COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 228,326 COMMITMENTS 64,336 24,117 52,965 94,257 140,270 211,558 217,351 16,768 10,975 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 1,320) -444 -3,446 2,086 677 4,603 2,319 3,244 -999 -1,924 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 10.6 23.2 41.3 61.4 92.7 95.2 7.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 128 69 86 62 71 226 193 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 33,656 COMMITMENTS 11,603 1,610 7,133 10,787 23,620 29,523 32,363 4,133 1,294 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -5,327) -250 -96 -2,874 -1,858 -1,967 -4,982 -4,937 -345 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 4.8 21.2 32.1 70.2 87.7 96.2 12.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88) 44 17 20 22 17 75 45 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 214,981 COMMITMENTS 52,878 16,796 50,710 99,668 139,070 203,256 206,576 11,725 8,405 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -1,255) -5,197 1,906 -210 5,624 -5,405 217 -3,708 -1,472 2,454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.6 7.8 23.6 46.4 64.7 94.5 96.1 5.5 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 64 47 46 52 49 141 118 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 881,809 COMMITMENTS 180,386 134,508 131,406 499,495 523,419 811,286 789,332 70,523 92,477 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 5,750) 6,441 -3,363 -2,702 3,288 8,075 7,027 2,010 -1,277 3,740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 15.3 14.9 56.6 59.4 92.0 89.5 8.0 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215) 57 63 68 89 81 184 175 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 200,942 COMMITMENTS 36,023 57,589 67,481 87,516 69,143 191,020 194,212 9,922 6,730 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -2,919) -194 265 -276 138 751 -332 740 -2,587 -3,660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 28.7 33.6 43.6 34.4 95.1 96.7 4.9 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386) 120 115 104 134 112 297 296 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 43,977 COMMITMENTS 23,125 36,572 2,066 16,509 2,647 41,700 41,284 2,278 2,693 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -159) -3,740 620 -146 4,176 -125 289 348 -448 -507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.6 83.2 4.7 37.5 6.0 94.8 93.9 5.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109) 41 47 10 16 8 61 61 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 353,803 COMMITMENTS 46,851 30,497 2,006 283,383 310,460 332,240 342,963 21,564 10,840 CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -87,306) 986 -12,181 -1,847 -81,422 -71,210 -82,282 -85,238 -5,024 -2,068 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 8.6 0.6 80.1 87.7 93.9 96.9 6.1 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 46 30 7 100 101 149 135
Updated December 28, 2012