COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 293,075 COMMITMENTS 62,469 51,046 86,697 127,134 137,551 276,299 275,294 16,776 17,781 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 4,606) 2,699 1,861 2,794 -1,729 -639 3,763 4,015 843 591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 17.4 29.6 43.4 46.9 94.3 93.9 5.7 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327) 124 107 94 75 72 242 236 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 31,570 COMMITMENTS 8,383 3,227 6,769 13,263 19,038 28,415 29,033 3,154 2,537 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 83) -190 -88 -213 671 -271 268 -571 -185 654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 10.2 21.4 42.0 60.3 90.0 92.0 10.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90) 33 26 23 24 17 73 54 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 226,489 COMMITMENTS 49,625 21,270 61,006 102,116 137,445 212,748 219,721 13,741 6,768 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -301) -207 1,023 -332 -2,191 -3,991 -2,730 -3,299 2,429 2,998 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 9.4 26.9 45.1 60.7 93.9 97.0 6.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 65 39 49 51 49 146 113 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 787,407 COMMITMENTS 168,860 66,809 124,295 418,727 524,215 711,882 715,319 75,524 72,088 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: 3,313) 8 -27,561 -2,068 9,379 32,392 7,318 2,762 -4,005 551 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.4 8.5 15.8 53.2 66.6 90.4 90.8 9.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200) 58 48 62 84 82 169 167 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 204,542 COMMITMENTS 27,416 31,221 72,682 95,211 92,618 195,309 196,521 9,234 8,022 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -4,273) -2,376 400 -1,246 -3,287 -5,134 -6,908 -5,979 2,635 1,706 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 15.3 35.5 46.5 45.3 95.5 96.1 4.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356) 96 101 115 126 121 283 292 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 43,194 COMMITMENTS 25,444 31,540 2,145 12,172 6,876 39,761 40,560 3,433 2,634 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -2,841) -2,592 -1,255 -403 -437 -1,302 -3,432 -2,960 591 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.9 73.0 5.0 28.2 15.9 92.1 93.9 7.9 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97) 29 47 10 14 8 50 59 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 376,643 COMMITMENTS 47,002 54,034 3,977 306,713 305,480 357,693 363,491 18,950 13,151 CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST: -5,533) -2,669 1,311 1,401 -2,458 -10,584 -3,726 -7,872 -1,807 2,339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 14.3 1.1 81.4 81.1 95.0 96.5 5.0 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 49 40 11 106 97 163 140
Updated October 12, 2012