COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 217,473 COMMITMENTS 54,323 45,793 44,433 101,604 109,638 200,359 199,863 17,114 17,610 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -20,276) -99 -7,631 -3,878 -12,246 -6,133 -16,224 -17,642 -4,052 -2,634 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.0 21.1 20.4 46.7 50.4 92.1 91.9 7.9 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 111 80 65 66 65 204 185 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,505 COMMITMENTS 8,476 3,547 5,740 12,268 18,118 26,484 27,404 3,021 2,101 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 1,508) 234 -1,892 1,427 -32 2,463 1,630 1,998 -122 -490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 12.0 19.5 41.6 61.4 89.8 92.9 10.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 37 23 19 26 12 73 45 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 212,350 COMMITMENTS 52,761 17,379 51,885 95,823 136,384 200,469 205,648 11,881 6,702 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 11,476) 4,618 -1,921 5,380 3,177 11,910 13,174 15,369 -1,698 -3,892 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 8.2 24.4 45.1 64.2 94.4 96.8 5.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177) 67 44 42 51 44 146 105 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 847,751 COMMITMENTS 160,368 123,642 129,356 485,265 516,149 774,990 769,147 72,762 78,605 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -2,745) 2,620 -2,158 -11,461 1,581 15,865 -7,259 2,247 4,514 -4,992 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 14.6 15.3 57.2 60.9 91.4 90.7 8.6 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208) 53 60 67 87 82 175 175 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 186,618 COMMITMENTS 33,288 56,368 57,082 87,391 64,256 177,761 177,705 8,857 8,913 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: -3,721) 2,686 1,637 -2,426 -1,375 -1,145 -1,114 -1,934 -2,607 -1,787 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 30.2 30.6 46.8 34.4 95.3 95.2 4.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 112 115 97 134 113 295 291 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 40,328 COMMITMENTS 27,434 22,309 2,392 6,994 13,463 36,821 38,164 3,508 2,164 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 809) -278 -326 -121 1,396 1,580 996 1,133 -187 -324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.0 55.3 5.9 17.3 33.4 91.3 94.6 8.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 48 30 9 15 10 69 44 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 392,939 COMMITMENTS 28,917 51,477 4,750 344,343 320,793 378,010 377,021 14,929 15,917 CHANGES FROM 11/13/12 (CHANGE IN OPEN INTEREST: 17,059) -8,328 1,540 1,521 27,473 11,406 20,666 14,467 -3,607 2,592 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 13.1 1.2 87.6 81.6 96.2 95.9 3.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 33 41 8 104 99 142 143
Updated November 26, 2012