COTTON NO. 2 - ICE FUTURES U.S. Code-033661 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 139,821 COMMITMENTS 47,284 31,469 9,080 73,742 82,034 130,106 122,583 9,715 17,238 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 1,607) 4,542 1,541 724 -4,063 1,468 1,203 3,733 404 -2,126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.8 22.5 6.5 52.7 58.7 93.1 87.7 6.9 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231) 73 79 46 52 63 155 161 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 29,261 COMMITMENTS 14,931 3,562 1,429 9,229 23,233 25,589 28,224 3,672 1,037 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 1,006) 194 184 4 752 801 950 989 56 17 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.0 12.2 4.9 31.5 79.4 87.5 96.5 12.5 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100) 48 16 15 23 19 84 39 COCOA - ICE FUTURES U.S. Code-073732 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 163,752 COMMITMENTS 32,137 39,958 18,669 103,675 95,726 154,481 154,353 9,271 9,399 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 4,926) 1,568 3,419 1,378 1,030 714 3,976 5,511 950 -585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 24.4 11.4 63.3 58.5 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188) 48 72 34 51 49 121 135 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 517,967 COMMITMENTS 124,706 69,922 48,160 287,025 328,200 459,891 446,282 58,076 71,685 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 13,138) 5,193 1,760 3,784 2,169 7,124 11,146 12,668 1,992 470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.1 13.5 9.3 55.4 63.4 88.8 86.2 11.2 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219) 65 56 66 77 86 178 175 COFFEE C - ICE FUTURES U.S. Code-083731 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 100,602 COMMITMENTS 27,104 16,082 11,666 56,182 66,235 94,952 93,983 5,650 6,619 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: 1,019) 2,365 760 2,042 -3,876 -1,605 531 1,197 488 -178 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 16.0 11.6 55.8 65.8 94.4 93.4 5.6 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292) 78 73 79 112 108 234 222 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 57,372 COMMITMENTS 40,139 7,986 756 10,088 46,939 50,983 55,681 6,389 1,691 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -1,269) 1,263 -184 -58 -1,671 -421 -466 -663 -803 -606 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.0 13.9 1.3 17.6 81.8 88.9 97.1 11.1 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102) 60 15 4 19 12 82 29 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A FUTURES ONLY POSITIONS AS OF 12/06/11 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 444,543 COMMITMENTS 11,325 49,787 2,595 413,414 372,871 427,334 425,253 17,209 19,290 CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST: -26,590) 1,239 -5,633 -1,648 -29,765 -21,493 -30,174 -28,774 3,584 2,184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 11.2 0.6 93.0 83.9 96.1 95.7 3.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234) 19 45 10 96 111 123 158
Updated December 9, 2011