COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 143,259 COMMITMENTS 41,316 21,408 10,457 79,312 96,268 131,085 128,133 12,174 15,126 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -22,330) -5,726 -4,306 -4,116 -12,830 -12,284 -22,672 -20,706 342 -1,624 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.8 14.9 7.3 55.4 67.2 91.5 89.4 8.5 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 76 61 50 54 63 162 147 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 26,354 COMMITMENTS 12,908 2,656 1,307 8,770 21,466 22,985 25,429 3,369 925 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -279) -574 187 281 22 -455 -271 13 -8 -292 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 10.1 5.0 33.3 81.5 87.2 96.5 12.8 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93) 44 16 11 23 16 76 34 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 155,162 COMMITMENTS 29,896 32,070 16,358 100,296 96,765 146,550 145,193 8,612 9,969 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -28,451) -2,885 -1,920 -11,576 -12,655 -13,632 -27,116 -27,128 -1,335 -1,323 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.3 20.7 10.5 64.6 62.4 94.4 93.6 5.6 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176) 51 59 31 52 45 120 118 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 488,004 COMMITMENTS 130,403 54,734 41,123 257,857 334,722 429,383 430,579 58,621 57,425 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -4,319) -10,421 13,895 1,399 8,728 -21,397 -294 -6,103 -4,025 1,784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 11.2 8.4 52.8 68.6 88.0 88.2 12.0 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210) 69 44 60 78 82 175 160 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 104,414 COMMITMENTS 23,112 16,662 10,535 65,471 70,126 99,118 97,323 5,296 7,091 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -10,482) -612 615 -3,949 -3,428 -4,861 -7,989 -8,195 -2,493 -2,287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.1 16.0 10.1 62.7 67.2 94.9 93.2 5.1 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281) 75 72 73 104 102 223 209 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 57,305 COMMITMENTS 32,628 10,098 665 15,982 43,715 49,275 54,478 8,030 2,827 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: -2,556) -2,649 -3,176 67 -2,015 407 -4,597 -2,702 2,041 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 56.9 17.6 1.2 27.9 76.3 86.0 95.1 14.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 50 22 5 19 11 71 37 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/15/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 451,351 COMMITMENTS 7,926 61,574 4,896 422,240 368,935 435,062 435,405 16,289 15,946 CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST: 5,673) 486 -1,669 2,110 3,148 7,622 5,744 8,063 -71 -2,390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 13.6 1.1 93.6 81.7 96.4 96.5 3.6 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242) 20 47 10 103 110 129 161
Updated November 18, 2011