COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 171,207 COMMITMENTS 68,331 29,041 14,235 73,199 116,873 155,765 160,149 15,442 11,058 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 5,108) 2,750 -2,597 594 1,719 5,665 5,063 3,662 45 1,446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 17.0 8.3 42.8 68.3 91.0 93.5 9.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273) 117 70 61 51 56 195 166 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 22,886 COMMITMENTS 12,119 2,171 391 7,176 19,125 19,686 21,687 3,200 1,199 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -2,379) -1,616 1 -78 48 -2,324 -1,646 -2,401 -733 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 53.0 9.5 1.7 31.4 83.6 86.0 94.8 14.0 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79) 39 15 7 18 11 58 32 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 191,122 COMMITMENTS 59,125 17,886 29,705 90,630 133,709 179,460 181,300 11,662 9,822 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,991) 145 1,677 1,262 35 -2,701 1,442 238 549 1,753 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 9.4 15.5 47.4 70.0 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184) 65 47 39 51 48 135 119 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 754,102 COMMITMENTS 186,823 134,316 61,977 441,183 482,875 689,983 679,168 64,119 74,934 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -2,883) 1,264 -6,595 -866 -2,970 16,572 -2,572 9,111 -311 -11,994 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 17.8 8.2 58.5 64.0 91.5 90.1 8.5 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 54 57 58 85 76 172 161 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 143,736 COMMITMENTS 44,793 59,253 16,624 72,474 58,567 133,891 134,444 9,845 9,292 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 3,025) 1,364 -721 17 811 647 2,192 -57 833 3,082 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 41.2 11.6 50.4 40.7 93.2 93.5 6.8 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364) 98 115 70 128 99 263 256 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 42,593 COMMITMENTS 23,677 33,955 1,752 14,158 3,075 39,587 38,782 3,006 3,811 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -715) 294 -2,375 44 -1,838 462 -1,500 -1,869 785 1,154 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 55.6 79.7 4.1 33.2 7.2 92.9 91.1 7.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104) 35 48 7 14 10 53 61 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 351,151 COMMITMENTS 49,486 32,602 1,352 278,721 307,819 329,559 341,773 21,592 9,378 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,268) 2,615 2,241 -231 -3,923 -2,222 -1,539 -212 271 -1,056 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 9.3 0.4 79.4 87.7 93.9 97.3 6.1 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 51 29 5 94 94 147 126
Updated January 4, 2013