COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 188,609 COMMITMENTS 59,589 63,211 15,862 100,103 93,052 175,554 172,125 13,055 16,484 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 3,751) -4,200 3,201 1,261 7,612 -535 4,673 3,927 -922 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.6 33.5 8.4 53.1 49.3 93.1 91.3 6.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295) 99 111 66 58 60 194 204 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,479 COMMITMENTS 9,892 5,504 682 9,481 14,094 20,055 20,280 2,424 2,199 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 418) -299 636 -5 832 114 528 745 -110 -327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.0 24.5 3.0 42.2 62.7 89.2 90.2 10.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 30 30 11 23 13 56 52 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 183,330 COMMITMENTS 31,344 37,055 27,287 115,653 109,627 174,284 173,969 9,046 9,361 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 3,607) -90 -602 1,190 2,795 2,665 3,895 3,253 -288 354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 20.2 14.9 63.1 59.8 95.1 94.9 4.9 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182) 51 64 46 54 48 131 136 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 727,267 COMMITMENTS 184,270 125,260 63,805 413,085 459,834 661,160 648,899 66,107 78,368 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 12,156) 3,454 5,204 -1,080 3,776 3,982 6,150 8,106 6,006 4,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 17.2 8.8 56.8 63.2 90.9 89.2 9.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239) 63 77 63 76 85 177 190 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 145,889 COMMITMENTS 38,954 41,984 18,549 82,330 78,755 139,833 139,288 6,056 6,601 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -825) -237 -2,381 116 -833 1,693 -954 -572 129 -253 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 28.8 12.7 56.4 54.0 95.8 95.5 4.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 95 108 93 119 120 266 280 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 59,379 COMMITMENTS 44,261 26,819 649 8,609 30,296 53,519 57,764 5,860 1,615 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 13,383) 12,171 4,758 -506 1,532 9,218 13,197 13,470 186 -87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 74.5 45.2 1.1 14.5 51.0 90.1 97.3 9.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 76 22 6 20 8 100 34 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 430,253 COMMITMENTS 29,800 52,075 4,034 380,897 358,091 414,731 414,200 15,522 16,053 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 15,759) 3,333 -936 416 12,913 17,249 16,662 16,729 -903 -970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.9 12.1 0.9 88.5 83.2 96.4 96.3 3.6 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 34 47 12 101 104 142 156
Updated May 21, 2012