COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 166,361 COMMITMENTS 56,597 56,645 11,300 82,364 82,036 150,261 149,981 16,100 16,380 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -19,554) -609 -8,344 -3,361 -11,451 -5,050 -15,421 -16,755 -4,133 -2,799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.0 34.0 6.8 49.5 49.3 90.3 90.2 9.7 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264) 94 89 53 58 57 185 169 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,603 COMMITMENTS 10,134 4,296 297 9,344 16,015 19,775 20,608 2,828 1,995 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -571) 507 -1,822 48 -1,006 1,702 -451 -72 -120 -499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.8 19.0 1.3 41.3 70.9 87.5 91.2 12.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81) 34 20 9 22 11 60 37 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 185,392 COMMITMENTS 56,147 17,136 29,566 88,003 132,232 173,716 178,934 11,676 6,458 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 5,691) 6,413 -1,073 -475 1,474 11,198 7,412 9,650 -1,721 -3,959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 9.2 15.9 47.5 71.3 93.7 96.5 6.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173) 66 42 35 48 43 138 99 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 726,929 COMMITMENTS 160,890 128,885 64,331 434,341 460,343 659,562 653,559 67,367 73,370 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 4,074) 769 -1,987 -7,294 4,128 17,381 -2,397 8,100 6,471 -4,026 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 17.7 8.8 59.8 63.3 90.7 89.9 9.3 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205) 46 62 57 85 76 162 167 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 134,382 COMMITMENTS 40,673 58,204 12,993 72,555 54,691 126,221 125,888 8,161 8,494 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -6,044) 3,455 2,008 -4,611 -2,117 -1,590 -3,273 -4,193 -2,771 -1,851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 43.3 9.7 54.0 40.7 93.9 93.7 6.1 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363) 101 105 64 126 96 265 244 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 39,211 COMMITMENTS 27,435 21,572 2,117 6,216 13,403 35,768 37,092 3,443 2,119 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 818) -294 -347 -100 1,380 1,586 986 1,139 -168 -321 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.0 55.0 5.4 15.9 34.2 91.2 94.6 8.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 48 30 5 13 10 64 43 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 391,556 COMMITMENTS 28,917 51,355 4,404 343,662 320,241 376,983 376,000 14,573 15,556 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 17,291) -8,328 1,597 1,590 27,453 11,555 20,715 14,742 -3,424 2,549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 13.1 1.1 87.8 81.8 96.3 96.0 3.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 33 41 6 102 96 138 140
Updated November 26, 2012