COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, May 15, 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 : 188,609: 59,589 63,211 15,862 100,103 93,052 175,554 172,125: 13,055 16,484 Old : 101,794: 40,964 48,757 1,903 53,808 38,578 96,675 89,238: 5,119 12,556 Other: 86,815: 28,493 24,322 4,091 46,295 54,474 78,879 82,887: 7,936 3,928 : : : : : Changes in Commitments from: May 8, 2012 : : 3,751: -4,200 3,201 1,261 7,612 -535 4,673 3,927: -922 -176 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.6 33.5 8.4 53.1 49.3 93.1 91.3: 6.9 8.7 Old : 100.0: 40.2 47.9 1.9 52.9 37.9 95.0 87.7: 5.0 12.3 Other: 100.0: 32.8 28.0 4.7 53.3 62.7 90.9 95.5: 9.1 4.5 : : : :# Traders : Number of Traders in Each Category : All : 295: 99 111 66 58 60 194 204: Old : 266: 80 110 16 39 47 128 164: Other: 196: 72 48 25 46 50 136 107: :---------------------------------------------------------------------------------------------------- : 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 : 19.5 20.6 33.4 30.6 17.1 13.2 28.7 21.2 Old : 27.6 18.3 39.9 31.5 27.6 18.2 39.9 30.6 Other: 21.6 36.3 34.6 48.3 21.6 34.6 34.2 46.6 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, May 15, 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 : 22,479: 9,892 5,504 682 9,481 14,094 20,055 20,280: 2,424 2,199 Old : 20,768: 9,724 5,527 204 8,520 12,882 18,448 18,613: 2,320 2,155 Other: 1,711: 227 36 419 961 1,212 1,607 1,667: 104 44 : : : : : Changes in Commitments from: May 8, 2012 : : 418: -299 636 -5 832 114 528 745: -110 -327 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.0 24.5 3.0 42.2 62.7 89.2 90.2: 10.8 9.8 Old : 100.0: 46.8 26.6 1.0 41.0 62.0 88.8 89.6: 11.2 10.4 Other: 100.0: 13.3 2.1 24.5 56.2 70.8 93.9 97.4: 6.1 2.6 : : : :# Traders : Number of Traders in Each Category : All : 90: 30 30 11 23 13 56 52: Old : 90: 30 30 6 22 13 55 47: Other: 22: 8 3 7 9 2 18 12: :---------------------------------------------------------------------------------------------------- : 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 : 29.5 59.4 45.0 68.8 28.9 57.0 43.5 65.2 Old : 31.7 58.4 47.6 68.5 31.3 56.3 45.3 65.1 Other: 58.1 86.5 83.1 96.0 47.8 66.7 58.1 66.9 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, May 15, 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 : 183,330: 31,344 37,055 27,287 115,653 109,627 174,284 173,969: 9,046 9,361 Old : 112,132: 26,507 37,583 15,611 62,767 50,269 104,885 103,463: 7,247 8,669 Other: 71,198: 12,049 6,684 4,464 52,886 59,358 69,399 70,506: 1,799 692 : : : : : Changes in Commitments from: May 8, 2012 : : 3,607: -90 -602 1,190 2,795 2,665 3,895 3,253: -288 354 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 20.2 14.9 63.1 59.8 95.1 94.9: 4.9 5.1 Old : 100.0: 23.6 33.5 13.9 56.0 44.8 93.5 92.3: 6.5 7.7 Other: 100.0: 16.9 9.4 6.3 74.3 83.4 97.5 99.0: 2.5 1.0 : : : :# Traders : Number of Traders in Each Category : All : 182: 51 64 46 54 48 131 136: Old : 178: 46 69 35 51 40 120 123: Other: 92: 25 12 13 40 32 71 51: :---------------------------------------------------------------------------------------------------- : 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 : 26.6 27.1 40.0 42.1 23.7 21.2 33.5 30.7 Old : 26.2 24.0 41.0 36.6 25.6 20.4 38.3 29.4 Other: 40.6 42.9 56.6 65.8 36.4 37.8 52.1 57.9 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, May 15, 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 : 727,267: 184,270 125,260 63,805 413,085 459,834 661,160 648,899: 66,107 78,368 Old : 727,267: 184,270 125,260 63,805 413,085 459,834 661,160 648,899: 66,107 78,368 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 8, 2012 : : 12,156: 3,454 5,204 -1,080 3,776 3,982 6,150 8,106: 6,006 4,050 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 17.2 8.8 56.8 63.2 90.9 89.2: 9.1 10.8 Old : 100.0: 25.3 17.2 8.8 56.8 63.2 90.9 89.2: 9.1 10.8 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 : 239: 63 77 63 76 85 177 190: Old : 239: 63 77 63 76 85 177 190: 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 : 13.4 20.8 24.7 29.6 13.2 17.6 23.5 25.0 Old : 13.4 20.8 24.7 29.6 13.2 17.6 23.5 25.0 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 15, 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 : 145,889: 38,954 41,984 18,549 82,330 78,755 139,833 139,288: 6,056 6,601 Old : 105,240: 40,201 39,603 7,029 53,033 52,861 100,263 99,493: 4,977 5,747 Other: 40,649: 6,763 10,391 3,510 29,297 25,894 39,570 39,795: 1,079 854 : : : : : Changes in Commitments from: May 8, 2012 : : -825: -237 -2,381 116 -833 1,693 -954 -572: 129 -253 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 28.8 12.7 56.4 54.0 95.8 95.5: 4.2 4.5 Old : 100.0: 38.2 37.6 6.7 50.4 50.2 95.3 94.5: 4.7 5.5 Other: 100.0: 16.6 25.6 8.6 72.1 63.7 97.3 97.9: 2.7 2.1 : : : :# Traders : Number of Traders in Each Category : All : 363: 95 108 93 119 120 266 280: Old : 359: 102 108 61 102 109 231 252: Other: 199: 47 36 26 81 78 143 128: :---------------------------------------------------------------------------------------------------- : 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 15.5 24.5 24.7 11.9 12.1 21.0 19.5 Old : 15.6 17.9 27.0 28.8 15.6 15.0 26.9 25.0 Other: 24.4 20.2 39.7 35.3 23.7 18.0 36.2 30.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, May 15, 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 : 59,379: 44,261 26,819 649 8,609 30,296 53,519 57,764: 5,860 1,615 Old : 59,379: 44,261 26,819 649 8,609 30,296 53,519 57,764: 5,860 1,615 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 8, 2012 : : 13,383: 12,171 4,758 -506 1,532 9,218 13,197 13,470: 186 -87 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 74.5 45.2 1.1 14.5 51.0 90.1 97.3: 9.9 2.7 Old : 100.0: 74.5 45.2 1.1 14.5 51.0 90.1 97.3: 9.9 2.7 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 : 126: 76 22 6 20 8 100 34: Old : 126: 76 22 6 20 8 100 34: 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 : 38.6 65.3 50.6 86.8 38.6 65.3 50.6 86.8 Old : 38.6 65.3 50.6 86.8 38.6 65.3 50.6 86.8 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 15, 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 : 430,253: 29,800 52,075 4,034 380,897 358,091 414,731 414,200: 15,522 16,053 Old : 430,253: 29,800 52,075 4,034 380,897 358,091 414,731 414,200: 15,522 16,053 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 8, 2012 : : 15,759: 3,333 -936 416 12,913 17,249 16,662 16,729: -903 -970 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 12.1 0.9 88.5 83.2 96.4 96.3: 3.6 3.7 Old : 100.0: 6.9 12.1 0.9 88.5 83.2 96.4 96.3: 3.6 3.7 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 : 254: 34 47 12 101 104 142 156: Old : 254: 34 47 12 101 104 142 156: 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 : 37.0 30.1 51.0 40.4 33.6 30.0 47.6 39.2 Old : 37.0 30.1 51.0 40.4 33.6 30.0 47.6 39.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 21, 2012