COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 234,264 COMMITMENTS 66,409 21,363 53,542 97,549 147,103 217,500 222,008 16,764 12,256 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 5,938) 2,073 -2,754 577 3,292 6,834 5,942 4,657 -4 1,281 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 9.1 22.9 41.6 62.8 92.8 94.8 7.2 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 129 71 83 62 69 227 191 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,652 COMMITMENTS 10,445 1,880 5,830 9,962 20,676 26,237 28,385 3,415 1,267 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -4,004) -1,158 270 -1,303 -825 -2,944 -3,286 -3,977 -718 -27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 6.3 19.7 33.6 69.7 88.5 95.7 11.5 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 38 20 19 23 16 72 44 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 218,218 COMMITMENTS 52,201 18,387 53,170 100,484 136,496 205,855 208,053 12,363 10,165 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 3,237) -678 1,590 2,460 816 -2,574 2,598 1,477 639 1,760 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 8.4 24.4 46.0 62.6 94.3 95.3 5.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 64 52 47 53 49 141 127 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 876,028 COMMITMENTS 182,419 127,084 129,017 494,652 539,509 806,089 795,609 69,939 80,418 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -5,781) 2,033 -7,424 -2,389 -4,842 16,090 -5,197 6,277 -584 -12,058 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.8 14.5 14.7 56.5 61.6 92.0 90.8 8.0 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 57 59 66 89 81 184 170 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 206,930 COMMITMENTS 36,550 56,764 70,443 89,058 69,932 196,050 197,139 10,879 9,791 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 5,988) 527 -825 2,962 1,542 790 5,030 2,927 958 3,061 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 27.4 34.0 43.0 33.8 94.7 95.3 5.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389) 111 125 103 138 114 297 301 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 43,604 COMMITMENTS 23,697 34,272 2,199 14,643 3,282 40,539 39,753 3,065 3,851 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -373) 573 -2,299 133 -1,865 636 -1,160 -1,531 787 1,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.3 78.6 5.0 33.6 7.5 93.0 91.2 7.0 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106) 35 49 10 15 10 56 63 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 352,697 COMMITMENTS 49,467 32,787 1,810 279,497 308,232 330,774 342,829 21,922 9,867 CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,107) 2,616 2,290 -196 -3,886 -2,228 -1,465 -134 359 -973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 9.3 0.5 79.2 87.4 93.8 97.2 6.2 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 51 30 9 95 95 151 129
Updated January 4, 2013