COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 319,041 COMMITMENTS 56,004 42,670 95,012 148,644 163,490 299,660 301,173 19,380 17,868 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -2,441) -5,301 10,892 55 3,783 -16,599 -1,464 -5,653 -977 3,212 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 13.4 29.8 46.6 51.2 93.9 94.4 6.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316) 125 97 98 73 74 247 225 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,815 COMMITMENTS 8,124 5,399 4,070 12,313 15,709 24,507 25,178 3,308 2,637 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 255) -278 652 249 171 -684 142 217 113 38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 19.4 14.6 44.3 56.5 88.1 90.5 11.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 36 31 20 25 12 71 55 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 215,703 COMMITMENTS 49,350 17,681 50,223 101,199 139,203 200,772 207,107 14,931 8,595 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -17,782) 1,239 -627 -16,233 -4,397 -1,697 -19,391 -18,557 1,609 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 8.2 23.3 46.9 64.5 93.1 96.0 6.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178) 64 42 45 56 51 149 111 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 838,114 COMMITMENTS 157,456 115,180 136,644 472,405 507,560 766,505 759,384 71,609 78,730 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -985) -105 13,857 -4,377 4,624 -6,770 142 2,710 -1,127 -3,695 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 13.7 16.3 56.4 60.6 91.5 90.6 8.5 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209) 53 62 65 87 80 175 172 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 223,141 COMMITMENTS 27,403 49,321 84,052 99,526 78,938 210,981 212,311 12,160 10,830 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: 6,486) -472 5,346 1,303 5,181 -716 6,012 5,932 474 553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 22.1 37.7 44.6 35.4 94.6 95.1 5.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394) 105 128 117 135 116 305 313 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 37,968 COMMITMENTS 27,189 25,799 2,395 6,208 7,090 35,793 35,284 2,176 2,684 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -4,062) 3,026 -3,789 -84 -5,241 189 -2,299 -3,684 -1,763 -378 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.6 67.9 6.3 16.4 18.7 94.3 92.9 5.7 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 49 29 9 16 6 72 38 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 368,068 COMMITMENTS 36,534 47,875 3,306 306,587 305,249 346,427 356,430 21,641 11,639 CHANGES FROM 10/30/12 (CHANGE IN OPEN INTEREST: -3,399) 1,379 -3,159 -2,538 -3,574 2,611 -4,733 -3,086 1,334 -313 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 13.0 0.9 83.3 82.9 94.1 96.8 5.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 36 35 9 104 94 146 132
Updated November 9, 2012