COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, December 18, 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 : 166,847: 64,895 34,983 14,018 71,367 106,316 150,280 155,317: 16,567 11,530 Old : 159,698: 64,937 36,253 11,838 67,769 100,394 144,544 148,485: 15,154 11,213 Other: 7,149: 2,103 875 35 3,598 5,922 5,736 6,832: 1,413 317 : : : : : Changes in Commitments from: December 11, 2012 : : 2,771: 3,189 -9,435 770 -5,227 12,077 -1,268 3,412: 4,039 -641 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.9 21.0 8.4 42.8 63.7 90.1 93.1: 9.9 6.9 Old : 100.0: 40.7 22.7 7.4 42.4 62.9 90.5 93.0: 9.5 7.0 Other: 100.0: 29.4 12.2 0.5 50.3 82.8 80.2 95.6: 19.8 4.4 : : : :# Traders : Number of Traders in Each Category : All : 274: 117 71 64 52 54 200 164: Old : 274: 115 74 59 49 53 193 162: Other: 72: 13 13 3 23 27 38 41: :---------------------------------------------------------------------------------------------------- : 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 : 16.6 32.6 28.0 43.3 16.6 31.6 27.7 41.0 Old : 17.2 33.8 28.9 44.9 17.2 32.8 28.6 43.4 Other: 43.6 44.4 62.9 66.1 43.6 44.4 62.9 65.3 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, December 18, 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 : 26,530: 14,347 2,714 636 7,363 21,665 22,346 25,015: 4,184 1,515 Old : 26,503: 14,350 2,714 633 7,336 21,643 22,319 24,990: 4,184 1,513 Other: 27: 0 3 0 27 22 27 25: 0 2 : : : : : Changes in Commitments from: December 11, 2012 : : 2,599: 2,119 -279 64 -502 2,830 1,681 2,615: 918 -16 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.1 10.2 2.4 27.8 81.7 84.2 94.3: 15.8 5.7 Old : 100.0: 54.1 10.2 2.4 27.7 81.7 84.2 94.3: 15.8 5.7 Other: 100.0: 0.0 11.1 0.0 100.0 81.5 100.0 92.6: 0.0 7.4 : : : :# Traders : Number of Traders in Each Category : All : 85: 45 14 12 18 15 66 38: Old : 85: 45 14 12 18 15 66 38: 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 : 27.0 73.8 41.2 83.6 26.0 70.7 40.0 80.5 Old : 27.0 73.8 41.2 83.6 26.0 70.7 39.9 80.5 Other: 100.0 92.6 100.0 92.6 100.0 92.6 100.0 92.6 COCOA - ICE FUTURES U.S. Code-073732 Commitments of Traders - Futures Only, December 18, 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 : 190,913: 60,617 13,903 30,366 87,021 141,014 178,004 185,283: 12,909 5,630 Old : 155,668: 59,123 19,113 19,244 64,908 111,965 143,275 150,322: 12,393 5,346 Other: 35,245: 7,117 413 5,499 22,113 29,049 34,729 34,961: 516 284 : : : : : Changes in Commitments from: December 11, 2012 : : -2,890: -1,200 -1,351 -185 -1,775 -1,053 -3,160 -2,589: 270 -301 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.8 7.3 15.9 45.6 73.9 93.2 97.1: 6.8 2.9 Old : 100.0: 38.0 12.3 12.4 41.7 71.9 92.0 96.6: 8.0 3.4 Other: 100.0: 20.2 1.2 15.6 62.7 82.4 98.5 99.2: 1.5 0.8 : : : :# Traders : Number of Traders in Each Category : All : 176: 74 31 37 51 49 149 95: Old : 176: 72 33 37 46 47 144 93: Other: 47: 9 4 4 25 22 35 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 : 30.0 33.0 41.2 55.6 22.7 26.7 30.2 41.2 Old : 24.0 31.8 35.5 52.3 19.0 28.4 28.2 44.7 Other: 72.6 57.9 84.9 83.8 55.8 44.1 63.2 65.2 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, December 18, 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 : 754,990: 178,111 143,405 68,220 443,189 460,214 689,520 671,839: 65,470 83,151 Old : 754,990: 178,111 143,405 68,220 443,189 460,214 689,520 671,839: 65,470 83,151 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2012 : : -9,204: 7,438 3,186 -2,957 -16,667 -7,094 -12,186 -6,865: 2,982 -2,339 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.6 19.0 9.0 58.7 61.0 91.3 89.0: 8.7 11.0 Old : 100.0: 23.6 19.0 9.0 58.7 61.0 91.3 89.0: 8.7 11.0 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 : 207: 50 57 58 87 78 167 166: Old : 207: 50 57 58 87 78 167 166: 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 : 13.6 21.7 24.3 32.7 13.5 18.7 23.5 26.4 Old : 13.6 21.7 24.3 32.7 13.5 18.7 23.5 26.4 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, December 18, 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 : 143,616: 44,564 60,254 15,982 71,569 57,440 132,115 133,676: 11,501 9,940 Old : 137,727: 44,644 60,859 14,145 68,006 53,229 126,795 128,233: 10,932 9,494 Other: 5,889: 1,338 813 419 3,563 4,211 5,320 5,443: 569 446 : : : : : Changes in Commitments from: December 11, 2012 : : 2,857: 116 2,716 -664 677 -181 129 1,871: 2,728 986 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.0 42.0 11.1 49.8 40.0 92.0 93.1: 8.0 6.9 Old : 100.0: 32.4 44.2 10.3 49.4 38.6 92.1 93.1: 7.9 6.9 Other: 100.0: 22.7 13.8 7.1 60.5 71.5 90.3 92.4: 9.7 7.6 : : : :# Traders : Number of Traders in Each Category : All : 356: 100 112 71 122 93 259 250: Old : 356: 104 112 67 121 88 258 241: Other: 103: 14 13 5 51 43 68 59: :---------------------------------------------------------------------------------------------------- : 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 : 11.9 14.3 21.7 26.5 11.0 13.8 20.4 24.4 Old : 12.2 14.8 22.3 27.4 11.3 14.4 21.2 25.2 Other: 29.4 34.0 49.7 53.7 23.4 32.1 38.9 45.1 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, December 18, 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 : 43,470: 27,205 35,778 1,796 11,792 2,740 40,793 40,314: 2,677 3,156 Old : 43,470: 27,205 35,778 1,796 11,792 2,740 40,793 40,314: 2,677 3,156 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2012 : : -5,260: -8,453 7,220 -1,299 4,651 -12,541 -5,101 -6,620: -159 1,360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.6 82.3 4.1 27.1 6.3 93.8 92.7: 6.2 7.3 Old : 100.0: 62.6 82.3 4.1 27.1 6.3 93.8 92.7: 6.2 7.3 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: 35 45 4 15 8 53 54: Old : 100: 35 45 4 15 8 53 54: 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 : 54.3 39.3 67.2 58.0 51.4 39.3 64.4 56.9 Old : 54.3 39.3 67.2 58.0 51.4 39.3 64.4 56.9 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, December 18, 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 : 439,188: 45,863 42,693 3,252 363,736 380,952 412,851 426,897: 26,337 12,291 Old : 439,188: 45,863 42,693 3,252 363,736 380,952 412,851 426,897: 26,337 12,291 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2012 : : 54,031: -324 -880 1,410 45,430 54,817 46,516 55,347: 7,515 -1,316 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 9.7 0.7 82.8 86.7 94.0 97.2: 6.0 2.8 Old : 100.0: 10.4 9.7 0.7 82.8 86.7 94.0 97.2: 6.0 2.8 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 : 259: 47 36 10 115 108 167 151: Old : 259: 47 36 10 115 108 167 151: 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 : 31.3 30.3 41.6 41.7 26.3 28.0 34.7 36.2 Old : 31.3 30.3 41.6 41.7 26.3 28.0 34.7 36.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 21, 2012