COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, May 22, 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 : 190,015: 55,128 62,602 17,726 102,770 93,013 175,624 173,341: 14,391 16,674 Old : 99,504: 34,126 47,403 2,869 56,779 36,601 93,774 86,873: 5,730 12,631 Other: 90,511: 31,382 25,579 4,477 45,991 56,412 81,850 86,468: 8,661 4,043 : : : : : Changes in Commitments from: May 15, 2012 : : 1,406: -4,461 -609 1,864 2,667 -39 70 1,216: 1,336 190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 32.9 9.3 54.1 49.0 92.4 91.2: 7.6 8.8 Old : 100.0: 34.3 47.6 2.9 57.1 36.8 94.2 87.3: 5.8 12.7 Other: 100.0: 34.7 28.3 4.9 50.8 62.3 90.4 95.5: 9.6 4.5 : : : :# Traders : Number of Traders in Each Category : All : 298: 95 114 69 60 64 194 213: Old : 258: 73 110 16 40 44 122 161: Other: 209: 80 49 24 49 52 144 112: :---------------------------------------------------------------------------------------------------- : 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 : 20.6 21.1 34.0 30.6 16.7 13.2 28.1 21.1 Old : 30.1 17.6 43.7 29.8 30.1 17.5 43.7 29.7 Other: 20.2 35.7 32.1 47.1 20.2 33.8 32.1 45.2 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, May 22, 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 : 23,546: 10,398 6,415 583 10,183 13,830 21,164 20,828: 2,382 2,718 Old : 21,737: 10,067 6,375 156 9,230 12,562 19,453 19,093: 2,284 2,644 Other: 1,809: 349 58 409 953 1,268 1,711 1,735: 98 74 : : : : : Changes in Commitments from: May 15, 2012 : : 1,067: 506 911 -99 702 -264 1,109 548: -42 519 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.2 27.2 2.5 43.2 58.7 89.9 88.5: 10.1 11.5 Old : 100.0: 46.3 29.3 0.7 42.5 57.8 89.5 87.8: 10.5 12.2 Other: 100.0: 19.3 3.2 22.6 52.7 70.1 94.6 95.9: 5.4 4.1 : : : :# Traders : Number of Traders in Each Category : All : 93: 32 31 11 25 12 59 53: Old : 92: 32 31 7 24 12 57 49: Other: 25: 10 4 9 9 2 21 14: :---------------------------------------------------------------------------------------------------- : 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 : 30.1 56.2 44.3 66.9 27.8 54.0 40.8 62.5 Old : 32.3 55.0 47.7 66.5 30.1 53.1 43.5 62.2 Other: 54.0 84.1 79.5 94.1 45.1 67.3 59.6 67.7 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, May 22, 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 : 185,050: 31,277 39,214 27,769 117,478 108,478 176,524 175,461: 8,526 9,589 Old : 111,269: 26,551 40,621 14,957 62,979 46,997 104,487 102,575: 6,782 8,694 Other: 73,781: 12,592 6,459 4,946 54,499 61,481 72,037 72,886: 1,744 895 : : : : : Changes in Commitments from: May 15, 2012 : : 1,720: -67 2,159 482 1,825 -1,149 2,240 1,492: -520 228 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 21.2 15.0 63.5 58.6 95.4 94.8: 4.6 5.2 Old : 100.0: 23.9 36.5 13.4 56.6 42.2 93.9 92.2: 6.1 7.8 Other: 100.0: 17.1 8.8 6.7 73.9 83.3 97.6 98.8: 2.4 1.2 : : : :# Traders : Number of Traders in Each Category : All : 188: 53 67 49 56 46 136 139: Old : 183: 49 71 40 50 36 124 124: Other: 96: 29 10 13 45 32 76 53: :---------------------------------------------------------------------------------------------------- : 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 : 25.2 27.1 38.5 41.4 23.1 20.9 32.3 30.2 Old : 25.5 22.5 40.4 34.9 25.2 19.4 38.5 27.9 Other: 38.8 43.6 56.1 65.6 34.9 38.8 51.8 58.8 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, May 22, 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 : 729,589: 191,733 122,709 64,683 411,006 458,990 667,422 646,382: 62,167 83,207 Old : 729,589: 191,733 122,709 64,683 411,006 458,990 667,422 646,382: 62,167 83,207 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 2,322: 7,463 -2,551 878 -2,079 -844 6,262 -2,517: -3,940 4,839 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 16.8 8.9 56.3 62.9 91.5 88.6: 8.5 11.4 Old : 100.0: 26.3 16.8 8.9 56.3 62.9 91.5 88.6: 8.5 11.4 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 : 242: 67 76 69 77 84 180 195: Old : 242: 67 76 69 77 84 180 195: 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 : 13.1 20.9 24.1 30.0 13.0 18.1 23.1 25.7 Old : 13.1 20.9 24.1 30.0 13.0 18.1 23.1 25.7 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 22, 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 : 149,445: 39,576 41,048 20,898 82,584 79,937 143,058 141,883: 6,387 7,562 Old : 106,015: 41,399 39,965 7,475 52,177 52,117 101,051 99,557: 4,964 6,458 Other: 43,430: 8,261 11,167 3,339 30,407 27,820 42,007 42,326: 1,423 1,104 : : : : : Changes in Commitments from: May 15, 2012 : : 3,556: 622 -936 2,349 254 1,182 3,225 2,595: 331 961 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 27.5 14.0 55.3 53.5 95.7 94.9: 4.3 5.1 Old : 100.0: 39.1 37.7 7.1 49.2 49.2 95.3 93.9: 4.7 6.1 Other: 100.0: 19.0 25.7 7.7 70.0 64.1 96.7 97.5: 3.3 2.5 : : : :# Traders : Number of Traders in Each Category : All : 372: 99 110 95 124 118 273 286: Old : 367: 104 110 62 105 106 235 256: Other: 204: 46 38 30 84 82 146 138: :---------------------------------------------------------------------------------------------------- : 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 : 13.2 14.8 24.1 23.3 11.9 11.7 20.8 18.8 Old : 15.9 17.3 26.7 27.6 15.8 14.9 26.6 24.7 Other: 23.8 19.7 38.9 33.1 22.9 17.6 35.8 29.4 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, May 22, 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 : 74,493: 58,795 26,008 593 9,094 46,342 68,482 72,943: 6,011 1,550 Old : 74,493: 58,795 26,008 593 9,094 46,342 68,482 72,943: 6,011 1,550 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 15,114: 14,534 -811 -56 485 16,046 14,963 15,179: 151 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.9 34.9 0.8 12.2 62.2 91.9 97.9: 8.1 2.1 Old : 100.0: 78.9 34.9 0.8 12.2 62.2 91.9 97.9: 8.1 2.1 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 : 125: 78 19 4 21 7 103 27: Old : 125: 78 19 4 21 7 103 27: 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 : 41.4 81.2 55.7 91.5 41.4 81.2 55.7 91.4 Old : 41.4 81.2 55.7 91.5 41.4 81.2 55.7 91.4 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 22, 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 : 439,673: 23,624 53,572 3,278 397,723 366,346 424,625 423,196: 15,048 16,477 Old : 439,673: 23,624 53,572 3,278 397,723 366,346 424,625 423,196: 15,048 16,477 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 9,420: -6,176 1,497 -756 16,826 8,255 9,894 8,996: -474 424 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 12.2 0.7 90.5 83.3 96.6 96.3: 3.4 3.7 Old : 100.0: 5.4 12.2 0.7 90.5 83.3 96.6 96.3: 3.4 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 : 248: 32 47 9 100 103 138 153: Old : 248: 32 47 9 100 103 138 153: 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 : 37.6 29.8 51.7 40.2 34.1 29.8 48.1 38.9 Old : 37.6 29.8 51.7 40.2 34.1 29.8 48.1 38.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2012