COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 189,437 COMMITMENTS 64,029 80,743 11,723 98,605 81,370 174,357 173,836 15,080 15,601 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 3,734) -603 11,607 789 4,051 -9,414 4,237 2,982 -503 752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 42.6 6.2 52.1 43.0 92.0 91.8 8.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298) 94 111 67 64 63 199 207 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,414 COMMITMENTS 9,236 4,712 1,143 9,872 15,795 20,251 21,650 3,163 1,764 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 697) -537 654 351 670 -387 484 618 213 79 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.4 20.1 4.9 42.2 67.5 86.5 92.5 13.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84) 34 18 18 22 13 65 47 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 199,186 COMMITMENTS 54,324 19,453 38,828 95,164 137,518 188,316 195,799 10,870 3,387 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: 1,327) -232 286 3,863 2,028 532 5,659 4,681 -4,332 -3,354 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.3 9.8 19.5 47.8 69.0 94.5 98.3 5.5 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 71 34 42 51 48 145 107 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 674,997 COMMITMENTS 161,209 103,724 68,307 371,851 437,055 601,367 609,086 73,630 65,911 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -8,388) 3,342 -11,118 -2,939 -4,603 16,240 -4,200 2,183 -4,188 -10,571 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.9 15.4 10.1 55.1 64.7 89.1 90.2 10.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197) 53 51 48 79 73 153 153 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 140,954 COMMITMENTS 31,072 34,875 23,158 80,649 77,210 134,879 135,243 6,075 5,711 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -1) 988 -3,958 577 961 5,939 2,526 2,558 -2,527 -2,559 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 24.7 16.4 57.2 54.8 95.7 95.9 4.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345) 92 92 83 117 119 259 258 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 45,193 COMMITMENTS 28,446 32,804 1,883 12,088 8,029 42,417 42,716 2,776 2,477 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,799) -2,578 -2,190 142 -159 -353 -2,595 -2,401 -204 -398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 62.9 72.6 4.2 26.7 17.8 93.9 94.5 6.1 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 33 45 7 14 8 49 59 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/02/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 380,623 COMMITMENTS 49,671 52,694 2,136 308,394 315,463 360,201 370,293 20,422 10,330 CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST: -2,742) -249 1,981 616 -3,480 -5,287 -3,113 -2,690 371 -52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 13.8 0.6 81.0 82.9 94.6 97.3 5.4 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252) 42 36 9 102 99 149 139
Updated October 5, 2012