COTTON NO. 2 - ICE FUTURES U.S. Code-033661
Commitments of Traders - Futures Only, November 29, 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 : 138,214: 42,742 29,928 8,356 77,805 80,566 128,903 118,850: 9,311 19,364
Old : 129,346: 41,439 30,221 7,435 72,086 72,902 120,960 110,558: 8,386 18,788
Other: 8,868: 2,207 611 17 5,719 7,664 7,943 8,292: 925 576
: : :
: : Changes in Commitments from: November 22, 2011 :
: 1,108: 2,159 2,199 -885 -398 -4,850 876 -3,536: 232 4,644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 21.7 6.0 56.3 58.3 93.3 86.0: 6.7 14.0
Old : 100.0: 32.0 23.4 5.7 55.7 56.4 93.5 85.5: 6.5 14.5
Other: 100.0: 24.9 6.9 0.2 64.5 86.4 89.6 93.5: 10.4 6.5
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 69 74 44 51 61 147 155:
Old : 221: 71 73 39 47 58 141 149:
Other: 70: 16 12 1 23 30 40 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 : 23.4 16.0 36.2 26.7 23.3 12.8 32.5 21.8
Old : 24.5 16.3 37.8 26.6 24.5 15.0 34.2 24.3
Other: 45.1 61.8 63.0 73.1 44.6 58.1 61.7 68.7
FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701
Commitments of Traders - Futures Only, November 29, 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 : 28,255: 14,737 3,378 1,425 8,477 22,432 24,639 27,235: 3,616 1,020
Old : 28,249: 14,737 3,378 1,425 8,477 22,426 24,639 27,229: 3,610 1,020
Other: 6: 0 0 0 0 6 0 6: 6 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 320: 475 22 -53 -181 171 241 140: 79 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.2 12.0 5.0 30.0 79.4 87.2 96.4: 12.8 3.6
Old : 100.0: 52.2 12.0 5.0 30.0 79.4 87.2 96.4: 12.8 3.6
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 : 101: 50 16 14 24 18 86 37:
Old : 101: 50 16 14 24 18 86 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 : 24.9 68.0 34.9 79.7 24.9 67.3 34.9 78.4
Old : 24.9 68.0 34.9 79.7 24.9 67.3 34.9 78.4
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 29, 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 : 158,826: 30,569 36,539 17,291 102,645 95,012 150,505 148,842: 8,321 9,984
Old : 138,867: 29,847 41,879 11,404 89,780 75,827 131,031 129,110: 7,836 9,757
Other: 19,959: 6,473 411 136 12,865 19,185 19,474 19,732: 485 227
: : :
: : Changes in Commitments from: November 22, 2011 :
: 3,824: 464 2,434 362 3,145 1,459 3,971 4,255: -147 -431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 23.0 10.9 64.6 59.8 94.8 93.7: 5.2 6.3
Old : 100.0: 21.5 30.2 8.2 64.7 54.6 94.4 93.0: 5.6 7.0
Other: 100.0: 32.4 2.1 0.7 64.5 96.1 97.6 98.9: 2.4 1.1
: : :
:# Traders : Number of Traders in Each Category :
All : 190: 51 69 36 51 47 125 133:
Old : 190: 50 72 33 50 42 121 128:
Other: 52: 13 3 2 27 20 40 25:
:----------------------------------------------------------------------------------------------------
: 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 : 28.9 26.6 46.0 41.8 26.3 19.5 35.6 28.1
Old : 30.2 25.5 48.0 40.3 29.3 21.8 41.7 32.6
Other: 50.7 76.1 70.4 89.2 41.7 74.9 58.3 81.4
SUGAR NO. 11 - ICE FUTURES U.S. Code-080732
Commitments of Traders - Futures Only, November 29, 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 : 504,829: 119,513 68,162 44,376 284,856 321,076 448,745 433,614: 56,084 71,215
Old : 504,829: 119,513 68,162 44,376 284,856 321,076 448,745 433,614: 56,084 71,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 1,127: -3,205 3,501 -13 5,670 -4,967 2,452 -1,479: -1,325 2,606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 13.5 8.8 56.4 63.6 88.9 85.9: 11.1 14.1
Old : 100.0: 23.7 13.5 8.8 56.4 63.6 88.9 85.9: 11.1 14.1
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 : 218: 66 53 66 77 85 174 175:
Old : 218: 66 53 66 77 85 174 175:
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 : 17.1 15.7 29.9 24.9 16.3 13.4 26.7 20.9
Old : 17.1 15.7 29.9 24.9 16.3 13.4 26.7 20.9
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 29, 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 : 99,583: 24,739 15,322 9,624 60,058 67,840 94,421 92,786: 5,162 6,797
Old : 91,815: 24,465 15,103 8,913 53,660 61,249 87,038 85,265: 4,777 6,550
Other: 7,768: 687 632 298 6,398 6,591 7,383 7,521: 385 247
: : :
: : Changes in Commitments from: November 22, 2011 :
: 2,088: 1,952 901 -105 -834 -52 1,013 744: 1,075 1,344
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 15.4 9.7 60.3 68.1 94.8 93.2: 5.2 6.8
Old : 100.0: 26.6 16.4 9.7 58.4 66.7 94.8 92.9: 5.2 7.1
Other: 100.0: 8.8 8.1 3.8 82.4 84.8 95.0 96.8: 5.0 3.2
: : :
:# Traders : Number of Traders in Each Category :
All : 289: 73 76 74 108 103 225 217:
Old : 287: 75 78 71 102 102 216 215:
Other: 87: 14 11 5 48 29 66 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 : 17.4 18.0 30.4 26.8 16.3 13.1 27.9 20.4
Old : 18.4 17.9 31.6 26.9 17.2 14.3 30.2 22.1
Other: 61.9 71.5 70.8 83.3 61.5 71.1 69.0 80.9
U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662
Commitments of Traders - Futures Only, November 29, 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 : 58,641: 38,876 8,170 814 11,759 47,360 51,449 56,344: 7,192 2,297
Old : 58,641: 38,876 8,170 814 11,759 47,360 51,449 56,344: 7,192 2,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 4,199: 7,207 1,829 171 -1,592 1,847 5,786 3,847: -1,587 352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 13.9 1.4 20.1 80.8 87.7 96.1: 12.3 3.9
Old : 100.0: 66.3 13.9 1.4 20.1 80.8 87.7 96.1: 12.3 3.9
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 : 99: 59 15 6 18 8 81 26:
Old : 99: 59 15 6 18 8 81 26:
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 : 48.6 85.0 60.3 90.8 48.6 84.2 59.6 89.6
Old : 48.6 85.0 60.3 90.8 48.6 84.2 59.6 89.6
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 29, 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 : 471,133: 10,086 55,420 4,243 443,179 394,364 457,508 454,027: 13,625 17,106
Old : 471,133: 10,086 55,420 4,243 443,179 394,364 457,508 454,027: 13,625 17,106
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 22, 2011 :
: 7,848: 4,538 -3,761 1,412 2,635 12,397 8,585 10,048: -737 -2,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 11.8 0.9 94.1 83.7 97.1 96.4: 2.9 3.6
Old : 100.0: 2.1 11.8 0.9 94.1 83.7 97.1 96.4: 2.9 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 : 237: 17 46 8 95 116 118 164:
Old : 237: 17 46 8 95 116 118 164:
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 : 37.4 24.3 57.7 35.0 37.0 22.2 52.4 31.4
Old : 37.4 24.3 57.7 35.0 37.0 22.2 52.4 31.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 2, 2011