COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 281,960 COMMITMENTS 59,673 48,737 72,104 136,377 143,247 268,154 264,088 13,805 17,872 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 25,139) -7,302 2,366 15,473 17,696 7,371 25,867 25,209 -727 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.2 17.3 25.6 48.4 50.8 95.1 93.7 4.9 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309) 118 103 94 70 69 228 229 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 30,128 COMMITMENTS 8,643 5,022 6,330 12,818 16,384 27,791 27,736 2,337 2,392 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 836) -477 521 674 1,078 -23 1,275 1,171 -439 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 16.7 21.0 42.5 54.4 92.2 92.1 7.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 28 38 19 26 16 64 64 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 195,805 COMMITMENTS 28,550 35,374 39,006 118,901 111,780 186,457 186,160 9,348 9,645 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 3,186) -253 -512 859 2,856 2,519 3,462 2,866 -276 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 18.1 19.9 60.7 57.1 95.2 95.1 4.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 45 74 53 55 49 137 143 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 888,534 COMMITMENTS 180,144 116,836 166,009 471,077 520,344 817,230 803,189 71,304 85,345 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 6,487) 3,582 1,421 -2,056 -145 4,698 1,381 4,063 5,106 2,424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 13.1 18.7 53.0 58.6 92.0 90.4 8.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 72 73 84 84 89 202 203 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 216,497 COMMITMENTS 30,612 38,074 76,371 102,860 95,123 209,843 209,567 6,653 6,930 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -2,802) -87 -3,068 -1,264 -1,680 1,790 -3,031 -2,542 229 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 17.6 35.3 47.5 43.9 96.9 96.8 3.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 109 122 122 131 131 305 318 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 60,022 COMMITMENTS 44,262 26,598 1,073 8,769 30,660 54,104 58,332 5,918 1,690 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 13,470) 12,137 4,664 -413 1,543 9,270 13,267 13,522 203 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.7 44.3 1.8 14.6 51.1 90.1 97.2 9.9 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126) 76 22 10 20 8 104 34 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 433,164 COMMITMENTS 29,274 52,249 5,167 382,624 359,049 417,065 416,465 16,099 16,699 CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 16,039) 3,354 -834 486 12,979 17,346 16,819 16,998 -781 -960 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 12.1 1.2 88.3 82.9 96.3 96.1 3.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255) 34 48 15 102 106 147 158
Updated May 21, 2012