COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 164,914 COMMITMENTS 47,467 26,094 16,034 89,112 107,622 152,613 149,750 12,301 15,164 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 5,557) 1,177 -2,318 -569 4,228 9,972 4,836 7,085 721 -1,528 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 15.8 9.7 54.0 65.3 92.5 90.8 7.5 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 84 63 68 55 68 175 170 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,800 COMMITMENTS 13,031 2,567 1,270 9,127 22,105 23,428 25,942 3,372 858 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 1,068) 1,602 149 75 -1,012 549 665 773 403 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.6 9.6 4.7 34.1 82.5 87.4 96.8 12.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 42 16 12 22 17 74 35 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 199,561 COMMITMENTS 45,664 39,560 27,800 117,028 123,018 190,492 190,378 9,069 9,183 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: 2,891) 109 -5,936 2,705 455 7,964 3,269 4,733 -378 -1,842 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.9 19.8 13.9 58.6 61.6 95.5 95.4 4.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186) 57 57 40 53 53 129 136 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 498,960 COMMITMENTS 152,698 38,646 40,654 243,790 364,435 437,142 443,735 61,818 55,225 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -8,542) -4,872 -291 2,189 -2,953 -9,202 -5,636 -7,304 -2,906 -1,238 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.6 7.7 8.1 48.9 73.0 87.6 88.9 12.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217) 82 40 60 74 83 178 162 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 122,541 COMMITMENTS 27,723 17,450 17,389 71,504 81,069 116,616 115,908 5,925 6,633 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -66) -1,406 2,301 -588 1,307 -2,975 -687 -1,262 621 1,196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.6 14.2 14.2 58.4 66.2 95.2 94.6 4.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300) 90 70 94 110 103 247 230 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 63,639 COMMITMENTS 37,775 13,952 765 17,846 44,486 56,386 59,203 7,253 4,436 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -308) -5,721 2,566 119 7,334 -4,827 1,732 -2,142 -2,040 1,834 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.4 21.9 1.2 28.0 69.9 88.6 93.0 11.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91) 44 22 7 13 14 61 41 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/01/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 456,276 COMMITMENTS 9,214 65,898 2,682 424,707 368,038 436,603 436,618 19,673 19,658 CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST: -3,664) 1,142 -1,805 -1,129 -6,868 -963 -6,855 -3,897 3,191 233 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 14.4 0.6 93.1 80.7 95.7 95.7 4.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 20 44 9 103 105 128 153
Updated November 10, 2011