COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 161,178 COMMITMENTS 56,940 57,190 11,220 78,632 78,607 146,792 147,017 14,386 14,161 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -5,183) 343 545 -80 -3,732 -3,429 -3,469 -2,964 -1,714 -2,219 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.3 35.5 7.0 48.8 48.8 91.1 91.2 8.9 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 95 94 55 49 54 180 171 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,036 COMMITMENTS 11,052 3,129 472 7,550 16,785 19,074 20,386 2,962 1,650 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -567) 918 -1,167 175 -1,794 770 -701 -222 134 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.2 14.2 2.1 34.3 76.2 86.6 92.5 13.4 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78) 35 18 11 18 11 57 37 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 192,742 COMMITMENTS 59,261 15,907 30,188 89,183 140,056 178,632 186,151 14,110 6,591 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 7,350) 3,114 -1,229 622 1,180 7,824 4,916 7,217 2,434 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 8.3 15.7 46.3 72.7 92.7 96.6 7.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 71 38 36 50 45 147 96 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 737,882 COMMITMENTS 163,242 134,468 63,791 444,912 462,148 671,945 660,407 65,937 77,475 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 10,953) 2,352 5,583 -540 10,571 1,805 12,383 6,848 -1,430 4,105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 18.2 8.6 60.3 62.6 91.1 89.5 8.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 49 63 59 85 77 164 171 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 135,236 COMMITMENTS 41,679 57,780 13,492 71,415 55,317 126,586 126,589 8,650 8,647 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: 854) 1,006 -424 499 -1,140 626 365 701 489 153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 42.7 10.0 52.8 40.9 93.6 93.6 6.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 101 101 67 126 94 264 241 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 35,530 COMMITMENTS 24,650 17,201 2,192 5,035 13,762 31,877 33,155 3,653 2,375 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -3,681) -2,785 -4,371 75 -1,181 359 -3,891 -3,937 210 256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.4 48.4 6.2 14.2 38.7 89.7 93.3 10.3 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 45 34 6 15 8 64 45 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/27/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 382,434 COMMITMENTS 30,248 51,919 2,468 334,354 314,107 367,070 368,494 15,364 13,940 CHANGES FROM 11/20/12 (CHANGE IN OPEN INTEREST: -9,122) 1,331 564 -1,936 -9,308 -6,134 -9,913 -7,506 791 -1,616 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 13.6 0.6 87.4 82.1 96.0 96.4 4.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 32 41 5 98 97 132 141
Updated December 5, 2012