COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 165,589 COMMITMENTS 47,042 25,714 14,573 92,142 108,552 153,757 148,839 11,832 16,750 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: 675) -425 -380 -1,461 3,030 930 1,144 -911 -469 1,586 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.4 15.5 8.8 55.6 65.6 92.9 89.9 7.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232) 81 67 69 58 68 174 174 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,633 COMMITMENTS 13,482 2,469 1,026 8,748 21,921 23,256 25,416 3,377 1,217 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -167) 451 -98 -244 -379 -184 -172 -526 5 359 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.6 9.3 3.9 32.8 82.3 87.3 95.4 12.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92) 44 14 8 23 16 73 32 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 183,613 COMMITMENTS 32,781 33,990 27,934 112,951 110,397 173,666 172,321 9,947 11,292 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -15,948) -12,883 -5,570 134 -4,077 -12,621 -16,826 -18,057 878 2,109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.9 18.5 15.2 61.5 60.1 94.6 93.9 5.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181) 43 67 37 53 52 119 136 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 492,323 COMMITMENTS 140,824 40,839 39,724 249,129 356,119 429,677 436,682 62,646 55,641 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -6,637) -11,874 2,193 -930 5,339 -8,316 -7,465 -7,053 828 416 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 8.3 8.1 50.6 72.3 87.3 88.7 12.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214) 80 39 61 76 81 180 158 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 114,896 COMMITMENTS 23,724 16,047 14,484 68,899 74,987 107,107 105,518 7,789 9,378 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -7,645) -3,999 -1,403 -2,905 -2,605 -6,082 -9,509 -10,390 1,864 2,745 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.6 14.0 12.6 60.0 65.3 93.2 91.8 6.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278) 78 68 81 104 99 228 211 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 59,861 COMMITMENTS 35,277 13,274 598 17,997 43,308 53,872 57,180 5,989 2,681 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -3,778) -2,498 -678 -167 151 -1,178 -2,514 -2,023 -1,264 -1,755 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.9 22.2 1.0 30.1 72.3 90.0 95.5 10.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95) 49 22 4 15 12 66 37 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/08/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 445,678 COMMITMENTS 7,440 63,243 2,786 419,092 361,313 429,318 427,342 16,360 18,336 CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST: -10,598) -1,774 -2,655 104 -5,615 -6,725 -7,285 -9,276 -3,313 -1,322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 14.2 0.6 94.0 81.1 96.3 95.9 3.7 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 18 45 9 103 106 128 153
Updated November 14, 2011