COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 237,750 COMMITMENTS 54,422 53,424 48,311 113,850 115,770 216,583 217,505 21,167 20,245 CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -81,291) -1,582 10,754 -46,702 -34,794 -47,720 -83,077 -83,668 1,786 2,377 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 22.5 20.3 47.9 48.7 91.1 91.5 8.9 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293) 106 99 75 64 67 209 206 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,997 COMMITMENTS 8,242 5,439 4,312 12,300 15,655 24,854 25,406 3,143 2,591 CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 182) 117 40 242 -13 -55 347 228 -165 -46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 19.4 15.4 43.9 55.9 88.8 90.7 11.2 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98) 35 33 19 28 13 72 57 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 200,874 COMMITMENTS 48,144 19,300 46,505 92,646 124,474 187,295 190,280 13,579 10,594 CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -14,829) -1,206 1,619 -3,718 -8,553 -14,729 -13,477 -16,828 -1,352 1,999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 9.6 23.2 46.1 62.0 93.2 94.7 6.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174) 56 50 40 55 50 134 119 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 850,497 COMMITMENTS 157,748 125,800 140,817 483,684 500,284 782,249 766,900 68,248 83,597 CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 12,383) 292 10,620 4,173 11,279 -7,276 15,744 7,516 -3,361 4,867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 14.8 16.6 56.9 58.8 92.0 90.2 8.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 49 64 64 87 82 171 175 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 190,339 COMMITMENTS 30,601 54,731 59,507 88,766 65,401 178,874 179,639 11,464 10,699 CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: -32,803) 3,198 5,410 -24,545 -10,760 -13,537 -32,107 -32,672 -696 -131 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 28.8 31.3 46.6 34.4 94.0 94.4 6.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381) 101 124 104 134 108 297 291 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 39,519 COMMITMENTS 27,712 22,635 2,513 5,599 11,882 35,825 37,031 3,695 2,488 CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 1,551) 523 -3,163 118 -610 4,792 32 1,747 1,519 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 70.1 57.3 6.4 14.2 30.1 90.7 93.7 9.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 47 31 11 16 7 70 43 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 375,880 COMMITMENTS 37,245 49,938 3,230 316,869 309,387 357,344 362,555 18,536 13,325 CHANGES FROM 11/06/12 (CHANGE IN OPEN INTEREST: 7,811) 711 2,063 -76 10,282 4,138 10,917 6,125 -3,106 1,686 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 13.3 0.9 84.3 82.3 95.1 96.5 4.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236) 38 36 8 101 97 144 136
Updated November 16, 2012