COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED 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: 275,853 COMMITMENTS 62,084 30,085 80,803 115,409 151,315 258,295 262,203 17,558 13,650 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 867) 442 2,479 -1,113 1,888 387 1,217 1,753 -350 -886 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 10.9 29.3 41.8 54.9 93.6 95.1 6.4 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297) 129 75 93 71 74 238 209 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED 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: 31,243 COMMITMENTS 9,677 3,620 6,195 12,078 19,849 27,950 29,664 3,292 1,579 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 151) -177 -1,146 122 -123 1,325 -178 301 329 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.0 11.6 19.8 38.7 63.5 89.5 94.9 10.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 43 23 24 23 18 80 53 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED 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: 226,838 COMMITMENTS 54,450 24,056 54,256 103,258 142,343 211,965 220,654 14,874 6,184 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -7,037) -6,506 -1,793 187 -484 -5,954 -6,804 -7,560 -233 523 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.0 10.6 23.9 45.5 62.8 93.4 97.3 6.6 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191) 77 44 47 50 47 156 112 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED 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: 791,519 COMMITMENTS 161,127 108,908 125,525 422,609 466,978 709,261 701,410 82,258 90,108 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -100,987) -1,059 -3,093 -57,429 -37,440 -36,833 -95,927 -97,355 -5,060 -3,632 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 13.8 15.9 53.4 59.0 89.6 88.6 10.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204) 52 57 65 85 83 171 174 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED 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: 198,950 COMMITMENTS 30,085 37,658 64,918 95,497 87,929 190,500 190,504 8,450 8,445 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -9,850) -527 -9,881 -3,769 -5,170 4,064 -9,466 -9,585 -384 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 18.9 32.6 48.0 44.2 95.8 95.8 4.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368) 103 109 113 122 121 289 289 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED 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: 41,179 COMMITMENTS 28,399 23,789 1,996 7,584 12,660 37,978 38,444 3,201 2,735 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: -31,577) -24,207 5,651 -203 -6,451 -36,703 -30,862 -31,255 -715 -322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.0 57.8 4.8 18.4 30.7 92.2 93.4 7.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 40 42 10 14 7 58 56 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED 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: 444,635 COMMITMENTS 43,764 55,108 5,651 368,203 362,886 417,618 423,644 27,017 20,991 CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST: 6,580) -1,915 995 3,304 6 231 1,394 4,530 5,186 2,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 12.4 1.3 82.8 81.6 93.9 95.3 6.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263) 46 43 19 114 107 171 160
Updated September 21, 2012