COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 191,976 COMMITMENTS 57,232 64,947 17,989 101,853 92,211 177,074 175,147 14,902 16,829 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,961) 2,104 2,345 263 -917 -802 1,450 1,806 511 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 33.8 9.4 53.1 48.0 92.2 91.2 7.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 97 112 70 60 63 197 209 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 24,531 COMMITMENTS 10,205 6,424 696 11,342 14,760 22,243 21,880 2,288 2,651 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 985) -193 9 113 1,159 930 1,079 1,052 -94 -67 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 26.2 2.8 46.2 60.2 90.7 89.2 9.3 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 32 33 13 26 13 60 58 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 189,385 COMMITMENTS 30,360 38,395 27,055 122,923 112,435 180,338 177,885 9,047 11,500 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 4,335) -917 -819 -714 5,445 3,957 3,814 2,424 521 1,911 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 20.3 14.3 64.9 59.4 95.2 93.9 4.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 50 74 45 56 42 134 136 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 753,540 COMMITMENTS 197,758 128,348 71,975 417,724 462,690 687,457 663,013 66,083 90,527 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 23,951) 6,025 5,639 7,292 6,718 3,700 20,035 16,631 3,916 7,320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.2 17.0 9.6 55.4 61.4 91.2 88.0 8.8 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 70 75 75 76 83 186 195 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 150,688 COMMITMENTS 37,715 42,750 22,610 83,395 76,673 143,720 142,033 6,968 8,655 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,243) -1,861 1,702 1,712 811 -3,264 662 150 581 1,093 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.0 28.4 15.0 55.3 50.9 95.4 94.3 4.6 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 83 120 97 126 111 264 287 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 76,744 COMMITMENTS 60,724 19,089 621 8,498 55,446 69,843 75,156 6,901 1,588 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,251) 1,929 -6,919 28 -596 9,104 1,361 2,213 890 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 79.1 24.9 0.8 11.1 72.2 91.0 97.9 9.0 2.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 73 16 4 21 6 98 23 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 441,600 COMMITMENTS 21,237 53,117 3,520 401,783 367,925 426,540 424,562 15,060 17,038 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,927) -2,387 -455 242 4,060 1,579 1,915 1,366 12 561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.8 12.0 0.8 91.0 83.3 96.6 96.1 3.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 28 47 9 99 102 133 152
Updated June 5, 2012