COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 256,820 COMMITMENTS 66,975 46,371 56,632 118,681 135,877 242,288 238,879 14,533 17,941 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 8,593) 3,542 8,110 1,307 4,860 -2,522 9,709 6,895 -1,116 1,698 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 18.1 22.1 46.2 52.9 94.3 93.0 5.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303) 126 92 95 68 70 231 223 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,292 COMMITMENTS 9,120 4,501 5,656 11,740 16,407 26,516 26,564 2,776 2,727 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 3,324) -122 1,750 880 2,352 258 3,110 2,887 215 437 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.1 15.4 19.3 40.1 56.0 90.5 90.7 9.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 24 36 18 24 17 61 59 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 192,619 COMMITMENTS 28,803 35,886 38,147 116,045 109,261 182,996 183,294 9,623 9,325 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -2,457) 698 -4,098 454 -2,898 1,990 -1,747 -1,655 -710 -802 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 18.6 19.8 60.2 56.7 95.0 95.2 5.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 50 73 49 53 47 137 138 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 882,047 COMMITMENTS 176,563 115,415 168,065 471,222 515,646 815,849 799,126 66,198 82,921 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 21,342) -2,827 11,815 8,517 13,805 -8,265 19,495 12,067 1,847 9,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 13.1 19.1 53.4 58.5 92.5 90.6 7.5 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 76 71 86 86 90 208 204 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 219,299 COMMITMENTS 30,700 41,142 77,634 104,540 93,333 212,874 212,109 6,424 7,190 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 8,345) -829 1,339 7,247 3,127 391 9,545 8,978 -1,200 -633 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 18.8 35.4 47.7 42.6 97.1 96.7 2.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 107 123 120 134 126 305 315 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 46,552 COMMITMENTS 32,125 21,934 1,485 7,227 21,390 40,837 44,810 5,715 1,742 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 490) 748 4,112 2 -88 -3,126 663 989 -172 -498 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.0 47.1 3.2 15.5 45.9 87.7 96.3 12.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 58 24 9 18 8 81 37 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 417,126 COMMITMENTS 25,920 53,083 4,681 369,645 341,703 400,246 399,467 16,880 17,659 CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 17,110) -7,038 10,350 1,304 24,986 2,736 19,253 14,390 -2,142 2,720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 12.7 1.1 88.6 81.9 96.0 95.8 4.0 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 33 45 15 99 108 144 156
Updated May 11, 2012