COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 166,099 COMMITMENTS 65,581 31,638 13,641 71,480 111,208 150,702 156,487 15,397 9,612 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -748) 686 -3,345 -377 113 4,892 422 1,170 -1,170 -1,918 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.5 19.0 8.2 43.0 67.0 90.7 94.2 9.3 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271) 116 69 65 51 58 196 167 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,265 COMMITMENTS 13,735 2,170 469 7,128 21,449 21,332 24,088 3,933 1,177 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -1,265) -612 -544 -167 -235 -216 -1,014 -927 -251 -338 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.4 8.6 1.9 28.2 84.9 84.4 95.3 15.6 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83) 43 14 10 19 13 64 35 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 189,131 COMMITMENTS 58,980 16,209 28,443 90,595 136,410 178,018 181,062 11,113 8,069 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -1,782) -1,637 2,306 -1,923 3,574 -4,604 14 -4,221 -1,796 2,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 8.6 15.0 47.9 72.1 94.1 95.7 5.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 65 43 38 50 49 134 112 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 756,985 COMMITMENTS 185,559 140,911 62,843 444,153 466,303 692,555 670,057 64,430 86,928 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,995) 7,448 -2,494 -5,377 964 6,089 3,035 -1,782 -1,040 3,777 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 18.6 8.3 58.7 61.6 91.5 88.5 8.5 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 56 58 58 86 76 171 165 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 140,711 COMMITMENTS 43,429 59,974 16,607 71,663 57,920 131,699 134,501 9,012 6,210 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -2,905) -1,135 -280 625 94 480 -416 825 -2,489 -3,730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 42.6 11.8 50.9 41.2 93.6 95.6 6.4 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361) 98 114 70 125 97 261 253 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 43,308 COMMITMENTS 23,383 36,330 1,708 15,996 2,613 41,087 40,651 2,221 2,657 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -162) -3,822 552 -88 4,204 -127 294 337 -456 -499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 54.0 83.9 3.9 36.9 6.0 94.9 93.9 5.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 41 46 6 15 8 59 57 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 352,419 COMMITMENTS 46,871 30,361 1,583 282,644 310,041 331,098 341,985 21,321 10,434 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -86,769) 1,008 -12,332 -1,669 -81,092 -70,911 -81,753 -84,912 -5,016 -1,857 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 8.6 0.4 80.2 88.0 94.0 97.0 6.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241) 46 29 3 98 100 144 132
Updated December 28, 2012