COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 185,703 COMMITMENTS 64,632 69,136 10,934 94,554 90,784 170,120 170,854 15,583 14,849 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 3,921) 638 7,768 -1,369 5,666 -5,172 4,935 1,227 -1,014 2,694 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.8 37.2 5.9 50.9 48.9 91.6 92.0 8.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280) 95 97 63 62 61 194 189 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,717 COMMITMENTS 9,773 4,058 792 9,202 16,182 19,767 21,032 2,950 1,685 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -608) -604 -301 156 -6 -713 -454 -858 -154 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 17.9 3.5 40.5 71.2 87.0 92.6 13.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 37 14 19 21 13 65 42 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 197,859 COMMITMENTS 54,556 19,167 34,965 93,136 136,986 182,657 191,118 15,202 6,741 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -2,740) -2,158 -4,288 1,813 -3,082 -1,175 -3,427 -3,650 687 910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.6 9.7 17.7 47.1 69.2 92.3 96.6 7.7 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 75 34 39 48 47 142 104 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 683,385 COMMITMENTS 157,867 114,842 71,246 376,454 420,815 605,567 606,903 77,818 76,482 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -14,753) 333 -868 -6,313 -9,984 1,396 -15,964 -5,785 1,211 -8,968 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 16.8 10.4 55.1 61.6 88.6 88.8 11.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 49 58 49 81 73 155 159 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 140,955 COMMITMENTS 30,084 38,833 22,581 79,688 71,271 132,353 132,685 8,602 8,270 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 1,912) -1,968 -1,690 2,784 456 429 1,272 1,523 640 389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.3 27.5 16.0 56.5 50.6 93.9 94.1 6.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 87 99 82 110 107 251 250 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 47,992 COMMITMENTS 31,024 34,994 1,741 12,247 8,382 45,012 45,117 2,980 2,875 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: 7,511) 2,483 11,349 144 5,068 -4,152 7,695 7,341 -184 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.6 72.9 3.6 25.5 17.5 93.8 94.0 6.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96) 33 41 6 14 8 50 53 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/25/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 383,365 COMMITMENTS 49,920 50,713 1,520 311,874 320,750 363,314 372,983 20,051 10,382 CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST: -58,288) 6,101 -4,037 -3,416 -54,407 -41,161 -51,722 -48,614 -6,566 -9,674 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 13.2 0.4 81.4 83.7 94.8 97.3 5.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251) 43 38 8 102 97 149 139
Updated September 28, 2012