COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, November 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 50,000 POUNDS) : : : : All : 166,361: 56,597 56,645 11,300 82,364 82,036 150,261 149,981: 16,100 16,380 Old : 160,992: 56,510 57,388 9,993 79,613 77,437 146,116 144,818: 14,876 16,174 Other: 5,369: 1,394 564 0 2,751 4,599 4,145 5,163: 1,224 206 : : : : : Changes in Commitments from: November 13, 2012 : : -19,554: -609 -8,344 -3,361 -11,451 -5,050 -15,421 -16,755: -4,133 -2,799 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 34.0 6.8 49.5 49.3 90.3 90.2: 9.7 9.8 Old : 100.0: 35.1 35.6 6.2 49.5 48.1 90.8 90.0: 9.2 10.0 Other: 100.0: 26.0 10.5 0.0 51.2 85.7 77.2 96.2: 22.8 3.8 : : : :# Traders : Number of Traders in Each Category : All : 264: 94 89 53 58 57 185 169: Old : 264: 92 91 49 56 57 180 168: Other: 63: 17 8 0 16 24 33 32: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 16.9 26.7 28.5 35.9 16.7 23.5 27.8 31.6 Old : 17.4 27.5 29.2 37.1 17.2 24.3 28.5 33.0 Other: 43.3 55.4 60.7 76.8 43.3 55.4 60.7 76.8 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, November 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 15,000 POUNDS) : : : : All : 22,603: 10,134 4,296 297 9,344 16,015 19,775 20,608: 2,828 1,995 Old : 22,578: 10,137 4,296 294 9,319 15,993 19,750 20,583: 2,828 1,995 Other: 25: 0 3 0 25 22 25 25: 0 0 : : : : : Changes in Commitments from: November 13, 2012 : : -571: 507 -1,822 48 -1,006 1,702 -451 -72: -120 -499 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.8 19.0 1.3 41.3 70.9 87.5 91.2: 12.5 8.8 Old : 100.0: 44.9 19.0 1.3 41.3 70.8 87.5 91.2: 12.5 8.8 Other: 100.0: 0.0 12.0 0.0 100.0 88.0 100.0 100.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 81: 34 20 9 22 11 60 37: Old : 81: 34 20 9 22 11 60 37: Other: 3: 0 1 0 1 1 1 2: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.4 69.4 49.2 77.6 31.3 68.4 48.5 75.1 Old : 31.5 69.4 49.3 77.6 31.3 68.4 48.5 75.1 Other: 100.0 100.0 100.0 100.0 100.0 100.0 100.0 100.0 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, November 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 10 METRIC TONS) : : : : All : 185,392: 56,147 17,136 29,566 88,003 132,232 173,716 178,934: 11,676 6,458 Old : 153,523: 56,651 22,145 18,057 67,638 107,074 142,346 147,276: 11,177 6,247 Other: 31,869: 5,657 1,152 5,348 20,365 25,158 31,370 31,658: 499 211 : : : : : Changes in Commitments from: November 13, 2012 : : 5,691: 6,413 -1,073 -475 1,474 11,198 7,412 9,650: -1,721 -3,959 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 9.2 15.9 47.5 71.3 93.7 96.5: 6.3 3.5 Old : 100.0: 36.9 14.4 11.8 44.1 69.7 92.7 95.9: 7.3 4.1 Other: 100.0: 17.8 3.6 16.8 63.9 78.9 98.4 99.3: 1.6 0.7 : : : :# Traders : Number of Traders in Each Category : All : 173: 66 42 35 48 43 138 99: Old : 173: 66 43 35 45 41 135 97: Other: 45: 7 7 3 24 20 31 30: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 31.1 31.2 43.5 53.7 23.5 23.8 32.0 38.6 Old : 25.3 31.6 38.2 50.8 20.6 27.0 31.0 42.7 Other: 75.3 58.2 86.8 84.6 57.2 44.3 65.3 63.3 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, November 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 112,000 POUNDS) : : : : All : 726,929: 160,890 128,885 64,331 434,341 460,343 659,562 653,559: 67,367 73,370 Old : 726,929: 160,890 128,885 64,331 434,341 460,343 659,562 653,559: 67,367 73,370 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 13, 2012 : : 4,074: 769 -1,987 -7,294 4,128 17,381 -2,397 8,100: 6,471 -4,026 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.1 17.7 8.8 59.8 63.3 90.7 89.9: 9.3 10.1 Old : 100.0: 22.1 17.7 8.8 59.8 63.3 90.7 89.9: 9.3 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 205: 46 62 57 85 76 162 167: Old : 205: 46 62 57 85 76 162 167: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 14.1 22.1 25.6 33.7 14.0 18.6 23.8 27.6 Old : 14.1 22.1 25.6 33.7 14.0 18.6 23.8 27.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 COFFEE C - ICE FUTURES U.S. Code-083731 Commitments of Traders - Futures Only, November 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (CONTRACTS OF 37,500 POUNDS) : : : : All : 134,382: 40,673 58,204 12,993 72,555 54,691 126,221 125,888: 8,161 8,494 Old : 129,535: 41,207 58,994 11,290 69,252 51,212 121,749 121,496: 7,786 8,039 Other: 4,847: 975 719 194 3,303 3,479 4,472 4,392: 375 455 : : : : : Changes in Commitments from: November 13, 2012 : : -6,044: 3,455 2,008 -4,611 -2,117 -1,590 -3,273 -4,193: -2,771 -1,851 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 43.3 9.7 54.0 40.7 93.9 93.7: 6.1 6.3 Old : 100.0: 31.8 45.5 8.7 53.5 39.5 94.0 93.8: 6.0 6.2 Other: 100.0: 20.1 14.8 4.0 68.1 71.8 92.3 90.6: 7.7 9.4 : : : :# Traders : Number of Traders in Each Category : All : 363: 101 105 64 126 96 265 244: Old : 363: 106 106 63 124 89 263 236: Other: 88: 12 8 2 44 40 58 48: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 12.7 18.1 23.5 29.9 11.8 16.2 21.7 25.7 Old : 12.5 18.4 23.7 30.1 12.0 16.7 22.5 26.4 Other: 34.6 36.8 54.2 57.4 27.3 32.9 44.5 45.3 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, November 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (U.S. DOLLAR INDEX X $1000) : : : : All : 39,211: 27,435 21,572 2,117 6,216 13,403 35,768 37,092: 3,443 2,119 Old : 39,211: 27,435 21,572 2,117 6,216 13,403 35,768 37,092: 3,443 2,119 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 13, 2012 : : 818: -294 -347 -100 1,380 1,586 986 1,139: -168 -321 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.0 55.0 5.4 15.9 34.2 91.2 94.6: 8.8 5.4 Old : 100.0: 70.0 55.0 5.4 15.9 34.2 91.2 94.6: 8.8 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 100: 48 30 5 13 10 64 43: Old : 100: 48 30 5 13 10 64 43: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 44.9 53.1 66.1 36.8 44.9 49.9 66.1 Old : 40.0 44.9 53.1 66.1 36.8 44.9 49.9 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A Commitments of Traders - Futures Only, November 20, 2012 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : (RUSSELL 2000 INDEX X $100.00) : : : : All : 391,556: 28,917 51,355 4,404 343,662 320,241 376,983 376,000: 14,573 15,556 Old : 391,556: 28,917 51,355 4,404 343,662 320,241 376,983 376,000: 14,573 15,556 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 13, 2012 : : 17,291: -8,328 1,597 1,590 27,453 11,555 20,715 14,742: -3,424 2,549 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 13.1 1.1 87.8 81.8 96.3 96.0: 3.7 4.0 Old : 100.0: 7.4 13.1 1.1 87.8 81.8 96.3 96.0: 3.7 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 242: 33 41 6 102 96 138 140: Old : 242: 33 41 6 102 96 138 140: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.8 34.6 49.2 44.3 33.3 34.5 45.6 43.0 Old : 36.8 34.6 49.2 44.3 33.3 34.5 45.6 43.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 26, 2012