COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 181,782 COMMITMENTS 63,994 61,368 12,303 88,888 95,956 165,185 169,627 16,597 12,155 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 1,077) 235 3,407 -1,091 2,162 -327 1,306 1,989 -229 -912 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 33.8 6.8 48.9 52.8 90.9 93.3 9.1 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270) 97 85 65 60 62 195 179 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 23,325 COMMITMENTS 10,377 4,359 636 9,208 16,895 20,221 21,890 3,104 1,435 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -64) -102 -1,120 -57 -221 1,276 -380 99 316 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.5 18.7 2.7 39.5 72.4 86.7 93.8 13.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85) 41 17 16 21 15 67 45 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 200,599 COMMITMENTS 56,714 23,455 33,152 96,218 138,161 186,084 194,768 14,515 5,831 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -5,846) -6,118 -1,757 1,348 -870 -5,937 -5,640 -6,346 -206 500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 11.7 16.5 48.0 68.9 92.8 97.1 7.2 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 78 41 40 50 46 154 105 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 698,138 COMMITMENTS 157,534 115,710 77,559 386,438 419,419 621,531 612,688 76,607 85,450 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -27,554) -15,756 -3,341 -7,923 -1,668 -14,054 -25,347 -25,318 -2,207 -2,236 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 16.6 11.1 55.4 60.1 89.0 87.8 11.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 51 55 50 80 77 153 163 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 139,043 COMMITMENTS 32,052 40,523 19,797 79,232 70,842 131,081 131,162 7,962 7,881 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -4,208) -1,504 -9,858 448 -2,845 5,392 -3,901 -4,018 -307 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.1 29.1 14.2 57.0 50.9 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347) 93 99 86 110 110 256 256 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 40,481 COMMITMENTS 28,541 23,645 1,597 7,179 12,534 37,317 37,776 3,164 2,705 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -31,694) -24,232 5,507 -175 -6,562 -36,693 -30,969 -31,361 -725 -333 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.5 58.4 3.9 17.7 31.0 92.2 93.3 7.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 37 42 7 14 6 55 53 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 09/18/12 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 441,653 COMMITMENTS 43,819 54,750 4,936 366,281 361,911 415,036 421,597 26,617 20,056 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 6,047) -1,861 953 3,039 -345 71 833 4,063 5,214 1,984 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 12.4 1.1 82.9 81.9 94.0 95.5 6.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 47 42 15 112 106 166 158
Updated September 21, 2012