COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 315,265 COMMITMENTS 66,206 28,162 89,814 136,385 183,756 292,405 301,732 22,859 13,532 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 15,177) 174 -18,382 3,129 7,931 32,880 11,234 17,627 3,942 -2,450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 8.9 28.5 43.3 58.3 92.7 95.7 7.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304) 133 81 94 68 74 252 200 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,665 COMMITMENTS 8,251 3,386 3,819 12,009 18,101 24,079 25,306 3,586 2,359 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -4,174) 381 161 -2,734 -1,849 -1,268 -4,203 -3,842 29 -333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 12.2 13.8 43.4 65.4 87.0 91.5 13.0 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87) 36 22 21 25 17 70 53 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 236,102 COMMITMENTS 50,958 19,050 66,063 105,131 144,167 222,152 229,281 13,950 6,822 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 7,375) 196 -2,213 4,644 2,132 6,906 6,972 9,337 402 -1,962 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.6 8.1 28.0 44.5 61.1 94.1 97.1 5.9 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183) 70 42 55 50 50 149 121 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 819,237 COMMITMENTS 158,025 87,527 133,641 457,099 520,278 748,765 741,445 70,472 77,792 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 15,812) -6,895 5,650 10,688 9,318 -6,828 13,112 9,510 2,701 6,302 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 10.7 16.3 55.8 63.5 91.4 90.5 8.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 48 65 66 88 83 174 177 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 214,830 COMMITMENTS 28,962 42,790 80,391 94,366 81,798 203,718 204,978 11,111 9,851 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: 3,047) -113 2,762 3,418 -522 -3,879 2,782 2,301 265 747 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 19.9 37.4 43.9 38.1 94.8 95.4 5.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391) 113 114 116 133 125 298 317 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 44,759 COMMITMENTS 25,802 32,260 2,105 12,714 7,140 40,621 41,505 4,138 3,254 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -1,795) -2,379 -1,137 -230 420 -749 -2,189 -2,115 393 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.6 72.1 4.7 28.4 16.0 90.8 92.7 9.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111) 42 44 9 18 9 65 57 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 370,883 COMMITMENTS 37,547 51,936 4,898 309,500 300,834 351,945 357,668 18,937 13,214 CHANGES FROM 10/16/12 (CHANGE IN OPEN INTEREST: -5,618) -8,799 2,197 90 4,639 -10,376 -4,071 -8,090 -1,547 2,472 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 14.0 1.3 83.4 81.1 94.9 96.4 5.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 38 36 9 98 97 142 136
Updated October 26, 2012