COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 184,858 COMMITMENTS 63,789 60,010 14,601 92,491 93,587 170,881 168,198 13,977 16,660 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 4,073) 3,115 8,328 -202 2,289 -5,566 5,202 2,560 -1,129 1,513 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 32.5 7.9 50.0 50.6 92.4 91.0 7.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 101 103 70 55 60 194 199 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,061 COMMITMENTS 10,191 4,868 687 8,649 13,980 19,527 19,535 2,534 2,526 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,144) 195 1,659 -26 1,846 104 2,015 1,737 129 407 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 22.1 3.1 39.2 63.4 88.5 88.5 11.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 29 26 11 21 14 54 48 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 179,723 COMMITMENTS 31,434 37,657 26,097 112,858 106,962 170,389 170,716 9,334 9,007 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -2,484) 575 -4,347 516 -2,970 2,076 -1,879 -1,755 -605 -729 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 21.0 14.5 62.8 59.5 94.8 95.0 5.2 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 57 62 42 52 46 131 131 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 715,111 COMMITMENTS 180,816 120,056 64,885 409,309 455,852 655,010 640,793 60,101 74,318 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 8,514) -3,618 7,335 1,735 8,945 -8,898 7,062 172 1,452 8,342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 16.8 9.1 57.2 63.7 91.6 89.6 8.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245) 65 78 66 77 86 184 192 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 146,714 COMMITMENTS 39,191 44,365 18,433 83,163 77,062 140,787 139,860 5,927 6,854 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 2,495) 667 1,662 1,261 1,689 45 3,617 2,968 -1,122 -473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 30.2 12.6 56.7 52.5 96.0 95.3 4.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 97 107 90 124 114 267 276 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 45,996 COMMITMENTS 32,090 22,061 1,155 7,077 21,078 40,322 44,294 5,674 1,702 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 457) 716 4,065 -14 -142 -3,122 560 929 -103 -472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.8 48.0 2.5 15.4 45.8 87.7 96.3 12.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 58 24 8 18 8 81 36 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 414,494 COMMITMENTS 26,467 53,011 3,618 367,984 340,842 398,069 397,471 16,425 17,023 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 17,023) -6,525 10,807 917 24,963 2,673 19,355 14,397 -2,332 2,626 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 12.8 0.9 88.8 82.2 96.0 95.9 4.0 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 34 44 12 98 106 140 154
Updated May 11, 2012