COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 137,106 COMMITMENTS 40,583 27,729 9,241 78,203 85,416 128,027 122,386 9,079 14,720 CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -6,153) -733 6,321 -1,216 -1,109 -10,852 -3,058 -5,747 -3,095 -406 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.6 20.2 6.7 57.0 62.3 93.4 89.3 6.6 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229) 75 74 48 50 63 156 158 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 27,935 COMMITMENTS 14,262 3,356 1,478 8,658 22,261 24,398 27,095 3,537 840 CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 1,581) 1,354 700 171 -112 795 1,413 1,666 168 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 12.0 5.3 31.0 79.7 87.3 97.0 12.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 49 16 13 25 19 85 37 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 155,002 COMMITMENTS 30,105 34,105 16,929 99,500 93,553 146,534 144,587 8,468 10,415 CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -160) 209 2,035 571 -796 -3,212 -16 -606 -144 446 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 22.0 10.9 64.2 60.4 94.5 93.3 5.5 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179) 48 66 35 53 48 124 126 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 503,702 COMMITMENTS 122,718 64,661 44,389 279,186 326,043 446,293 435,093 57,409 68,609 CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 15,698) -7,685 9,927 3,266 21,329 -8,679 16,910 4,514 -1,212 11,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 12.8 8.8 55.4 64.7 88.6 86.4 11.4 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212) 63 51 57 76 84 167 165 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 97,495 COMMITMENTS 22,787 14,421 9,729 60,892 67,892 93,408 92,042 4,087 5,453 CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -6,919) -325 -2,241 -806 -4,579 -2,234 -5,710 -5,281 -1,209 -1,638 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.4 14.8 10.0 62.5 69.6 95.8 94.4 4.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287) 74 75 73 103 101 224 211 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 54,442 COMMITMENTS 31,669 6,341 643 13,351 45,513 45,663 52,497 8,779 1,945 CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: -2,863) -959 -3,757 -22 -2,631 1,798 -3,612 -1,981 749 -882 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 58.2 11.6 1.2 24.5 83.6 83.9 96.4 16.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 53 17 8 20 11 76 34 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/22/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 463,285 COMMITMENTS 5,548 59,181 2,831 440,544 381,967 448,923 443,979 14,362 19,306 CHANGES FROM 11/15/11 (CHANGE IN OPEN INTEREST: 11,934) -2,378 -2,393 -2,065 18,304 13,032 13,861 8,574 -1,927 3,360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 12.8 0.6 95.1 82.4 96.9 95.8 3.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238) 13 47 7 98 117 116 166
Updated November 28, 2011