COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 298,639 COMMITMENTS 53,705 46,379 83,644 145,844 150,419 283,193 280,442 15,446 18,197 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 16,679) -5,968 -2,358 11,540 9,467 7,172 15,039 16,354 1,640 326 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 15.5 28.0 48.8 50.4 94.8 93.9 5.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313) 116 107 94 73 72 230 235 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,613 COMMITMENTS 8,702 5,979 6,574 13,683 16,227 28,959 28,780 2,654 2,833 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,485) 59 957 244 865 -156 1,167 1,044 318 441 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 18.9 20.8 43.3 51.3 91.6 91.0 8.4 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 26 42 20 26 15 66 64 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 197,393 COMMITMENTS 28,675 37,224 39,359 120,476 110,908 188,511 187,492 8,882 9,901 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 1,588) 125 1,850 353 1,575 -872 2,054 1,331 -466 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 18.9 19.9 61.0 56.2 95.5 95.0 4.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 53 72 56 56 47 141 147 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 905,277 COMMITMENTS 181,279 111,644 180,522 474,852 521,527 836,652 813,693 68,625 91,585 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 16,743) 1,134 -5,192 14,513 3,775 1,183 19,422 10,504 -2,679 6,240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 12.3 19.9 52.5 57.6 92.4 89.9 7.6 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247) 73 75 88 86 89 205 208 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 222,621 COMMITMENTS 31,322 37,677 80,199 104,066 96,855 215,587 214,730 7,033 7,891 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 6,124) 710 -397 3,828 1,206 1,732 5,744 5,163 380 961 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 16.9 36.0 46.7 43.5 96.8 96.5 3.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402) 114 125 126 133 128 310 326 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 75,200 COMMITMENTS 58,797 25,721 1,083 9,255 46,766 69,136 73,571 6,064 1,629 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 15,179) 14,535 -877 11 486 16,106 15,032 15,239 147 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.2 34.2 1.4 12.3 62.2 91.9 97.8 8.1 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125) 78 19 7 22 7 107 27 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 442,261 COMMITMENTS 23,221 53,725 4,070 399,440 367,352 426,732 425,147 15,529 17,114 CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST: 9,097) -6,053 1,476 -1,097 16,817 8,303 9,667 8,682 -570 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 12.1 0.9 90.3 83.1 96.5 96.1 3.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248) 31 48 11 102 104 142 154
Updated May 25, 2012