COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 201,644 COMMITMENTS 58,258 68,864 20,814 109,357 96,006 188,429 185,684 13,215 15,960 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 9,668) 1,026 3,917 2,825 7,504 3,795 11,355 10,537 -1,687 -869 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 34.2 10.3 54.2 47.6 93.4 92.1 6.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 93 112 70 61 63 200 202 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,883 COMMITMENTS 10,028 6,741 515 13,874 16,722 24,417 23,978 2,466 2,905 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 2,352) -177 317 -181 2,532 1,962 2,174 2,098 178 254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.3 25.1 1.9 51.6 62.2 90.8 89.2 9.2 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 32 32 13 27 13 60 58 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 190,254 COMMITMENTS 30,023 40,901 29,452 122,270 107,765 181,745 178,118 8,509 12,136 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 869) -337 2,506 2,397 -653 -4,670 1,407 233 -538 636 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 21.5 15.5 64.3 56.6 95.5 93.6 4.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 49 77 47 55 46 134 143 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 775,795 COMMITMENTS 200,920 129,053 83,707 425,816 474,776 710,443 687,536 65,352 88,259 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 22,255) 3,162 705 11,732 8,092 12,086 22,986 24,523 -731 -2,268 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.9 16.6 10.8 54.9 61.2 91.6 88.6 8.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 65 76 73 79 85 185 195 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 159,364 COMMITMENTS 37,632 43,478 28,509 86,005 78,984 152,146 150,971 7,218 8,393 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 8,676) -83 728 5,899 2,610 2,311 8,426 8,938 250 -262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.6 27.3 17.9 54.0 49.6 95.5 94.7 4.5 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374) 89 124 99 126 112 276 288 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 80,104 COMMITMENTS 65,872 20,072 865 6,443 57,605 73,180 78,542 6,924 1,562 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 3,360) 5,148 983 244 -2,055 2,159 3,337 3,386 23 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 82.2 25.1 1.1 8.0 71.9 91.4 98.1 8.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 64 19 5 20 7 89 27 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 457,455 COMMITMENTS 21,069 59,233 2,786 419,225 377,075 443,080 439,094 14,375 18,361 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 15,855) -168 6,116 -734 17,442 9,150 16,540 14,532 -685 1,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 12.9 0.6 91.6 82.4 96.9 96.0 3.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 24 47 9 97 103 128 152
Updated June 8, 2012