COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 180,705 COMMITMENTS 63,759 57,961 13,394 86,726 96,283 163,879 167,638 16,826 13,067 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -1,911) 89 -629 -33 -3,091 -634 -3,035 -1,296 1,124 -615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 32.1 7.4 48.0 53.3 90.7 92.8 9.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268) 100 84 69 53 62 191 180 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,389 COMMITMENTS 10,479 5,479 693 9,429 15,619 20,601 21,791 2,788 1,598 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 243) 623 -732 176 -660 1,242 139 686 104 -443 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 23.4 3.0 40.3 66.8 88.1 93.2 11.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86) 42 18 15 21 13 67 44 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 206,445 COMMITMENTS 62,832 25,212 31,804 97,088 144,098 191,724 201,114 14,721 5,331 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 8,035) 1,027 -2,975 5,054 977 6,143 7,058 8,222 977 -187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.4 12.2 15.4 47.0 69.8 92.9 97.4 7.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 90 44 43 48 46 165 110 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 725,692 COMMITMENTS 173,290 119,051 85,482 388,106 433,473 646,878 638,006 78,814 87,686 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -2,513) 5,526 12,294 -2,281 -10,986 -18,008 -7,741 -7,995 5,228 5,482 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 16.4 11.8 53.5 59.7 89.1 87.9 10.9 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 46 65 55 85 84 161 177 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 143,251 COMMITMENTS 33,556 50,381 19,349 82,077 65,450 134,982 135,180 8,269 8,071 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 4,398) 182 104 2,762 1,457 1,931 4,401 4,797 -3 -399 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 35.2 13.5 57.3 45.7 94.2 94.4 5.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362) 97 104 84 120 106 269 255 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 72,175 COMMITMENTS 52,773 18,138 1,772 13,741 49,227 68,286 69,137 3,889 3,038 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: 7,167) 7,486 8,346 -567 1,350 -652 8,269 7,127 -1,102 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 73.1 25.1 2.5 19.0 68.2 94.6 95.8 5.4 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 40 37 7 16 9 59 51 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/11/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 435,606 COMMITMENTS 45,680 53,797 1,897 366,626 361,840 414,203 417,534 21,403 18,072 CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST: -6,211) -279 -3,787 -470 -5,760 -558 -6,509 -4,815 298 -1,396 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 12.3 0.4 84.2 83.1 95.1 95.9 4.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254) 41 38 8 107 104 152 146
Updated September 14, 2012