,701 343,021 338,169 378,714 383,074: 18,757 14,397 Old : 397,471: 32,992 42,204 2,701 343,021 338,169 378,714 383,074: 18,757 14,397 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2012 : : -11,514: 9,308 -17,006 -2,577 -18,734 9,934 -12,003 -9,649: 489 -1,865 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 10.6 0.7 86.3 85.1 95.3 96.4: 4.7 3.6 Old : 100.0: 8.3 10.6 0.7 86.3 85.1 95.3 96.4: 4.7 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 255: 47 38 14 99 101 155 144: Old : 255: 47 38 14 99 101 155 144: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.7 28.7 46.8 38.9 31.9 28.7 44.1 38.3 Old : 34.7 28.7 46.8 38.9 31.9 28.7 44.1 38.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 4, 2012