COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 164,914: 47,467 26,094 16,034 89,112 107,622 152,613 149,750: 12,301 15,164
Old : 158,644: 46,140 26,334 15,327 85,712 102,199 147,179 143,860: 11,465 14,784
Other: 6,270: 2,034 467 0 3,400 5,423 5,434 5,890: 836 380
: : :
: : Changes in Commitments from: October 25, 2011 :
: 5,557: 1,177 -2,318 -569 4,228 9,972 4,836 7,085: 721 -1,528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 15.8 9.7 54.0 65.3 92.5 90.8: 7.5 9.2
Old : 100.0: 29.1 16.6 9.7 54.0 64.4 92.8 90.7: 7.2 9.3
Other: 100.0: 32.4 7.4 0.0 54.2 86.5 86.7 93.9: 13.3 6.1
: : :
:# Traders : Number of Traders in Each Category :
All : 234: 84 63 68 55 68 175 170:
Old : 234: 86 61 61 54 67 170 166:
Other: 71: 15 13 0 21 31 36 44:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.2 20.5 32.0 31.3 15.9 12.6 23.5 20.8
Old : 18.4 20.9 31.9 31.7 16.2 13.1 24.0 21.6
Other: 40.3 58.1 61.4 71.5 37.2 53.0 55.3 64.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 15,000 POUNDS) :
: : :
All : 26,800: 13,031 2,567 1,270 9,127 22,105 23,428 25,942: 3,372 858
Old : 26,794: 13,031 2,567 1,270 9,127 22,099 23,428 25,936: 3,366 858
Other: 6: 0 0 0 0 6 0 6: 6 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: 1,068: 1,602 149 75 -1,012 549 665 773: 403 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.6 9.6 4.7 34.1 82.5 87.4 96.8: 12.6 3.2
Old : 100.0: 48.6 9.6 4.7 34.1 82.5 87.4 96.8: 12.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 100.0 0.0 100.0: 100.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 92: 42 16 12 22 17 74 35:
Old : 92: 42 16 12 22 17 74 35:
Other: 1: 0 0 0 0 1 0 1:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 70.5 37.1 82.4 26.1 70.1 37.1 81.4
Old : 26.1 70.5 37.1 82.4 26.1 70.1 37.1 81.4
Other: 0.0 100.0 0.0 100.0 0.0 100.0 0.0 100.0
COCOA - ICE FUTURES U.S. Code-073732
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 10 METRIC TONS) :
: : :
All : 199,561: 45,664 39,560 27,800 117,028 123,018 190,492 190,378: 9,069 9,183
Old : 182,836: 44,976 44,773 22,528 106,707 106,486 174,211 173,787: 8,625 9,049
Other: 16,725: 5,901 0 59 10,321 16,532 16,281 16,591: 444 134
: : :
: : Changes in Commitments from: October 25, 2011 :
: 2,891: 109 -5,936 2,705 455 7,964 3,269 4,733: -378 -1,842
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 19.8 13.9 58.6 61.6 95.5 95.4: 4.5 4.6
Old : 100.0: 24.6 24.5 12.3 58.4 58.2 95.3 95.1: 4.7 4.9
Other: 100.0: 35.3 0.0 0.4 61.7 98.8 97.3 99.2: 2.7 0.8
: : :
:# Traders : Number of Traders in Each Category :
All : 186: 57 57 40 53 53 129 136:
Old : 186: 56 58 39 52 52 127 135:
Other: 43: 11 0 1 24 17 35 18:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 28.8 41.3 44.3 16.7 16.6 25.8 24.7
Old : 25.3 29.1 42.1 42.4 17.7 18.2 28.6 27.9
Other: 56.7 77.6 77.1 93.6 43.9 74.7 60.4 80.0
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 112,000 POUNDS) :
: : :
All : 498,960: 152,698 38,646 40,654 243,790 364,435 437,142 443,735: 61,818 55,225
Old : 498,960: 152,698 38,646 40,654 243,790 364,435 437,142 443,735: 61,818 55,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -8,542: -4,872 -291 2,189 -2,953 -9,202 -5,636 -7,304: -2,906 -1,238
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 7.7 8.1 48.9 73.0 87.6 88.9: 12.4 11.1
Old : 100.0: 30.6 7.7 8.1 48.9 73.0 87.6 88.9: 12.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 217: 82 40 60 74 83 178 162:
Old : 217: 82 40 60 74 83 178 162:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.0 19.9 30.2 30.7 17.1 18.0 26.9 26.8
Old : 18.0 19.9 30.2 30.7 17.1 18.0 26.9 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COFFEE C - ICE FUTURES U.S. Code-083731
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 37,500 POUNDS) :
: : :
All : 122,541: 27,723 17,450 17,389 71,504 81,069 116,616 115,908: 5,925 6,633
Old : 118,705: 27,895 17,446 16,588 68,649 78,205 113,132 112,239: 5,573 6,466
Other: 3,836: 395 571 234 2,855 2,864 3,484 3,669: 352 167
: : :
: : Changes in Commitments from: October 25, 2011 :
: -66: -1,406 2,301 -588 1,307 -2,975 -687 -1,262: 621 1,196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 14.2 14.2 58.4 66.2 95.2 94.6: 4.8 5.4
Old : 100.0: 23.5 14.7 14.0 57.8 65.9 95.3 94.6: 4.7 5.4
Other: 100.0: 10.3 14.9 6.1 74.4 74.7 90.8 95.6: 9.2 4.4
: : :
:# Traders : Number of Traders in Each Category :
All : 300: 90 70 94 110 103 247 230:
Old : 300: 91 71 93 108 103 245 229:
Other: 70: 7 11 7 39 24 50 39:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 17.4 21.6 30.3 33.3 13.8 13.2 23.0 19.8
Old : 17.5 22.1 30.8 33.1 14.1 13.9 23.6 20.4
Other: 41.6 59.3 61.1 75.6 40.7 58.3 57.7 70.3
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (U.S. DOLLAR INDEX X $1000) :
: : :
All : 63,639: 37,775 13,952 765 17,846 44,486 56,386 59,203: 7,253 4,436
Old : 63,639: 37,775 13,952 765 17,846 44,486 56,386 59,203: 7,253 4,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -308: -5,721 2,566 119 7,334 -4,827 1,732 -2,142: -2,040 1,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.4 21.9 1.2 28.0 69.9 88.6 93.0: 11.4 7.0
Old : 100.0: 59.4 21.9 1.2 28.0 69.9 88.6 93.0: 11.4 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 44 22 7 13 14 61 41:
Old : 91: 44 22 7 13 14 61 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 78.7 71.7 83.7 61.7 77.9 71.6 82.9
Old : 61.7 78.7 71.7 83.7 61.7 77.9 71.6 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A
Commitments of Traders - Futures Only, November 1, 2011
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSELL 2000 INDEX X $100.00) :
: : :
All : 456,276: 9,214 65,898 2,682 424,707 368,038 436,603 436,618: 19,673 19,658
Old : 456,276: 9,214 65,898 2,682 424,707 368,038 436,603 436,618: 19,673 19,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 25, 2011 :
: -3,664: 1,142 -1,805 -1,129 -6,868 -963 -6,855 -3,897: 3,191 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 14.4 0.6 93.1 80.7 95.7 95.7: 4.3 4.3
Old : 100.0: 2.0 14.4 0.6 93.1 80.7 95.7 95.7: 4.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 20 44 9 103 105 128 153:
Old : 238: 20 44 9 103 105 128 153:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 23.6 55.3 35.5 39.0 22.5 51.7 32.1
Old : 39.0 23.6 55.3 35.5 39.0 22.5 51.7 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 10, 2011