COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 15, 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 : 143,259: 41,316 21,408 10,457 79,312 96,268 131,085 128,133: 12,174 15,126
Old : 135,541: 40,137 21,599 9,675 74,467 89,562 124,279 120,836: 11,262 14,705
Other: 7,718: 1,863 493 98 4,845 6,706 6,806 7,297: 912 421
: : :
: : Changes in Commitments from: November 8, 2011 :
: -22,330: -5,726 -4,306 -4,116 -12,830 -12,284 -22,672 -20,706: 342 -1,624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 14.9 7.3 55.4 67.2 91.5 89.4: 8.5 10.6
Old : 100.0: 29.6 15.9 7.1 54.9 66.1 91.7 89.2: 8.3 10.8
Other: 100.0: 24.1 6.4 1.3 62.8 86.9 88.2 94.5: 11.8 5.5
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 76 61 50 54 63 162 147:
Old : 218: 77 62 45 51 61 156 143:
Other: 69: 13 14 3 21 31 36 46:
:----------------------------------------------------------------------------------------------------
: 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 : 21.0 21.9 33.6 33.4 20.9 15.8 30.0 25.7
Old : 21.8 22.6 34.7 34.0 21.7 17.8 31.3 28.0
Other: 48.8 59.8 65.3 71.9 48.3 56.6 64.6 68.0
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 15, 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 : 26,354: 12,908 2,656 1,307 8,770 21,466 22,985 25,429: 3,369 925
Old : 26,348: 12,908 2,656 1,307 8,770 21,460 22,985 25,423: 3,363 925
Other: 6: 0 0 0 0 6 0 6: 6 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -279: -574 187 281 22 -455 -271 13: -8 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 10.1 5.0 33.3 81.5 87.2 96.5: 12.8 3.5
Old : 100.0: 49.0 10.1 5.0 33.3 81.4 87.2 96.5: 12.8 3.5
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 : 93: 44 16 11 23 16 76 34:
Old : 93: 44 16 11 23 16 76 34:
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 : 27.0 70.0 38.0 82.0 27.0 69.2 38.0 80.1
Old : 27.0 70.0 38.0 82.0 27.0 69.2 38.0 80.1
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 15, 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 : 155,162: 29,896 32,070 16,358 100,296 96,765 146,550 145,193: 8,612 9,969
Old : 136,273: 29,257 37,378 10,717 88,167 78,569 128,141 126,664: 8,132 9,609
Other: 18,889: 6,278 331 2 12,129 18,196 18,409 18,529: 480 360
: : :
: : Changes in Commitments from: November 8, 2011 :
: -28,451: -2,885 -1,920 -11,576 -12,655 -13,632 -27,116 -27,128: -1,335 -1,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 20.7 10.5 64.6 62.4 94.4 93.6: 5.6 6.4
Old : 100.0: 21.5 27.4 7.9 64.7 57.7 94.0 92.9: 6.0 7.1
Other: 100.0: 33.2 1.8 0.0 64.2 96.3 97.5 98.1: 2.5 1.9
: : :
:# Traders : Number of Traders in Each Category :
All : 176: 51 59 31 52 45 120 118:
Old : 176: 50 60 29 52 41 118 114:
Other: 47: 9 3 1 27 19 36 23:
:----------------------------------------------------------------------------------------------------
: 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 : 28.7 27.6 45.3 42.7 26.4 21.1 37.6 30.5
Old : 29.9 26.9 47.3 41.2 29.1 23.5 43.2 34.4
Other: 52.2 76.2 72.2 90.8 42.8 76.1 59.3 82.3
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 15, 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 : 488,004: 130,403 54,734 41,123 257,857 334,722 429,383 430,579: 58,621 57,425
Old : 488,004: 130,403 54,734 41,123 257,857 334,722 429,383 430,579: 58,621 57,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -4,319: -10,421 13,895 1,399 8,728 -21,397 -294 -6,103: -4,025 1,784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 11.2 8.4 52.8 68.6 88.0 88.2: 12.0 11.8
Old : 100.0: 26.7 11.2 8.4 52.8 68.6 88.0 88.2: 12.0 11.8
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 : 210: 69 44 60 78 82 175 160:
Old : 210: 69 44 60 78 82 175 160:
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 : 18.5 18.5 31.3 29.0 17.6 16.5 28.7 25.8
Old : 18.5 18.5 31.3 29.0 17.6 16.5 28.7 25.8
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 15, 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 : 104,414: 23,112 16,662 10,535 65,471 70,126 99,118 97,323: 5,296 7,091
Old : 97,007: 22,926 16,511 9,852 59,410 63,763 92,188 90,126: 4,819 6,881
Other: 7,407: 586 551 283 6,061 6,363 6,930 7,197: 477 210
: : :
: : Changes in Commitments from: November 8, 2011 :
: -10,482: -612 615 -3,949 -3,428 -4,861 -7,989 -8,195: -2,493 -2,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 16.0 10.1 62.7 67.2 94.9 93.2: 5.1 6.8
Old : 100.0: 23.6 17.0 10.2 61.2 65.7 95.0 92.9: 5.0 7.1
Other: 100.0: 7.9 7.4 3.8 81.8 85.9 93.6 97.2: 6.4 2.8
: : :
:# Traders : Number of Traders in Each Category :
All : 281: 75 72 73 104 102 223 209:
Old : 280: 76 74 72 100 101 218 208:
Other: 70: 7 9 5 42 26 52 37:
:----------------------------------------------------------------------------------------------------
: 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 : 17.3 20.1 31.9 29.0 16.0 12.3 27.5 19.7
Old : 17.8 20.2 31.6 29.7 16.8 13.6 29.6 21.6
Other: 63.1 73.4 73.0 84.9 62.3 72.9 71.6 82.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 15, 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 : 57,305: 32,628 10,098 665 15,982 43,715 49,275 54,478: 8,030 2,827
Old : 57,305: 32,628 10,098 665 15,982 43,715 49,275 54,478: 8,030 2,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: -2,556: -2,649 -3,176 67 -2,015 407 -4,597 -2,702: 2,041 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 17.6 1.2 27.9 76.3 86.0 95.1: 14.0 4.9
Old : 100.0: 56.9 17.6 1.2 27.9 76.3 86.0 95.1: 14.0 4.9
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 : 100: 50 22 5 19 11 71 37:
Old : 100: 50 22 5 19 11 71 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 : 58.0 81.2 64.9 88.6 57.8 80.2 64.0 87.4
Old : 58.0 81.2 64.9 88.6 57.8 80.2 64.0 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 15, 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 : 451,351: 7,926 61,574 4,896 422,240 368,935 435,062 435,405: 16,289 15,946
Old : 451,351: 7,926 61,574 4,896 422,240 368,935 435,062 435,405: 16,289 15,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 8, 2011 :
: 5,673: 486 -1,669 2,110 3,148 7,622 5,744 8,063: -71 -2,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 13.6 1.1 93.6 81.7 96.4 96.5: 3.6 3.5
Old : 100.0: 1.8 13.6 1.1 93.6 81.7 96.4 96.5: 3.6 3.5
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 : 242: 20 47 10 103 110 129 161:
Old : 242: 20 47 10 103 110 129 161:
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 : 36.8 24.0 55.8 35.5 36.4 22.0 51.3 31.2
Old : 36.8 24.0 55.8 35.5 36.4 22.0 51.3 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 18, 2011