COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 159,357 COMMITMENTS 46,290 28,412 16,603 84,884 97,650 147,777 142,665 11,580 16,692 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 7,807) -938 3,652 3,799 3,513 -2,205 6,374 5,246 1,433 2,561 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 17.8 10.4 53.3 61.3 92.7 89.5 7.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244) 94 65 71 59 67 186 175 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 25,732 COMMITMENTS 11,429 2,418 1,195 10,139 21,556 22,763 25,169 2,969 563 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 485) 837 700 141 -517 220 461 1,061 24 -576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 9.4 4.6 39.4 83.8 88.5 97.8 11.5 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94) 41 16 13 27 19 78 38 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 196,670 COMMITMENTS 45,555 45,496 25,095 116,573 115,054 187,223 185,645 9,447 11,025 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 5,817) 1,057 1,028 783 3,404 4,222 5,244 6,033 573 -216 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 23.1 12.8 59.3 58.5 95.2 94.4 4.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199) 58 66 40 59 52 137 143 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 507,502 COMMITMENTS 157,570 38,937 38,465 246,743 373,637 442,778 451,039 64,724 56,463 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 9,130) 6,452 -157 933 3,556 8,269 10,941 9,045 -1,811 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.0 7.7 7.6 48.6 73.6 87.2 88.9 12.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222) 79 44 56 77 83 181 160 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 122,607 COMMITMENTS 29,129 15,149 17,977 70,197 84,044 117,303 117,170 5,304 5,437 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 1,862) 2,360 -1,630 245 -58 5,001 2,547 3,616 -685 -1,754 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.8 12.4 14.7 57.3 68.5 95.7 95.6 4.3 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302) 88 70 89 109 105 248 224 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 63,947 COMMITMENTS 43,496 11,386 646 10,512 49,313 54,654 61,345 9,293 2,602 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: -4,059) -3,700 5,941 -610 596 -9,800 -3,714 -4,469 -345 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.0 17.8 1.0 16.4 77.1 85.5 95.9 14.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 62 20 7 15 12 80 37 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 10/25/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 459,940 COMMITMENTS 8,072 67,703 3,811 431,575 369,001 443,458 440,515 16,482 19,425 CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST: 4,289) 1,135 4,052 1,344 1,147 978 3,626 6,374 663 -2,085 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 14.7 0.8 93.8 80.2 96.4 95.8 3.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 18 49 9 100 107 125 158
Updated October 28, 2011