COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 138,214 COMMITMENTS 42,742 29,928 8,356 77,805 80,566 128,903 118,850 9,311 19,364 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 1,108) 2,159 2,199 -885 -398 -4,850 876 -3,536 232 4,644 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.9 21.7 6.0 56.3 58.3 93.3 86.0 6.7 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 69 74 44 51 61 147 155 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 28,255 COMMITMENTS 14,737 3,378 1,425 8,477 22,432 24,639 27,235 3,616 1,020 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 320) 475 22 -53 -181 171 241 140 79 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 52.2 12.0 5.0 30.0 79.4 87.2 96.4 12.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101) 50 16 14 24 18 86 37 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 158,826 COMMITMENTS 30,569 36,539 17,291 102,645 95,012 150,505 148,842 8,321 9,984 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 3,824) 464 2,434 362 3,145 1,459 3,971 4,255 -147 -431 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.2 23.0 10.9 64.6 59.8 94.8 93.7 5.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190) 51 69 36 51 47 125 133 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 504,829 COMMITMENTS 119,513 68,162 44,376 284,856 321,076 448,745 433,614 56,084 71,215 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 1,127) -3,205 3,501 -13 5,670 -4,967 2,452 -1,479 -1,325 2,606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 13.5 8.8 56.4 63.6 88.9 85.9 11.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218) 66 53 66 77 85 174 175 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 99,583 COMMITMENTS 24,739 15,322 9,624 60,058 67,840 94,421 92,786 5,162 6,797 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 2,088) 1,952 901 -105 -834 -52 1,013 744 1,075 1,344 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.8 15.4 9.7 60.3 68.1 94.8 93.2 5.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289) 73 76 74 108 103 225 217 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 58,641 COMMITMENTS 38,876 8,170 814 11,759 47,360 51,449 56,344 7,192 2,297 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 4,199) 7,207 1,829 171 -1,592 1,847 5,786 3,847 -1,587 352 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.3 13.9 1.4 20.1 80.8 87.7 96.1 12.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99) 59 15 6 18 8 81 26 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 11/29/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 471,133 COMMITMENTS 10,086 55,420 4,243 443,179 394,364 457,508 454,027 13,625 17,106 CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST: 7,848) 4,538 -3,761 1,412 2,635 12,397 8,585 10,048 -737 -2,200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 11.8 0.9 94.1 83.7 97.1 96.4 2.9 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237) 17 46 8 95 116 118 164
Updated December 2, 2011