COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 190,015 COMMITMENTS 55,128 62,602 17,726 102,770 93,013 175,624 173,341 14,391 16,674 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,406) -4,461 -609 1,864 2,667 -39 70 1,216 1,336 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 32.9 9.3 54.1 49.0 92.4 91.2 7.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 95 114 69 60 64 194 213 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,546 COMMITMENTS 10,398 6,415 583 10,183 13,830 21,164 20,828 2,382 2,718 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,067) 506 911 -99 702 -264 1,109 548 -42 519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.2 27.2 2.5 43.2 58.7 89.9 88.5 10.1 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 32 31 11 25 12 59 53 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 185,050 COMMITMENTS 31,277 39,214 27,769 117,478 108,478 176,524 175,461 8,526 9,589 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,720) -67 2,159 482 1,825 -1,149 2,240 1,492 -520 228 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 21.2 15.0 63.5 58.6 95.4 94.8 4.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 53 67 49 56 46 136 139 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 729,589 COMMITMENTS 191,733 122,709 64,683 411,006 458,990 667,422 646,382 62,167 83,207 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 2,322) 7,463 -2,551 878 -2,079 -844 6,262 -2,517 -3,940 4,839 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.3 16.8 8.9 56.3 62.9 91.5 88.6 8.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 67 76 69 77 84 180 195 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 149,445 COMMITMENTS 39,576 41,048 20,898 82,584 79,937 143,058 141,883 6,387 7,562 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 3,556) 622 -936 2,349 254 1,182 3,225 2,595 331 961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.5 27.5 14.0 55.3 53.5 95.7 94.9 4.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372) 99 110 95 124 118 273 286 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 74,493 COMMITMENTS 58,795 26,008 593 9,094 46,342 68,482 72,943 6,011 1,550 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 15,114) 14,534 -811 -56 485 16,046 14,963 15,179 151 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 78.9 34.9 0.8 12.2 62.2 91.9 97.9 8.1 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 78 19 4 21 7 103 27 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 439,673 COMMITMENTS 23,624 53,572 3,278 397,723 366,346 424,625 423,196 15,048 16,477 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 9,420) -6,176 1,497 -756 16,826 8,255 9,894 8,996 -474 424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 12.2 0.7 90.5 83.3 96.6 96.3 3.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 32 47 9 100 103 138 153
Updated May 25, 2012