COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 332,891 COMMITMENTS 56,657 46,804 103,021 158,275 164,826 317,953 314,650 14,938 18,241 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 26,583) 1,457 1,204 12,870 13,538 12,942 27,864 27,016 -1,281 -433 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 14.1 30.9 47.5 49.5 95.5 94.5 4.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312) 117 105 93 73 75 237 228 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 35,615 COMMITMENTS 8,093 6,288 7,153 17,635 19,202 32,882 32,643 2,733 2,972 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 2,474) -290 327 50 2,562 1,896 2,323 2,274 152 201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 17.7 20.1 49.5 53.9 92.3 91.7 7.7 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103) 31 39 22 28 16 69 68 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 200,677 COMMITMENTS 27,340 38,995 39,898 124,651 109,390 191,889 188,283 8,788 12,394 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,043) 115 2,988 835 -1,283 -5,387 -334 -1,565 -709 522 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 19.4 19.9 62.1 54.5 95.6 93.8 4.4 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193) 46 82 53 57 47 137 151 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 968,739 COMMITMENTS 182,572 113,181 215,031 499,806 544,065 897,409 872,278 71,329 96,461 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 33,855) -466 -1,465 21,205 14,461 16,314 35,200 36,055 -1,345 -2,199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 11.7 22.2 51.6 56.2 92.6 90.0 7.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246) 76 70 87 89 91 206 209 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 246,042 COMMITMENTS 28,340 39,161 98,294 111,558 99,769 238,192 237,224 7,850 8,818 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 16,072) -678 315 11,705 4,983 4,309 16,010 16,330 61 -258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.5 15.9 40.0 45.3 40.5 96.8 96.4 3.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404) 105 137 133 138 124 318 331 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 81,142 COMMITMENTS 65,871 19,735 1,566 6,699 58,208 74,136 79,510 7,006 1,633 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 3,539) 5,146 975 360 -1,994 2,248 3,511 3,583 27 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 81.2 24.3 1.9 8.3 71.7 91.4 98.0 8.6 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 64 20 10 21 7 94 29 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 460,077 COMMITMENTS 20,454 59,154 3,786 420,944 378,131 445,184 441,071 14,893 19,006 CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 15,998) -168 6,153 -821 17,485 9,300 16,496 14,632 -498 1,366 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 12.9 0.8 91.5 82.2 96.8 95.9 3.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240) 24 47 10 98 104 130 153
Updated June 8, 2012