COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 182,843 COMMITMENTS 58,416 50,044 14,918 92,411 103,560 165,745 168,522 17,098 14,321 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -5,253) 1,699 -4,921 678 -6,516 998 -4,139 -3,245 -1,114 -2,008 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 27.4 8.2 50.5 56.6 90.6 92.2 9.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 97 80 69 54 59 188 176 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 20,616 COMMITMENTS 9,872 2,994 561 7,702 15,125 18,135 18,680 2,481 1,936 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 320) 338 -185 -44 -27 52 267 -177 53 497 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.9 14.5 2.7 37.4 73.4 88.0 90.6 12.0 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75) 31 17 11 20 16 53 42 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 177,449 COMMITMENTS 29,984 43,715 22,708 114,800 100,771 167,492 167,194 9,957 10,255 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 3,087) -819 -3,398 2,258 616 4,615 2,055 3,475 1,032 -388 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 24.6 12.8 64.7 56.8 94.4 94.2 5.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185) 56 64 41 54 44 134 127 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 725,118 COMMITMENTS 187,309 105,019 62,540 402,369 483,687 652,218 651,246 72,900 73,872 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -5,137) -4,494 12,331 -2,325 6,481 -22,744 -338 -12,738 -4,799 7,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 14.5 8.6 55.5 66.7 89.9 89.8 10.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 67 67 65 79 87 187 181 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 146,367 COMMITMENTS 38,133 42,665 18,006 83,510 78,469 139,649 139,140 6,718 7,227 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 1,142) 1,311 -529 -288 45 1,943 1,068 1,126 74 16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 29.1 12.3 57.1 53.6 95.4 95.1 4.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355) 99 97 95 121 119 266 276 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 43,144 COMMITMENTS 26,647 10,669 1,093 6,201 28,544 33,941 40,306 9,203 2,838 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -2,615) -3,687 -2,276 592 661 -1,968 -2,434 -3,652 -181 1,037 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.8 24.7 2.5 14.4 66.2 78.7 93.4 21.3 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 51 20 6 17 13 71 37 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 408,985 COMMITMENTS 23,684 59,210 5,278 361,755 328,235 390,717 392,723 18,268 16,262 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 17,672) -1,926 5,346 2,447 25,433 12,343 25,954 20,136 -8,282 -2,464 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 14.5 1.3 88.5 80.3 95.5 96.0 4.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 34 46 13 100 97 142 148
Updated April 27, 2012