COTTON NO. 2 - ICE FUTURES U.S. Code-033661 Commitments of Traders - Futures Only, November 8, 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 : 165,589: 47,042 25,714 14,573 92,142 108,552 153,757 148,839: 11,832 16,750 Old : 158,160: 45,894 26,071 13,663 87,532 102,083 147,089 141,817: 11,071 16,343 Other: 7,429: 1,984 479 74 4,610 6,469 6,668 7,022: 761 407 : : : : : Changes in Commitments from: November 1, 2011 : : 675: -425 -380 -1,461 3,030 930 1,144 -911: -469 1,586 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 15.5 8.8 55.6 65.6 92.9 89.9: 7.1 10.1 Old : 100.0: 29.0 16.5 8.6 55.3 64.5 93.0 89.7: 7.0 10.3 Other: 100.0: 26.7 6.4 1.0 62.1 87.1 89.8 94.5: 10.2 5.5 : : : :# Traders : Number of Traders in Each Category : All : 232: 81 67 69 58 68 174 174: Old : 232: 84 65 63 57 65 169 169: Other: 72: 14 14 2 21 33 37 47: :---------------------------------------------------------------------------------------------------- : 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 20.2 31.8 30.5 16.5 11.2 24.8 19.1 Old : 18.1 20.6 31.7 30.9 16.9 11.8 25.4 20.5 Other: 45.3 61.0 64.2 73.3 43.1 56.7 59.9 67.1 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 Commitments of Traders - Futures Only, November 8, 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 : 26,633: 13,482 2,469 1,026 8,748 21,921 23,256 25,416: 3,377 1,217 Old : 26,627: 13,482 2,469 1,026 8,748 21,915 23,256 25,410: 3,371 1,217 Other: 6: 0 0 0 0 6 0 6: 6 0 : : : : : Changes in Commitments from: November 1, 2011 : : -167: 451 -98 -244 -379 -184 -172 -526: 5 359 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.6 9.3 3.9 32.8 82.3 87.3 95.4: 12.7 4.6 Old : 100.0: 50.6 9.3 3.9 32.9 82.3 87.3 95.4: 12.7 4.6 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: 44 14 8 23 16 73 32: Old : 92: 44 14 8 23 16 73 32: 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 : 26.3 70.6 37.4 82.4 26.3 70.0 37.4 81.3 Old : 26.4 70.6 37.4 82.4 26.4 70.0 37.4 81.3 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 8, 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 : 183,613: 32,781 33,990 27,934 112,951 110,397 173,666 172,321: 9,947 11,292 Old : 165,669: 31,113 38,361 23,502 101,484 92,846 156,099 154,709: 9,570 10,960 Other: 17,944: 6,039 0 61 11,467 17,551 17,567 17,612: 377 332 : : : : : Changes in Commitments from: November 1, 2011 : : -15,948: -12,883 -5,570 134 -4,077 -12,621 -16,826 -18,057: 878 2,109 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 18.5 15.2 61.5 60.1 94.6 93.9: 5.4 6.1 Old : 100.0: 18.8 23.2 14.2 61.3 56.0 94.2 93.4: 5.8 6.6 Other: 100.0: 33.7 0.0 0.3 63.9 97.8 97.9 98.1: 2.1 1.9 : : : :# Traders : Number of Traders in Each Category : All : 181: 43 67 37 53 52 119 136: Old : 181: 42 68 35 52 51 116 135: Other: 41: 8 0 2 25 18 33 20: :---------------------------------------------------------------------------------------------------- : 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 : 29.8 29.2 47.1 45.1 22.5 18.2 32.2 26.1 Old : 30.1 27.6 48.3 42.3 23.3 19.7 35.7 29.1 Other: 54.8 77.1 74.5 93.0 45.0 77.1 61.3 82.3 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 Commitments of Traders - Futures Only, November 8, 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 : 492,323: 140,824 40,839 39,724 249,129 356,119 429,677 436,682: 62,646 55,641 Old : 492,323: 140,824 40,839 39,724 249,129 356,119 429,677 436,682: 62,646 55,641 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 1, 2011 : : -6,637: -11,874 2,193 -930 5,339 -8,316 -7,465 -7,053: 828 416 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 8.3 8.1 50.6 72.3 87.3 88.7: 12.7 11.3 Old : 100.0: 28.6 8.3 8.1 50.6 72.3 87.3 88.7: 12.7 11.3 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 : 214: 80 39 61 76 81 180 158: Old : 214: 80 39 61 76 81 180 158: 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 : 18.2 19.4 30.8 30.8 17.5 17.4 27.9 27.0 Old : 18.2 19.4 30.8 30.8 17.5 17.4 27.9 27.0 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 8, 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 : 114,896: 23,724 16,047 14,484 68,899 74,987 107,107 105,518: 7,789 9,378 Old : 111,114: 23,724 16,086 13,667 66,575 72,157 103,966 101,910: 7,148 9,204 Other: 3,782: 550 511 267 2,324 2,830 3,141 3,608: 641 174 : : : : : Changes in Commitments from: November 1, 2011 : : -7,645: -3,999 -1,403 -2,905 -2,605 -6,082 -9,509 -10,390: 1,864 2,745 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 14.0 12.6 60.0 65.3 93.2 91.8: 6.8 8.2 Old : 100.0: 21.4 14.5 12.3 59.9 64.9 93.6 91.7: 6.4 8.3 Other: 100.0: 14.5 13.5 7.1 61.4 74.8 83.1 95.4: 16.9 4.6 : : : :# Traders : Number of Traders in Each Category : All : 278: 78 68 81 104 99 228 211: Old : 278: 79 69 79 102 98 225 209: Other: 70: 10 7 7 39 23 53 35: :---------------------------------------------------------------------------------------------------- : 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 : 16.8 19.9 29.9 31.0 14.7 11.3 24.2 18.6 Old : 16.8 20.5 30.2 30.8 14.8 12.0 24.6 18.9 Other: 34.4 61.7 50.0 75.8 33.5 59.1 45.3 69.0 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 Commitments of Traders - Futures Only, November 8, 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 : 59,861: 35,277 13,274 598 17,997 43,308 53,872 57,180: 5,989 2,681 Old : 59,861: 35,277 13,274 598 17,997 43,308 53,872 57,180: 5,989 2,681 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 1, 2011 : : -3,778: -2,498 -678 -167 151 -1,178 -2,514 -2,023: -1,264 -1,755 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 58.9 22.2 1.0 30.1 72.3 90.0 95.5: 10.0 4.5 Old : 100.0: 58.9 22.2 1.0 30.1 72.3 90.0 95.5: 10.0 4.5 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 : 95: 49 22 4 15 12 66 37: Old : 95: 49 22 4 15 12 66 37: 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 : 63.4 80.5 72.3 88.3 63.3 79.5 72.2 87.4 Old : 63.4 80.5 72.3 88.3 63.3 79.5 72.2 87.4 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 8, 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 : 445,678: 7,440 63,243 2,786 419,092 361,313 429,318 427,342: 16,360 18,336 Old : 445,678: 7,440 63,243 2,786 419,092 361,313 429,318 427,342: 16,360 18,336 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 1, 2011 : : -10,598: -1,774 -2,655 104 -5,615 -6,725 -7,285 -9,276: -3,313 -1,322 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 14.2 0.6 94.0 81.1 96.3 95.9: 3.7 4.1 Old : 100.0: 1.7 14.2 0.6 94.0 81.1 96.3 95.9: 3.7 4.1 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 : 237: 18 45 9 103 106 128 153: Old : 237: 18 45 9 103 106 128 153: 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 : 38.0 23.9 56.5 35.3 38.0 22.3 51.5 31.6 Old : 38.0 23.9 56.5 35.3 38.0 22.3 51.5 31.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 14, 2011