COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 151,550 COMMITMENTS 47,228 24,760 12,804 81,371 99,855 141,403 137,419 10,147 14,131 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -2,244) 1,436 1,400 -777 -1,950 -3,531 -1,291 -2,908 -953 664 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 16.3 8.4 53.7 65.9 93.3 90.7 6.7 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227) 85 60 67 58 65 174 164 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,247 COMMITMENTS 10,592 1,718 1,054 10,656 21,336 22,302 24,108 2,945 1,139 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 969) 287 -252 476 -240 556 523 780 446 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.0 6.8 4.2 42.2 84.5 88.3 95.5 11.7 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 43 9 15 29 21 76 41 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 190,853 COMMITMENTS 44,498 44,468 24,312 113,169 110,832 181,979 179,612 8,874 11,241 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 2,132) 141 339 1,254 794 520 2,189 2,113 -57 19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 23.3 12.7 59.3 58.1 95.4 94.1 4.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201) 58 67 36 58 55 132 146 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 498,372 COMMITMENTS 151,118 39,094 37,532 243,187 365,368 431,837 441,994 66,535 56,378 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 24,625) 13,738 -6,244 -1,390 7,068 31,748 19,416 24,114 5,209 511 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 7.8 7.5 48.8 73.3 86.6 88.7 13.4 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 75 47 59 75 84 179 162 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 120,745 COMMITMENTS 26,769 16,779 17,732 70,255 79,043 114,756 113,554 5,989 7,191 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: 3,088) -3,596 -4,572 343 5,232 5,971 1,979 1,742 1,109 1,346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.2 13.9 14.7 58.2 65.5 95.0 94.0 5.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 90 71 91 107 103 241 232 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 68,006 COMMITMENTS 47,196 5,445 1,256 9,916 59,113 58,368 65,814 9,638 2,192 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -1,661) -3,313 1,822 462 -730 -4,691 -3,581 -2,407 1,920 746 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.4 8.0 1.8 14.6 86.9 85.8 96.8 14.2 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110) 70 14 8 18 9 90 30 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/18/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 455,651 COMMITMENTS 6,937 63,651 2,467 430,428 368,023 439,832 434,141 15,819 21,510 CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST: -15,702) -506 1,876 -217 -15,430 -15,609 -16,153 -13,950 451 -1,752 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 14.0 0.5 94.5 80.8 96.5 95.3 3.5 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 17 41 6 97 105 120 146
Updated October 21, 2011