COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 298,639: 53,705 46,379 83,644 145,844 150,419 283,193 280,442: 15,446 18,197 Old : 156,707: 29,802 43,978 34,113 86,662 65,739 150,577 143,830: 6,130 12,877 Other: 141,932: 31,968 10,466 41,466 59,182 84,680 132,616 136,613: 9,316 5,320 : : : : : Changes in Commitments from: May 15, 2012 : : 16,679: -5,968 -2,358 11,540 9,467 7,172 15,039 16,354: 1,640 326 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 15.5 28.0 48.8 50.4 94.8 93.9: 5.2 6.1 Old : 100.0: 19.0 28.1 21.8 55.3 42.0 96.1 91.8: 3.9 8.2 Other: 100.0: 22.5 7.4 29.2 41.7 59.7 93.4 96.3: 6.6 3.7 : : : :# Traders : Number of Traders in Each Category : All : 313: 116 107 94 73 72 230 235: Old : 274: 81 116 59 58 59 167 206: Other: 227: 107 35 50 59 63 183 132: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 20.2 25.9 31.4 35.6 11.1 13.8 18.7 19.2 Old : 27.8 23.7 39.2 32.8 22.6 14.7 31.5 22.3 Other: 18.6 31.4 28.2 42.4 13.1 24.9 21.0 33.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 31,613: 8,702 5,979 6,574 13,683 16,227 28,959 28,780: 2,654 2,833 Old : 27,543: 8,863 5,931 4,629 11,529 14,224 25,020 24,783: 2,522 2,759 Other: 4,070: 156 365 1,628 2,154 2,004 3,938 3,997: 132 73 : : : : : Changes in Commitments from: May 15, 2012 : : 1,485: 59 957 244 865 -156 1,167 1,044: 318 441 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 18.9 20.8 43.3 51.3 91.6 91.0: 8.4 9.0 Old : 100.0: 32.2 21.5 16.8 41.9 51.6 90.8 90.0: 9.2 10.0 Other: 100.0: 3.8 9.0 40.0 52.9 49.2 96.8 98.2: 3.2 1.8 : : : :# Traders : Number of Traders in Each Category : All : 100: 26 42 20 26 15 66 64: Old : 98: 32 35 20 26 14 64 63: Other: 29: 5 12 14 12 4 29 18: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 24.9 49.7 39.1 62.7 22.8 41.6 33.6 47.7 Old : 26.3 49.2 39.2 60.7 23.8 42.9 34.9 49.9 Other: 53.9 70.7 75.0 89.1 34.6 41.5 41.0 43.3 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 197,393: 28,675 37,224 39,359 120,476 110,908 188,511 187,492: 8,882 9,901 Old : 117,943: 25,519 39,961 20,275 65,096 48,755 110,890 108,990: 7,053 8,953 Other: 79,450: 11,078 5,185 11,163 55,380 62,154 77,621 78,502: 1,829 948 : : : : : Changes in Commitments from: May 15, 2012 : : 1,588: 125 1,850 353 1,575 -872 2,054 1,331: -466 256 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 18.9 19.9 61.0 56.2 95.5 95.0: 4.5 5.0 Old : 100.0: 21.6 33.9 17.2 55.2 41.3 94.0 92.4: 6.0 7.6 Other: 100.0: 13.9 6.5 14.1 69.7 78.2 97.7 98.8: 2.3 1.2 : : : :# Traders : Number of Traders in Each Category : All : 193: 53 72 56 56 47 141 147: Old : 188: 51 74 51 53 40 134 137: Other: 97: 24 16 18 45 34 77 60: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 23.7 25.7 36.6 39.2 21.6 19.1 30.3 27.7 Old : 24.2 21.4 38.8 33.2 23.7 18.3 36.2 26.3 Other: 36.0 40.9 52.2 61.4 32.4 36.0 48.1 53.6 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 905,277: 181,279 111,644 180,522 474,852 521,527 836,652 813,693: 68,625 91,585 Old : 905,277: 181,279 111,644 180,522 474,852 521,527 836,652 813,693: 68,625 91,585 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 16,743: 1,134 -5,192 14,513 3,775 1,183 19,422 10,504: -2,679 6,240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 12.3 19.9 52.5 57.6 92.4 89.9: 7.6 10.1 Old : 100.0: 20.0 12.3 19.9 52.5 57.6 92.4 89.9: 7.6 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 247: 73 75 88 86 89 205 208: Old : 247: 73 75 88 86 89 205 208: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 11.2 17.7 20.3 26.9 10.9 15.2 19.0 21.0 Old : 11.2 17.7 20.3 26.9 10.9 15.2 19.0 21.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 222,621: 31,322 37,677 80,199 104,066 96,855 215,587 214,730: 7,033 7,891 Old : 153,903: 35,544 38,131 45,842 66,961 63,184 148,347 147,157: 5,557 6,746 Other: 68,718: 5,564 9,331 24,571 37,105 33,670 67,241 67,573: 1,477 1,145 : : : : : Changes in Commitments from: May 15, 2012 : : 6,124: 710 -397 3,828 1,206 1,732 5,744 5,163: 380 961 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.1 16.9 36.0 46.7 43.5 96.8 96.5: 3.2 3.5 Old : 100.0: 23.1 24.8 29.8 43.5 41.1 96.4 95.6: 3.6 4.4 Other: 100.0: 8.1 13.6 35.8 54.0 49.0 97.9 98.3: 2.1 1.7 : : : :# Traders : Number of Traders in Each Category : All : 402: 114 125 126 133 128 310 326: Old : 392: 116 120 107 121 121 282 307: Other: 225: 49 50 51 98 89 178 162: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.0 13.8 22.6 24.3 8.0 7.8 14.4 12.5 Old : 12.5 14.2 22.7 24.3 11.0 9.7 18.3 16.6 Other: 18.8 16.2 33.2 29.0 14.4 11.1 22.3 18.6 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 75,200: 58,797 25,721 1,083 9,255 46,766 69,136 73,571: 6,064 1,629 Old : 75,200: 58,797 25,721 1,083 9,255 46,766 69,136 73,571: 6,064 1,629 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 15,179: 14,535 -877 11 486 16,106 15,032 15,239: 147 -61 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 78.2 34.2 1.4 12.3 62.2 91.9 97.8: 8.1 2.2 Old : 100.0: 78.2 34.2 1.4 12.3 62.2 91.9 97.8: 8.1 2.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 125: 78 19 7 22 7 107 27: Old : 125: 78 19 7 22 7 107 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.0 80.6 55.2 91.3 41.0 80.4 55.2 90.7 Old : 41.0 80.6 55.2 91.3 41.0 80.4 55.2 90.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders with Delta-adjusted Options and Futures Combined, May 22, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 442,261: 23,221 53,725 4,070 399,440 367,352 426,732 425,147: 15,529 17,114 Old : 442,261: 23,221 53,725 4,070 399,440 367,352 426,732 425,147: 15,529 17,114 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 15, 2012 : : 9,097: -6,053 1,476 -1,097 16,817 8,303 9,667 8,682: -570 415 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 12.1 0.9 90.3 83.1 96.5 96.1: 3.5 3.9 Old : 100.0: 5.3 12.1 0.9 90.3 83.1 96.5 96.1: 3.5 3.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 248: 31 48 11 102 104 142 154: Old : 248: 31 48 11 102 104 142 154: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.4 29.7 51.4 40.0 33.9 29.6 47.8 38.6 Old : 37.4 29.7 51.4 40.0 33.9 29.6 47.8 38.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 25, 2012