COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 247,473 COMMITMENTS 61,091 36,771 55,008 113,538 140,236 229,636 232,014 17,836 15,458 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 1,334) 3,480 -6,804 5,803 -6,924 4,139 2,359 3,137 -1,025 -1,804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 14.9 22.2 45.9 56.7 92.8 93.8 7.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272) 113 75 92 66 69 220 198 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,993 COMMITMENTS 9,153 2,541 4,192 10,038 17,203 23,384 23,937 2,609 2,057 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -919) 28 176 -915 -192 -592 -1,079 -1,331 160 412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 9.8 16.1 38.6 66.2 90.0 92.1 10.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80) 24 28 16 22 17 58 49 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 189,960 COMMITMENTS 26,852 41,424 34,883 117,878 103,062 179,613 179,370 10,346 10,590 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 3,400) -817 -3,526 2,626 689 4,775 2,497 3,875 903 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 21.8 18.4 62.1 54.3 94.6 94.4 5.4 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189) 50 74 50 55 46 140 137 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 863,138 COMMITMENTS 182,537 95,521 149,511 452,955 538,516 785,003 783,549 78,135 79,590 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 13,771) -8,668 13,660 11,762 15,286 -18,766 18,381 6,656 -4,610 7,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 11.1 17.3 52.5 62.4 90.9 90.8 9.1 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 78 59 87 85 90 211 190 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 209,539 COMMITMENTS 31,590 40,296 68,071 102,610 93,465 202,270 201,832 7,269 7,707 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 3,117) 2,668 -447 754 -426 2,668 2,996 2,974 121 143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 19.2 32.5 49.0 44.6 96.5 96.3 3.5 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378) 107 111 123 131 130 298 313 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 43,473 COMMITMENTS 26,603 10,657 1,259 6,303 28,656 34,165 40,572 9,308 2,901 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: -2,526) -3,707 -2,382 692 655 -1,885 -2,360 -3,576 -166 1,049 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.2 24.5 2.9 14.5 65.9 78.6 93.3 21.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 52 19 8 18 13 73 38 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 411,399 COMMITMENTS 23,216 59,354 6,090 363,358 329,082 392,664 394,526 18,735 16,872 CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST: 17,370) -2,387 4,830 2,892 25,258 12,201 25,763 19,924 -8,393 -2,554 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 14.4 1.5 88.3 80.0 95.4 95.9 4.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 33 47 16 102 98 147 149
Updated April 27, 2012