COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 22, 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 : 137,106: 40,583 27,729 9,241 78,203 85,416 128,027 122,386: 9,079 14,720
Old : 128,737: 39,341 27,960 8,295 72,844 78,240 120,480 114,495: 8,257 14,242
Other: 8,369: 2,097 624 91 5,359 7,176 7,547 7,891: 822 478
: : :
: : Changes in Commitments from: November 15, 2011 :
: -6,153: -733 6,321 -1,216 -1,109 -10,852 -3,058 -5,747: -3,095 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 20.2 6.7 57.0 62.3 93.4 89.3: 6.6 10.7
Old : 100.0: 30.6 21.7 6.4 56.6 60.8 93.6 88.9: 6.4 11.1
Other: 100.0: 25.1 7.5 1.1 64.0 85.7 90.2 94.3: 9.8 5.7
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 75 74 48 50 63 156 158:
Old : 229: 79 72 43 46 61 150 153:
Other: 75: 12 18 2 23 33 37 51:
:----------------------------------------------------------------------------------------------------
: 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 : 23.5 19.1 36.1 30.1 23.4 17.0 32.7 26.7
Old : 24.6 20.0 37.6 30.5 24.6 19.3 34.3 29.4
Other: 47.2 61.0 63.7 71.5 46.7 58.5 62.8 68.2
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 22, 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 : 27,935: 14,262 3,356 1,478 8,658 22,261 24,398 27,095: 3,537 840
Old : 27,929: 14,262 3,356 1,478 8,658 22,255 24,398 27,089: 3,531 840
Other: 6: 0 0 0 0 6 0 6: 6 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 1,581: 1,354 700 171 -112 795 1,413 1,666: 168 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 12.0 5.3 31.0 79.7 87.3 97.0: 12.7 3.0
Old : 100.0: 51.1 12.0 5.3 31.0 79.7 87.4 97.0: 12.6 3.0
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 : 100: 49 16 13 25 19 85 37:
Old : 100: 49 16 13 25 19 85 37:
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 : 25.0 68.3 35.4 80.1 25.0 67.4 35.4 78.2
Old : 25.0 68.3 35.4 80.1 25.0 67.4 35.4 78.2
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 22, 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 : 155,002: 30,105 34,105 16,929 99,500 93,553 146,534 144,587: 8,468 10,415
Old : 135,525: 29,459 39,496 10,978 87,007 74,830 127,444 125,304: 8,081 10,221
Other: 19,477: 6,452 415 145 12,493 18,723 19,090 19,283: 387 194
: : :
: : Changes in Commitments from: November 15, 2011 :
: -160: 209 2,035 571 -796 -3,212 -16 -606: -144 446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 22.0 10.9 64.2 60.4 94.5 93.3: 5.5 6.7
Old : 100.0: 21.7 29.1 8.1 64.2 55.2 94.0 92.5: 6.0 7.5
Other: 100.0: 33.1 2.1 0.7 64.1 96.1 98.0 99.0: 2.0 1.0
: : :
:# Traders : Number of Traders in Each Category :
All : 179: 48 66 35 53 48 124 126:
Old : 179: 47 67 33 52 43 121 121:
Other: 50: 11 4 2 27 19 39 24:
:----------------------------------------------------------------------------------------------------
: 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 : 29.4 26.7 46.3 41.6 26.7 20.1 36.2 29.1
Old : 30.8 25.8 48.6 40.1 30.3 22.4 43.0 33.7
Other: 50.8 76.5 70.8 89.9 41.7 75.3 58.4 81.8
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 22, 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 : 503,702: 122,718 64,661 44,389 279,186 326,043 446,293 435,093: 57,409 68,609
Old : 503,702: 122,718 64,661 44,389 279,186 326,043 446,293 435,093: 57,409 68,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 15,698: -7,685 9,927 3,266 21,329 -8,679 16,910 4,514: -1,212 11,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 12.8 8.8 55.4 64.7 88.6 86.4: 11.4 13.6
Old : 100.0: 24.4 12.8 8.8 55.4 64.7 88.6 86.4: 11.4 13.6
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 : 212: 63 51 57 76 84 167 165:
Old : 212: 63 51 57 76 84 167 165:
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 : 19.2 17.2 31.8 26.6 17.9 15.4 28.7 23.8
Old : 19.2 17.2 31.8 26.6 17.9 15.4 28.7 23.8
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 22, 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 : 97,495: 22,787 14,421 9,729 60,892 67,892 93,408 92,042: 4,087 5,453
Old : 89,985: 22,586 14,233 9,019 54,618 61,414 86,223 84,666: 3,762 5,319
Other: 7,510: 597 584 314 6,274 6,478 7,185 7,376: 325 134
: : :
: : Changes in Commitments from: November 15, 2011 :
: -6,919: -325 -2,241 -806 -4,579 -2,234 -5,710 -5,281: -1,209 -1,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 14.8 10.0 62.5 69.6 95.8 94.4: 4.2 5.6
Old : 100.0: 25.1 15.8 10.0 60.7 68.2 95.8 94.1: 4.2 5.9
Other: 100.0: 7.9 7.8 4.2 83.5 86.3 95.7 98.2: 4.3 1.8
: : :
:# Traders : Number of Traders in Each Category :
All : 287: 74 75 73 103 101 224 211:
Old : 286: 75 79 70 97 100 215 210:
Other: 81: 10 11 6 46 28 60 42:
:----------------------------------------------------------------------------------------------------
: 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 18.6 31.8 27.9 17.1 13.5 29.1 21.3
Old : 19.0 18.5 32.8 28.2 18.0 14.8 31.6 23.1
Other: 62.4 73.2 72.4 84.7 62.0 72.8 70.8 82.0
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 22, 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 : 54,442: 31,669 6,341 643 13,351 45,513 45,663 52,497: 8,779 1,945
Old : 54,442: 31,669 6,341 643 13,351 45,513 45,663 52,497: 8,779 1,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: -2,863: -959 -3,757 -22 -2,631 1,798 -3,612 -1,981: 749 -882
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.2 11.6 1.2 24.5 83.6 83.9 96.4: 16.1 3.6
Old : 100.0: 58.2 11.6 1.2 24.5 83.6 83.9 96.4: 16.1 3.6
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 : 99: 53 17 8 20 11 76 34:
Old : 99: 53 17 8 20 11 76 34:
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 : 51.7 86.0 60.8 90.7 51.7 85.1 59.9 89.4
Old : 51.7 86.0 60.8 90.7 51.7 85.1 59.9 89.4
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 22, 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 : 463,285: 5,548 59,181 2,831 440,544 381,967 448,923 443,979: 14,362 19,306
Old : 463,285: 5,548 59,181 2,831 440,544 381,967 448,923 443,979: 14,362 19,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 15, 2011 :
: 11,934: -2,378 -2,393 -2,065 18,304 13,032 13,861 8,574: -1,927 3,360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 12.8 0.6 95.1 82.4 96.9 95.8: 3.1 4.2
Old : 100.0: 1.2 12.8 0.6 95.1 82.4 96.9 95.8: 3.1 4.2
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: 13 47 7 98 117 116 166:
Old : 238: 13 47 7 98 117 116 166:
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 : 36.7 24.0 57.0 34.7 36.3 21.9 52.3 31.2
Old : 36.7 24.0 57.0 34.7 36.3 21.9 52.3 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 28, 2011