COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 227,006 COMMITMENTS 64,780 27,563 50,878 93,580 135,666 209,239 214,107 17,767 12,899 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 8,745) 4,124 -7,251 2,636 -2,195 13,741 4,565 9,126 4,179 -382 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 12.1 22.4 41.2 59.8 92.2 94.3 7.8 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291) 130 71 83 62 67 229 189 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 38,984 COMMITMENTS 11,853 1,706 10,007 12,645 25,587 34,505 37,300 4,478 1,683 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 5,265) 2,024 -333 1,897 350 3,614 4,271 5,179 994 87 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 4.4 25.7 32.4 65.6 88.5 95.7 11.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 49 16 24 22 18 80 49 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 216,235 COMMITMENTS 58,075 14,890 50,920 94,044 144,475 203,039 210,285 13,197 5,951 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -3,767) -1,077 -1,213 -1,025 -1,912 -1,229 -4,014 -3,467 247 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 6.9 23.5 43.5 66.8 93.9 97.2 6.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180) 76 32 45 53 49 156 101 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 876,059 COMMITMENTS 173,945 137,871 134,108 496,207 515,343 804,259 787,322 71,800 88,736 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -27,467) 7,948 -2,086 -9,488 -28,676 -14,127 -30,216 -25,701 2,749 -1,766 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 15.7 15.3 56.6 58.8 91.8 89.9 8.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211) 49 63 66 90 82 177 175 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 203,862 COMMITMENTS 36,217 57,324 67,757 87,378 68,391 191,352 193,472 12,509 10,389 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 4,154) -389 2,019 869 804 324 1,284 3,212 2,870 942 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 28.1 33.2 42.9 33.5 93.9 94.9 6.1 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383) 119 119 104 131 106 296 291 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 44,136 COMMITMENTS 26,865 35,951 2,213 12,333 2,772 41,410 40,936 2,726 3,200 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -5,225) -8,751 6,979 -1,040 4,710 -12,547 -5,081 -6,608 -144 1,383 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 60.9 81.5 5.0 27.9 6.3 93.8 92.7 6.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 34 46 9 16 8 54 59 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 441,110 COMMITMENTS 45,865 42,679 3,852 364,805 381,670 414,522 428,201 26,588 12,909 CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 54,182) -322 -886 1,444 45,531 54,872 46,653 55,429 7,529 -1,248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 9.7 0.9 82.7 86.5 94.0 97.1 6.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260) 48 36 13 116 109 171 153
Updated December 21, 2012