COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 180,785 COMMITMENTS 60,674 51,682 14,803 90,202 99,153 165,679 165,638 15,106 15,147 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -2,058) 2,258 1,638 -115 -2,209 -4,407 -66 -2,884 -1,992 826 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.6 28.6 8.2 49.9 54.8 91.6 91.6 8.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 99 88 72 51 59 191 183 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 19,917 COMMITMENTS 9,996 3,209 713 6,803 13,876 17,512 17,798 2,405 2,119 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -699) 124 215 152 -899 -1,249 -623 -882 -76 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 16.1 3.6 34.2 69.7 87.9 89.4 12.1 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76) 29 20 12 20 14 53 43 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 182,207 COMMITMENTS 30,859 42,004 25,581 115,828 104,886 172,268 172,471 9,939 9,736 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 4,758) 875 -1,711 2,873 1,028 4,115 4,776 5,277 -18 -519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 23.1 14.0 63.6 57.6 94.5 94.7 5.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 55 63 44 54 45 136 128 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 706,597 COMMITMENTS 184,434 112,721 63,150 400,364 464,750 647,948 640,621 58,649 65,976 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -18,521) -2,875 7,702 610 -2,005 -18,937 -4,270 -10,625 -14,251 -7,896 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 16.0 8.9 56.7 65.8 91.7 90.7 8.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 64 72 62 78 88 180 188 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 144,219 COMMITMENTS 38,524 42,703 17,172 81,474 77,017 137,170 136,892 7,049 7,327 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -2,148) 391 38 -834 -2,036 -1,452 -2,479 -2,248 331 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 29.6 11.9 56.5 53.4 95.1 94.9 4.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351) 99 99 87 120 118 258 271 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 45,539 COMMITMENTS 31,374 17,996 1,169 7,219 24,200 39,762 43,365 5,777 2,174 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: 2,395) 4,727 7,327 76 1,018 -4,344 5,821 3,059 -3,426 -664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.9 39.5 2.6 15.9 53.1 87.3 95.2 12.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 49 28 6 15 12 66 45 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/01/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 397,471 COMMITMENTS 32,992 42,204 2,701 343,021 338,169 378,714 383,074 18,757 14,397 CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST: -11,514) 9,308 -17,006 -2,577 -18,734 9,934 -12,003 -9,649 489 -1,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 10.6 0.7 86.3 85.1 95.3 96.4 4.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 47 38 14 99 101 155 144
Updated May 4, 2012