COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 306,308 COMMITMENTS 55,200 45,599 90,151 144,737 151,884 290,089 287,634 16,219 18,674 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 7,669) 1,495 -780 6,507 -1,107 1,465 6,895 7,192 774 477 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 14.9 29.4 47.3 49.6 94.7 93.9 5.3 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 121 104 95 74 73 236 234 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,141 COMMITMENTS 8,383 5,961 7,103 15,073 17,305 30,560 30,369 2,581 2,772 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,528) -319 -19 529 1,391 1,078 1,601 1,589 -73 -61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.3 18.0 21.4 45.5 52.2 92.2 91.6 7.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 34 37 20 27 16 68 67 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 201,720 COMMITMENTS 27,225 36,007 39,063 125,934 114,777 192,223 189,848 9,497 11,872 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 4,327) -1,450 -1,217 -296 5,458 3,869 3,712 2,356 615 1,971 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 17.8 19.4 62.4 56.9 95.3 94.1 4.7 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 49 79 54 57 43 140 145 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 934,883 COMMITMENTS 183,038 114,646 193,826 485,345 527,751 862,209 836,223 72,674 98,660 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 29,606) 1,759 3,002 13,305 10,493 6,224 25,557 22,531 4,049 7,075 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 12.3 20.7 51.9 56.5 92.2 89.4 7.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249) 77 73 91 86 90 208 211 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 229,971 COMMITMENTS 29,018 38,845 86,589 106,575 95,460 222,182 220,895 7,789 9,076 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 7,350) -2,305 1,169 6,391 2,509 -1,395 6,595 6,165 755 1,185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 16.9 37.7 46.3 41.5 96.6 96.1 3.4 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 98 131 123 136 122 299 322 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 77,603 COMMITMENTS 60,725 18,760 1,207 8,693 55,960 70,624 75,926 6,979 1,677 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 2,403) 1,927 -6,962 123 -562 9,193 1,489 2,355 915 48 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 78.2 24.2 1.6 11.2 72.1 91.0 97.8 9.0 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115) 73 16 7 21 6 101 23 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 444,079 COMMITMENTS 20,622 53,001 4,607 403,459 368,831 428,688 426,439 15,391 17,640 CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST: 1,819) -2,599 -724 537 4,019 1,479 1,957 1,292 -138 526 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 11.9 1.0 90.9 83.1 96.5 96.0 3.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243) 28 47 12 100 103 137 153
Updated June 5, 2012